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 | |
|---|---|---|---|---|---|---|
|
CUTR
2151
DELISTED
Cutera, Inc.
CUTR
| $11.7M | 0.01% |
1,099,827
-17,809
| -2% | -$182K |
|
2152
Oil-Dri
ODC
$1.44B
| $11.7M | 0.01% |
719,682
+3,294
| +0.5% | +$47.6K |
|
2153
Jakks Pacific
JAKK
$301M
| $11.7M | 0.01% |
172,597
-5,182
| -3% | -$364K |
|
|
AFAM
2154
DELISTED
Almost Family Inc
AFAM
| $11.7M | 0.01% |
405,371
+27,197
| +7% | +$763K |
|
2155
Opko Health
OPK
$985M
| $11.7M | 0.01% |
1,173,311
+44,406
| +4% | +$380K |
|
2156
Citizens
CIA
$239M
| $11.7M | 0.01% |
1,540,166
+54,905
| +4% | +$398K |
|
|
WDR
2157
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $11.7M | 0.01% |
234,730
+8,109
| +4% | +$387K |
|
|
IMN
2158
DELISTED
Imation
IMN
| $11.7M | 0.01% |
3,079,966
-14,785
| -0.5% | -$47.5K |
|
2159
VeriSign
VRSN
$26.2B
| $11.7M | 0.01% |
204,463
+3,519
| +2% | +$203K |
|
|
SHYF
2160
DELISTED
The Shyft Group
SHYF
| $11.7M | 0.01% |
2,214,796
+21,207
| +1% | +$109K |
|
2161
Seneca Foods Class A
SENEA
$1.12B
| $11.6M | 0.01% |
430,089
+11,072
| +3% | +$301K |
|
|
HILL
2162
DELISTED
DOT HILL SYSTEMS CORP
HILL
| $11.6M | 0.01% |
2,625,198
-65,700
| -2% | -$276K |
|
2163
Westwood Holdings Group
WHG
$182M
| $11.5M | 0.01% |
186,761
+5,124
| +3% | +$311K |
|
2164
Western New England Bancorp
WNEB
$259M
| $11.5M | 0.01% |
1,570,171
+48,106
| +3% | +$346K |
|
2165
PDF Solutions
PDFS
$1.93B
| $11.5M | 0.01% |
773,111
+5,251
| +0.7% | +$68.7K |
|
2166
Alico
ALCO
$280M
| $11.5M | 0.01% |
229,501
+5,535
| +2% | +$219K |
|
|
POM
2167
DELISTED
PEPCO HOLDINGS, INC.
POM
| $11.5M | 0.01% |
425,938
+189
| +0% | +$5.13K |
|
|
WSTC
2168
DELISTED
West Corporation
WSTC
| $11.5M | 0.01% |
347,430
+132,836
| +62% | +$4.09M |
|
|
FFNW
2169
DELISTED
First Financial Northwest, Inc
FFNW
| $11.4M | 0.01% |
950,041
+22,400
| +2% | +$253K |
|
|
EXXI
2170
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $11.4M | 0.01% |
3,506,241
-22,782
| -0.6% | -$139K |
|
2171
SiriusXM
SIRI
$9.98B
| $11.4M | 0.01% |
326,260
+80,033
| +33% | +$2.76M |
|
2172
Banco de Chile
BCH
$20.9B
| $11.4M | 0.01% |
543,638
+107,952
| +25% | +$2.37M |
|
|
CCF
2173
DELISTED
Chase Corporation
CCF
| $11.4M | 0.01% |
315,878
+3,177
| +1% | +$110K |
|
|
NUTR
2174
DELISTED
Nutraceutical International Co
NUTR
| $11.4M | 0.01% |
526,696
+8,167
| +2% | +$177K |
|
|
LNKD
2175
DELISTED
LinkedIn Corporation
LNKD
| $11.3M | 0.01% |
49,396
+6,290
| +15% | +$1.36M |
|
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.