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 | |
|---|---|---|---|---|---|---|
|
CTWS
2251
DELISTED
Connecticut Water Service Inc
CTWS
| $9.97M | 0.01% |
274,642
+5,236
| +2% | +$184K |
|
|
ININ
2252
DELISTED
Interactive Intelligence Group, inc.
ININ
| $9.95M | 0.01% |
207,671
-55,884
| -21% | -$2.5M |
|
2253
Altisource Portfolio Solutions
ASPS
$63.6M
| $9.92M | 0.01% |
36,712
-601
| -2% | -$310K |
|
2254
OceanFirst Financial
OCFC
$1.68B
| $9.91M | 0.01% |
578,202
+16,627
| +3% | +$274K |
|
|
SLI
2255
DELISTED
S L INDUSTRIES INC (DELAWARE)
SLI
| $9.91M | 0.01% |
254,071
+4,058
| +2% | +$164K |
|
|
CTO
2256
CTO Realty Growth
CTO
$824M
| $9.88M | 0.01% |
652,326
+29,266
| +5% | +$411K |
|
|
ARMH
2257
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $9.88M | 0.01% |
213,376
+3,775
| +2% | +$161K |
|
|
ULTI
2258
DELISTED
Ultimate Software Group Inc
ULTI
| $9.85M | 0.01% |
67,050
+26,480
| +65% | +$3.84M |
|
2259
Intrepid Potash
IPI
$456M
| $9.84M | 0.01% |
70,870
+1,607
| +2% | +$223K |
|
|
BVH
2260
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $9.82M | 0.01% |
119,425
| – | – |
|
|
LMNX
2261
DELISTED
Luminex Corp
LMNX
| $9.78M | 0.01% |
521,361
+88,679
| +20% | +$1.68M |
|
|
SHOR
2262
DELISTED
ShoreTel, Inc.
SHOR
| $9.76M | 0.01% |
1,328,041
-18,009
| -1% | -$133K |
|
2263
Weyco Group
WEYS
$372M
| $9.73M | 0.01% |
327,865
+4,899
| +2% | +$137K |
|
2264
Extreme Networks
EXTR
$3.94B
| $9.73M | 0.01% |
2,755,072
-128,362
| -4% | -$469K |
|
2265
PLDT
PHI
$4.25B
| $9.73M | 0.01% |
153,618
+64,712
| +73% | +$4.29M |
|
2266
Omega Flex
OFLX
$297M
| $9.72M | 0.01% |
257,199
+1,368
| +0.5% | +$37.3K |
|
2267
Morningstar
MORN
$7.22B
| $9.63M | 0.01% |
148,763
+53,944
| +57% | +$3.57M |
|
2268
Crown Castle
CCI
$33.3B
| $9.62M | 0.01% |
122,208
-556
| -0.5% | -$44.6K |
|
2269
American Vanguard Corp
AVD
$68.4M
| $9.56M | 0.01% |
823,041
+53,651
| +7% | +$593K |
|
|
LIOX
2270
DELISTED
Lionbridge Technologies
LIOX
| $9.56M | 0.01% |
1,661,898
+61,053
| +4% | +$307K |
|
|
MDVN
2271
DELISTED
MEDIVATION, INC.
MDVN
| $9.54M | 0.01% |
191,544
+58,706
| +44% | +$3.05M |
|
|
BIRT
2272
DELISTED
Actuate Corp
BIRT
| $9.54M | 0.01% |
1,444,842
+32,106
| +2% | +$150K |
|
|
SFY
2273
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
| $9.53M | 0.01% |
2,351,876
-25,181
| -1% | -$151K |
|
|
OMN
2274
DELISTED
OMNOVA Solutions Inc.
OMN
| $9.52M | 0.01% |
1,169,788
-2,313
| -0.2% | -$15.8K |
|
|
LUB
2275
DELISTED
Luby's Inc.
LUB
| $9.52M | 0.01% |
2,092,231
+7,176
| +0.3% | +$35.2K |
|
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.