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 | |
|---|---|---|---|---|---|---|
1826
Saga Communications
SGA
$57.8M
| $18.2M | 0.01% |
418,455
+1,237
| +0.3% | +$49.1K |
|
1827
Spok Holdings
SPOK
$233M
| $18.2M | 0.01% |
1,045,919
+29,761
| +3% | +$464K |
|
1828
Fabrinet
FN
$16.3B
| $18.1M | 0.01% |
1,022,325
+67,113
| +7% | +$1.12M |
|
1829
Artivion
AORT
$1.35B
| $18.1M | 0.01% |
1,600,465
+19,053
| +1% | +$197K |
|
|
WEB
1830
DELISTED
Web.com Group, Inc.
WEB
| $18.1M | 0.01% |
954,666
-7,937
| -0.8% | -$145K |
|
1831
TripAdvisor
TRIP
$1.67B
| $18.1M | 0.01% |
242,585
+7,046
| +3% | +$550K |
|
|
SIGM
1832
DELISTED
Sigma Designs Inc
SIGM
| $18.1M | 0.01% |
2,448,026
+126,066
| +5% | +$566K |
|
1833
Brown-Forman Class B
BF.B
$12.8B
| $18.1M | 0.01% |
643,922
+30,872
| +5% | +$893K |
|
1834
Pitney Bowes
PBI
$2.5B
| $18.1M | 0.01% |
742,407
+71,416
| +11% | +$1.74M |
|
1835
Royal Bank of Canada
RY
$292B
| $18.1M | 0.01% |
261,520
+157,697
| +152% | +$11.2M |
|
|
VWTR
1836
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $18M | 0.01% |
957,337
-16,949
| -2% | -$333K |
|
|
LL
1837
DELISTED
LL Flooring Holdings, Inc.
LL
| $18M | 0.01% |
272,067
-126,981
| -32% | -$7.35M |
|
1838
Healthcare Realty
HR
$7.11B
| $18M | 0.01% |
669,153
+110,805
| +20% | +$2.8M |
|
|
RUTH
1839
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $18M | 0.01% |
1,200,144
+58,316
| +5% | +$730K |
|
1840
Calix
CALX
$2.34B
| $18M | 0.01% |
1,795,627
+104,771
| +6% | +$1.04M |
|
1841
Silgan Holdings
SLGN
$4.35B
| $18M | 0.01% |
670,556
+196,418
| +41% | +$4.93M |
|
|
NTRI
1842
DELISTED
NutriSystem, Inc.
NTRI
| $18M | 0.01% |
918,353
+47,359
| +5% | +$842K |
|
|
STNR
1843
DELISTED
STEINER LEISURE LTD
STNR
| $17.9M | 0.01% |
388,366
+26,330
| +7% | +$1.1M |
|
|
IL
1844
DELISTED
IntraLinks Holdings Inc.
IL
| $17.9M | 0.01% |
1,505,729
+121,149
| +9% | +$1.18M |
|
|
ELLI
1845
DELISTED
Ellie Mae Inc
ELLI
| $17.9M | 0.01% |
444,336
| – | – |
|
1846
Banco Santander Chile
BSAC
$16.3B
| $17.9M | 0.01% |
907,634
+103,813
| +13% | +$2.21M |
|
|
GFIG
1847
DELISTED
GFI GROUP INC
GFIG
| $17.9M | 0.01% |
3,284,060
-40,446
| -1% | -$212K |
|
1848
BWX Technologies
BWXT
$15.9B
| $17.9M | 0.01% |
825,736
+236,206
| +40% | +$4.95M |
|
1849
Great Southern Bancorp
GSBC
$889M
| $17.9M | 0.01% |
450,673
+17,466
| +4% | +$634K |
|
|
CHSP
1850
DELISTED
Chesapeake Lodging Trust
CHSP
| $17.9M | 0.01% |
480,358
+58,282
| +14% | +$1.94M |
|
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.