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 | |
|---|---|---|---|---|---|---|
2551
Digimarc Corp
DMRC
$147M
| $5.15M | ﹤0.01% |
189,605
-12,872
| -6% | -$345K |
|
|
AMNB
2552
DELISTED
American National Bankshares Inc
AMNB
| $5.13M | ﹤0.01% |
206,754
+8,347
| +4% | +$197K |
|
|
AIQ
2553
DELISTED
Alliance Healthcare Services
AIQ
| $5.12M | ﹤0.01% |
243,913
+3,506
| +1% | +$78.5K |
|
2554
Sterling Infrastructure
STRL
$18.3B
| $5.12M | ﹤0.01% |
800,915
+9,150
| +1% | +$66.4K |
|
|
PWOD
2555
DELISTED
Penns Woods Bancorp
PWOD
| $5.12M | ﹤0.01% |
155,783
+8,541
| +6% | +$261K |
|
2556
AmeriServ Financial
ASRV
$77.5M
| $5.11M | ﹤0.01% |
1,626,767
| – | – |
|
2557
Cumberland Pharmaceuticals
CPIX
$100M
| $5.1M | ﹤0.01% |
849,686
+847
| +0.1% | +$4.35K |
|
|
N
2558
DELISTED
Netsuite Inc
N
| $5.1M | ﹤0.01% |
46,689
+575
| +1% | +$58.7K |
|
2559
Riverview Bancorp
RVSB
$107M
| $5.09M | ﹤0.01% |
1,137,294
+3,481
| +0.3% | +$14.4K |
|
|
PGNX
2560
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $5.07M | ﹤0.01% |
670,451
| – | – |
|
|
DGICB
2561
Donegal Group Class B
DGICB
$830M
| $5.04M | ﹤0.01% |
233,787
| – | – |
|
|
IRE
2562
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
| $5.03M | ﹤0.01% |
330,566
| – | – |
|
|
JMP
2563
DELISTED
JMP Group LLC
JMP
| $5M | ﹤0.01% |
655,979
+57,327
| +10% | +$411K |
|
|
SWS
2564
DELISTED
SWS GROUP INC
SWS
| $5M | ﹤0.01% |
723,405
-33,908
| -4% | -$239K |
|
|
CONE
2565
DELISTED
CyrusOne Inc Common Stock
CONE
| $4.99M | ﹤0.01% |
181,261
+42,777
| +31% | +$1.12M |
|
2566
Energy Recovery
ERII
$446M
| $4.98M | ﹤0.01% |
945,174
-28,350
| -3% | -$129K |
|
2567
DHT Holdings
DHT
$2.99B
| $4.98M | ﹤0.01% |
680,682
+213,551
| +46% | +$1.35M |
|
2568
Old Second Bancorp
OSBC
$1.29B
| $4.97M | ﹤0.01% |
924,719
+10,177
| +1% | +$49.5K |
|
|
MSL
2569
DELISTED
Midsouth Bancorp, Inc.
MSL
| $4.96M | ﹤0.01% |
286,056
+18,899
| +7% | +$343K |
|
|
BBQ
2570
DELISTED
BBQ Holdings, Inc. Common Stock
BBQ
| $4.96M | ﹤0.01% |
188,759
+3,842
| +2% | +$99.6K |
|
|
TMHC
2571
DELISTED
Taylor Morrison
TMHC
| $4.95M | ﹤0.01% |
261,964
+12,815
| +5% | +$229K |
|
2572
Aviat Networks
AVNW
$265M
| $4.93M | ﹤0.01% |
548,276
-16,440
| -3% | -$155K |
|
2573
First Bancorp
FNLC
$396M
| $4.93M | ﹤0.01% |
272,291
+9,065
| +3% | +$159K |
|
2574
Marchex
MCHX
$76.2M
| $4.92M | ﹤0.01% |
1,072,074
-54,238
| -5% | -$214K |
|
|
MNR
2575
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $4.91M | ﹤0.01% |
443,628
+23,401
| +6% | +$257K |
|
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.