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 | |
|---|---|---|---|---|---|---|
|
ARX
2301
DELISTED
Aeroflex Holding Corp (DE)
ARX
| $8.82M | 0.01% |
839,906
+30,122
| +4% | +$278K |
|
2302
Waterstone Financial
WSBF
$370M
| $8.79M | 0.01% |
770,170
+160,053
| +26% | +$1.72M |
|
|
MDVN
2303
DELISTED
MEDIVATION, INC.
MDVN
| $8.78M | 0.01% |
227,828
-1,842
| -0.8% | -$62.1K |
|
2304
Weyco Group
WEYS
$372M
| $8.77M | 0.01% |
319,920
+1,450
| +0.5% | +$38.4K |
|
2305
Arrow Financial
AROW
$659M
| $8.75M | 0.01% |
444,707
+791
| +0.2% | +$15.5K |
|
2306
Universal Logistics Holdings
ULH
$353M
| $8.75M | 0.01% |
345,076
+11,702
| +4% | +$296K |
|
|
INSY
2307
DELISTED
Insys Therapeutics, Inc.
INSY
| $8.74M | 0.01% |
559,770
+151,574
| +37% | +$2.45M |
|
|
CRRC
2308
DELISTED
COURIER CORP
CRRC
| $8.72M | 0.01% |
584,393
+8,062
| +1% | +$112K |
|
2309
Stratus Properties
STRS
$156M
| $8.71M | 0.01% |
542,341
-1,471
| -0.3% | -$24.2K |
|
2310
MSC Industrial Direct
MSM
$6.89B
| $8.7M | 0.01% |
91,015
+1,948
| +2% | +$177K |
|
|
BALT
2311
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
| $8.69M | 0.01% |
1,452,897
+94,358
| +7% | +$596K |
|
|
VVC
2312
DELISTED
Vectren Corporation
VVC
| $8.67M | 0.01% |
204,121
+10,864
| +6% | +$434K |
|
|
ACH
2313
DELISTED
Alum Corp of China Ltd
ACH
| $8.65M | 0.01% |
960,563
+9,293
| +1% | +$85.4K |
|
|
GSIG
2314
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
| $8.65M | 0.01% |
679,352
+55,945
| +9% | +$704K |
|
2315
Provident Financial
PROV
$111M
| $8.64M | 0.01% |
594,025
+15,462
| +3% | +$223K |
|
2316
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $8.63M | 0.01% |
44,100
| – | – |
|
|
ESSA
2317
DELISTED
ESSA Bancorp
ESSA
| $8.63M | 0.01% |
775,150
+7,871
| +1% | +$83.8K |
|
2318
Lands' End
LE
$370M
| $8.62M | 0.01% |
+256,787
| New | +$7.28M |
|
2319
Bruker
BRKR
$9.57B
| $8.61M | 0.01% |
354,855
+20,534
| +6% | +$446K |
|
|
ABAX
2320
DELISTED
Abaxis Inc
ABAX
| $8.58M | 0.01% |
193,628
+57
| +0% | +$2.37K |
|
2321
Frequency Electronics
FEIM
$635M
| $8.57M | 0.01% |
696,177
-2,116
| -0.3% | -$23.1K |
|
|
PSUN
2322
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
| $8.54M | 0.01% |
3,589,196
-109,195
| -3% | -$292K |
|
2323
McEwen Inc
MUX
$1.03B
| $8.54M | 0.01% |
296,562
-17,284
| -6% | -$417K |
|
|
SALM
2324
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $8.52M | 0.01% |
900,369
+1,605
| +0.2% | +$14.3K |
|
|
PRCP
2325
DELISTED
Perceptron Inc
PRCP
| $8.5M | 0.01% |
666,758
+7,235
| +1% | +$85.5K |
|
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.