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 | |
|---|---|---|---|---|---|---|
|
LIOX
2276
DELISTED
Lionbridge Technologies
LIOX
| $9.22M | 0.01% |
1,552,766
+227,697
| +17% | +$1.33M |
|
|
CTWS
2277
DELISTED
Connecticut Water Service Inc
CTWS
| $9.21M | 0.01% |
271,898
-18,063
| -6% | -$589K |
|
|
TLM
2278
DELISTED
TALISMAN ENERGY INC
TLM
| $9.2M | 0.01% |
867,516
+24,085
| +3% | +$251K |
|
2279
ASML
ASML
$626B
| $9.13M | 0.01% |
97,843
-115
| -0.1% | -$9.92K |
|
2280
1-800-Flowers.com
FLWS
$250M
| $9.11M | 0.01% |
1,569,983
+24,378
| +2% | +$137K |
|
|
CPHD
2281
DELISTED
Cepheid Inc
CPHD
| $9.09M | 0.01% |
189,586
-1,897
| -1% | -$86K |
|
|
SNBC
2282
DELISTED
Sun Bancorp Inc
SNBC
| $9.08M | 0.01% |
452,884
+10,638
| +2% | +$204K |
|
|
TRR
2283
DELISTED
Trc Companies
TRR
| $9.06M | 0.01% |
1,456,714
+1,800
| +0.1% | +$9.96K |
|
|
BEAT
2284
DELISTED
BioTelemetry, Inc.
BEAT
| $9.03M | 0.01% |
1,259,639
+18,671
| +2% | +$149K |
|
2285
Nathan's Famous
NATH
$402M
| $9M | 0.01% |
166,029
-880
| -0.5% | -$44.6K |
|
|
RLH
2286
DELISTED
Red Lions Hotel Corporation
RLH
| $8.97M | 0.01% |
1,637,174
+4,581
| +0.3% | +$26.3K |
|
|
SPIL
2287
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $8.94M | 0.01% |
1,089,495
-24,213
| -2% | -$182K |
|
|
FPO
2288
DELISTED
First Potomac Realty Trust
FPO
| $8.93M | 0.01% |
680,554
+32,406
| +5% | +$422K |
|
|
SHOR
2289
DELISTED
ShoreTel, Inc.
SHOR
| $8.92M | 0.01% |
1,368,393
-8,837
| -0.6% | -$63.5K |
|
2290
Superior Group of Companies
SGC
$185M
| $8.91M | 0.01% |
1,099,506
+21,848
| +2% | +$177K |
|
|
LDR
2291
DELISTED
Landauer Inc
LDR
| $8.9M | 0.01% |
211,958
+10,018
| +5% | +$450K |
|
|
CSFL
2292
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $8.89M | 0.01% |
793,760
+88,682
| +13% | +$962K |
|
2293
Pinnacle West Capital
PNW
$12.2B
| $8.88M | 0.01% |
153,634
+5,443
| +4% | +$301K |
|
2294
StoneX
SNEX
$9.26B
| $8.85M | 0.01% |
2,248,925
+156,604
| +7% | +$584K |
|
|
ZEP
2295
DELISTED
ZEP INC COM STK (DE)
ZEP
| $8.84M | 0.01% |
500,745
+21,324
| +4% | +$375K |
|
|
PACD
2296
DELISTED
Pacific Drilling S A
PACD
| $8.84M | 0.01% |
88,407
+11,223
| +15% | +$1.12M |
|
2297
Mesa Laboratories
MLAB
$564M
| $8.84M | 0.01% |
105,269
+2,914
| +3% | +$241K |
|
2298
Graham Corp
GHM
$1.12B
| $8.84M | 0.01% |
253,817
+12,196
| +5% | +$377K |
|
|
HAWK
2299
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $8.82M | 0.01% |
+327,579
| New | +$8.13M |
|
|
JCP
2300
DELISTED
J.C. Penney Company, Inc.
JCP
| $8.82M | 0.01% |
974,938
+53,498
| +6% | +$461K |
|
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.