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 | |
|---|---|---|---|---|---|---|
1701
Northern Oil and Gas
NOG
$2.24B
| $21M | 0.01% |
372,298
+6,062
| +2% | +$582K |
|
1702
Bankunited
BKU
$3.39B
| $21M | 0.01% |
725,704
+155,566
| +27% | +$4.59M |
|
|
SCLN
1703
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $21M | 0.01% |
2,399,784
+71,348
| +3% | +$578K |
|
1704
Stratasys
SSYS
$697M
| $21M | 0.01% |
252,801
+82,203
| +48% | +$8.41M |
|
|
SRCL
1705
DELISTED
Stericycle Inc
SRCL
| $21M | 0.01% |
160,097
+23,290
| +17% | +$2.93M |
|
1706
Domino's
DPZ
$12B
| $21M | 0.01% |
222,831
+19,791
| +10% | +$1.77M |
|
1707
First Bancorp
FBP
$4.43B
| $20.9M | 0.01% |
3,567,308
+568,804
| +19% | +$2.94M |
|
|
BBG
1708
DELISTED
Bill Barrett Corp
BBG
| $20.9M | 0.01% |
1,838,137
-145,178
| -7% | -$1.92M |
|
1709
Brookdale Senior Living
BKD
$3.48B
| $20.9M | 0.01% |
570,344
-95,656
| -14% | -$3.24M |
|
|
CAI
1710
DELISTED
CAI International, Inc.
CAI
| $20.9M | 0.01% |
900,000
+40,802
| +5% | +$867K |
|
1711
Hexcel
HXL
$7.73B
| $20.8M | 0.01% |
500,479
+112,244
| +29% | +$4.63M |
|
|
PDLI
1712
DELISTED
PDL BioPharma, Inc.
PDLI
| $20.7M | 0.01% |
2,690,941
-25,858
| -1% | -$205K |
|
|
TIVO
1713
DELISTED
TIVO INC
TIVO
| $20.7M | 0.01% |
1,751,025
+823,567
| +89% | +$10.3M |
|
|
TEN
1714
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $20.7M | 0.01% |
366,179
+16,443
| +5% | +$884K |
|
1715
Netflix
NFLX
$303B
| $20.7M | 0.01% |
4,242,070
+74,410
| +2% | +$400K |
|
|
LTRPA
1716
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $20.7M | 0.01% |
768,921
-72,920
| -9% | -$2.02M |
|
|
ALTR
1717
DELISTED
Altera Corp
ALTR
| $20.7M | 0.01% |
559,822
+11,139
| +2% | +$394K |
|
1718
National Health Investors
NHI
$3.68B
| $20.7M | 0.01% |
295,265
+26,365
| +10% | +$1.71M |
|
1719
HEICO Corp
HEI
$50.1B
| $20.6M | 0.01% |
834,304
+32,615
| +4% | +$705K |
|
|
GOV
1720
DELISTED
Government Properties Income Trust
GOV
| $20.6M | 0.01% |
894,077
+49,608
| +6% | +$1.13M |
|
|
WWAV
1721
DELISTED
The WhiteWave Foods Company
WWAV
| $20.6M | 0.01% |
587,955
+29,074
| +5% | +$1.03M |
|
1722
H&R Block
HRB
$5.77B
| $20.6M | 0.01% |
610,733
+35,031
| +6% | +$1.12M |
|
|
FEIC
1723
DELISTED
FEI COMPANY
FEIC
| $20.6M | 0.01% |
227,654
-2,893
| -1% | -$241K |
|
|
RNWK
1724
DELISTED
RealNetworks Inc
RNWK
| $20.5M | 0.01% |
2,915,162
-52,050
| -2% | -$355K |
|
|
MRLN
1725
DELISTED
Marlin Business Services Corp
MRLN
| $20.5M | 0.01% |
998,040
+12,310
| +1% | +$235K |
|
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.