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 | |
|---|---|---|---|---|---|---|
1126
ICF International
ICFI
$1.56B
| $32.2M | 0.02% |
911,113
+59,985
| +7% | +$2.26M |
|
1127
Brink's
BCO
$4.77B
| $32.2M | 0.02% |
1,141,261
+290,106
| +34% | +$7.79M |
|
1128
Cirrus Logic
CRUS
$6.53B
| $32.2M | 0.02% |
1,415,551
+439,416
| +45% | +$9.62M |
|
|
DCH
1129
Dauch Corp
DCH
$1.42B
| $32.2M | 0.02% |
1,703,138
+721,799
| +74% | +$13.3M |
|
1130
Oxford Industries
OXM
$580M
| $32.1M | 0.02% |
482,068
+42,626
| +10% | +$2.87M |
|
1131
Gaming and Leisure Properties
GLPI
$12.7B
| $32.1M | 0.02% |
944,747
+247,458
| +35% | +$8.65M |
|
1132
Franklin Electric
FELE
$4.87B
| $32.1M | 0.02% |
795,209
+21,786
| +3% | +$864K |
|
1133
Interface
TILE
$2.01B
| $32M | 0.02% |
1,700,151
+136,156
| +9% | +$2.52M |
|
|
TMH
1134
DELISTED
Team Health Holdings Inc
TMH
| $32M | 0.02% |
641,268
+18,065
| +3% | +$874K |
|
|
REV
1135
DELISTED
Revlon, Inc.
REV
| $32M | 0.02% |
1,049,443
-2,371
| -0.2% | -$69.3K |
|
|
ZNGA
1136
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $32M | 0.02% |
9,963,252
-192,635
| -2% | -$697K |
|
|
CRAY
1137
DELISTED
Cray, Inc.
CRAY
| $32M | 0.02% |
1,202,067
+12,074
| +1% | +$349K |
|
|
CSGS
1138
DELISTED
CSG Systems International
CSGS
| $31.9M | 0.02% |
1,223,331
+98,176
| +9% | +$2.55M |
|
1139
Cummins
CMI
$89.5B
| $31.9M | 0.02% |
206,533
+3,098
| +2% | +$469K |
|
1140
Fluor
FLR
$7.2B
| $31.8M | 0.02% |
414,088
+25,815
| +7% | +$1.97M |
|
|
CYBX
1141
DELISTED
CYBERONICS INC
CYBX
| $31.8M | 0.02% |
509,774
+6,999
| +1% | +$426K |
|
1142
Independent Bank
INDB
$4.08B
| $31.8M | 0.02% |
829,230
+43,385
| +6% | +$1.62M |
|
1143
NWPX Infrastructure Inc
NWPX
$1.2B
| $31.8M | 0.02% |
787,347
+16,497
| +2% | +$599K |
|
1144
Paychex
PAYX
$42.1B
| $31.7M | 0.02% |
762,323
+242,586
| +47% | +$9.97M |
|
1145
Universal Health Services
UHS
$10.4B
| $31.6M | 0.02% |
330,292
-3,859
| -1% | -$333K |
|
1146
Modine Manufacturing
MOD
$10.3B
| $31.6M | 0.02% |
2,007,965
+115,493
| +6% | +$1.78M |
|
|
SGI
1147
Somnigroup International
SGI
$14.6B
| $31.6M | 0.02% |
2,114,436
+237,460
| +13% | +$3.18M |
|
1148
Altisource Portfolio Solutions
ASPS
$63.8M
| $31.5M | 0.02% |
34,408
+312
| +0.9% | +$278K |
|
|
UNS
1149
DELISTED
UNS ENERGY CORP COM
UNS
| $31.5M | 0.02% |
521,608
+150
| +0% | +$9.04K |
|
1150
Harmony Gold Mining
HMY
$11.3B
| $31.5M | 0.02% |
10,608,156
+178,604
| +2% | +$538K |
|
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.