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 | |
|---|---|---|---|---|---|---|
|
AMRB
2726
DELISTED
American River Bankshares
AMRB
| $3.07M | ﹤0.01% |
326,170
+3,882
| +1% | +$36.6K |
|
|
PMBC
2727
DELISTED
Pacific Mercantile Bancorp
PMBC
| $3.07M | ﹤0.01% |
435,830
+2,665
| +0.6% | +$18.5K |
|
|
MSO
2728
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
| $3.07M | ﹤0.01% |
711,399
-45,674
| -6% | -$189K |
|
2729
Cineverse
CNVS
$56.2M
| $3.06M | ﹤0.01% |
9,445
-1,203
| -11% | -$389K |
|
2730
Clear Channel Outdoor Holdings
CCO
$1.23B
| $3.05M | ﹤0.01% |
287,971
+34,418
| +14% | +$268K |
|
|
WW
2731
DELISTED
WW International
WW
| $3.04M | ﹤0.01% |
122,474
+8,400
| +7% | +$226K |
|
2732
Southern First Bancshares
SFST
$591M
| $3.04M | ﹤0.01% |
186,257
+1,081
| +0.6% | +$16.7K |
|
|
CNR
2733
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $3.04M | ﹤0.01% |
164,048
| – | – |
|
|
RSYS
2734
DELISTED
Radisys Corp
RSYS
| $3.03M | ﹤0.01% |
1,294,933
-8,101
| -0.6% | -$19.2K |
|
|
KFX
2735
DELISTED
KOFAX LIMITED COM STK
KFX
| $3.01M | ﹤0.01% |
428,500
+49,706
| +13% | +$328K |
|
2736
Value Line
VALU
$321M
| $3M | ﹤0.01% |
179,905
-963
| -0.5% | -$15K |
|
2737
Bel Fuse Inc Class A
BELFA
$3.17B
| $2.99M | ﹤0.01% |
123,165
| – | – |
|
2738
Dime Commercial Bancshares
DCOM
$1.8B
| $2.98M | ﹤0.01% |
111,268
+10,271
| +10% | +$262K |
|
|
ACW
2739
DELISTED
Accuride Corp
ACW
| $2.98M | ﹤0.01% |
685,399
+5,820
| +0.9% | +$26.2K |
|
|
CIE
2740
DELISTED
Cobalt International Energy, Inc
CIE
| $2.97M | ﹤0.01% |
22,292
+2,339
| +12% | +$356K |
|
2741
IES Holdings
IESC
$14.8B
| $2.94M | ﹤0.01% |
377,509
-1,306
| -0.3% | -$10.1K |
|
2742
IMAX
IMAX
$2.62B
| $2.94M | ﹤0.01% |
95,184
+9,258
| +11% | +$271K |
|
2743
Nokia
NOK
$51B
| $2.94M | ﹤0.01% |
374,054
-22,685
| -6% | -$183K |
|
2744
Transcat
TRNS
$799M
| $2.94M | ﹤0.01% |
291,539
| – | – |
|
|
DGAS
2745
DELISTED
Delta Natural Gas Co Inc
DGAS
| $2.91M | ﹤0.01% |
137,089
+3,588
| +3% | +$74.6K |
|
2746
Grupo Aeroportuario Centro Norte
OMAB
$5.16B
| $2.91M | ﹤0.01% |
79,985
-33,707
| -30% | -$1.24M |
|
|
EBTC
2747
DELISTED
Enterprise Bancorp
EBTC
| $2.9M | ﹤0.01% |
114,714
| – | – |
|
2748
Mizuho Financial
MFG
$127B
| $2.88M | ﹤0.01% |
846,342
+7,550
| +0.9% | +$26.3K |
|
|
ADEP
2749
DELISTED
Adept Technology Inc
ADEP
| $2.86M | ﹤0.01% |
329,467
-35,760
| -10% | -$285K |
|
2750
Willdan Group
WLDN
$1.04B
| $2.84M | ﹤0.01% |
210,472
+33,738
| +19% | +$497K |
|
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.