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 | |
|---|---|---|---|---|---|---|
2926
Valhi
VHI
$380M
| $1.46M | ﹤0.01% |
18,966
-515
| -3% | -$35.9K |
|
|
TAX
2927
DELISTED
Liberty Tax, Inc. Class A
TAX
| $1.46M | ﹤0.01% |
40,810
+18,905
| +86% | +$687K |
|
|
CARB
2928
DELISTED
Carbonite Inc
CARB
| $1.45M | ﹤0.01% |
101,813
+20,640
| +25% | +$243K |
|
|
PRTK
2929
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
| $1.45M | ﹤0.01% |
37,545
-1,336
| -3% | -$31.9K |
|
2930
Limoneira
LMNR
$235M
| $1.44M | ﹤0.01% |
57,619
+29,427
| +104% | +$733K |
|
2931
IRIDEX
IRIX
$14.3M
| $1.42M | ﹤0.01% |
166,273
| – | – |
|
2932
Terreno Realty
TRNO
$7.57B
| $1.4M | ﹤0.01% |
67,946
+13,442
| +25% | +$276K |
|
|
OSHC
2933
DELISTED
Ocean Shore Holding Co.
OSHC
| $1.38M | ﹤0.01% |
96,031
+4,091
| +4% | +$57.7K |
|
|
ENG
2934
DELISTED
ENGlobal Corp
ENG
| $1.38M | ﹤0.01% |
90,735
-3,680
| -4% | -$55.4K |
|
2935
Smith & Wesson
SWBI
$651M
| $1.37M | ﹤0.01% |
188,573
+5,594
| +3% | +$42K |
|
|
VIA
2936
DELISTED
Viacom Inc. Class A
VIA
| $1.37M | ﹤0.01% |
18,168
-1,699
| -9% | -$124K |
|
2937
Evolution Petroleum
EPM
$132M
| $1.37M | ﹤0.01% |
184,466
| – | – |
|
2938
Emerson Radio
MSN
$7.79M
| $1.37M | ﹤0.01% |
1,304,640
-14,687
| -1% | -$16.3K |
|
|
AXIA
2939
AXIA Energia
AXIA
$23.9B
| $1.37M | ﹤0.01% |
805,804
+30,552
| +4% | +$57.5K |
|
2940
Celestica
CLS
$38.1B
| $1.37M | ﹤0.01% |
116,326
+90,008
| +342% | +$967K |
|
|
ANAC
2941
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $1.35M | ﹤0.01% |
41,933
+29,023
| +225% | +$871K |
|
|
BRSS
2942
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $1.34M | ﹤0.01% |
101,836
+36,410
| +56% | +$480K |
|
|
EVBN
2943
DELISTED
Evans Bancorp Inc
EVBN
| $1.34M | ﹤0.01% |
54,289
+664
| +1% | +$15.5K |
|
|
ANAD
2944
DELISTED
ANADIGICS INC
ANAD
| $1.33M | ﹤0.01% |
1,775,636
-428,422
| -19% | -$307K |
|
|
STLY
2945
DELISTED
Stanley Furniture Co Inc
STLY
| $1.32M | ﹤0.01% |
483,288
-20,482
| -4% | -$57.6K |
|
2946
Regional Management Corp
RM
$301M
| $1.32M | ﹤0.01% |
83,544
+40,987
| +96% | +$612K |
|
2947
Colliers International
CIGI
$5.04B
| $1.31M | ﹤0.01% |
44,003
+19,236
| +78% | +$593K |
|
2948
Barnwell Industries
BRN
$14.8M
| $1.31M | ﹤0.01% |
484,269
+938
| +0.2% | +$2.35K |
|
2949
Dawson Geophysical
DWSN
$145M
| $1.3M | ﹤0.01% |
210,250
-8,565
| -4% | -$70.3K |
|
2950
RF Industries
RFIL
$134M
| $1.29M | ﹤0.01% |
316,499
+26
| +0% | +$114 |
|
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.