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 | |
|---|---|---|---|---|---|---|
2676
Canadian Pacific Kansas City
CP
$78.1B
| $3.64M | ﹤0.01% |
94,410
+22,010
| +30% | +$871K |
|
2677
Tenaris
TS
$28.9B
| $3.56M | ﹤0.01% |
117,866
| – | – |
|
|
DATA
2678
DELISTED
Tableau Software, Inc.
DATA
| $3.54M | ﹤0.01% |
41,750
+39,800
| +2,041% | +$3.17M |
|
2679
Pan American Silver
PAAS
$18.2B
| $3.54M | ﹤0.01% |
384,381
+115,653
| +43% | +$1.15M |
|
2680
Amtech Systems
ASYS
$268M
| $3.54M | ﹤0.01% |
348,265
+5,557
| +2% | +$52.2K |
|
2681
Kewaunee Scientific
KEQU
$102M
| $3.53M | ﹤0.01% |
198,198
| – | – |
|
|
MOCO
2682
DELISTED
Mocon Inc
MOCO
| $3.52M | ﹤0.01% |
197,229
+1,813
| +0.9% | +$29.3K |
|
|
OLP
2683
One Liberty Properties
OLP
$530M
| $3.52M | ﹤0.01% |
148,549
+4,517
| +3% | +$102K |
|
2684
Napco Security Technologies
NSSC
$1.32B
| $3.51M | ﹤0.01% |
1,494,180
-36,062
| -2% | -$80.2K |
|
2685
Artisan Partners
APAM
$2.79B
| $3.5M | ﹤0.01% |
69,346
+65,375
| +1,646% | +$3.26M |
|
|
MESG
2686
DELISTED
XURA INC COM (DE)
MESG
| $3.5M | ﹤0.01% |
186,207
+32,689
| +21% | +$662K |
|
|
PDS
2687
Precision Drilling
PDS
$999M
| $3.49M | ﹤0.01% |
28,768
+3,995
| +16% | +$606K |
|
|
MYCC
2688
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $3.48M | ﹤0.01% |
194,191
+190,422
| +5,052% | +$3.59M |
|
2689
Independent Bank Corp
IBCP
$787M
| $3.48M | ﹤0.01% |
266,707
| – | – |
|
|
BIN
2690
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
| $3.48M | ﹤0.01% |
115,639
+1,609
| +1% | +$46K |
|
|
CLUB
2691
DELISTED
Town Sports International Holdings, Inc.
CLUB
| $3.47M | ﹤0.01% |
582,554
+22,909
| +4% | +$140K |
|
|
RTK
2692
DELISTED
Rentech, Inc.
RTK
| $3.46M | ﹤0.01% |
274,796
-126,265
| -31% | -$1.79M |
|
|
OCLR
2693
DELISTED
Oclaro Inc.
OCLR
| $3.46M | ﹤0.01% |
1,944,240
-192,971
| -9% | -$325K |
|
|
HCOM
2694
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
| $3.46M | ﹤0.01% |
125,504
+28,312
| +29% | +$755K |
|
|
MOFG
2695
DELISTED
MidWestOne Financial Group
MOFG
| $3.45M | ﹤0.01% |
119,802
+7,368
| +7% | +$195K |
|
|
BZC
2696
DELISTED
BREEZE-EASTERN CORPORATION COM
BZC
| $3.45M | ﹤0.01% |
339,771
+3,456
| +1% | +$35.2K |
|
2697
Rogers Communications
RCI
$18.3B
| $3.44M | ﹤0.01% |
88,415
+19,939
| +29% | +$769K |
|
|
RCAP
2698
DELISTED
RCS CAPITAL CORPORATION CLASS A COM
RCAP
| $3.43M | ﹤0.01% |
280,104
+4,206
| +2% | +$59.9K |
|
|
DHIL
2699
DELISTED
Diamond Hill
DHIL
| $3.42M | ﹤0.01% |
24,776
+1,627
| +7% | +$213K |
|
2700
Fresenius Medical Care
FMS
$13.8B
| $3.41M | ﹤0.01% |
91,844
+2,387
| +3% | +$86K |
|
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.