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 | |
|---|---|---|---|---|---|---|
|
AWAY
2401
DELISTED
HOMEAWAY INC COM
AWAY
| $7.37M | ﹤0.01% |
247,501
+76,322
| +45% | +$2.41M |
|
|
EDGW
2402
DELISTED
Edgewater Technology Inc
EDGW
| $7.36M | ﹤0.01% |
980,932
| – | – |
|
2403
Stratus Properties
STRS
$156M
| $7.35M | ﹤0.01% |
539,691
-2,001
| -0.4% | -$27.5K |
|
|
DEST
2404
DELISTED
Destination Maternity Corporation
DEST
| $7.34M | ﹤0.01% |
460,186
-9,196
| -2% | -$140K |
|
|
EVHC
2405
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $7.31M | ﹤0.01% |
+70,354
| New | +$7.24M |
|
2406
Preferred Bank
PFBC
$1.24B
| $7.3M | ﹤0.01% |
261,847
+17,036
| +7% | +$434K |
|
2407
lululemon athletica
LULU
$13.5B
| $7.3M | ﹤0.01% |
130,766
+35,155
| +37% | +$1.6M |
|
2408
Kosmos Energy
KOS
$1.6B
| $7.28M | ﹤0.01% |
867,241
+311,896
| +56% | +$2.78M |
|
2409
CareTrust REIT
CTRE
$9.91B
| $7.27M | ﹤0.01% |
589,472
+39,639
| +7% | +$583K |
|
|
GBL
2410
DELISTED
GAMCO Investors, Inc.
GBL
| $7.25M | ﹤0.01% |
151,461
+8,882
| +6% | +$395K |
|
2411
Fortinet
FTNT
$119B
| $7.21M | ﹤0.01% |
1,176,145
+233,685
| +25% | +$1.26M |
|
|
CACB
2412
DELISTED
Cascade Bancorp
CACB
| $7.21M | ﹤0.01% |
1,389,488
-15,368
| -1% | -$76.6K |
|
|
FXCB
2413
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
| $7.18M | ﹤0.01% |
430,505
+16,204
| +4% | +$268K |
|
2414
Comscore
SCOR
$106M
| $7.16M | ﹤0.01% |
7,713
| – | – |
|
|
QADA
2415
DELISTED
QAD Inc.
QADA
| $7.15M | ﹤0.01% |
316,269
+4,410
| +1% | +$89.6K |
|
2416
Aware
AWRE
$26M
| $7.13M | ﹤0.01% |
1,571,040
+4,472
| +0.3% | +$18.9K |
|
|
TIS
2417
DELISTED
Orchids Paper Products, Inc.
TIS
| $7.12M | ﹤0.01% |
244,732
+9,627
| +4% | +$265K |
|
|
SALM
2418
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $7.12M | ﹤0.01% |
910,147
+13,372
| +1% | +$103K |
|
|
DLA
2419
DELISTED
Delta Apparel Inc.
DLA
| $7.11M | ﹤0.01% |
698,563
-1,171
| -0.2% | -$11.8K |
|
2420
Ionis Pharmaceuticals
IONS
$8.6B
| $7.09M | ﹤0.01% |
114,803
+36,331
| +46% | +$1.79M |
|
|
HTCH
2421
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
| $7.08M | ﹤0.01% |
2,022,881
+125,353
| +7% | +$440K |
|
2422
Beazer Homes USA
BZH
$877M
| $7.08M | ﹤0.01% |
365,607
-21,258
| -5% | -$389K |
|
2423
Addus HomeCare
ADUS
$2.16B
| $7.08M | ﹤0.01% |
291,542
+12,445
| +4% | +$263K |
|
2424
Key Tronic
KTCC
$42.8M
| $6.99M | ﹤0.01% |
879,802
+1,000
| +0.1% | +$8.56K |
|
|
PSUN
2425
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
| $6.96M | ﹤0.01% |
3,191,057
-313,943
| -9% | -$547K |
|
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.