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 |
Pfizer
PFE
|
+$243M |
| 2 |
ExxonMobil
XOM
|
+$154M |
| 3 |
AT&T
T
|
+$142M |
| 4 |
Intel
INTC
|
+$127M |
| 5 |
PACW
PacWest Bancorp
PACW
|
+$122M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CSE
CAPITALSOURCE INC
CSE
|
+$173M |
| 2 |
American International
AIG
|
+$148M |
| 3 |
Citigroup
C
|
+$142M |
| 4 |
Bank of America
BAC
|
+$114M |
| 5 |
JNY
JONES GROUP INC COM STK (PA)
JNY
|
+$101M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.57% |
| 2 | Industrials | 13.27% |
| 3 | Energy | 12.09% |
| 4 | Technology | 10.54% |
| 5 | Consumer Discretionary | 8.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2501
Vicor
VICR
$9.56B
| $5.81M | ﹤0.01% |
693,865
+2,156
| +0.3% | +$17.5K |
|
|
CBF
2502
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $5.8M | ﹤0.01% |
245,885
+102,127
| +71% | +$2.47M |
|
2503
Preferred Bank
PFBC
$1.24B
| $5.77M | ﹤0.01% |
244,030
+3,899
| +2% | +$90.5K |
|
2504
Reading International Class A
RDI
$33.2M
| $5.77M | ﹤0.01% |
676,143
-1,678
| -0.2% | -$13.3K |
|
|
MFI
2505
DELISTED
MICROFINANCIAL INC
MFI
| $5.75M | ﹤0.01% |
743,422
+5,950
| +0.8% | +$46.7K |
|
2506
Ascent Industries
ACNT
$140M
| $5.75M | ﹤0.01% |
349,928
-8,771
| -2% | -$136K |
|
2507
Bausch Health
BHC
$2.58B
| $5.73M | ﹤0.01% |
45,382
+11,861
| +35% | +$1.51M |
|
2508
AmeriServ Financial
ASRV
$77.5M
| $5.72M | ﹤0.01% |
1,642,862
-6,723
| -0.4% | -$23.8K |
|
|
CSBK
2509
DELISTED
Clifton Bancorp Inc.
CSBK
| $5.72M | ﹤0.01% |
451,203
+112,121
| +33% | +$1.33M |
|
|
ALU
2510
DELISTED
Alcatel-Lucent
ALU
| $5.71M | ﹤0.01% |
1,605,355
-471,188
| -23% | -$1.82M |
|
|
LION
2511
DELISTED
Fidelity Southern Corporation
LION
| $5.71M | ﹤0.01% |
439,251
+15,482
| +4% | +$209K |
|
|
KMG
2512
DELISTED
KMG Chemicals Inc
KMG
| $5.69M | ﹤0.01% |
316,371
-8,088
| -2% | -$132K |
|
|
CGG
2513
DELISTED
CGG
CGG
| $5.67M | ﹤0.01% |
12,480
-208
| -2% | -$99.2K |
|
2514
Village Super Market
VLGEA
$651M
| $5.67M | ﹤0.01% |
239,837
+8,336
| +4% | +$202K |
|
|
NTLS
2515
DELISTED
NTELOS HLDGS CORP COM
NTLS
| $5.66M | ﹤0.01% |
454,258
+37,127
| +9% | +$482K |
|
|
EXL
2516
DELISTED
EXCEL TRUST , INC COM STK
EXL
| $5.66M | ﹤0.01% |
424,434
+45,202
| +12% | +$585K |
|
|
AEPI
2517
DELISTED
AEP Industries Inc
AEPI
| $5.64M | ﹤0.01% |
161,758
+2,703
| +2% | +$95.7K |
|
2518
Bloomin' Brands
BLMN
$741M
| $5.62M | ﹤0.01% |
250,638
+238,985
| +2,051% | +$5.28M |
|
2519
Copa Holdings
CPA
$5.76B
| $5.62M | ﹤0.01% |
39,421
+1,349
| +4% | +$189K |
|
|
STRR
2520
Star Equity Holdings
STRR
$39.9M
| $5.58M | ﹤0.01% |
141,941
-369
| -0.3% | -$13.6K |
|
|
SWS
2521
DELISTED
SWS GROUP INC
SWS
| $5.57M | ﹤0.01% |
765,647
-19,324
| -2% | -$143K |
|
2522
STAAR Surgical
STAA
$1.21B
| $5.57M | ﹤0.01% |
331,437
-26,533
| -7% | -$437K |
|
2523
Tenaris
TS
$28.9B
| $5.56M | ﹤0.01% |
117,866
| – | – |
|
|
CAJ
2524
DELISTED
Canon, Inc.
CAJ
| $5.54M | ﹤0.01% |
169,016
-1,050
| -0.6% | -$33.8K |
|
|
UHT
2525
Universal Health Realty Income Trust
UHT
$603M
| $5.53M | ﹤0.01% |
127,257
+3,287
| +3% | +$141K |
|
Similar funds
Dimensional Fund Advisors's Q2 2014 Portfolio in Review
As of Q2 2014, Dimensional Fund Advisors held 3,651 positions worth $144B, up 7.5% from $134B the previous quarter. Its ten largest holdings account for 8.4% of the portfolio.
Dimensional Fund Advisors deployed $4.6B of net new capital in Q2 2014, opening 55 new positions and adding to 2,274 existing holdings. Its largest new stake was Washington Prime Group Inc.: 199,620 shares worth $33.7M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, down from 19% a quarter earlier, followed by Industrials and Energy.
On the sell side, the largest reduction was American International, an estimated $148M trimmed.
- Dimensional Fund Advisors's largest Q2 2014 buy was Washington Prime Group Inc.: 199,620 shares worth $33.7M.
- Dimensional Fund Advisors added most to Pfizer in Q2 2014, an estimated $243M increase.
- Dimensional Fund Advisors's biggest Q2 2014 reduction was American International, cutting an estimated $148M.
- Dimensional Fund Advisors fully exited CAPITALSOURCE INC in Q2 2014, selling an estimated $173M.
- Dimensional Fund Advisors's ten largest holdings make up 8.4% of its $144B portfolio in Q2 2014.
- Dimensional Fund Advisors opened 55 new positions and closed 60 in Q2 2014.
- Dimensional Fund Advisors's portfolio value rose 7.5% quarter-over-quarter to $144B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2014, filed 8 Aug 2014.