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 | |
|---|---|---|---|---|---|---|
|
MDCI
2076
DELISTED
MEDICAL ACTION INDS INC
MDCI
| $12.3M | 0.01% |
898,153
+29,660
| +3% | +$215K |
|
2077
Five Below
FIVE
$12B
| $12.3M | 0.01% |
308,973
+105,864
| +52% | +$4.04M |
|
2078
Celldex Therapeutics
CLDX
$2.96B
| $12.3M | 0.01% |
50,362
-13,290
| -21% | -$3M |
|
|
SCNB
2079
DELISTED
Suffolk Bancorp
SCNB
| $12.3M | 0.01% |
552,518
-3,837
| -0.7% | -$84.8K |
|
|
IL
2080
DELISTED
IntraLinks Holdings Inc.
IL
| $12.3M | 0.01% |
1,380,498
+91,295
| +7% | +$817K |
|
|
RPT
2081
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $12.3M | 0.01% |
738,251
+51,604
| +8% | +$848K |
|
2082
CRA International
CRAI
$1.16B
| $12.2M | 0.01% |
531,088
-3,524
| -0.7% | -$76.3K |
|
|
AHT
2083
Ashford Hospitality Trust
AHT
$21M
| $12.2M | 0.01% |
1,134
+104
| +10% | +$1.03M |
|
|
HDNG
2084
DELISTED
Hardinge Inc
HDNG
| $12.2M | 0.01% |
964,836
+3,711
| +0.4% | +$47.7K |
|
2085
MDU Resources
MDU
$4.2B
| $12.2M | 0.01% |
912,844
-3,645
| -0.4% | -$47.6K |
|
2086
Richardson Electronics
RELL
$287M
| $12.2M | 0.01% |
1,162,355
-6,062
| -0.5% | -$62.1K |
|
2087
Mettler-Toledo International
MTD
$29.2B
| $12.2M | 0.01% |
48,047
+10,326
| +27% | +$2.48M |
|
|
CTG
2088
DELISTED
Computer Task Group, Inc.
CTG
| $12.1M | 0.01% |
737,169
+3,615
| +0.5% | +$56.9K |
|
|
FSP
2089
Franklin Street Properties
FSP
$48.1M
| $12.1M | 0.01% |
962,115
+43,633
| +5% | +$542K |
|
|
XOXO
2090
DELISTED
Xo Group Inc
XOXO
| $12.1M | 0.01% |
989,979
+23,146
| +2% | +$258K |
|
|
SCLN
2091
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $12.1M | 0.01% |
2,297,884
+129,396
| +6% | +$630K |
|
2092
Expeditors International
EXPD
$22.3B
| $12.1M | 0.01% |
273,644
+1,249
| +0.5% | +$53.7K |
|
2093
Korea Electric Power
KEP
$15.5B
| $12.1M | 0.01% |
656,305
+10,530
| +2% | +$202K |
|
2094
Teradata
TDC
$3.02B
| $12M | 0.01% |
299,519
+88,507
| +42% | +$3.86M |
|
2095
Acacia Research
ACTG
$447M
| $12M | 0.01% |
678,091
-64,272
| -9% | -$1.04M |
|
2096
Accuray
ARAY
$32.2M
| $12M | 0.01% |
1,362,417
-181,190
| -12% | -$1.57M |
|
|
PNRA
2097
DELISTED
Panera Bread Co
PNRA
| $11.9M | 0.01% |
79,738
+19,809
| +33% | +$3.14M |
|
|
HIL
2098
DELISTED
Hill International, Inc. Common Stock
HIL
| $11.9M | 0.01% |
1,913,809
+84,922
| +5% | +$539K |
|
|
BMTC
2099
DELISTED
Bryn Mawr Bank Corp
BMTC
| $11.9M | 0.01% |
408,874
-11,264
| -3% | -$320K |
|
2100
Gartner
IT
$10.1B
| $11.9M | 0.01% |
168,563
+30,187
| +22% | +$2.1M |
|
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.