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 | |
|---|---|---|---|---|---|---|
1901
DNOW Inc
DNOW
$2.59B
| $17.1M | 0.01% |
663,859
-17,946
| -3% | -$491K |
|
|
ENOC
1902
DELISTED
EnerNOC, Inc.
ENOC
| $17.1M | 0.01% |
1,104,861
-12,928
| -1% | -$193K |
|
|
FRC
1903
DELISTED
First Republic Bank
FRC
| $17.1M | 0.01% |
327,393
+77,109
| +31% | +$3.88M |
|
1904
Quad
QUAD
$554M
| $17.1M | 0.01% |
743,233
+94,574
| +15% | +$2M |
|
1905
CoStar Group
CSGP
$12.1B
| $17.1M | 0.01% |
928,870
-87,290
| -9% | -$1.41M |
|
|
SYT
1906
DELISTED
Syngenta Ag
SYT
| $17M | 0.01% |
265,210
+63,331
| +31% | +$3.99M |
|
|
GSH
1907
DELISTED
Guangshen Railway Co. Ltd
GSH
| $17M | 0.01% |
705,128
-5,490
| -0.8% | -$117K |
|
1908
Banco Bilbao Vizcaya Argentaria
BBVA
$156B
| $17M | 0.01% |
1,904,887
+18,221
| +1% | +$186K |
|
|
TEG
1909
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
| $17M | 0.01% |
218,338
-28
| -0% | -$2.02K |
|
1910
The GEO Group
GEO
$4.22B
| $17M | 0.01% |
630,767
-105,765
| -14% | -$2.76M |
|
|
BNCL
1911
DELISTED
Beneficial Bancorp, Inc.
BNCL
| $17M | 0.01% |
1,521,343
+86,564
| +6% | +$1.02M |
|
|
HDS
1912
DELISTED
HD Supply Holdings, Inc.
HDS
| $17M | 0.01% |
574,985
+336,239
| +141% | +$9.43M |
|
|
HALL
1913
DELISTED
Hallmark Financial Services, Inc.
HALL
| $16.9M | 0.01% |
139,928
+2,090
| +2% | +$236K |
|
|
SRGA
1914
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $16.9M | 0.01% |
108,285
+1,000
| +0.9% | +$144K |
|
|
AMAG
1915
DELISTED
AMAG Pharmaceuticals
AMAG
| $16.9M | 0.01% |
395,511
| – | – |
|
1916
First Busey Corp
BUSE
$2.59B
| $16.8M | 0.01% |
861,794
+47,198
| +6% | +$886K |
|
1917
Financial Institutions
FISI
$834M
| $16.8M | 0.01% |
668,339
+16,083
| +2% | +$392K |
|
|
SIX
1918
DELISTED
Six Flags Entertainment Corp.
SIX
| $16.8M | 0.01% |
389,465
+23,986
| +7% | +$944K |
|
1919
Hurco Companies Inc
HURC
$139M
| $16.8M | 0.01% |
492,851
+15,683
| +3% | +$551K |
|
|
DISCK
1920
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $16.8M | 0.01% |
496,975
+43,543
| +10% | +$1.48M |
|
1921
Magnachip Semiconductor
MX
$124M
| $16.7M | 0.01% |
1,287,454
+25,799
| +2% | +$302K |
|
|
GRA
1922
DELISTED
W.R. Grace & Co.
GRA
| $16.7M | 0.01% |
175,213
+5,144
| +3% | +$479K |
|
1923
ITT
ITT
$17.6B
| $16.7M | 0.01% |
411,538
+59,823
| +17% | +$2.5M |
|
1924
Flowers Foods
FLO
$1.54B
| $16.6M | 0.01% |
865,826
+210,291
| +32% | +$3.97M |
|
1925
Lennox International
LII
$14.7B
| $16.6M | 0.01% |
174,765
+18,321
| +12% | +$1.63M |
|
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.