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 | |
|---|---|---|---|---|---|---|
1851
Intuitive Surgical
ISRG
$129B
| $16.2M | 0.01% |
353,943
+8,541
| +2% | +$377K |
|
|
BRLI
1852
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
| $16.2M | 0.01% |
535,466
-3,532
| -0.7% | -$97.5K |
|
|
FNHC
1853
DELISTED
FedNat Holding Company Common Stock
FNHC
| $16.2M | 0.01% |
634,356
+36,242
| +6% | +$794K |
|
|
ININ
1854
DELISTED
Interactive Intelligence Group, inc.
ININ
| $16.1M | 0.01% |
287,407
-750
| -0.3% | -$42.9K |
|
1855
Robert Half
RHI
$4.04B
| $16.1M | 0.01% |
337,226
+97,578
| +41% | +$4.37M |
|
|
COBZ
1856
DELISTED
CoBiz Financial,Inc
COBZ
| $16.1M | 0.01% |
1,493,877
-44,309
| -3% | -$469K |
|
1857
Citi Trends
CTRN
$599M
| $16.1M | 0.01% |
748,833
+56,839
| +8% | +$1.06M |
|
1858
Clean Energy Fuels
CLNE
$418M
| $16.1M | 0.01% |
1,369,725
-200
| -0% | -$1.98K |
|
1859
Warner Bros
WBD
$65.2B
| $16M | 0.01% |
422,597
-847
| -0.2% | -$33.3K |
|
|
IXYS
1860
DELISTED
IXYS Corp
IXYS
| $16M | 0.01% |
1,299,733
+50,045
| +4% | +$553K |
|
|
USAP
1861
DELISTED
Universal Stainless & Alloy
USAP
| $16M | 0.01% |
492,536
+11,511
| +2% | +$372K |
|
|
DALN
1862
DELISTED
DallasNews
DALN
| $16M | 0.01% |
337,281
+9,035
| +3% | +$417K |
|
1863
American Public Education
APEI
$969M
| $16M | 0.01% |
464,044
+40,209
| +9% | +$1.4M |
|
1864
Federated Hermes
FHI
$4.77B
| $15.9M | 0.01% |
515,878
+55,076
| +12% | +$1.6M |
|
1865
Celanese
CE
$4.9B
| $15.9M | 0.01% |
248,148
+40,523
| +20% | +$2.46M |
|
1866
America's Car Mart
CRMT
$29.9M
| $15.9M | 0.01% |
403,068
+1,354
| +0.3% | +$50K |
|
1867
WEX
WEX
$6.36B
| $15.9M | 0.01% |
151,622
+2,115
| +1% | +$202K |
|
|
FRM
1868
DELISTED
FURMANITE CORPORATION COM
FRM
| $15.9M | 0.01% |
1,366,809
+59,219
| +5% | +$623K |
|
1869
Cimpress
CMPR
$2.45B
| $15.9M | 0.01% |
393,184
+8,703
| +2% | +$378K |
|
1870
PTC
PTC
$15.2B
| $15.8M | 0.01% |
408,437
+836
| +0.2% | +$30.1K |
|
|
DSPG
1871
DELISTED
DSP Group Inc
DSPG
| $15.8M | 0.01% |
1,866,108
-10,441
| -0.6% | -$88.5K |
|
1872
Crane NXT
CXT
$3.15B
| $15.8M | 0.01% |
611,859
+19,473
| +3% | +$492K |
|
|
LHCG
1873
DELISTED
LHC Group LLC
LHCG
| $15.8M | 0.01% |
739,417
+8,221
| +1% | +$172K |
|
1874
QuidelOrtho
QDEL
$1.17B
| $15.8M | 0.01% |
713,657
+13,164
| +2% | +$303K |
|
1875
Allegion
ALLE
$14B
| $15.8M | 0.01% |
278,051
-1,446
| -0.5% | -$76K |
|
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.