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 | |
|---|---|---|---|---|---|---|
|
SHLD
1801
DELISTED
Sears Holding Corporation
SHLD
| $18.6M | 0.01% |
564,763
-409,550
| -42% | -$13.4M |
|
|
HAYN
1802
DELISTED
Haynes International, Inc.
HAYN
| $18.6M | 0.01% |
383,820
+7,813
| +2% | +$356K |
|
|
GIFI
1803
DELISTED
Gulf Island Fabrication
GIFI
| $18.6M | 0.01% |
959,862
+9,056
| +1% | +$179K |
|
|
HSII
1804
DELISTED
Heidrick & Struggles
HSII
| $18.6M | 0.01% |
807,008
+81,761
| +11% | +$1.71M |
|
1805
Wynn Resorts
WYNN
$10.2B
| $18.6M | 0.01% |
124,975
+15,225
| +14% | +$2.61M |
|
1806
JB Hunt Transport Services
JBHT
$25.1B
| $18.6M | 0.01% |
220,501
+21,513
| +11% | +$1.71M |
|
|
ARC
1807
DELISTED
ARC Document Solutions, Inc.
ARC
| $18.6M | 0.01% |
1,815,986
+158,155
| +10% | +$1.52M |
|
1808
Boyd Gaming
BYD
$6.16B
| $18.5M | 0.01% |
1,451,348
-298,145
| -17% | -$3.35M |
|
|
DISH
1809
DELISTED
DISH Network Corp.
DISH
| $18.5M | 0.01% |
254,438
+13,191
| +5% | +$888K |
|
1810
Braskem
BAK
$924M
| $18.4M | 0.01% |
1,426,994
+189,102
| +15% | +$2.64M |
|
1811
Ulta Beauty
ULTA
$23B
| $18.4M | 0.01% |
144,113
+3,448
| +2% | +$423K |
|
1812
Vishay Precision Group
VPG
$1.22B
| $18.4M | 0.01% |
1,073,699
+14,112
| +1% | +$235K |
|
1813
PTC
PTC
$16.2B
| $18.4M | 0.01% |
502,508
+87,629
| +21% | +$3.24M |
|
1814
Lifetime Brands
LCUT
$195M
| $18.4M | 0.01% |
1,070,112
+10,601
| +1% | +$169K |
|
1815
Knowles
KN
$3.2B
| $18.4M | 0.01% |
781,069
+115,659
| +17% | +$2.39M |
|
|
IXYS
1816
DELISTED
IXYS Corp
IXYS
| $18.4M | 0.01% |
1,457,042
+72,235
| +5% | +$814K |
|
|
ITC
1817
DELISTED
ITC HOLDINGS CORP
ITC
| $18.3M | 0.01% |
453,206
+72,118
| +19% | +$2.76M |
|
1818
Tapestry
TPR
$31.4B
| $18.3M | 0.01% |
486,950
+75,476
| +18% | +$2.66M |
|
1819
Global Industrial
GIC
$1.39B
| $18.3M | 0.01% |
1,354,271
+3,392
| +0.3% | +$46.8K |
|
1820
Bassett Furniture
BSET
$169M
| $18.3M | 0.01% |
935,919
-752
| -0.1% | -$13.5K |
|
|
CKEC
1821
DELISTED
Carmike Cinemas Inc
CKEC
| $18.3M | 0.01% |
695,013
+30,418
| +5% | +$869K |
|
|
XOXO
1822
DELISTED
Xo Group Inc
XOXO
| $18.2M | 0.01% |
1,001,742
+7,062
| +0.7% | +$99.9K |
|
1823
FMC
FMC
$1.3B
| $18.2M | 0.01% |
368,648
+7,516
| +2% | +$366K |
|
1824
Liberty Global Class A
LBTYA
$3.71B
| $18.2M | 0.01% |
439,692
+132,804
| +43% | +$5.09M |
|
|
PETM
1825
DELISTED
PETSMART INC
PETM
| $18.2M | 0.01% |
223,866
+19,946
| +10% | +$1.48M |
|
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.