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 | |
|---|---|---|---|---|---|---|
2476
Consolidated Water Co
CWCO
$467M
| $6.26M | ﹤0.01% |
586,494
-565
| -0.1% | -$6.49K |
|
2477
Canadian Imperial Bank of Commerce
CM
$108B
| $6.26M | ﹤0.01% |
147,325
+37,517
| +34% | +$1.66M |
|
2478
Universal Technical Institute
UTI
$2.16B
| $6.25M | ﹤0.01% |
635,393
-6,127
| -1% | -$64.4K |
|
|
PCYC
2479
DELISTED
PHARMACYCLICS INC
PCYC
| $6.22M | ﹤0.01% |
50,845
+19,537
| +62% | +$2.5M |
|
|
ELP
2480
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $6.21M | ﹤0.01% |
1,177,488
+44,893
| +4% | +$242K |
|
|
MSON
2481
DELISTED
Misonix Inc
MSON
| $6.21M | ﹤0.01% |
501,808
-1,100
| -0.2% | -$12.4K |
|
|
UPL
2482
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $6.17M | ﹤0.01% |
468,581
+68,343
| +17% | +$1.38M |
|
|
AVP
2483
DELISTED
Avon Products, Inc.
AVP
| $6.12M | ﹤0.01% |
651,165
+105,707
| +19% | +$1.09M |
|
|
KLXI
2484
DELISTED
KLX Inc.
KLXI
| $6.11M | ﹤0.01% |
+175,734
| New | +$6.18M |
|
|
WRES
2485
DELISTED
WARREN RESOURCES INC
WRES
| $6.08M | ﹤0.01% |
3,775,630
-88,315
| -2% | -$250K |
|
2486
STAG Industrial
STAG
$7.38B
| $6.06M | ﹤0.01% |
247,208
+71,286
| +41% | +$1.68M |
|
|
ERF
2487
DELISTED
Enerplus Corporation
ERF
| $6.04M | ﹤0.01% |
629,040
+188,985
| +43% | +$2.55M |
|
|
STRP
2488
DELISTED
Straight Path Communications Inc.
STRP
| $6.02M | ﹤0.01% |
317,802
-3,184
| -1% | -$60.4K |
|
|
MAG
2489
DELISTED
MAGNETEK INC COM STK NEW
MAG
| $6.01M | ﹤0.01% |
147,817
+1,489
| +1% | +$51.8K |
|
|
POZN
2490
DELISTED
POZEN INC
POZN
| $5.99M | ﹤0.01% |
749,135
-106,701
| -12% | -$916K |
|
2491
Lifeway Foods
LWAY
$455M
| $5.99M | ﹤0.01% |
323,288
-1,916
| -0.6% | -$32.3K |
|
|
CCG
2492
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
| $5.96M | ﹤0.01% |
815,666
+10,197
| +1% | +$72.4K |
|
|
TBNK
2493
DELISTED
Territorial Bancorp Inc.
TBNK
| $5.93M | ﹤0.01% |
275,422
+12,120
| +5% | +$256K |
|
|
CYBE
2494
DELISTED
Cyberoptics Corp
CYBE
| $5.9M | ﹤0.01% |
613,639
-7,586
| -1% | -$70.6K |
|
2495
Allient
ALNT
$1.49B
| $5.88M | ﹤0.01% |
372,230
+35,351
| +10% | +$425K |
|
|
SPRT
2496
DELISTED
support.com, Inc.
SPRT
| $5.84M | ﹤0.01% |
923,447
+2,903
| +0.3% | +$18.1K |
|
|
SKH
2497
DELISTED
SKILLED HEALTHCARE GROUP, INC. CLASS A COM STK
SKH
| $5.83M | ﹤0.01% |
680,054
-6,815
| -1% | -$48K |
|
2498
Groupon
GRPN
$1.05B
| $5.82M | ﹤0.01% |
35,253
+12,496
| +55% | +$1.77M |
|
2499
York Water
YORW
$502M
| $5.82M | ﹤0.01% |
250,802
+9,348
| +4% | +$200K |
|
|
RST
2500
DELISTED
ROSETTA STONE INC
RST
| $5.82M | ﹤0.01% |
596,257
+10,442
| +2% | +$98.1K |
|
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.