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 | |
|---|---|---|---|---|---|---|
276
Universal Corp
UVV
$1.26B
| $107M | 0.07% |
1,938,457
+50,599
| +3% | +$2.76M |
|
277
Horace Mann Educators
HMN
$2.12B
| $107M | 0.07% |
3,419,545
+71,898
| +2% | +$2.13M |
|
278
Owens Corning
OC
$12.2B
| $107M | 0.07% |
2,764,092
+36,733
| +1% | +$1.51M |
|
279
Zoetis
ZTS
$31.9B
| $107M | 0.07% |
3,310,782
+37,117
| +1% | +$1.14M |
|
|
JNS
280
DELISTED
Janus Capital Group Inc
JNS
| $107M | 0.07% |
8,552,478
+125,435
| +1% | +$1.48M |
|
281
Herc Holdings
HRI
$5.71B
| $107M | 0.07% |
1,269,000
+166,391
| +15% | +$14M |
|
282
Murphy Oil
MUR
$4.79B
| $107M | 0.07% |
1,604,185
-14,924
| -0.9% | -$936K |
|
|
SYA
283
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
| $107M | 0.07% |
4,689,781
+312,676
| +7% | +$6.55M |
|
284
AXIS Capital
AXS
$7.54B
| $106M | 0.07% |
2,386,853
+29,066
| +1% | +$1.33M |
|
285
Allstate
ALL
$67.9B
| $106M | 0.07% |
1,797,421
+114,884
| +7% | +$6.62M |
|
|
OVTI
286
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $105M | 0.07% |
4,795,066
+87,027
| +2% | +$1.77M |
|
287
CONMED
CNMD
$1.5B
| $105M | 0.07% |
2,380,926
+25,859
| +1% | +$1.17M |
|
288
Meta Platforms (Facebook)
META
$1.51T
| $105M | 0.07% |
1,560,294
+103,960
| +7% | +$6.39M |
|
289
Fulton Financial
FULT
$4.65B
| $105M | 0.07% |
8,465,144
+1,411,397
| +20% | +$17.2M |
|
290
Cathay General Bancorp
CATY
$4.25B
| $105M | 0.07% |
4,100,581
+58,628
| +1% | +$1.44M |
|
291
Insight Enterprises
NSIT
$4.66B
| $104M | 0.07% |
3,398,246
+137,611
| +4% | +$3.8M |
|
|
MBFI
292
DELISTED
MB Financial Corp
MBFI
| $104M | 0.07% |
3,833,516
+107,113
| +3% | +$2.99M |
|
293
Pentair
PNR
$11.3B
| $103M | 0.07% |
2,132,068
+24,187
| +1% | +$1.23M |
|
|
HNT
294
DELISTED
HEALTH NET INC
HNT
| $103M | 0.07% |
2,484,012
+377,464
| +18% | +$14.1M |
|
295
Graham Holdings Company
GHC
$5.05B
| $103M | 0.07% |
237,296
-1,224
| -0.5% | -$510K |
|
|
GLF
296
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $103M | 0.07% |
2,273,735
+50,298
| +2% | +$2.26M |
|
|
AWH
297
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $102M | 0.07% |
2,692,449
-36,576
| -1% | -$1.33M |
|
|
XL
298
DELISTED
XL Group Ltd.
XL
| $102M | 0.07% |
3,107,393
-23,079
| -0.7% | -$740K |
|
299
Green Plains
GPRE
$1.05B
| $101M | 0.07% |
3,071,710
+479,446
| +18% | +$14.1M |
|
|
WBA
300
DELISTED
Walgreens Boots Alliance
WBA
| $101M | 0.07% |
1,361,986
-182,478
| -12% | -$12.7M |
|
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.