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 | |
|---|---|---|---|---|---|---|
|
DRC
1751
DELISTED
DRESSER-RAND GROUP INC
DRC
| $19.9M | 0.01% |
242,882
-127
| -0.1% | -$10.3K |
|
|
SLCA
1752
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $19.9M | 0.01% |
773,110
+81,510
| +12% | +$3.22M |
|
1753
Dentsply Sirona
XRAY
$2.78B
| $19.9M | 0.01% |
372,752
+31,204
| +9% | +$1.59M |
|
1754
Range Resources
RRC
$9.41B
| $19.8M | 0.01% |
370,544
+38,203
| +11% | +$2.47M |
|
1755
Honda
HMC
$38.5B
| $19.8M | 0.01% |
670,331
-1,140
| -0.2% | -$35.4K |
|
1756
Tesla
TSLA
$1.27T
| $19.7M | 0.01% |
1,331,700
-14,250
| -1% | -$223K |
|
1757
Nordson
NDSN
$16.8B
| $19.7M | 0.01% |
252,895
+61,390
| +32% | +$4.66M |
|
1758
WEX
WEX
$6.44B
| $19.6M | 0.01% |
198,384
+42,525
| +27% | +$4.53M |
|
|
CTXS
1759
DELISTED
Citrix Systems Inc
CTXS
| $19.6M | 0.01% |
386,074
+10,575
| +3% | +$547K |
|
1760
Sabra Healthcare REIT
SBRA
$5.22B
| $19.6M | 0.01% |
645,745
+88,898
| +16% | +$2.45M |
|
1761
Chesapeake Utilities
CPK
$3.22B
| $19.6M | 0.01% |
394,000
+12,037
| +3% | +$555K |
|
|
TBRG
1762
DELISTED
TruBridge
TBRG
| $19.6M | 0.01% |
322,005
+15,877
| +5% | +$964K |
|
1763
Miller Industries
MLR
$575M
| $19.5M | 0.01% |
939,970
+5,100
| +0.5% | +$95.3K |
|
1764
Digi International
DGII
$2.62B
| $19.5M | 0.01% |
2,099,868
-9,765
| -0.5% | -$77.2K |
|
|
CBD
1765
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $19.5M | 0.01% |
529,207
+33,222
| +7% | +$1.34M |
|
1766
Synopsys
SNPS
$74.7B
| $19.5M | 0.01% |
448,450
+1,860
| +0.4% | +$77.2K |
|
|
CBB
1767
DELISTED
Cincinnati Bell Inc.
CBB
| $19.4M | 0.01% |
1,219,371
+64,356
| +6% | +$1.09M |
|
1768
Hecla Mining
HL
$9.62B
| $19.4M | 0.01% |
6,969,638
+1,702,045
| +32% | +$4.21M |
|
1769
Booz Allen Hamilton
BAH
$8.58B
| $19.4M | 0.01% |
732,730
+62,541
| +9% | +$1.62M |
|
1770
Kite Realty
KRG
$5.73B
| $19.4M | 0.01% |
676,380
+163,063
| +32% | +$4.31M |
|
1771
Cenovus Energy
CVE
$54.4B
| $19.4M | 0.01% |
942,476
+726,652
| +337% | +$16.7M |
|
|
TRNX
1772
DELISTED
TORNIER N V SHARES (NLD)
TRNX
| $19.4M | 0.01% |
761,107
+7,141
| +0.9% | +$182K |
|
1773
Eagle Materials
EXP
$6.54B
| $19.4M | 0.01% |
254,724
-3,206
| -1% | -$271K |
|
|
SIRO
1774
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $19.3M | 0.01% |
220,699
+18,958
| +9% | +$1.57M |
|
1775
Shutterstock
SSTK
$218M
| $19.3M | 0.01% |
279,045
+6,929
| +3% | +$503K |
|
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.