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 | |
|---|---|---|---|---|---|---|
2651
Chefs' Warehouse
CHEF
$4.71B
| $3.9M | ﹤0.01% |
197,395
+47,901
| +32% | +$931K |
|
|
BSTG
2652
DELISTED
Biostage, Inc. Common Stock
BSTG
| $3.88M | ﹤0.01% |
371,606
-4,465
| -1% | -$38K |
|
|
LOJN
2653
DELISTED
LO JACK CORP
LOJN
| $3.88M | ﹤0.01% |
714,425
-5,200
| -0.7% | -$27.9K |
|
|
PLXT
2654
DELISTED
PLX TECHNOLOGY INC
PLXT
| $3.86M | ﹤0.01% |
596,517
-6,792
| -1% | -$40.7K |
|
2655
Cumberland Pharmaceuticals
CPIX
$100M
| $3.85M | ﹤0.01% |
856,581
+123,202
| +17% | +$550K |
|
|
MNR
2656
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $3.84M | ﹤0.01% |
382,508
+30,573
| +9% | +$289K |
|
2657
Eldorado Gold
EGO
$7.87B
| $3.83M | ﹤0.01% |
100,205
-2,980
| -3% | -$91.2K |
|
|
HMNF
2658
DELISTED
HMN Financial Inc
HMNF
| $3.83M | ﹤0.01% |
347,928
-800
| -0.2% | -$8.58K |
|
|
DYAX
2659
DELISTED
DYAX CORPORATION
DYAX
| $3.82M | ﹤0.01% |
398,297
-437,766
| -52% | -$3.34M |
|
|
SJR
2660
DELISTED
Shaw Communications Inc.
SJR
| $3.82M | ﹤0.01% |
148,893
+86,893
| +140% | +$2.14M |
|
|
MSO
2661
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
| $3.82M | ﹤0.01% |
812,717
-6,371
| -0.8% | -$27.5K |
|
2662
lululemon athletica
LULU
$13.5B
| $3.8M | ﹤0.01% |
93,859
-200
| -0.2% | -$9.12K |
|
|
NBG
2663
DELISTED
NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW)
NBG
| $3.8M | ﹤0.01% |
1,031,725
+182,493
| +21% | +$731K |
|
|
IBCA
2664
DELISTED
INTERVEST BANCSHARES CORP COM
IBCA
| $3.78M | ﹤0.01% |
487,808
+12,848
| +3% | +$96.2K |
|
|
CRWN
2665
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
| $3.75M | ﹤0.01% |
1,033,530
+30,097
| +3% | +$108K |
|
2666
PBF Energy
PBF
$8.57B
| $3.75M | ﹤0.01% |
140,581
+64,297
| +84% | +$1.9M |
|
|
CLUB
2667
DELISTED
Town Sports International Holdings, Inc.
CLUB
| $3.74M | ﹤0.01% |
563,045
+9,708
| +2% | +$66.1K |
|
|
WSO.B
2668
Watsco Inc Class B
WSO.B
$13.3B
| $3.73M | ﹤0.01% |
36,447
| – | – |
|
2669
Hingham Institution for Saving
HIFS
$627M
| $3.72M | ﹤0.01% |
46,842
| – | – |
|
2670
Palo Alto Networks
PANW
$270B
| $3.71M | ﹤0.01% |
266,070
+224,892
| +546% | +$2.63M |
|
|
STRR
2671
DELISTED
Star Equity Holdings
STRR
| $3.71M | ﹤0.01% |
20,829
-198
| -0.9% | -$34K |
|
|
RENX
2672
DELISTED
RELX N.V.
RENX
| $3.7M | ﹤0.01% |
247,928
| – | – |
|
|
ESI
2673
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $3.67M | ﹤0.01% |
219,643
-4,242
| -2% | -$96.7K |
|
|
PLNR
2674
DELISTED
PLANAR SYSTEMS INC
PLNR
| $3.61M | ﹤0.01% |
1,475,229
-4,219
| -0.3% | -$9.25K |
|
2675
Kosmos Energy
KOS
$1.6B
| $3.6M | ﹤0.01% |
320,892
+46,021
| +17% | +$492K |
|
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.