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 | |
|---|---|---|---|---|---|---|
|
N
2551
DELISTED
Netsuite Inc
N
| $5.24M | ﹤0.01% |
60,268
-827
| -1% | -$66.7K |
|
|
VMW
2552
DELISTED
VMware, Inc
VMW
| $5.23M | ﹤0.01% |
54,011
-397
| -0.7% | -$38.6K |
|
2553
Aegon
AEG
$14B
| $5.17M | ﹤0.01% |
869,142
+9,601
| +1% | +$57.8K |
|
|
INFI
2554
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $5.17M | ﹤0.01% |
405,708
+31,573
| +8% | +$329K |
|
|
ULTI
2555
DELISTED
Ultimate Software Group Inc
ULTI
| $5.15M | ﹤0.01% |
37,298
-63
| -0.2% | -$8.01K |
|
2556
Strategic Education
STRA
$1.85B
| $5.15M | ﹤0.01% |
98,040
+41,051
| +72% | +$2.08M |
|
2557
Eastern Company
EML
$143M
| $5.12M | ﹤0.01% |
331,310
+9,055
| +3% | +$145K |
|
|
MSL
2558
DELISTED
Midsouth Bancorp, Inc.
MSL
| $5.1M | ﹤0.01% |
256,486
+13,420
| +6% | +$241K |
|
2559
Banc of California
BANC
$3.03B
| $5.09M | ﹤0.01% |
466,711
+37,215
| +9% | +$425K |
|
2560
SK Telecom
SKM
$12.1B
| $5.05M | ﹤0.01% |
118,087
-3,338
| -3% | -$130K |
|
2561
Crawford & Co Class B
CRD.B
$491M
| $5.04M | ﹤0.01% |
499,690
+17,030
| +4% | +$179K |
|
2562
Omega Flex
OFLX
$297M
| $5.03M | ﹤0.01% |
256,531
+5,441
| +2% | +$109K |
|
|
ARO
2563
DELISTED
Aeropostale Inc
ARO
| $5.01M | ﹤0.01% |
1,434,678
-10,941
| -0.8% | -$46.5K |
|
|
WSTL
2564
DELISTED
Westell Technologies Inc
WSTL
| $4.99M | ﹤0.01% |
509,507
+3,998
| +0.8% | +$46.6K |
|
|
CYBE
2565
DELISTED
Cyberoptics Corp
CYBE
| $4.99M | ﹤0.01% |
623,976
-2,149
| -0.3% | -$17.1K |
|
2566
York Water
YORW
$502M
| $4.98M | ﹤0.01% |
239,154
+15,925
| +7% | +$322K |
|
|
GLPW
2567
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
| $4.95M | ﹤0.01% |
306,342
+18,912
| +7% | +$327K |
|
2568
Escalade
ESCA
$273M
| $4.94M | ﹤0.01% |
305,811
+17,814
| +6% | +$271K |
|
|
DGICB
2569
Donegal Group Class B
DGICB
$830M
| $4.92M | ﹤0.01% |
233,787
-259
| -0.1% | -$5.96K |
|
2570
GSI Technology
GSIT
$215M
| $4.88M | ﹤0.01% |
819,672
+6,890
| +0.8% | +$41.3K |
|
|
STS
2571
DELISTED
Supreme Industries Inc Class A
STS
| $4.87M | ﹤0.01% |
749,236
+18,765
| +3% | +$125K |
|
2572
Fuel Tech
FTEK
$43.9M
| $4.86M | ﹤0.01% |
861,696
+91,269
| +12% | +$513K |
|
2573
Friedman Industries
FRD
$240M
| $4.84M | ﹤0.01% |
573,068
+9,342
| +2% | +$78K |
|
|
OCLR
2574
DELISTED
Oclaro Inc.
OCLR
| $4.83M | ﹤0.01% |
2,193,168
+34,517
| +2% | +$86.3K |
|
|
TURN
2575
DELISTED
180 Degree Capital
TURN
| $4.81M | ﹤0.01% |
504,507
+6,910
| +1% | +$70.7K |
|
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.