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 | |
|---|---|---|---|---|---|---|
2426
Harvard Bioscience
HBIO
$27.5M
| $6.92M | ﹤0.01% |
152,094
+1,445
| +1% | +$60.7K |
|
2427
Bright Horizons
BFAM
$3.92B
| $6.91M | ﹤0.01% |
160,982
+142,688
| +780% | +$5.78M |
|
|
BIRT
2428
DELISTED
Actuate Corp
BIRT
| $6.87M | ﹤0.01% |
1,439,335
+2,940
| +0.2% | +$14.4K |
|
2429
Weyerhaeuser
WY
$18B
| $6.85M | ﹤0.01% |
207,228
+3,601
| +2% | +$109K |
|
|
SKUL
2430
DELISTED
SKULLCANDY INC
SKUL
| $6.85M | ﹤0.01% |
944,697
+270,678
| +40% | +$2.13M |
|
2431
AstroNova
ALOT
$225M
| $6.84M | ﹤0.01% |
503,491
-200
| -0% | -$2.62K |
|
2432
RCM Technologies
RCMT
$201M
| $6.83M | ﹤0.01% |
1,073,773
+1,081
| +0.1% | +$7.02K |
|
2433
Builders FirstSource
BLDR
$7.15B
| $6.81M | ﹤0.01% |
909,964
-52,528
| -5% | -$409K |
|
2434
Dick's Sporting Goods
DKS
$17.5B
| $6.79M | ﹤0.01% |
145,951
+7,916
| +6% | +$387K |
|
2435
Diamondback Energy
FANG
$57.1B
| $6.76M | ﹤0.01% |
76,114
+30,318
| +66% | +$2.31M |
|
|
LMNX
2436
DELISTED
Luminex Corp
LMNX
| $6.75M | ﹤0.01% |
393,691
-8,627
| -2% | -$152K |
|
2437
Digimarc Corp
DMRC
$147M
| $6.74M | ﹤0.01% |
206,659
-601
| -0.3% | -$19.6K |
|
|
CHUY
2438
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $6.73M | ﹤0.01% |
185,472
+111,355
| +150% | +$3.93M |
|
|
WP
2439
DELISTED
Worldpay, Inc.
WP
| $6.73M | ﹤0.01% |
200,156
+96,463
| +93% | +$2.97M |
|
2440
Pathward Financial
CASH
$1.86B
| $6.72M | ﹤0.01% |
504,171
+34,833
| +7% | +$459K |
|
|
TAST
2441
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $6.72M | ﹤0.01% |
944,043
+88,519
| +10% | +$613K |
|
|
KYO
2442
DELISTED
Kyocera Adr
KYO
| $6.7M | ﹤0.01% |
140,799
-1,711
| -1% | -$78.5K |
|
|
RAX
2443
DELISTED
Rackspace Hosting Inc
RAX
| $6.69M | ﹤0.01% |
198,812
+13,303
| +7% | +$441K |
|
|
PFBI
2444
DELISTED
Premier Financial Bancorp
PFBI
| $6.66M | ﹤0.01% |
569,327
+257,146
| +82% | +$2.74M |
|
|
QADA
2445
DELISTED
QAD Inc.
QADA
| $6.65M | ﹤0.01% |
311,859
-500
| -0.2% | -$10.2K |
|
|
PPIH
2446
Perma-Pipe International
PPIH
$196M
| $6.65M | ﹤0.01% |
582,580
+4,746
| +0.8% | +$52.5K |
|
|
MTL
2447
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
| $6.65M | ﹤0.01% |
1,517,471
-57,084
| -4% | -$232K |
|
|
INWK
2448
DELISTED
InnerWorkings, Inc.
INWK
| $6.63M | ﹤0.01% |
780,391
+36,420
| +5% | +$272K |
|
2449
Advanced Micro Devices
AMD
$776B
| $6.63M | ﹤0.01% |
1,582,307
+418,003
| +36% | +$1.69M |
|
|
PARAA
2450
DELISTED
Paramount Global Class A
PARAA
| $6.59M | ﹤0.01% |
106,142
-4,372
| -4% | -$261K |
|
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.