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 | |
|---|---|---|---|---|---|---|
1576
Federal Agricultural Mortgage
AGM
$2.47B
| $23.6M | 0.02% |
776,903
+10,753
| +1% | +$330K |
|
|
TPLM
1577
DELISTED
Triangle Petroleum Corporation
TPLM
| $23.5M | 0.02% |
4,925,923
+82,843
| +2% | +$554K |
|
|
SIAL
1578
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $23.5M | 0.02% |
171,461
-122
| -0.1% | -$16.6K |
|
1579
Westamerica Bancorp
WABC
$1.38B
| $23.5M | 0.02% |
479,982
+59,840
| +14% | +$2.88M |
|
|
WBC
1580
DELISTED
WABCO HOLDINGS INC.
WBC
| $23.5M | 0.02% |
224,404
+37,740
| +20% | +$3.73M |
|
1581
XPO
XPO
$23.5B
| $23.5M | 0.02% |
1,662,872
-90,041
| -5% | -$1.19M |
|
1582
Cogent Communications
CCOI
$676M
| $23.5M | 0.02% |
664,135
+136,084
| +26% | +$4.56M |
|
1583
Illumina
ILMN
$31B
| $23.5M | 0.02% |
130,855
+16,945
| +15% | +$2.99M |
|
1584
NWPX Infrastructure Inc
NWPX
$1.19B
| $23.5M | 0.02% |
780,183
-12,289
| -2% | -$397K |
|
1585
RPM International
RPM
$13.7B
| $23.5M | 0.02% |
463,360
-34,016
| -7% | -$1.58M |
|
|
ALX
1586
Alexander's
ALX
$1.3B
| $23.5M | 0.02% |
53,696
+775
| +1% | +$322K |
|
|
SPA
1587
DELISTED
Sparton
SPA
| $23.5M | 0.02% |
827,900
-12,233
| -1% | -$316K |
|
1588
Agnico Eagle Mines
AEM
$73.6B
| $23.4M | 0.02% |
940,640
+549,991
| +141% | +$14.3M |
|
1589
Donegal Group Class A
DGICA
$731M
| $23.4M | 0.02% |
1,463,735
+13,395
| +0.9% | +$210K |
|
1590
NVR
NVR
$16.5B
| $23.4M | 0.02% |
18,322
+1,049
| +6% | +$1.27M |
|
1591
Franklin Covey
FC
$242M
| $23.4M | 0.02% |
1,206,600
+880
| +0.1% | +$17K |
|
|
AVG
1592
DELISTED
AVG Technologies N.V.
AVG
| $23.4M | 0.02% |
1,183,162
+99,196
| +9% | +$1.83M |
|
|
SFE
1593
DELISTED
Safeguard Scientifics, Inc.
SFE
| $23.3M | 0.02% |
1,177,657
-30,851
| -3% | -$594K |
|
1594
Columbus McKinnon
CMCO
$553M
| $23.3M | 0.02% |
832,377
+21,063
| +3% | +$548K |
|
|
GRMN
1595
Garmin
GRMN
$56.7B
| $23.3M | 0.02% |
441,754
-17,302
| -4% | -$940K |
|
1596
Forestar Group
FOR
$1.44B
| $23.3M | 0.02% |
1,512,704
+122,608
| +9% | +$2.01M |
|
1597
MGIC Investment
MTG
$6.16B
| $23.3M | 0.02% |
2,497,155
-856,055
| -26% | -$7.51M |
|
1598
Johnson Outdoors
JOUT
$491M
| $23.3M | 0.02% |
745,779
+4,444
| +0.6% | +$130K |
|
|
PNX
1599
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
| $23.3M | 0.02% |
337,748
-1,686
| -0.5% | -$103K |
|
1600
Ducommun
DCO
$2.7B
| $23.2M | 0.02% |
918,883
-516
| -0.1% | -$13.3K |
|
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.