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 | |
|---|---|---|---|---|---|---|
1726
Orthofix Medical
OFIX
$498M
| $20.4M | 0.01% |
678,200
+25,221
| +4% | +$739K |
|
1727
LendingTree
TREE
$460M
| $20.4M | 0.01% |
421,600
-791
| -0.2% | -$32.7K |
|
1728
Motorcar Parts of America
MPAA
$258M
| $20.4M | 0.01% |
655,245
+55,332
| +9% | +$1.67M |
|
1729
Hershey
HSY
$35.4B
| $20.3M | 0.01% |
195,762
+47,372
| +32% | +$4.61M |
|
1730
Corpay
CPAY
$25.1B
| $20.3M | 0.01% |
136,716
+21,139
| +18% | +$3.05M |
|
1731
Robert Half
RHI
$4.02B
| $20.3M | 0.01% |
347,216
+8,558
| +3% | +$464K |
|
|
MODV
1732
DELISTED
ModivCare
MODV
| $20.3M | 0.01% |
555,933
-14,889
| -3% | -$583K |
|
1733
NewMarket
NEU
$7.76B
| $20.2M | 0.01% |
50,148
-1,203
| -2% | -$464K |
|
|
MXIM
1734
DELISTED
Maxim Integrated Products
MXIM
| $20.2M | 0.01% |
634,988
+25,450
| +4% | +$748K |
|
|
CTRX
1735
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $20.2M | 0.01% |
390,622
+78,883
| +25% | +$3.71M |
|
1736
Dr. Reddy's Laboratories
RDY
$10B
| $20.1M | 0.01% |
1,995,665
+365,720
| +22% | +$3.85M |
|
|
PSB
1737
DELISTED
PS Business Parks, Inc.
PSB
| $20.1M | 0.01% |
252,711
+6,851
| +3% | +$551K |
|
1738
Wolfspeed
WOLF
$1.29B
| $20.1M | 0.01% |
623,363
+38,761
| +7% | +$1.27M |
|
|
DSPG
1739
DELISTED
DSP Group Inc
DSPG
| $20.1M | 0.01% |
1,845,721
+3,737
| +0.2% | +$38.5K |
|
1740
ONE Gas
OGS
$4.92B
| $20M | 0.01% |
485,654
+148,193
| +44% | +$5.75M |
|
|
CAMP
1741
DELISTED
CalAmp Corp.
CAMP
| $20M | 0.01% |
47,492
-3,578
| -7% | -$1.53M |
|
1742
Flexsteel Industries
FLXS
$307M
| $20M | 0.01% |
619,701
+12,836
| +2% | +$421K |
|
|
EOCC
1743
DELISTED
Enel Generacion Chile S.A.
EOCC
| $19.9M | 0.01% |
643,776
+13,148
| +2% | +$407K |
|
1744
Voya Financial
VOYA
$9.08B
| $19.9M | 0.01% |
470,362
+222,638
| +90% | +$8.9M |
|
1745
Valley National Bancorp
VLY
$7.97B
| $19.9M | 0.01% |
2,051,849
+244,551
| +14% | +$2.37M |
|
|
PAY
1746
DELISTED
Verifone Systems Inc
PAY
| $19.9M | 0.01% |
535,559
-719,862
| -57% | -$25.3M |
|
|
FLIR
1747
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $19.9M | 0.01% |
616,018
+69,457
| +13% | +$2.2M |
|
|
COBZ
1748
DELISTED
CoBiz Financial,Inc
COBZ
| $19.9M | 0.01% |
1,513,466
+36,777
| +2% | +$441K |
|
1749
Western Union
WU
$2.04B
| $19.9M | 0.01% |
1,109,360
+95,203
| +9% | +$1.65M |
|
|
VRE
1750
DELISTED
Veris Residential
VRE
| $19.9M | 0.01% |
1,042,401
-3,145
| -0.3% | -$60.2K |
|
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.