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 | |
|---|---|---|---|---|---|---|
2301
Utah Medical Products
UTMD
$225M
| $9.15M | 0.01% |
152,453
+1,607
| +1% | +$89K |
|
2302
Provident Financial
PROV
$111M
| $9.15M | 0.01% |
604,640
+6,115
| +1% | +$90.6K |
|
2303
Kopin
KOPN
$652M
| $9.14M | 0.01% |
2,525,649
+81,290
| +3% | +$280K |
|
2304
Sprouts Farmers Market
SFM
$8.13B
| $9.13M | 0.01% |
268,664
+260,169
| +3,063% | +$7.94M |
|
2305
Lennar Class B
LEN.B
$19.4B
| $9.12M | 0.01% |
270,951
-14,362
| -5% | -$470K |
|
2306
CEMIG Preferred Shares
CIG
$6.26B
| $9.11M | 0.01% |
3,593,581
+29,744
| +0.8% | +$84.4K |
|
2307
Central Garden & Pet Co
CENT
$2.69B
| $9.08M | 0.01% |
1,292,186
-3,167
| -0.2% | -$19.5K |
|
|
OSGB
2308
DELISTED
OVERSEAS SHIPHOLDING GROUP, INC. COM CL B
OSGB
| $9.08M | 0.01% |
+1,815,376
| New | +$8.97M |
|
2309
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $9.06M | 0.01% |
44,100
| – | – |
|
|
ATHN
2310
DELISTED
Athenahealth, Inc.
ATHN
| $9.02M | 0.01% |
61,888
+20,820
| +51% | +$2.61M |
|
|
EXAS
2311
DELISTED
Exact Sciences
EXAS
| $9.02M | 0.01% |
328,601
-26,067
| -7% | -$634K |
|
2312
Bausch Health
BHC
$2.58B
| $8.99M | 0.01% |
62,824
+15,627
| +33% | +$2.1M |
|
2313
VEON
VEON
$3.62B
| $8.99M | 0.01% |
85,886
| – | – |
|
|
EGIO
2314
DELISTED
Edgio, Inc. Common Stock
EGIO
| $8.96M | 0.01% |
80,910
+1,757
| +2% | +$180K |
|
2315
Reading International Class A
RDI
$33.2M
| $8.94M | 0.01% |
674,493
| – | – |
|
|
FPO
2316
DELISTED
First Potomac Realty Trust
FPO
| $8.94M | 0.01% |
723,419
+17,141
| +2% | +$209K |
|
2317
MDU Resources
MDU
$4.17B
| $8.93M | 0.01% |
999,535
+45,902
| +5% | +$443K |
|
2318
Sabesp
SBS
$19.1B
| $8.93M | 0.01% |
7,317,503
+99,351
| +1% | +$142K |
|
|
ISH
2319
DELISTED
INTL SHIPHOLDING CORP
ISH
| $8.91M | 0.01% |
597,885
-14,642
| -2% | -$250K |
|
|
SNBC
2320
DELISTED
Sun Bancorp Inc
SNBC
| $8.88M | 0.01% |
458,003
+1,381
| +0.3% | +$26.2K |
|
|
PPBI
2321
DELISTED
Pacific Premier Bancorp
PPBI
| $8.87M | 0.01% |
512,017
+15,029
| +3% | +$238K |
|
|
DTLK
2322
DELISTED
Datalink Corp
DTLK
| $8.87M | 0.01% |
687,681
+32,999
| +5% | +$403K |
|
|
TUP
2323
DELISTED
Tupperware Brands Corporation
TUP
| $8.86M | 0.01% |
140,584
+7,425
| +6% | +$485K |
|
2324
Monarch Casino & Resort
MCRI
$2.2B
| $8.84M | 0.01% |
533,089
+7,190
| +1% | +$109K |
|
2325
Ampco-Pittsburgh
AP
$163M
| $8.81M | 0.01% |
457,815
+12,332
| +3% | +$236K |
|
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.