Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$320M |
| 2 |
Banco Santander
SAN
|
+$176M |
| 3 |
AT&T
T
|
+$171M |
| 4 |
Ford
F
|
+$95.9M |
| 5 |
Cisco
CSCO
|
+$87M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Santander
BSBR
|
+$187M |
| 2 |
Union Pacific
UNP
|
+$98.1M |
| 3 |
URS
URS CORP
URS
|
+$96.4M |
| 4 |
SUNE
SUNEDISON, INC COM
SUNE
|
+$67.9M |
| 5 |
Avis
CAR
|
+$66.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.07% |
| 2 | Industrials | 13.39% |
| 3 | Technology | 11.08% |
| 4 | Energy | 9.38% |
| 5 | Consumer Discretionary | 9.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1676
Mercury Systems
MRCY
$6.37B
| $21.4M | 0.01% |
1,539,501
+59,325
| +4% | +$760K |
|
|
AMWD
1677
DELISTED
American Woodmark
AMWD
| $21.4M | 0.01% |
529,428
+46,578
| +10% | +$1.83M |
|
1678
Southside Bancshares
SBSI
$974M
| $21.4M | 0.01% |
836,846
+201,677
| +32% | +$5.73M |
|
|
SHLO
1679
DELISTED
Shiloh Industries Inc
SHLO
| $21.4M | 0.01% |
1,360,128
+6,590
| +0.5% | +$107K |
|
1680
Federated Hermes
FHI
$4.73B
| $21.4M | 0.01% |
649,192
+126,279
| +24% | +$3.91M |
|
1681
Douglas Dynamics
PLOW
$934M
| $21.4M | 0.01% |
997,145
+88,334
| +10% | +$1.9M |
|
1682
AES
AES
$10.5B
| $21.3M | 0.01% |
1,546,298
+41,974
| +3% | +$573K |
|
|
ORBC
1683
DELISTED
ORBCOMM, Inc.
ORBC
| $21.3M | 0.01% |
3,251,842
+143,153
| +5% | +$901K |
|
|
PEI
1684
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $21.2M | 0.01% |
60,357
+910
| +2% | +$298K |
|
|
CVGW
1685
DELISTED
Calavo Growers
CVGW
| $21.2M | 0.01% |
448,936
+43,294
| +11% | +$1.99M |
|
1686
Microchip Technology
MCHP
$41B
| $21.2M | 0.01% |
941,402
+265,232
| +39% | +$5.77M |
|
1687
Equinix
EQIX
$101B
| $21.2M | 0.01% |
93,631
+5,824
| +7% | +$1.26M |
|
1688
AB InBev
BUD
$166B
| $21.2M | 0.01% |
189,023
+43,920
| +30% | +$4.86M |
|
1689
John Wiley & Sons Class A
WLY
$2.67B
| $21.2M | 0.01% |
357,575
+46,081
| +15% | +$2.65M |
|
|
NUAN
1690
DELISTED
Nuance Communications, Inc.
NUAN
| $21.2M | 0.01% |
1,714,275
+439,493
| +34% | +$5.64M |
|
1691
KBR
KBR
$4.66B
| $21.2M | 0.01% |
1,249,152
+222,466
| +22% | +$3.99M |
|
1692
LPL Financial
LPLA
$28.8B
| $21.2M | 0.01% |
475,071
+91,200
| +24% | +$3.92M |
|
|
EDR
1693
DELISTED
Education Realty Trust Inc
EDR
| $21.1M | 0.01% |
577,291
+24,968
| +5% | +$855K |
|
|
STMP
1694
DELISTED
Stamps.com, Inc.
STMP
| $21.1M | 0.01% |
440,012
+26,447
| +6% | +$1.1M |
|
1695
Powell Industries
POWL
$7.79B
| $21.1M | 0.01% |
1,290,249
+26,232
| +2% | +$389K |
|
1696
Natural Gas Services Group
NGS
$470M
| $21.1M | 0.01% |
915,246
-1,511
| -0.2% | -$35.7K |
|
1697
A.O. Smith
AOS
$8.21B
| $21.1M | 0.01% |
747,476
+18,132
| +2% | +$474K |
|
1698
Flowserve
FLS
$9.78B
| $21.1M | 0.01% |
352,128
+17,917
| +5% | +$1.14M |
|
1699
Coherent
COHR
$56.2B
| $21M | 0.01% |
1,541,864
+146,927
| +11% | +$1.91M |
|
|
MDR
1700
DELISTED
McDermott International
MDR
| $21M | 0.01% |
2,410,824
-317,636
| -12% | -$3.56M |
|
Similar funds
Dimensional Fund Advisors's Q4 2014 Portfolio in Review
As of Q4 2014, Dimensional Fund Advisors held 3,615 positions worth $152B, up 7.9% from $141B the previous quarter. Its ten largest holdings account for 8.9% of the portfolio.
Dimensional Fund Advisors deployed $5.68B of net new capital in Q4 2014, opening 70 new positions and adding to 2,264 existing holdings. Its largest new stake was Avid Technology Inc: 2,313,849 shares worth $32.9M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 18% a quarter earlier, followed by Industrials and Technology.
On the sell side, the largest reduction was Santander, an estimated $187M trimmed.
- Dimensional Fund Advisors's largest Q4 2014 buy was Avid Technology Inc: 2,313,849 shares worth $32.9M.
- Dimensional Fund Advisors added most to ExxonMobil in Q4 2014, an estimated $320M increase.
- Dimensional Fund Advisors's biggest Q4 2014 reduction was Santander, cutting an estimated $187M.
- Dimensional Fund Advisors fully exited URS CORP in Q4 2014, selling an estimated $96.4M.
- Dimensional Fund Advisors's ten largest holdings make up 8.9% of its $152B portfolio in Q4 2014.
- Dimensional Fund Advisors opened 70 new positions and closed 98 in Q4 2014.
- Dimensional Fund Advisors's portfolio value rose 7.9% quarter-over-quarter to $152B.
Based on Dimensional Fund Advisors's 13F filing for Q4 2014, filed 6 Feb 2015.