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 | |
|---|---|---|---|---|---|---|
|
ACGN
2701
DELISTED
Aceragen Inc
ACGN
| $3.4M | ﹤0.01% |
5,676
-732
| -11% | -$293K |
|
|
RP
2702
DELISTED
RealPage, Inc.
RP
| $3.39M | ﹤0.01% |
154,374
-45,463
| -23% | -$901K |
|
|
HBOS
2703
DELISTED
HERITAGE FINANCIAL GROUP
HBOS
| $3.37M | ﹤0.01% |
130,064
+3,004
| +2% | +$65.6K |
|
|
INTX
2704
DELISTED
Intersections, Inc.
INTX
| $3.36M | ﹤0.01% |
860,442
-34,198
| -4% | -$134K |
|
2705
8x8 Inc
EGHT
$269M
| $3.35M | ﹤0.01% |
365,480
-26,600
| -7% | -$204K |
|
2706
Ubiquiti
UI
$33.7B
| $3.32M | ﹤0.01% |
111,918
+70,499
| +170% | +$2.25M |
|
|
FNGN
2707
DELISTED
Financial Engines, Inc.
FNGN
| $3.31M | ﹤0.01% |
90,425
+6,183
| +7% | +$214K |
|
2708
Fuel Tech
FTEK
$43.9M
| $3.3M | ﹤0.01% |
862,046
+7,325
| +0.9% | +$29.2K |
|
2709
Rigel Pharmaceuticals
RIGL
$681M
| $3.3M | ﹤0.01% |
145,205
-8,048
| -5% | -$163K |
|
|
SGI
2710
DELISTED
Silicon Graphics Intl.
SGI
| $3.28M | ﹤0.01% |
288,141
-61,804
| -18% | -$590K |
|
2711
First Business Financial Services
FBIZ
$587M
| $3.27M | ﹤0.01% |
136,292
+5,942
| +5% | +$134K |
|
|
NRCIB
2712
DELISTED
National Research Corp Class B
NRCIB
| $3.26M | ﹤0.01% |
91,081
| – | – |
|
|
SMPL
2713
DELISTED
SIMPLICITY BANCORP INC
SMPL
| $3.26M | ﹤0.01% |
190,028
-3,172
| -2% | -$52.5K |
|
|
BHR
2714
Braemar Hotels & Resorts
BHR
$156M
| $3.25M | ﹤0.01% |
191,456
+6,250
| +3% | +$104K |
|
|
ACHN
2715
DELISTED
Achillion Pharmaceuticals
ACHN
| $3.25M | ﹤0.01% |
265,000
| – | – |
|
2716
Northern Technologies International Corp
NTIC
$76.2M
| $3.22M | ﹤0.01% |
301,832
-800
| -0.3% | -$8.18K |
|
2717
Immersion
IMMR
$251M
| $3.19M | ﹤0.01% |
337,379
-2,459
| -0.7% | -$21K |
|
|
ARO
2718
DELISTED
Aeropostale Inc
ARO
| $3.19M | ﹤0.01% |
1,376,494
+2,125
| +0.2% | +$6.04K |
|
|
BALT
2719
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
| $3.16M | ﹤0.01% |
1,260,013
-101,441
| -7% | -$324K |
|
2720
Moog Inc Class B
MOG.B
| $3.13M | ﹤0.01% |
41,726
-393
| -0.9% | -$28.5K |
|
|
BONT
2721
DELISTED
Bon-Ton Stores Inc/The
BONT
| $3.12M | ﹤0.01% |
421,053
| – | – |
|
2722
Baytex Energy
BTE
$3.25B
| $3.11M | ﹤0.01% |
187,478
+84,992
| +83% | +$2.17M |
|
2723
Melco Resorts & Entertainment
MLCO
$2.22B
| $3.11M | ﹤0.01% |
122,304
+26,846
| +28% | +$672K |
|
2724
Universal Display
OLED
$3.68B
| $3.1M | ﹤0.01% |
111,867
+6,900
| +7% | +$197K |
|
|
BTH
2725
DELISTED
BLYTH,INC
BTH
| $3.07M | ﹤0.01% |
336,010
-24,800
| -7% | -$219K |
|
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.