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 | |
|---|---|---|---|---|---|---|
|
FSL
2376
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $7.67M | 0.01% |
326,327
+1,504
| +0.5% | +$34.9K |
|
|
HMSY
2377
DELISTED
HMS Holdings Corp.
HMSY
| $7.65M | 0.01% |
374,686
+81,287
| +28% | +$1.46M |
|
|
HPP
2378
Hudson Pacific Properties
HPP
$747M
| $7.63M | 0.01% |
43,029
+7,914
| +23% | +$1.32M |
|
|
CFNB
2379
DELISTED
California First National Banc
CFNB
| $7.62M | 0.01% |
519,200
-703
| -0.1% | -$10.4K |
|
2380
Peapack-Gladstone Financial
PGC
$815M
| $7.58M | 0.01% |
357,597
+1,109
| +0.3% | +$21.8K |
|
2381
Dolby
DLB
$5.51B
| $7.57M | 0.01% |
175,377
+459
| +0.3% | +$19.2K |
|
2382
Alpha and Omega Semiconductor
AOSL
$950M
| $7.57M | 0.01% |
816,788
+22,123
| +3% | +$175K |
|
|
ESV
2383
DELISTED
Ensco Rowan plc
ESV
| $7.57M | 0.01% |
34,065
-1,698
| -5% | -$351K |
|
2384
Oppenheimer Holdings
OPY
$1.14B
| $7.52M | 0.01% |
313,649
+14,814
| +5% | +$364K |
|
|
LMOS
2385
DELISTED
Lumos Networks Corp
LMOS
| $7.52M | 0.01% |
519,538
+30,454
| +6% | +$419K |
|
|
HTBK
2386
DELISTED
Heritage Commerce
HTBK
| $7.51M | 0.01% |
919,672
+12,898
| +1% | +$104K |
|
|
AVP
2387
DELISTED
Avon Products, Inc.
AVP
| $7.5M | 0.01% |
513,452
-7,010
| -1% | -$101K |
|
|
MFLX
2388
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
| $7.49M | 0.01% |
678,229
+7,686
| +1% | +$86.3K |
|
|
TIS
2389
DELISTED
Orchids Paper Products, Inc.
TIS
| $7.48M | 0.01% |
233,319
+24,066
| +12% | +$714K |
|
2390
Donaldson
DCI
$10.9B
| $7.42M | 0.01% |
175,429
+6,551
| +4% | +$273K |
|
|
CACB
2391
DELISTED
Cascade Bancorp
CACB
| $7.4M | 0.01% |
+1,420,883
| New | +$6.82M |
|
2392
Sterling Infrastructure
STRL
$18.3B
| $7.39M | 0.01% |
788,072
+10,675
| +1% | +$90.9K |
|
2393
RCI Hospitality Holdings
RICK
$192M
| $7.39M | 0.01% |
723,645
+17,032
| +2% | +$182K |
|
|
LNBB
2394
DELISTED
L N B BANCORP INC
LNBB
| $7.39M | 0.01% |
606,490
+6,900
| +1% | +$77.6K |
|
|
MPX
2395
DELISTED
Marine Products Corp
MPX
| $7.38M | 0.01% |
889,784
+2,400
| +0.3% | +$18.1K |
|
2396
ONE Gas
OGS
$4.87B
| $7.38M | 0.01% |
195,533
+97,379
| +99% | +$3.56M |
|
|
SLI
2397
DELISTED
S L INDUSTRIES INC (DELAWARE)
SLI
| $7.38M | 0.01% |
250,013
+1,614
| +0.6% | +$46.4K |
|
|
SPRT
2398
DELISTED
support.com, Inc.
SPRT
| $7.35M | 0.01% |
904,342
+17,863
| +2% | +$128K |
|
|
EDGW
2399
DELISTED
Edgewater Technology Inc
EDGW
| $7.33M | 0.01% |
985,170
-5,196
| -0.5% | -$38.8K |
|
|
SRT
2400
DELISTED
Startek Inc.
SRT
| $7.32M | 0.01% |
948,482
-610
| -0.1% | -$4.34K |
|
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.