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 | |
|---|---|---|---|---|---|---|
1926
Idexx Laboratories
IDXX
$44.4B
| $16.6M | 0.01% |
223,980
+11,856
| +6% | +$831K |
|
|
PSTB
1927
DELISTED
Park Sterling Corp.
PSTB
| $16.6M | 0.01% |
2,256,095
+59,243
| +3% | +$423K |
|
1928
Chord Energy
CHRD
$7.85B
| $16.6M | 0.01% |
1,002,391
+139,651
| +16% | +$3.46M |
|
|
VAR
1929
DELISTED
Varian Medical Systems, Inc.
VAR
| $16.6M | 0.01% |
218,415
+22,496
| +11% | +$1.67M |
|
1930
Cadence Design Systems
CDNS
$92.2B
| $16.6M | 0.01% |
872,660
+263,529
| +43% | +$4.73M |
|
|
AE
1931
DELISTED
Adams Resources & Energy Inc
AE
| $16.5M | 0.01% |
331,313
+218
| +0.1% | +$9.71K |
|
|
UN
1932
DELISTED
Unilever NV New York Registry Shares
UN
| $16.5M | 0.01% |
422,695
+39,359
| +10% | +$1.54M |
|
1933
Park Aerospace
PKE
$755M
| $16.5M | 0.01% |
661,333
+19,501
| +3% | +$476K |
|
1934
Watsco Inc
WSO
$13.1B
| $16.5M | 0.01% |
153,932
+28,308
| +23% | +$2.81M |
|
|
GLBR
1935
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
| $16.5M | 0.01% |
99,401
+13,867
| +16% | +$2.26M |
|
1936
Bright Horizons
BFAM
$4B
| $16.4M | 0.01% |
349,802
+124,086
| +55% | +$5.47M |
|
1937
ScottsMiracle-Gro
SMG
$3.88B
| $16.4M | 0.01% |
263,816
+70,261
| +36% | +$4.18M |
|
1938
Republic Bancorp
RBCAA
$1.95B
| $16.4M | 0.01% |
664,432
+13,895
| +2% | +$332K |
|
1939
IPG Photonics
IPGP
$3.73B
| $16.4M | 0.01% |
218,992
+45,307
| +26% | +$3.22M |
|
|
KCG
1940
DELISTED
KCG Holdings, Inc.
KCG
| $16.4M | 0.01% |
1,407,712
+237,727
| +20% | +$2.61M |
|
1941
Crane NXT
CXT
$3.05B
| $16.4M | 0.01% |
803,405
+171,585
| +27% | +$3.55M |
|
1942
Superior Group of Companies
SGC
$199M
| $16.4M | 0.01% |
1,114,440
+13,088
| +1% | +$159K |
|
|
AEC
1943
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
| $16.3M | 0.01% |
703,447
+13,386
| +2% | +$277K |
|
1944
Willis Lease Finance
WLFC
$1.76B
| $16.3M | 0.01% |
2,236,206
-6,429
| -0.3% | -$45.8K |
|
|
XCRA
1945
DELISTED
Xcerra Corporation
XCRA
| $16.3M | 0.01% |
1,780,909
-68,199
| -4% | -$578K |
|
1946
Pegasystems
PEGA
$5.08B
| $16.3M | 0.01% |
1,570,564
+229,408
| +17% | +$2.35M |
|
|
EV
1947
DELISTED
Eaton Vance Corp.
EV
| $16.3M | 0.01% |
397,501
+125,871
| +46% | +$4.95M |
|
|
ACAT
1948
DELISTED
Arctic Cat Inc
ACAT
| $16.3M | 0.01% |
458,205
+23,625
| +5% | +$778K |
|
1949
Donaldson
DCI
$11.1B
| $16.3M | 0.01% |
420,965
+140,258
| +50% | +$5.57M |
|
1950
The Bancorp
TBBK
$2.89B
| $16.2M | 0.01% |
1,491,596
+41,153
| +3% | +$386K |
|
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.