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 | |
|---|---|---|---|---|---|---|
|
GMO
3101
DELISTED
General Moly, Inc.
GMO
| $609K | ﹤0.01% |
1,068,617
-428,929
| -29% | -$242K |
|
|
CRTN
3102
DELISTED
Cartesian, Inc.
CRTN
| $608K | ﹤0.01% |
143,131
+2,674
| +2% | +$10.9K |
|
|
KEYW
3103
DELISTED
The KEYW Holding Corporation
KEYW
| $606K | ﹤0.01% |
58,412
-830
| -1% | -$8.6K |
|
|
PFIN
3104
DELISTED
P&F Industries
PFIN
| $599K | ﹤0.01% |
74,504
| – | – |
|
|
SAL
3105
DELISTED
Salisbury Bancorp, Inc.
SAL
| $597K | ﹤0.01% |
44,468
| – | – |
|
3106
RAVE Restaurant Group
RAVE
$44.8M
| $596K | ﹤0.01% |
83,932
| – | – |
|
3107
Codexis
CDXS
$151M
| $595K | ﹤0.01% |
236,134
-2,895
| -1% | -$6.9K |
|
|
NPTN
3108
DELISTED
NEOPHOTONICS CORP
NPTN
| $591K | ﹤0.01% |
174,732
+1,264
| +0.7% | +$4.05K |
|
|
WAYN
3109
DELISTED
Wayne Savings Bancshares Inc
WAYN
| $590K | ﹤0.01% |
45,120
+836
| +2% | +$10.9K |
|
3110
Auburn National Bancorp
AUBN
$91.3M
| $589K | ﹤0.01% |
24,912
+195
| +0.8% | +$4.6K |
|
3111
Embotelladora Andina Series A
AKO.A
$3.63B
| $578K | ﹤0.01% |
40,585
-2,436
| -6% | -$37.1K |
|
|
QGENF
3112
DELISTED
QIAGEN NV
QGENF
| $571K | ﹤0.01% |
24,359
| – | – |
|
3113
Fox Factory Holding Corp
FOXF
$755M
| $568K | ﹤0.01% |
+35,007
| New | +$533K |
|
|
CIZN
3114
DELISTED
Citizens Holding Co.
CIZN
| $567K | ﹤0.01% |
29,170
+750
| +3% | +$14.3K |
|
|
BDR
3115
DELISTED
Blonder Tongue Laboratories Inc
BDR
| $564K | ﹤0.01% |
209,837
+4,506
| +2% | +$7.87K |
|
3116
Avalon Holdings
AWX
$9.98M
| $555K | ﹤0.01% |
211,721
-214
| -0.1% | -$723 |
|
|
INPH
3117
DELISTED
INTERPHASE CORP
INPH
| $553K | ﹤0.01% |
243,811
-12,118
| -5% | -$32.1K |
|
|
EVOL
3118
DELISTED
Evolving Systems, Inc.
EVOL
| $551K | ﹤0.01% |
58,817
| – | – |
|
3119
Ring Energy
REI
$315M
| $548K | ﹤0.01% |
52,217
+2,255
| +5% | +$28.2K |
|
|
SR
3120
DELISTED
STANDARD REGISTER CO (NEW)
SR
| $548K | ﹤0.01% |
168,126
-18,412
| -10% | -$81.3K |
|
|
3121
Santander
BSBR
$42.5B
| $545K | ﹤0.01% |
113,241
-34,573,415
| -100% | -$187M |
|
|
EMAN
3122
DELISTED
eMagin Corporation
EMAN
| $545K | ﹤0.01% |
236,762
-6,051
| -2% | -$14.5K |
|
|
SVT
3123
DELISTED
Servotronics
SVT
| $543K | ﹤0.01% |
83,671
| – | – |
|
3124
Northeast Bank
NBN
$1.06B
| $526K | ﹤0.01% |
54,590
+6,868
| +14% | +$62.4K |
|
|
CHFN
3125
DELISTED
Charter Financial Corp
CHFN
| $523K | ﹤0.01% |
45,651
-943
| -2% | -$10.6K |
|
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.