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 | |
|---|---|---|---|---|---|---|
|
CSR
2451
Centerspace
CSR
$921M
| $6.58M | ﹤0.01% |
71,414
+6,238
| +10% | +$553K |
|
2452
Canadian National Railway
CNI
$76.9B
| $6.56M | ﹤0.01% |
100,960
+20,349
| +25% | +$1.21M |
|
2453
Compañía de Cervecerías Unidas
CCU
$2.12B
| $6.55M | ﹤0.01% |
279,423
+17,793
| +7% | +$410K |
|
2454
RELX
RELX
$61.8B
| $6.54M | ﹤0.01% |
404,356
+26,164
| +7% | +$403K |
|
2455
Morningstar
MORN
$7.22B
| $6.51M | ﹤0.01% |
90,735
-817
| -0.9% | -$59.7K |
|
|
DTLK
2456
DELISTED
Datalink Corp
DTLK
| $6.49M | ﹤0.01% |
648,605
+48,743
| +8% | +$531K |
|
|
FRS
2457
DELISTED
FRISCH'S RESTAURANTS INC
FRS
| $6.48M | ﹤0.01% |
274,587
+1,140
| +0.4% | +$26.8K |
|
|
TECU
2458
DELISTED
TECUMSEH PRODUCTS COMPANY COMMON STOCK
TECU
| $6.45M | ﹤0.01% |
+1,267,983
| New | +$6.63M |
|
|
P
2459
DELISTED
Pandora Media Inc
P
| $6.42M | ﹤0.01% |
217,655
-553,023
| -72% | -$14.4M |
|
|
WLH
2460
DELISTED
WILLIAM LYON HOMES
WLH
| $6.42M | ﹤0.01% |
210,738
+177,413
| +532% | +$4.77M |
|
2461
Sociedad Química y Minera de Chile
SQM
$19.2B
| $6.38M | ﹤0.01% |
223,470
| – | – |
|
|
BOLT
2462
DELISTED
BOLT TECHNOLOGY CORPORATION
BOLT
| $6.37M | ﹤0.01% |
347,375
+6,877
| +2% | +$121K |
|
|
FIO
2463
DELISTED
FUSION-IO INC COM
FIO
| $6.35M | ﹤0.01% |
561,615
+380,888
| +211% | +$3.54M |
|
|
MCBC
2464
DELISTED
Macatawa Bank Corp
MCBC
| $6.3M | ﹤0.01% |
1,243,427
-11,792
| -0.9% | -$59.2K |
|
|
RLD
2465
DELISTED
REALD INC COM STK
RLD
| $6.3M | ﹤0.01% |
493,838
+65,950
| +15% | +$764K |
|
2466
RadNet
RDNT
$5.02B
| $6.3M | ﹤0.01% |
949,983
+95,051
| +11% | +$546K |
|
|
CCG
2467
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
| $6.29M | ﹤0.01% |
726,835
+105,261
| +17% | +$916K |
|
2468
Timberland Bancorp
TSBK
$348M
| $6.27M | ﹤0.01% |
595,170
-786
| -0.1% | -$8.42K |
|
|
IPHI
2469
DELISTED
INPHI CORPORATION
IPHI
| $6.27M | ﹤0.01% |
426,953
| – | – |
|
|
AIQ
2470
DELISTED
Alliance Healthcare Services
AIQ
| $6.26M | ﹤0.01% |
232,004
+16,565
| +8% | +$490K |
|
|
WWE
2471
DELISTED
World Wrestling Entertainment
WWE
| $6.26M | ﹤0.01% |
524,475
-7,811
| -1% | -$128K |
|
|
SCMP
2472
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $6.24M | ﹤0.01% |
904,599
+21,279
| +2% | +$150K |
|
|
NILE
2473
DELISTED
Blue Nile, Inc.
NILE
| $6.23M | ﹤0.01% |
222,386
+22,259
| +11% | +$701K |
|
2474
LeMaitre Vascular
LMAT
$2.32B
| $6.21M | ﹤0.01% |
751,061
+100
| +0% | +$782 |
|
|
GBL
2475
DELISTED
GAMCO Investors, Inc.
GBL
| $6.2M | ﹤0.01% |
138,720
+3,956
| +3% | +$165K |
|
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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.