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 | |
|---|---|---|---|---|---|---|
3126
Norwegian Cruise Line
NCLH
$8.51B
| $676K | ﹤0.01% |
21,346
+12,082
| +130% | +$390K |
|
3127
Colony Bankcorp
CBAN
$465M
| $672K | ﹤0.01% |
106,437
-300
| -0.3% | -$1.83K |
|
|
SOHO
3128
DELISTED
Sotherly Hotels
SOHO
| $665K | ﹤0.01% |
84,878
+2,915
| +4% | +$20.8K |
|
|
FCCY
3129
DELISTED
1st Constitution Bancorp
FCCY
| $662K | ﹤0.01% |
71,957
+2,205
| +3% | +$20.7K |
|
|
ITI
3130
DELISTED
Iteris, Inc.
ITI
| $659K | ﹤0.01% |
387,665
+2,226
| +0.6% | +$4.1K |
|
|
NSEC
3131
DELISTED
National Security Group Inc
NSEC
| $656K | ﹤0.01% |
52,139
| – | – |
|
|
LPHI
3132
DELISTED
LIFE PARTNERS HLDGS INC
LPHI
| $647K | ﹤0.01% |
259,910
-1,650
| -0.6% | -$4.38K |
|
3133
Crexendo
CXDO
$223M
| $646K | ﹤0.01% |
201,904
-500
| -0.2% | -$1.6K |
|
|
BKW
3134
DELISTED
BURGER KING WORLDWIDE
BKW
| $643K | ﹤0.01% |
23,622
+13,809
| +141% | +$358K |
|
3135
Kinross Gold
KGC
$27.4B
| $639K | ﹤0.01% |
154,364
+13,100
| +9% | +$53.3K |
|
|
PMD
3136
DELISTED
Psychemedics Corporation
PMD
| $639K | ﹤0.01% |
45,104
-400
| -0.9% | -$6.08K |
|
3137
CVD Equipment Corp
CVV
$50M
| $637K | ﹤0.01% |
52,624
| – | – |
|
|
VSB
3138
DELISTED
VANTAGESOUTH BANCHARES, INC
VSB
| $629K | ﹤0.01% |
105,712
| – | – |
|
3139
Kodak
KODK
$822M
| $620K | ﹤0.01% |
25,349
+20,601
| +434% | +$590K |
|
|
SLCT
3140
DELISTED
Select Bancorp, Inc.
SLCT
| $620K | ﹤0.01% |
93,633
-100
| -0.1% | -$691 |
|
|
XRM
3141
DELISTED
Xerium Technologies Inc (new)
XRM
| $614K | ﹤0.01% |
43,963
+13,929
| +46% | +$192K |
|
3142
American Shared Hospital Services
AMS
$9.94M
| $604K | ﹤0.01% |
232,254
-143
| -0.1% | -$386 |
|
|
GV
3143
DELISTED
Goldfield Corporation
GV
| $603K | ﹤0.01% |
350,826
+35,748
| +11% | +$69.3K |
|
|
BSIN
3144
Big Sky Industrial
BSIN
$59.6M
| $602K | ﹤0.01% |
2,318
| – | – |
|
|
CARB
3145
DELISTED
Carbonite Inc
CARB
| $599K | ﹤0.01% |
+50,014
| New | +$517K |
|
|
KNM
3146
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
| $599K | ﹤0.01% |
27,015
-476
| -2% | -$10.7K |
|
3147
ORIX
IX
$44B
| $598K | ﹤0.01% |
35,995
| – | – |
|
3148
Gran Tierra Energy
GTE
$265M
| $597K | ﹤0.01% |
7,347
| – | – |
|
3149
Auburn National Bancorp
AUBN
$91.3M
| $596K | ﹤0.01% |
24,717
| – | – |
|
|
CRTN
3150
DELISTED
Cartesian, Inc.
CRTN
| $596K | ﹤0.01% |
138,361
-300
| -0.2% | -$1.25K |
|
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.