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 | |
|---|---|---|---|---|---|---|
|
CSR
2351
Centerspace
CSR
$921M
| $8.26M | 0.01% |
101,065
+13,871
| +16% | +$1.13M |
|
|
TAST
2352
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $8.26M | 0.01% |
1,082,229
+94,118
| +10% | +$702K |
|
|
BBBY
2353
Bed Bath & Beyond
BBBY
$481M
| $8.25M | 0.01% |
452,326
+5,324
| +1% | +$89.9K |
|
|
PCMI
2354
DELISTED
PCM, Inc
PCMI
| $8.24M | 0.01% |
865,740
+3,576
| +0.4% | +$33.5K |
|
|
SPIL
2355
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $8.24M | 0.01% |
1,090,712
+12,307
| +1% | +$87.3K |
|
|
KEM
2356
DELISTED
KEMET Corporation
KEM
| $8.24M | 0.01% |
1,960,944
+49,392
| +3% | +$208K |
|
2357
Vicor
VICR
$9.56B
| $8.22M | 0.01% |
679,195
-11,169
| -2% | -$132K |
|
2358
News Corp Class B
NWS
$16.9B
| $8.2M | 0.01% |
543,639
+22,135
| +4% | +$331K |
|
2359
Nu Skin
NUS
$252M
| $8.19M | 0.01% |
187,273
+3,085
| +2% | +$136K |
|
2360
Mesa Laboratories
MLAB
$564M
| $8.18M | 0.01% |
105,808
+1,173
| +1% | +$85.9K |
|
2361
Smith & Nephew
SNN
$13.3B
| $8.16M | 0.01% |
222,160
-3
| -0% | -$101 |
|
|
MFSF
2362
DELISTED
MutualFirst Financial Inc
MFSF
| $8.16M | 0.01% |
371,483
+4,443
| +1% | +$96.1K |
|
2363
Core Laboratories
CLB
$488M
| $8.15M | 0.01% |
67,752
+3,464
| +5% | +$455K |
|
|
ZEP
2364
DELISTED
ZEP INC COM STK (DE)
ZEP
| $8.14M | 0.01% |
537,559
+24,569
| +5% | +$363K |
|
2365
National Bank Holdings
NBHC
$1.92B
| $8.12M | 0.01% |
418,104
+165,915
| +66% | +$3.19M |
|
|
HTBK
2366
DELISTED
Heritage Commerce
HTBK
| $8.06M | 0.01% |
912,447
+6,799
| +0.8% | +$58.1K |
|
|
PQUE
2367
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
| $8.04M | 0.01% |
2,150,763
-73,381
| -3% | -$274K |
|
2368
Alpha and Omega Semiconductor
AOSL
$950M
| $8.01M | 0.01% |
904,618
+40,748
| +5% | +$364K |
|
|
FSL
2369
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $8M | 0.01% |
316,978
+16,773
| +6% | +$349K |
|
2370
NRC Health Common Stock
NRC
$432M
| $7.99M | 0.01% |
570,758
+5,352
| +0.9% | +$78.6K |
|
2371
RELX
RELX
$61.8B
| $7.97M | 0.01% |
468,396
+31,152
| +7% | +$513K |
|
2372
Frequency Electronics
FEIM
$635M
| $7.96M | 0.01% |
696,397
+2,725
| +0.4% | +$30.2K |
|
|
INWK
2373
DELISTED
InnerWorkings, Inc.
INWK
| $7.94M | 0.01% |
1,019,663
+152,241
| +18% | +$1.21M |
|
|
LION
2374
DELISTED
Fidelity Southern Corporation
LION
| $7.94M | 0.01% |
492,713
+53,586
| +12% | +$812K |
|
|
HIL
2375
DELISTED
Hill International, Inc. Common Stock
HIL
| $7.87M | 0.01% |
2,048,246
-41,983
| -2% | -$154K |
|
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.