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 | |
|---|---|---|---|---|---|---|
1651
Flexsteel Industries
FLXS
$316M
| $20M | 0.01% |
599,160
+12,908
| +2% | +$449K |
|
|
ELME
1652
Elme Communities
ELME
$144M
| $20M | 0.01% |
768,784
-4,944
| -0.6% | -$124K |
|
1653
Lakeland Financial Corp
LKFN
$1.58B
| $20M | 0.01% |
784,884
-10,386
| -1% | -$259K |
|
1654
BOK Financial
BOKF
$8.79B
| $20M | 0.01% |
299,645
+6,303
| +2% | +$412K |
|
1655
Lincoln Electric
LECO
$15.1B
| $20M | 0.01% |
285,560
+12,500
| +5% | +$848K |
|
|
PSB
1656
DELISTED
PS Business Parks, Inc.
PSB
| $19.9M | 0.01% |
238,766
+18,189
| +8% | +$1.53M |
|
1657
Consolidated Edison
ED
$40B
| $19.9M | 0.01% |
345,214
+51,489
| +18% | +$2.88M |
|
|
ALTR
1658
DELISTED
Altera Corp
ALTR
| $19.9M | 0.01% |
571,826
+7,605
| +1% | +$257K |
|
1659
Clean Harbors
CLH
$16.4B
| $19.8M | 0.01% |
308,653
+53,539
| +21% | +$3.18M |
|
|
GPOR
1660
DELISTED
Gulfport Energy Corp.
GPOR
| $19.8M | 0.01% |
315,362
+15,861
| +5% | +$1.06M |
|
1661
NewMarket
NEU
$8.18B
| $19.8M | 0.01% |
50,471
+4,901
| +11% | +$1.89M |
|
1662
National Healthcare
NHC
$3.25B
| $19.8M | 0.01% |
351,531
+1,138
| +0.3% | +$62K |
|
|
REGI
1663
DELISTED
Renewable Energy Group, Inc.
REGI
| $19.7M | 0.01% |
1,721,583
+240,231
| +16% | +$2.66M |
|
|
CDI
1664
DELISTED
CDI Corp.
CDI
| $19.7M | 0.01% |
1,366,835
-2,013
| -0.1% | -$30.3K |
|
1665
Illumina
ILMN
$30.7B
| $19.7M | 0.01% |
113,354
-166
| -0.1% | -$24.8K |
|
1666
Hormel Foods
HRL
$13.9B
| $19.6M | 0.01% |
795,126
+4,730
| +0.6% | +$114K |
|
|
LBY
1667
DELISTED
Libbey, Inc.
LBY
| $19.6M | 0.01% |
736,229
+28,897
| +4% | +$766K |
|
1668
Washington Trust Bancorp
WASH
$761M
| $19.6M | 0.01% |
532,968
+14,478
| +3% | +$512K |
|
|
SYNT
1669
DELISTED
Syntel Inc
SYNT
| $19.6M | 0.01% |
455,890
-3,440
| -0.7% | -$142K |
|
|
LNCO
1670
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
| $19.6M | 0.01% |
625,107
+60,043
| +11% | +$1.7M |
|
1671
Protolabs
PRLB
$2.11B
| $19.5M | 0.01% |
238,118
+11,824
| +5% | +$801K |
|
1672
Vaalco Energy
EGY
$551M
| $19.5M | 0.01% |
2,697,633
+401,220
| +17% | +$3.04M |
|
1673
Masco
MAS
$15.2B
| $19.5M | 0.01% |
999,824
+243,991
| +32% | +$4.6M |
|
|
ALX
1674
Alexander's
ALX
$1.4B
| $19.5M | 0.01% |
52,765
+200
| +0.4% | +$71.7K |
|
|
HSH
1675
DELISTED
HILLSHIRE BRANDS CO
HSH
| $19.5M | 0.01% |
312,878
+105,082
| +51% | +$4.75M |
|
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.