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 | |
|---|---|---|---|---|---|---|
151
CACI
CACI
$10.5B
| $172M | 0.11% |
1,999,931
+22,805
| +1% | +$1.86M |
|
152
Boston Scientific
BSX
$68.4B
| $172M | 0.11% |
12,996,169
+176,402
| +1% | +$2.26M |
|
153
Western Digital
WDC
$184B
| $172M | 0.11% |
2,055,081
-81,391
| -4% | -$6.15M |
|
154
Penske Automotive Group
PAG
$14.5B
| $171M | 0.11% |
3,488,072
+59,715
| +2% | +$2.73M |
|
155
Group 1 Automotive
GPI
$3.53B
| $170M | 0.11% |
1,897,746
+18,164
| +1% | +$1.52M |
|
156
Lincoln National
LNC
$8.8B
| $169M | 0.11% |
2,923,372
-65,098
| -2% | -$3.54M |
|
157
EOG Resources
EOG
$77.5B
| $168M | 0.11% |
1,827,235
+283,903
| +18% | +$26.4M |
|
|
YHOO
158
DELISTED
Yahoo Inc
YHOO
| $167M | 0.11% |
3,312,179
+254,079
| +8% | +$12M |
|
159
Amazon
AMZN
$2.53T
| $167M | 0.11% |
10,779,220
+752,620
| +8% | +$11.7M |
|
|
QVCGA
160
DELISTED
QVC Group Inc Series A
QVCGA
| $167M | 0.11% |
116,795
-20,228
| -15% | -$26.6M |
|
161
US Bancorp
USB
$98B
| $167M | 0.11% |
3,707,989
+247,958
| +7% | +$10.7M |
|
162
Qualcomm
QCOM
$160B
| $166M | 0.11% |
2,236,745
+215,181
| +11% | +$15.7M |
|
163
Curtiss-Wright
CW
$26.5B
| $164M | 0.11% |
2,323,384
-11,104
| -0.5% | -$766K |
|
|
FCS
164
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $164M | 0.11% |
9,692,884
+278,137
| +3% | +$4.33M |
|
165
Essex Property Trust
ESS
$18.1B
| $162M | 0.11% |
786,113
+3,384
| +0.4% | +$670K |
|
166
Live Nation Entertainment
LYV
$42.7B
| $162M | 0.11% |
6,214,851
-388,123
| -6% | -$9.78M |
|
167
Vishay Intertechnology
VSH
$5.18B
| $162M | 0.11% |
11,466,682
+20,395
| +0.2% | +$280K |
|
|
CHU
168
DELISTED
China Unicom (HONG KONG) Limited
CHU
| $162M | 0.11% |
12,054,782
-83,721
| -0.7% | -$1.21M |
|
169
Upbound Group
UPBD
$1.17B
| $162M | 0.11% |
4,462,362
-18,966
| -0.4% | -$611K |
|
170
3M
MMM
$90.8B
| $161M | 0.11% |
1,173,903
+68,494
| +6% | +$8.79M |
|
|
SFG
171
DELISTED
STANCORP FINL GRP
SFG
| $161M | 0.11% |
2,302,456
+118,694
| +5% | +$7.92M |
|
|
CHK
172
DELISTED
Chesapeake Energy Corporation
CHK
| $161M | 0.11% |
41,084
+1,671
| +4% | +$6.94M |
|
173
Wintrust Financial
WTFC
$10.8B
| $159M | 0.1% |
3,409,826
+67,343
| +2% | +$3.05M |
|
174
AbbVie
ABBV
$455B
| $159M | 0.1% |
2,432,711
+177,965
| +8% | +$11.2M |
|
|
STI
175
DELISTED
SunTrust Banks, Inc.
STI
| $159M | 0.1% |
3,798,209
-187,494
| -5% | -$7.35M |
|
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.