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 | |
|---|---|---|---|---|---|---|
2026
Towne Bank
TOWN
$3.48B
| $13.1M | 0.01% |
834,275
-8,006
| -1% | -$124K |
|
|
DEG
2027
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
| $13.1M | 0.01% |
774,774
-6,550
| -0.8% | -$116K |
|
2028
Tootsie Roll Industries
TR
$2.96B
| $13.1M | 0.01% |
632,237
-21,489
| -3% | -$433K |
|
|
CVGW
2029
DELISTED
Calavo Growers
CVGW
| $13M | 0.01% |
385,400
+24,347
| +7% | +$796K |
|
|
AVHI
2030
DELISTED
A V Homes, Inc.
AVHI
| $13M | 0.01% |
796,922
-8,888
| -1% | -$153K |
|
2031
Medifast
MED
$108M
| $13M | 0.01% |
427,775
+54,091
| +14% | +$1.69M |
|
2032
WSFS Financial
WSFS
$4.19B
| $13M | 0.01% |
528,699
+35,064
| +7% | +$814K |
|
|
QLTY
2033
DELISTED
QUALITY DISTR INC FLA
QLTY
| $13M | 0.01% |
873,420
+69,008
| +9% | +$951K |
|
|
SWI
2034
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $13M | 0.01% |
335,693
+226,752
| +208% | +$9.06M |
|
2035
Arthur J. Gallagher & Co
AJG
$63.7B
| $12.9M | 0.01% |
277,256
+4,185
| +2% | +$191K |
|
2036
Hurco Companies Inc
HURC
$142M
| $12.9M | 0.01% |
457,678
+2,751
| +0.6% | +$75.3K |
|
2037
Atmos Energy
ATO
$28.9B
| $12.9M | 0.01% |
241,693
+15,230
| +7% | +$770K |
|
|
FURX
2038
DELISTED
FURIEX PHARMACEUTICALS INC COM STK (DE)
FURX
| $12.9M | 0.01% |
121,432
| – | – |
|
|
TEF
2039
DELISTED
Telefonica
TEF
| $12.9M | 0.01% |
1,022,550
+855
| +0.1% | +$10.4K |
|
|
CHA
2040
DELISTED
China Telecom Corporation, LTD
CHA
| $12.9M | 0.01% |
263,070
+6,304
| +2% | +$308K |
|
|
HILL
2041
DELISTED
DOT HILL SYSTEMS CORP
HILL
| $12.9M | 0.01% |
2,738,079
+75,548
| +3% | +$310K |
|
2042
IDT Corp
IDT
$1.65B
| $12.9M | 0.01% |
1,044,995
+35,480
| +4% | +$412K |
|
2043
Seneca Foods Class A
SENEA
$1.15B
| $12.8M | 0.01% |
419,013
+5,381
| +1% | +$161K |
|
2044
McCormick & Company Non-Voting
MKC
$13.9B
| $12.8M | 0.01% |
357,730
+21,424
| +6% | +$765K |
|
|
PCTI
2045
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $12.8M | 0.01% |
1,580,764
-897
| -0.1% | -$7.08K |
|
|
ROIC
2046
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $12.8M | 0.01% |
811,547
+171,400
| +27% | +$2.68M |
|
|
DNB
2047
DELISTED
Dun & Bradstreet
DNB
| $12.8M | 0.01% |
115,756
+293
| +0.3% | +$30.7K |
|
2048
Nordson
NDSN
$16.9B
| $12.7M | 0.01% |
158,992
+8,111
| +5% | +$624K |
|
2049
CMS Energy
CMS
$22.5B
| $12.7M | 0.01% |
408,141
+12,862
| +3% | +$383K |
|
|
HSII
2050
DELISTED
Heidrick & Struggles
HSII
| $12.7M | 0.01% |
685,267
+28,012
| +4% | +$525K |
|
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.