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 | |
|---|---|---|---|---|---|---|
2076
ENI
E
$80.5B
| $13.3M | 0.01% |
382,149
-799
| -0.2% | -$31.9K |
|
2077
Stride
LRN
$3.41B
| $13.3M | 0.01% |
1,122,625
-6,691
| -0.6% | -$87.6K |
|
|
SHPG
2078
DELISTED
Shire pic
SHPG
| $13.3M | 0.01% |
62,559
-478
| -0.8% | -$101K |
|
2079
1-800-Flowers.com
FLWS
$250M
| $13.3M | 0.01% |
1,610,556
+39,167
| +2% | +$318K |
|
2080
Lamar Advertising Co
LAMR
$16.2B
| $13.2M | 0.01% |
246,905
-19,271
| -7% | -$995K |
|
|
BMTC
2081
DELISTED
Bryn Mawr Bank Corp
BMTC
| $13.2M | 0.01% |
421,717
+18,395
| +5% | +$549K |
|
|
ZVO
2082
DELISTED
Zovio Inc. Common Stock
ZVO
| $13.2M | 0.01% |
1,165,994
+36,397
| +3% | +$414K |
|
2083
Stock Yards Bancorp
SYBT
$2.64B
| $13.2M | 0.01% |
593,600
+15,417
| +3% | +$329K |
|
2084
Onto Innovation
ONTO
$12.9B
| $13.2M | 0.01% |
783,920
+4,750
| +0.6% | +$70.6K |
|
|
JCP
2085
DELISTED
J.C. Penney Company, Inc.
JCP
| $13.2M | 0.01% |
2,034,928
+394,123
| +24% | +$2.89M |
|
2086
Vanguard FTSE Emerging Markets ETF
VWO
$121B
| $13.1M | 0.01% |
+328,553
| New | +$13.5M |
|
2087
Telefônica Brasil
VIV
$20.6B
| $13.1M | 0.01% |
739,820
+16,740
| +2% | +$319K |
|
|
CRC
2088
DELISTED
California Resources Corporation
CRC
| $13.1M | 0.01% |
+237,037
| New | +$14.3M |
|
|
SLXP
2089
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
| $13M | 0.01% |
113,516
-658
| -0.6% | -$79.7K |
|
|
EBIX
2090
DELISTED
Ebix Inc
EBIX
| $13M | 0.01% |
767,269
+2,995
| +0.4% | +$46K |
|
2091
HealthStream
HSTM
$819M
| $13M | 0.01% |
442,149
-1,500
| -0.3% | -$42.6K |
|
2092
Lands' End
LE
$370M
| $13M | 0.01% |
241,439
-193
| -0.1% | -$9.1K |
|
2093
NLI Holdings
NL
$281M
| $13M | 0.01% |
1,514,206
-18,556
| -1% | -$143K |
|
|
PGTI
2094
DELISTED
PGT, Inc.
PGTI
| $13M | 0.01% |
1,348,361
+92,053
| +7% | +$859K |
|
2095
Culp Inc
CULP
$44.1M
| $13M | 0.01% |
598,267
+7,831
| +1% | +$151K |
|
|
IO
2096
DELISTED
ION Geophysical Corporation
IO
| $13M | 0.01% |
314,063
+3,739
| +1% | +$147K |
|
2097
Hawkins
HWKN
$2.67B
| $12.9M | 0.01% |
597,624
+27,434
| +5% | +$533K |
|
|
MNTA
2098
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $12.9M | 0.01% |
1,073,710
-5,776
| -0.5% | -$66K |
|
|
WLB
2099
DELISTED
Westmoreland Coal Company
WLB
| $12.9M | 0.01% |
388,942
+5,425
| +1% | +$190K |
|
|
ALR
2100
DELISTED
AlerisLife Inc
ALR
| $12.9M | 0.01% |
310,453
+13,686
| +5% | +$572K |
|
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.