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 | |
|---|---|---|---|---|---|---|
1976
Medifast
MED
$109M
| $15.7M | 0.01% |
466,502
+7,484
| +2% | +$233K |
|
1977
Kratos Defense & Security Solutions
KTOS
$8.74B
| $15.6M | 0.01% |
3,108,834
+108,314
| +4% | +$613K |
|
1978
Sturm, Ruger & Co
RGR
$594M
| $15.6M | 0.01% |
450,656
-6,785
| -1% | -$277K |
|
|
RATE
1979
DELISTED
Bankrate Inc
RATE
| $15.6M | 0.01% |
1,254,879
-280,788
| -18% | -$3.18M |
|
|
ENV
1980
DELISTED
ENVESTNET, INC.
ENV
| $15.6M | 0.01% |
317,392
+86,016
| +37% | +$4.04M |
|
1981
IDT Corp
IDT
$1.64B
| $15.6M | 0.01% |
1,086,792
+18,862
| +2% | +$227K |
|
|
FCH
1982
DELISTED
Felcor Lodging Trust
FCH
| $15.6M | 0.01% |
1,438,949
+37,116
| +3% | +$381K |
|
1983
Central Pacific Financial
CPF
$1.02B
| $15.5M | 0.01% |
721,147
+78,766
| +12% | +$1.5M |
|
|
FDO
1984
DELISTED
FAMILY DOLLAR STORES
FDO
| $15.5M | 0.01% |
195,458
| – | – |
|
1985
Allegion
ALLE
$13.4B
| $15.4M | 0.01% |
278,346
-224
| -0.1% | -$11.6K |
|
1986
Vaalco Energy
EGY
$570M
| $15.4M | 0.01% |
3,383,157
+333,653
| +11% | +$2.17M |
|
1987
Autodesk
ADSK
$49.5B
| $15.4M | 0.01% |
256,476
-9,529
| -4% | -$551K |
|
1988
Ameren
AEE
$30.3B
| $15.4M | 0.01% |
333,813
+6,062
| +2% | +$258K |
|
1989
Gartner
IT
$10.1B
| $15.4M | 0.01% |
182,748
+6,917
| +4% | +$562K |
|
1990
Dick's Sporting Goods
DKS
$17.5B
| $15.4M | 0.01% |
309,559
+160,967
| +108% | +$7.53M |
|
|
SIMG
1991
DELISTED
SILICON IMAGE INC
SIMG
| $15.4M | 0.01% |
2,784,417
+121,196
| +5% | +$651K |
|
|
SDRL
1992
DELISTED
Seadrill Limited Common Stock
SDRL
| $15.3M | 0.01% |
4,800
+4,636
| +2,827% | +$23.3M |
|
|
VOXX
1993
DELISTED
VOXX International Corporation Class A
VOXX
| $15.3M | 0.01% |
1,751,314
-48,828
| -3% | -$408K |
|
|
WBMD
1994
DELISTED
WebMD Health Corp.
WBMD
| $15.3M | 0.01% |
387,866
+3,000
| +0.8% | +$115K |
|
1995
McCormick & Company Non-Voting
MKC
$13.7B
| $15.3M | 0.01% |
412,796
+38,650
| +10% | +$1.38M |
|
1996
Neogen
NEOG
$2.63B
| $15.3M | 0.01% |
823,445
-5,824
| -0.7% | -$95.8K |
|
|
ICA
1997
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
| $15.3M | 0.01% |
3,109,453
-292,793
| -9% | -$1.77M |
|
1998
Strategic Education
STRA
$1.85B
| $15.3M | 0.01% |
205,934
+32,841
| +19% | +$2.32M |
|
|
GG
1999
DELISTED
Goldcorp Inc
GG
| $15.3M | 0.01% |
825,554
-121,716
| -13% | -$2.5M |
|
|
GXP
2000
DELISTED
Great Plains Energy Incorporated
GXP
| $15.2M | 0.01% |
534,721
+126,990
| +31% | +$3.35M |
|
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.