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 | |
|---|---|---|---|---|---|---|
|
ATRI
1776
DELISTED
Atrion Corp
ATRI
| $19.3M | 0.01% |
56,671
+845
| +2% | +$275K |
|
1777
STRATTEC Security
STRT
$367M
| $19.2M | 0.01% |
232,739
+12,092
| +5% | +$1.13M |
|
|
BFIN
1778
DELISTED
BankFinancial
BFIN
| $19.2M | 0.01% |
1,619,671
-2,667
| -0.2% | -$30.4K |
|
1779
Acuity Brands
AYI
$10.1B
| $19.2M | 0.01% |
136,824
-1,084
| -0.8% | -$147K |
|
1780
NiSource
NI
$21.4B
| $19.2M | 0.01% |
1,149,055
+74,984
| +7% | +$1.22M |
|
1781
Metallus
MTUS
$843M
| $19.2M | 0.01% |
517,376
+241,922
| +88% | +$8.94M |
|
1782
Factset
FDS
$9.61B
| $19.1M | 0.01% |
136,040
+13,563
| +11% | +$1.8M |
|
1783
Under Armour
UAA
$2.92B
| $19.1M | 0.01% |
567,808
+35,496
| +7% | +$1.19M |
|
1784
Coca-Cola Femsa
KOF
$22.5B
| $19.1M | 0.01% |
221,030
+43,424
| +24% | +$4.22M |
|
1785
TransDigm Group
TDG
$71.6B
| $19.1M | 0.01% |
97,382
+2,894
| +3% | +$546K |
|
|
BELFB
1786
Bel Fuse Inc Class B
BELFB
$3.81B
| $19.1M | 0.01% |
698,008
+10,584
| +2% | +$276K |
|
|
ENDP
1787
DELISTED
Endo International plc
ENDP
| $19.1M | 0.01% |
264,296
-105,947
| -29% | -$7.26M |
|
|
BEAV
1788
DELISTED
B/E Aerospace Inc
BEAV
| $19M | 0.01% |
328,230
-78,454
| -19% | -$4.37M |
|
|
PLL
1789
DELISTED
PALL CORP
PLL
| $19M | 0.01% |
187,652
+21,514
| +13% | +$1.98M |
|
1790
HCA Healthcare
HCA
$87.5B
| $19M | 0.01% |
258,467
+19,236
| +8% | +$1.35M |
|
|
EPAY
1791
DELISTED
Bottomline Technologies Inc
EPAY
| $19M | 0.01% |
750,432
-6,941
| -0.9% | -$179K |
|
|
TFM
1792
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $19M | 0.01% |
460,421
+87,809
| +24% | +$3.34M |
|
|
OME
1793
DELISTED
Omega Protein
OME
| $18.9M | 0.01% |
1,789,139
+32,230
| +2% | +$382K |
|
|
ABB
1794
DELISTED
ABB Ltd
ABB
| $18.9M | 0.01% |
892,613
-1,765
| -0.2% | -$38.2K |
|
1795
Verisk Analytics
VRSK
$25B
| $18.9M | 0.01% |
294,343
+55,159
| +23% | +$3.43M |
|
|
HTO
1796
H2O America
HTO
$2.57B
| $18.7M | 0.01% |
583,400
-18,414
| -3% | -$554K |
|
1797
American Public Education
APEI
$942M
| $18.7M | 0.01% |
507,905
+34,880
| +7% | +$1.13M |
|
1798
Cboe Global Markets
CBOE
$31.1B
| $18.7M | 0.01% |
295,015
+65,526
| +29% | +$3.91M |
|
1799
DXP Enterprises
DXPE
$2.51B
| $18.7M | 0.01% |
370,070
+21,732
| +6% | +$1.3M |
|
|
DTSI
1800
DELISTED
DTS, Inc.
DTSI
| $18.6M | 0.01% |
606,201
+73,653
| +14% | +$2.22M |
|
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.