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 | |
|---|---|---|---|---|---|---|
|
RCPT
2101
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
| $12.9M | 0.01% |
104,987
-1,460
| -1% | -$148K |
|
|
BKMU
2102
DELISTED
Bank Mutual Corp
BKMU
| $12.8M | 0.01% |
1,870,196
+92,013
| +5% | +$596K |
|
|
WBK
2103
DELISTED
Westpac Banking Corporation
WBK
| $12.8M | 0.01% |
475,626
-6,068
| -1% | -$172K |
|
|
REXX
2104
DELISTED
Rex Energy Corporation
REXX
| $12.8M | 0.01% |
250,393
-37,234
| -13% | -$2.86M |
|
2105
Cass Information Systems
CASS
$714M
| $12.8M | 0.01% |
316,463
+11,060
| +4% | +$391K |
|
|
VVC
2106
DELISTED
Vectren Corporation
VVC
| $12.8M | 0.01% |
276,030
+66,214
| +32% | +$2.91M |
|
|
MNI
2107
DELISTED
The McClatchy Company Class A Common Stock
MNI
| $12.7M | 0.01% |
383,174
-4,579
| -1% | -$152K |
|
|
PLNR
2108
DELISTED
PLANAR SYSTEMS INC
PLNR
| $12.7M | 0.01% |
1,518,274
+40,660
| +3% | +$235K |
|
2109
FRP Holdings
FRPH
$428M
| $12.7M | 0.01% |
647,810
+16,564
| +3% | +$314K |
|
2110
Towne Bank
TOWN
$3.46B
| $12.7M | 0.01% |
836,710
+5,536
| +0.7% | +$81.6K |
|
2111
Ultrapar
UGP
$6.95B
| $12.6M | 0.01% |
1,320,854
+96,016
| +8% | +$969K |
|
2112
Hasbro
HAS
$13.2B
| $12.6M | 0.01% |
229,026
+12,263
| +6% | +$691K |
|
2113
Crown Holdings
CCK
$12.8B
| $12.6M | 0.01% |
247,183
+29,459
| +14% | +$1.42M |
|
2114
Forum Energy Technologies
FET
$708M
| $12.5M | 0.01% |
30,193
+10,391
| +52% | +$5.13M |
|
|
VIVO
2115
DELISTED
Meridian Bioscience Inc
VIVO
| $12.5M | 0.01% |
756,751
+99,290
| +15% | +$1.7M |
|
2116
Titan Machinery
TITN
$396M
| $12.4M | 0.01% |
892,278
-10,753
| -1% | -$146K |
|
2117
RPC Inc
RES
$1.24B
| $12.4M | 0.01% |
952,592
+161,233
| +20% | +$2.48M |
|
|
OB
2118
DELISTED
Onebeacon Insurance Group Ltd
OB
| $12.4M | 0.01% |
766,850
+19,919
| +3% | +$320K |
|
|
CBI
2119
DELISTED
Chicago Bridge & Iron Nv
CBI
| $12.4M | 0.01% |
295,559
+73,736
| +33% | +$3.63M |
|
|
TESS
2120
DELISTED
Tessco Technologies Inc
TESS
| $12.4M | 0.01% |
427,525
+30
| +0% | +$890 |
|
|
INSY
2121
DELISTED
Insys Therapeutics, Inc.
INSY
| $12.4M | 0.01% |
588,076
+32,676
| +6% | +$646K |
|
|
SCNB
2122
DELISTED
Suffolk Bancorp
SCNB
| $12.4M | 0.01% |
545,759
-894
| -0.2% | -$19.2K |
|
|
CLMS
2123
DELISTED
Calamos Asset Management, Inc.
CLMS
| $12.4M | 0.01% |
929,371
+9,081
| +1% | +$118K |
|
2124
Pinnacle West Capital
PNW
$12.2B
| $12.3M | 0.01% |
180,662
+3,855
| +2% | +$240K |
|
|
IMVP
2125
Invesco India ETF
IMVP
$125M
| $12.3M | 0.01% |
586,136
| – | – |
|
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.