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 | |
|---|---|---|---|---|---|---|
|
BGFV
2051
DELISTED
Big 5 Sporting Goods
BGFV
| $13.8M | 0.01% |
943,391
+66,736
| +8% | +$819K |
|
|
ZQK
2052
DELISTED
QUICKSILVER,INC.
ZQK
| $13.8M | 0.01% |
6,229,016
-1,533,085
| -20% | -$2.93M |
|
2053
Diamondback Energy
FANG
$57.1B
| $13.8M | 0.01% |
230,151
+78,605
| +52% | +$5M |
|
|
SCMP
2054
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $13.8M | 0.01% |
963,123
+64,173
| +7% | +$678K |
|
2055
United States Lime & Minerals
USLM
$3.16B
| $13.7M | 0.01% |
943,520
+53,185
| +6% | +$724K |
|
|
VOLT
2056
DELISTED
Volt Information Sciences, Inc.
VOLT
| $13.7M | 0.01% |
1,277,074
-9,709
| -0.8% | -$90.1K |
|
2057
ResMed
RMD
$30.6B
| $13.7M | 0.01% |
244,314
+11,580
| +5% | +$605K |
|
2058
Commault Systems
CVLT
$4.88B
| $13.7M | 0.01% |
264,614
+182,860
| +224% | +$8.79M |
|
|
AUD
2059
DELISTED
Audacy, Inc.
AUD
| $13.7M | 0.01% |
1,123,354
+33,241
| +3% | +$337K |
|
2060
Arthur J. Gallagher & Co
AJG
$64.1B
| $13.6M | 0.01% |
289,248
+24,821
| +9% | +$1.16M |
|
|
FSP
2061
Franklin Street Properties
FSP
$47.2M
| $13.6M | 0.01% |
1,108,172
+63,895
| +6% | +$764K |
|
|
PCTI
2062
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $13.6M | 0.01% |
1,570,089
-4,272
| -0.3% | -$34K |
|
|
BREW
2063
DELISTED
Craft Brew Alliance, Inc.
BREW
| $13.6M | 0.01% |
1,016,586
+37,450
| +4% | +$544K |
|
|
ISLE
2064
DELISTED
Isle of Capri Casinos Inc
ISLE
| $13.6M | 0.01% |
1,619,366
-36,080
| -2% | -$265K |
|
2065
Mercantile Bank Corp
MBWM
$1.04B
| $13.5M | 0.01% |
644,060
+21,100
| +3% | +$418K |
|
|
REXI
2066
DELISTED
RESOURCE AMERICA INC CL-A
REXI
| $13.5M | 0.01% |
1,494,769
+21,195
| +1% | +$195K |
|
2067
Tootsie Roll Industries
TR
$2.93B
| $13.5M | 0.01% |
628,214
+5,231
| +0.8% | +$107K |
|
|
VASC
2068
DELISTED
Vascular Solutions Inc
VASC
| $13.5M | 0.01% |
496,866
+25,016
| +5% | +$679K |
|
|
BT
2069
DELISTED
BT Group plc (ADR)
BT
| $13.5M | 0.01% |
433,974
-470
| -0.1% | -$14.4K |
|
|
IHC
2070
DELISTED
Independence Holding Company
IHC
| $13.4M | 0.01% |
962,504
+8,715
| +0.9% | +$120K |
|
2071
Koppers
KOP
$943M
| $13.4M | 0.01% |
515,612
+6,384
| +1% | +$197K |
|
2072
BlackBerry
BB
$4.98B
| $13.4M | 0.01% |
1,219,759
+109,897
| +10% | +$1.13M |
|
|
CAS
2073
DELISTED
A M Castle & Co
CAS
| $13.4M | 0.01% |
1,677,479
-95,439
| -5% | -$696K |
|
2074
Unitil
UTL
$970M
| $13.4M | 0.01% |
364,140
+17,241
| +5% | +$601K |
|
2075
Nathan's Famous
NATH
$402M
| $13.3M | 0.01% |
166,875
+2,128
| +1% | +$155K |
|
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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.