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 | |
|---|---|---|---|---|---|---|
|
TREC
2576
DELISTED
Trecora Resources
TREC
| $4.8M | ﹤0.01% |
405,059
+114,093
| +39% | +$1.25M |
|
2577
Energy Recovery
ERII
$446M
| $4.79M | ﹤0.01% |
973,944
-18,986
| -2% | -$98K |
|
2578
Immersion
IMMR
$251M
| $4.79M | ﹤0.01% |
376,334
+33,761
| +10% | +$366K |
|
|
AXAS
2579
DELISTED
Abraxas Petroleum Corp
AXAS
| $4.78M | ﹤0.01% |
38,190
| – | – |
|
2580
Guidewire Software
GWRE
$12.6B
| $4.78M | ﹤0.01% |
117,548
-133,497
| -53% | -$5.29M |
|
|
CDR
2581
DELISTED
Cedar Realty Trust, Inc
CDR
| $4.78M | ﹤0.01% |
115,837
+5,809
| +5% | +$234K |
|
|
NSR
2582
DELISTED
Neustar Inc
NSR
| $4.77M | ﹤0.01% |
183,360
+1,800
| +1% | +$48.9K |
|
|
MNTG
2583
DELISTED
M T R GAMING GROUP INC
MNTG
| $4.77M | ﹤0.01% |
891,430
-2,028
| -0.2% | -$10.1K |
|
|
HFFC
2584
DELISTED
H F FINL CORP
HFFC
| $4.77M | ﹤0.01% |
344,096
+862
| +0.3% | +$11.8K |
|
2585
Pacific Biosciences
PACB
$435M
| $4.75M | ﹤0.01% |
768,788
-40,835
| -5% | -$204K |
|
|
DVR
2586
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
| $4.74M | ﹤0.01% |
3,589,875
-111,256
| -3% | -$164K |
|
2587
InterContinental Hotels
IHG
$23.9B
| $4.72M | ﹤0.01% |
79,642
| – | – |
|
|
TNAV
2588
DELISTED
Telenav Inc.
TNAV
| $4.71M | ﹤0.01% |
827,123
+22,814
| +3% | +$134K |
|
|
UBA
2589
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $4.66M | ﹤0.01% |
223,256
+3,943
| +2% | +$81.2K |
|
|
ASRT
2590
DELISTED
Assertio
ASRT
| $4.66M | ﹤0.01% |
5,585
+3,737
| +202% | +$2.88M |
|
|
HTCH
2591
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
| $4.66M | ﹤0.01% |
1,862,307
+7,470
| +0.4% | +$17.7K |
|
|
IRE
2592
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
| $4.64M | ﹤0.01% |
333,866
-57,817
| -15% | -$937K |
|
2593
Nature's Sunshine
NATR
$354M
| $4.64M | ﹤0.01% |
273,288
-1,000
| -0.4% | -$14.3K |
|
|
RSYS
2594
DELISTED
Radisys Corp
RSYS
| $4.6M | ﹤0.01% |
1,318,191
+35,532
| +3% | +$115K |
|
|
JMP
2595
DELISTED
JMP Group LLC
JMP
| $4.6M | ﹤0.01% |
607,667
+9,725
| +2% | +$65.1K |
|
2596
Old Second Bancorp
OSBC
$1.29B
| $4.59M | ﹤0.01% |
924,264
-11,199
| -1% | -$53.7K |
|
2597
Gaia
GAIA
$46.8M
| $4.59M | ﹤0.01% |
597,825
+10,644
| +2% | +$77.4K |
|
|
RP
2598
DELISTED
RealPage, Inc.
RP
| $4.57M | ﹤0.01% |
203,470
-16,740
| -8% | -$330K |
|
|
NTT
2599
DELISTED
Nippon Telegraph & Telephone
NTT
| $4.57M | ﹤0.01% |
146,554
| – | – |
|
2600
Lifeway Foods
LWAY
$455M
| $4.56M | ﹤0.01% |
326,134
-1,300
| -0.4% | -$18.2K |
|
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.