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 | |
|---|---|---|---|---|---|---|
|
ESIO
1876
DELISTED
Electro Scientific Industries
ESIO
| $17.6M | 0.01% |
2,266,284
-98,669
| -4% | -$704K |
|
|
NVO
1877
Novo Nordisk
NVO
$206B
| $17.6M | 0.01% |
831,024
+69,172
| +9% | +$1.55M |
|
1878
Atmos Energy
ATO
$28.8B
| $17.6M | 0.01% |
315,121
+70,395
| +29% | +$3.71M |
|
|
ASRT
1879
DELISTED
Assertio
ASRT
| $17.6M | 0.01% |
18,172
+5,436
| +43% | +$4.96M |
|
|
FNHC
1880
DELISTED
FedNat Holding Company Common Stock
FNHC
| $17.5M | 0.01% |
725,649
+14,203
| +2% | +$387K |
|
|
ROIC
1881
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $17.5M | 0.01% |
1,040,359
+81,278
| +8% | +$1.31M |
|
|
UNTD
1882
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $17.4M | 0.01% |
1,193,499
-2,438
| -0.2% | -$30.7K |
|
1883
Stoneridge
SRI
$205M
| $17.4M | 0.01% |
1,349,804
+40,509
| +3% | +$474K |
|
|
BRLI
1884
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
| $17.3M | 0.01% |
539,927
+2,310
| +0.4% | +$66.8K |
|
|
EXPR
1885
DELISTED
Express, Inc.
EXPR
| $17.3M | 0.01% |
58,975
| – | – |
|
|
WR
1886
DELISTED
Westar Energy Inc
WR
| $17.3M | 0.01% |
419,723
+85,046
| +25% | +$3.25M |
|
1887
Norwegian Cruise Line
NCLH
$8.89B
| $17.3M | 0.01% |
370,141
+123,615
| +50% | +$4.96M |
|
|
BFX
1888
DELISTED
BowFlex Inc.
BFX
| $17.3M | 0.01% |
1,139,507
+56,460
| +5% | +$753K |
|
1889
Copart
CPRT
$27.1B
| $17.3M | 0.01% |
3,785,216
+909,776
| +32% | +$3.9M |
|
1890
Hackett Group
HCKT
$275M
| $17.2M | 0.01% |
1,959,052
-8,620
| -0.4% | -$66.7K |
|
1891
Erie Indemnity
ERIE
$12.8B
| $17.2M | 0.01% |
189,688
+39,132
| +26% | +$3.33M |
|
1892
EQT Corp
EQT
$33.4B
| $17.2M | 0.01% |
416,995
+9,266
| +2% | +$438K |
|
|
AAMC
1893
DELISTED
Altisource Asset Management Corp
AAMC
| $17.2M | 0.01% |
94,180
-5
| -0% | -$1.54K |
|
1894
Protolabs
PRLB
$1.91B
| $17.2M | 0.01% |
255,641
+7,757
| +3% | +$510K |
|
|
KEG
1895
DELISTED
KEY ENERGY SERVICES INC
KEG
| $17.1M | 0.01% |
10,255,671
-381,557
| -4% | -$637K |
|
|
BTU
1896
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $17.1M | 0.01% |
147,476
-14,523
| -9% | -$2.17M |
|
|
RAD
1897
DELISTED
Rite Aid Corporation
RAD
| $17.1M | 0.01% |
113,688
-12,546
| -10% | -$1.39M |
|
1898
Equinor
EQNR
$94.6B
| $17.1M | 0.01% |
970,979
+298,367
| +44% | +$6.36M |
|
|
EVRI
1899
DELISTED
Everi Holdings
EVRI
| $17.1M | 0.01% |
2,390,329
+234,948
| +11% | +$1.65M |
|
|
TE
1900
DELISTED
TECO ENERGY INC
TE
| $17.1M | 0.01% |
833,871
+200,214
| +32% | +$3.87M |
|
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.