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 | |
|---|---|---|---|---|---|---|
1051
Greenlight Captial
GLRE
$514M
| $34.5M | 0.02% |
1,048,698
+94,812
| +10% | +$3.07M |
|
|
TXNM
1052
TXNM Energy Inc
TXNM
$5.91B
| $34.5M | 0.02% |
1,177,826
+99,636
| +9% | +$2.78M |
|
1053
OSI Systems
OSIS
$3.87B
| $34.5M | 0.02% |
516,273
+43,052
| +9% | +$2.57M |
|
1054
New Jersey Resources
NJR
$5.62B
| $34.4M | 0.02% |
1,204,748
+112,992
| +10% | +$2.94M |
|
|
ENDP
1055
DELISTED
Endo International plc
ENDP
| $34.4M | 0.02% |
491,596
+7,475
| +2% | +$500K |
|
1056
Best Buy
BBY
$17.8B
| $34.4M | 0.02% |
1,109,688
-17,261
| -2% | -$465K |
|
1057
Ciena
CIEN
$57.9B
| $34.4M | 0.02% |
1,588,401
+131,581
| +9% | +$2.7M |
|
1058
Edgewell Personal Care
EPC
$1.35B
| $34.3M | 0.02% |
379,730
-17,078
| -4% | -$1.4M |
|
|
POLY
1059
DELISTED
Plantronics, Inc.
POLY
| $34.3M | 0.02% |
714,336
+34,403
| +5% | +$1.53M |
|
|
SASR
1060
DELISTED
Sandy Spring Bancorp Inc
SASR
| $34.2M | 0.02% |
1,374,148
-3,710
| -0.3% | -$89.6K |
|
1061
Mine Safety
MSA
$7.44B
| $34.2M | 0.02% |
595,410
+37,878
| +7% | +$2.08M |
|
1062
Iridium Communications
IRDM
$5.13B
| $34.2M | 0.02% |
4,044,337
+4,956
| +0.1% | +$37.3K |
|
1063
SFL Corp
SFL
$1.58B
| $34.2M | 0.02% |
1,840,333
+113,061
| +7% | +$2.03M |
|
1064
Rambus
RMBS
$10.6B
| $34.2M | 0.02% |
2,392,046
+344,486
| +17% | +$4.26M |
|
|
GAP
1065
The Gap Inc
GAP
$7.4B
| $34.1M | 0.02% |
819,894
+108,029
| +15% | +$4.37M |
|
1066
M/I Homes
MHO
$3.81B
| $34.1M | 0.02% |
1,403,158
+125,062
| +10% | +$2.85M |
|
|
NEWS
1067
DELISTED
NewStar Financial, Inc.
NEWS
| $33.9M | 0.02% |
2,414,126
-10,940
| -0.5% | -$139K |
|
|
LNCE
1068
DELISTED
Snyders-Lance, Inc.
LNCE
| $33.9M | 0.02% |
1,281,031
+84,017
| +7% | +$2.26M |
|
|
BYI
1069
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $33.9M | 0.02% |
515,158
+47,324
| +10% | +$2.95M |
|
1070
Mercury Insurance
MCY
$6.07B
| $33.8M | 0.02% |
719,015
+40,388
| +6% | +$1.9M |
|
|
TI
1071
DELISTED
Telecom Italia
TI
| $33.8M | 0.02% |
2,678,907
| – | – |
|
|
SHOE
1072
Shoe Station Group
SHOE
$424M
| $33.8M | 0.02% |
3,271,680
-30,932
| -0.9% | -$329K |
|
1073
Ennis
EBF
$562M
| $33.8M | 0.02% |
2,212,634
+8,220
| +0.4% | +$127K |
|
1074
Cencora
COR
$61.7B
| $33.7M | 0.02% |
464,320
+24,030
| +5% | +$1.65M |
|
|
HI
1075
DELISTED
Hillenbrand
HI
| $33.7M | 0.02% |
1,033,961
+106,573
| +11% | +$3.29M |
|
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.