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 | |
|---|---|---|---|---|---|---|
|
DRII
2751
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $2.83M | ﹤0.01% |
+101,496
| New | +$2.5M |
|
|
GTT
2752
DELISTED
GTT Communications, Inc.
GTT
| $2.83M | ﹤0.01% |
213,736
+49,133
| +30% | +$630K |
|
2753
QuinStreet
QNST
$890M
| $2.82M | ﹤0.01% |
464,214
-51,277
| -10% | -$235K |
|
2754
BlueLinx
BXC
$422M
| $2.81M | ﹤0.01% |
242,036
-6,388
| -3% | -$75.8K |
|
|
HFBC
2755
DELISTED
HopFed Bancorp Inc
HFBC
| $2.8M | ﹤0.01% |
220,307
-325
| -0.1% | -$3.81K |
|
|
WSTL
2756
DELISTED
Westell Technologies Inc
WSTL
| $2.77M | ﹤0.01% |
461,060
-33,563
| -7% | -$193K |
|
|
AV
2757
DELISTED
Aviva Plc
AV
| $2.74M | ﹤0.01% |
183,931
+19,128
| +12% | +$305K |
|
|
KTEC
2758
DELISTED
Key Technology Inc
KTEC
| $2.73M | ﹤0.01% |
212,957
+685
| +0.3% | +$8.88K |
|
|
NPSP
2759
DELISTED
NPS PHARMACEUTICALS INC
NPSP
| $2.7M | ﹤0.01% |
75,369
+64,069
| +567% | +$1.91M |
|
|
PKT
2760
DELISTED
PROCERA NETWORKS INC NEW COM STK (DE)
PKT
| $2.69M | ﹤0.01% |
373,894
+53,477
| +17% | +$382K |
|
|
STZ.B
2761
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $2.66M | ﹤0.01% |
26,724
+7
| +0% | +$635 |
|
2762
Caesars Entertainment
CZR
$6.06B
| $2.65M | ﹤0.01% |
653,545
-16,938
| -3% | -$70.6K |
|
2763
Ark Restaurants
ARKR
| $2.64M | ﹤0.01% |
117,245
-1,286
| -1% | -$28K |
|
|
SSE
2764
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
| $2.64M | ﹤0.01% |
487,580
+31,599
| +7% | +$365K |
|
|
MFRM
2765
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $2.63M | ﹤0.01% |
45,312
+5,000
| +12% | +$311K |
|
2766
C&F Financial
CFFI
$268M
| $2.62M | ﹤0.01% |
65,991
+5,534
| +9% | +$203K |
|
2767
Espey Mfg & Electronics Corp
ESP
$177M
| $2.6M | ﹤0.01% |
109,131
-615
| -0.6% | -$13.1K |
|
2768
GSI Technology
GSIT
$215M
| $2.6M | ﹤0.01% |
520,374
-1,300
| -0.2% | -$6.48K |
|
|
CETV
2769
DELISTED
Central European Media Enterprises Ltd
CETV
| $2.59M | ﹤0.01% |
808,365
+32,549
| +4% | +$83.6K |
|
|
SPLK
2770
DELISTED
Splunk Inc
SPLK
| $2.59M | ﹤0.01% |
43,831
+25,291
| +136% | +$1.55M |
|
|
NES
2771
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
| $2.56M | ﹤0.01% |
461,947
+1,742
| +0.4% | +$15.3K |
|
2772
CPI Aerostructures
CVU
$66.2M
| $2.56M | ﹤0.01% |
243,536
-5,686
| -2% | -$61.1K |
|
|
HTB
2773
HomeTrust Bancshares
HTB
$860M
| $2.55M | ﹤0.01% |
152,820
+37,253
| +32% | +$578K |
|
2774
Sun Life Financial
SLF
$46B
| $2.54M | ﹤0.01% |
70,368
+6,659
| +10% | +$238K |
|
2775
Casella Waste Systems
CWST
$5.71B
| $2.54M | ﹤0.01% |
627,552
-6,064
| -1% | -$24.5K |
|
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.