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 | |
|---|---|---|---|---|---|---|
|
BZC
2626
DELISTED
BREEZE-EASTERN CORPORATION COM
BZC
| $4.3M | ﹤0.01% |
337,215
-200
| -0.1% | -$2.16K |
|
|
AMNB
2627
DELISTED
American National Bankshares Inc
AMNB
| $4.3M | ﹤0.01% |
197,813
+8,162
| +4% | +$179K |
|
|
SIR
2628
DELISTED
SELECT INCOME REIT
SIR
| $4.28M | ﹤0.01% |
328,433
+281,136
| +594% | +$3.67M |
|
2629
Amtech Systems
ASYS
$268M
| $4.28M | ﹤0.01% |
349,815
+6,696
| +2% | +$66.4K |
|
2630
Cohen & Steers
CNS
$4.23B
| $4.23M | ﹤0.01% |
97,443
+2,000
| +2% | +$81.8K |
|
2631
Pan American Silver
PAAS
$18.2B
| $4.22M | ﹤0.01% |
274,813
-16,511
| -6% | -$219K |
|
|
HVB
2632
DELISTED
HUDSON VY HLDG CORP
HVB
| $4.21M | ﹤0.01% |
233,007
+10,158
| +5% | +$185K |
|
|
BNNY
2633
DELISTED
ANNIES INC COMMON STOCK (DE)
BNNY
| $4.21M | ﹤0.01% |
124,335
+19,887
| +19% | +$668K |
|
2634
Napco Security Technologies
NSSC
$1.32B
| $4.18M | ﹤0.01% |
1,539,426
-7,174
| -0.5% | -$21.2K |
|
|
NMRX
2635
DELISTED
Numerex Corp
NMRX
| $4.18M | ﹤0.01% |
363,630
-4,057
| -1% | -$44.7K |
|
|
SNMX
2636
DELISTED
Senomyx, Inc.
SNMX
| $4.16M | ﹤0.01% |
480,762
-2,400
| -0.5% | -$20K |
|
|
ANCX
2637
DELISTED
Access National Corp
ANCX
| $4.16M | ﹤0.01% |
274,165
+16,577
| +6% | +$246K |
|
|
FFKT
2638
DELISTED
Farmers Capital Bank Corp
FFKT
| $4.1M | ﹤0.01% |
181,547
+8,493
| +5% | +$171K |
|
|
MESG
2639
DELISTED
XURA INC COM (DE)
MESG
| $4.1M | ﹤0.01% |
153,598
+5,085
| +3% | +$135K |
|
2640
Agree Realty
ADC
$9.34B
| $4.08M | ﹤0.01% |
134,895
+2,507
| +2% | +$75.6K |
|
2641
Teck Resources
TECK
$29.6B
| $4.08M | ﹤0.01% |
178,529
+16,492
| +10% | +$370K |
|
|
FNGN
2642
DELISTED
Financial Engines, Inc.
FNGN
| $4.05M | ﹤0.01% |
89,455
-5,665
| -6% | -$253K |
|
|
ANV
2643
DELISTED
Allied Nevada Gold Corp
ANV
| $4.05M | ﹤0.01% |
1,076,546
| – | – |
|
|
PWX
2644
DELISTED
Providence & Worcester Railroad Company
PWX
| $4.03M | ﹤0.01% |
220,843
-150
| -0.1% | -$2.71K |
|
2645
Grupo Aeroportuario Centro Norte
OMAB
$5.16B
| $4.03M | ﹤0.01% |
124,991
-1,500
| -1% | -$46.3K |
|
|
PRGX
2646
DELISTED
PRGX Global, Inc.
PRGX
| $4.02M | ﹤0.01% |
629,240
+79,487
| +14% | +$511K |
|
|
FGH
2647
DELISTED
FG Group Holdings Inc.
FGH
| $4.02M | ﹤0.01% |
960,722
+15,089
| +2% | +$66.2K |
|
2648
Commault Systems
CVLT
$4.88B
| $3.99M | ﹤0.01% |
81,154
-215
| -0.3% | -$11.6K |
|
|
GCAP
2649
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $3.95M | ﹤0.01% |
501,730
+86,253
| +21% | +$770K |
|
|
EMMS
2650
DELISTED
Emmis Communications Corp
EMMS
| $3.9M | ﹤0.01% |
347,303
+26,359
| +8% | +$302K |
|
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.