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 | |
|---|---|---|---|---|---|---|
|
ESGR
1176
DELISTED
Enstar Group
ESGR
| $30.8M | 0.02% |
204,135
+6,704
| +3% | +$923K |
|
1177
Scorpio Tankers
STNG
$3.71B
| $30.7M | 0.02% |
302,099
+28,342
| +10% | +$2.59M |
|
1178
MarketAxess Holdings
MKTX
$5.72B
| $30.7M | 0.02% |
567,112
+12,610
| +2% | +$689K |
|
1179
Interparfums
IPAR
$3.95B
| $30.6M | 0.02% |
1,034,953
+50,979
| +5% | +$1.63M |
|
1180
Repligen
RGEN
$8.95B
| $30.6M | 0.02% |
1,341,581
+87,085
| +7% | +$1.55M |
|
1181
Avista
AVA
$3.25B
| $30.6M | 0.02% |
911,935
+69,997
| +8% | +$2.22M |
|
|
LL
1182
DELISTED
LL Flooring Holdings, Inc.
LL
| $30.4M | 0.02% |
400,910
+26,900
| +7% | +$2.23M |
|
|
LSI
1183
DELISTED
Life Storage, Inc.
LSI
| $30.4M | 0.02% |
591,147
+42,006
| +8% | +$2.13M |
|
|
ELRC
1184
DELISTED
ELECTRO RENT CORP
ELRC
| $30.4M | 0.02% |
1,817,701
+1,032
| +0.1% | +$16.5K |
|
1185
Chunghwa Telecom
CHT
$32.6B
| $30.4M | 0.02% |
947,976
+197
| +0% | +$6.21K |
|
1186
NorthWestern Energy
NWE
$4.25B
| $30.4M | 0.02% |
582,321
+55,753
| +11% | +$2.68M |
|
1187
Matthews International
MATW
$857M
| $30.4M | 0.02% |
730,105
+127,961
| +21% | +$5.23M |
|
|
GTS
1188
DELISTED
Triple-S Management Corporation
GTS
| $30.3M | 0.02% |
1,778,505
+38,917
| +2% | +$628K |
|
1189
Universal Electronics
UEIC
$60.1M
| $30.3M | 0.02% |
620,236
+42,312
| +7% | +$1.75M |
|
1190
Rush Enterprises Class B
RUSHB
$6.16B
| $30.2M | 0.02% |
2,163,562
-1,699
| -0.1% | -$22.2K |
|
|
CCMP
1191
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $30.2M | 0.02% |
677,236
+64,467
| +11% | +$2.79M |
|
1192
Capital Southwest
CSWC
$1.52B
| $30.2M | 0.02% |
2,287,346
+52,508
| +2% | +$678K |
|
1193
Marcus Corp
MCS
$949M
| $30.2M | 0.02% |
1,655,265
-9,353
| -0.6% | -$160K |
|
1194
CubeSmart
CUBE
$9.5B
| $30.2M | 0.02% |
1,648,100
+70,196
| +4% | +$1.28M |
|
|
LTM
1195
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $30.2M | 0.02% |
2,248,385
+255,982
| +13% | +$3.75M |
|
1196
Spire
SR
$4.78B
| $30.2M | 0.02% |
621,274
+43,345
| +8% | +$2.03M |
|
1197
Integra LifeSciences
IART
$1.38B
| $30.1M | 0.02% |
1,567,031
+220,099
| +16% | +$4.1M |
|
|
ELX
1198
DELISTED
EMULEX CORP
ELX
| $30.1M | 0.02% |
5,281,664
+114,804
| +2% | +$683K |
|
1199
Howard Hughes
HHH
$3.92B
| $30.1M | 0.02% |
199,787
-5,332
| -3% | -$743K |
|
1200
Weis Markets
WMK
$1.85B
| $30.1M | 0.02% |
657,179
+13,476
| +2% | +$621K |
|
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.