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 | |
|---|---|---|---|---|---|---|
2226
Northrim BanCorp
NRIM
$590M
| $10.4M | 0.01% |
1,582,784
+26,776
| +2% | +$185K |
|
|
SMI
2227
DELISTED
Semiconductor Manufacturing Intl
SMI
| $10.4M | 0.01% |
2,295,762
-36,062
| -2% | -$180K |
|
|
SKUL
2228
DELISTED
SKULLCANDY INC
SKUL
| $10.4M | 0.01% |
1,129,484
+104,241
| +10% | +$887K |
|
|
NATL
2229
DELISTED
National Interstate Corporation
NATL
| $10.4M | 0.01% |
348,047
+12,825
| +4% | +$367K |
|
|
SRDX
2230
DELISTED
Surmodics
SRDX
| $10.4M | 0.01% |
469,010
-11,221
| -2% | -$238K |
|
|
RLH
2231
DELISTED
Red Lions Hotel Corporation
RLH
| $10.3M | 0.01% |
1,632,525
+2,700
| +0.2% | +$15.7K |
|
|
FSYS
2232
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
| $10.3M | 0.01% |
945,621
-80,993
| -8% | -$783K |
|
2233
Cleveland-Cliffs
CLF
$6.57B
| $10.3M | 0.01% |
1,442,842
-841,448
| -37% | -$7.32M |
|
|
SCX
2234
DELISTED
The L.S. Starrett Company
SCX
| $10.3M | 0.01% |
515,795
+4,164
| +0.8% | +$62.9K |
|
|
CSFL
2235
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $10.3M | 0.01% |
861,858
+83,720
| +11% | +$933K |
|
|
LMIA
2236
DELISTED
LMI Aerospace Inc
LMIA
| $10.3M | 0.01% |
727,973
+15,540
| +2% | +$209K |
|
2237
Rollins
ROL
$18.3B
| $10.2M | 0.01% |
1,040,060
+212,301
| +26% | +$1.98M |
|
|
CRR
2238
DELISTED
Carbo Ceramics Inc.
CRR
| $10.2M | 0.01% |
254,638
-2,020
| -0.8% | -$94.2K |
|
|
AZPN
2239
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $10.2M | 0.01% |
291,183
+13,974
| +5% | +$489K |
|
|
LGF
2240
DELISTED
Lions Gate Entertainment
LGF
| $10.2M | 0.01% |
317,385
+101,933
| +47% | +$3.33M |
|
2241
Twin Disc
TWIN
$329M
| $10.1M | 0.01% |
510,829
+3,456
| +0.7% | +$80.5K |
|
2242
Dolby
DLB
$5.51B
| $10.1M | 0.01% |
234,607
+52,716
| +29% | +$2.24M |
|
2243
Universal Logistics Holdings
ULH
$353M
| $10.1M | 0.01% |
354,725
+20,144
| +6% | +$535K |
|
2244
Bio-Techne
TECH
$11.2B
| $10.1M | 0.01% |
436,856
+126,060
| +41% | +$2.89M |
|
|
GFA
2245
DELISTED
Gafisa S.A.
GFA
| $10.1M | 0.01% |
485,111
-52,976
| -10% | -$1.4M |
|
2246
StoneX
SNEX
$9.26B
| $10M | 0.01% |
2,465,498
+143,334
| +6% | +$510K |
|
|
NATI
2247
DELISTED
National Instruments Corp
NATI
| $10M | 0.01% |
322,125
+73,264
| +29% | +$2.27M |
|
|
AEPI
2248
DELISTED
AEP Industries Inc
AEPI
| $10M | 0.01% |
172,018
+6,323
| +4% | +$292K |
|
|
STCN
2249
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $9.99M | 0.01% |
285,378
-5,996
| -2% | -$188K |
|
2250
ASE Group
ASX
$77.3B
| $9.98M | 0.01% |
1,626,661
-67,439
| -4% | -$412K |
|
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.