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 | |
|---|---|---|---|---|---|---|
|
NOR
2326
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
| $8.81M | 0.01% |
357,638
+59,882
| +20% | +$1.61M |
|
|
CRRC
2327
DELISTED
COURIER CORP
CRRC
| $8.8M | 0.01% |
589,868
+7,450
| +1% | +$103K |
|
2328
National Presto Industries
NPK
$870M
| $8.8M | 0.01% |
151,540
-114
| -0.1% | -$6.77K |
|
|
MXWL
2329
DELISTED
Maxwell Technologies Inc
MXWL
| $8.77M | 0.01% |
961,824
-63,868
| -6% | -$623K |
|
|
NBBC
2330
DELISTED
NEWBRIDGE BANCORP CLASS A COM STK (NC)
NBBC
| $8.73M | 0.01% |
1,002,590
+87,299
| +10% | +$725K |
|
2331
KRONOS Worldwide
KRO
$693M
| $8.69M | 0.01% |
667,553
+140,116
| +27% | +$1.82M |
|
|
SPPI
2332
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $8.69M | 0.01% |
1,253,467
+8,900
| +0.7% | +$65.4K |
|
|
AOI
2333
DELISTED
Alliance One International
AOI
| $8.68M | 0.01% |
549,515
-20,410
| -4% | -$380K |
|
2334
SAP
SAP
$212B
| $8.68M | 0.01% |
124,556
+2,462
| +2% | +$169K |
|
2335
CDW
CDW
$18.9B
| $8.67M | 0.01% |
+246,390
| New | +$7.97M |
|
2336
LSI Industries
LYTS
$859M
| $8.65M | 0.01% |
1,273,942
-7,869
| -0.6% | -$52.4K |
|
2337
Harvard Bioscience
HBIO
$27.5M
| $8.61M | 0.01% |
151,853
+1,095
| +0.7% | +$52.2K |
|
|
PULB
2338
DELISTED
PULASKI FINANCIAL CORP
PULB
| $8.54M | 0.01% |
692,981
+6,652
| +1% | +$77.4K |
|
|
KSPN
2339
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
| $8.54M | 0.01% |
129,818
+5,243
| +4% | +$349K |
|
|
PCBK
2340
DELISTED
Pacific Continental Corp
PCBK
| $8.44M | 0.01% |
595,157
+16,980
| +3% | +$235K |
|
|
DMND
2341
DELISTED
DIAMOND FOODS, INC.
DMND
| $8.44M | 0.01% |
298,928
-7,479
| -2% | -$217K |
|
|
ONIT
2342
Onity Group
ONIT
$309M
| $8.44M | 0.01% |
37,246
-172
| -0.5% | -$56K |
|
2343
Core Molding Technologies
CMT
$202M
| $8.41M | 0.01% |
602,084
+3,750
| +0.6% | +$50.5K |
|
|
ENZ
2344
DELISTED
Enzo Biochem, Inc.
ENZ
| $8.38M | 0.01% |
1,888,054
-42,710
| -2% | -$204K |
|
2345
Bruker
BRKR
$9.57B
| $8.37M | 0.01% |
426,549
+71,346
| +20% | +$1.37M |
|
2346
AstroNova
ALOT
$225M
| $8.36M | 0.01% |
506,806
+3,380
| +0.7% | +$47.2K |
|
|
ENTR
2347
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
| $8.36M | 0.01% |
3,303,272
-472
| -0% | -$1.15K |
|
|
SZMK
2348
DELISTED
SIZMEK INC COM STK (DE)
SZMK
| $8.35M | 0.01% |
1,333,405
-3,174
| -0.2% | -$19K |
|
|
LNCO
2349
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
| $8.32M | 0.01% |
802,871
+100,116
| +14% | +$1.92M |
|
|
VRN
2350
DELISTED
Veren
VRN
| $8.29M | 0.01% |
377,765
+314,342
| +496% | +$8.57M |
|
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.