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 | |
|---|---|---|---|---|---|---|
2626
Greif Class B
GEF.B
$4.11B
| $4.12M | ﹤0.01% |
83,537
+5,691
| +7% | +$280K |
|
|
WIFI
2627
DELISTED
Boingo Wireless, Inc.
WIFI
| $4.11M | ﹤0.01% |
536,245
+165,997
| +45% | +$1.23M |
|
|
FGH
2628
DELISTED
FG Group Holdings Inc.
FGH
| $4.1M | ﹤0.01% |
998,478
+45,779
| +5% | +$188K |
|
2629
IQVIA
IQV
$38.7B
| $4.1M | ﹤0.01% |
69,597
+28,760
| +70% | +$1.64M |
|
|
CNBKA
2630
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $4.08M | ﹤0.01% |
101,884
+1,723
| +2% | +$65.9K |
|
|
ESV
2631
DELISTED
Ensco Rowan plc
ESV
| $4.08M | ﹤0.01% |
34,055
-10
| -0% | -$1.43K |
|
|
PPIH
2632
Perma-Pipe International
PPIH
$196M
| $4.08M | ﹤0.01% |
581,382
-1,441
| -0.2% | -$11.8K |
|
|
CHUY
2633
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $4.08M | ﹤0.01% |
207,182
+8,391
| +4% | +$207K |
|
|
AUTO
2634
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $4.07M | ﹤0.01% |
373,511
-34,199
| -8% | -$347K |
|
|
AKS
2635
DELISTED
AK Steel Holding Corp
AKS
| $4.06M | ﹤0.01% |
683,799
+245,659
| +56% | +$1.54M |
|
|
PWX
2636
DELISTED
Providence & Worcester Railroad Company
PWX
| $4.06M | ﹤0.01% |
222,341
+1,198
| +0.5% | +$21.7K |
|
|
NSM
2637
DELISTED
Nationstar Mortgage Holdings
NSM
| $4.05M | ﹤0.01% |
143,774
+50,097
| +53% | +$1.55M |
|
2638
Nordic American Tanker
NAT
$1.38B
| $4.04M | ﹤0.01% |
404,530
+35,428
| +10% | +$304K |
|
|
BKYF
2639
DELISTED
BK KY FINL CORP
BKYF
| $4.04M | ﹤0.01% |
83,686
| – | – |
|
2640
Nature's Sunshine
NATR
$354M
| $4.04M | ﹤0.01% |
272,488
-800
| -0.3% | -$11.8K |
|
|
HK
2641
DELISTED
Halcon Resources Corporation
HK
| $4.02M | ﹤0.01% |
13,095
-296
| -2% | -$137K |
|
|
EMKR
2642
DELISTED
Emcore Corp
EMKR
| $4M | ﹤0.01% |
75,546
+13,372
| +22% | +$708K |
|
2643
Friedman Industries
FRD
$240M
| $4M | ﹤0.01% |
570,459
-409
| -0.1% | -$3.09K |
|
|
GMK
2644
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
| $3.98M | ﹤0.01% |
95,644
-12,247
| -11% | -$524K |
|
|
P
2645
DELISTED
Pandora Media Inc
P
| $3.98M | ﹤0.01% |
223,163
+13,506
| +6% | +$267K |
|
|
YDKN
2646
DELISTED
Yadkin Financial Corporation
YDKN
| $3.98M | ﹤0.01% |
202,361
+20,072
| +11% | +$381K |
|
2647
Sypris Solutions
SYPR
$42.8M
| $3.94M | ﹤0.01% |
1,491,293
+16,182
| +1% | +$47.2K |
|
2648
Ameresco
AMRC
$1.12B
| $3.92M | ﹤0.01% |
559,579
+56,187
| +11% | +$425K |
|
|
NMRX
2649
DELISTED
Numerex Corp
NMRX
| $3.9M | ﹤0.01% |
353,114
-2,100
| -0.6% | -$24.1K |
|
|
WSO.B
2650
Watsco Inc Class B
WSO.B
$13.3B
| $3.9M | ﹤0.01% |
36,447
| – | – |
|
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.