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 | |
|---|---|---|---|---|---|---|
1451
Tractor Supply
TSCO
$16.8B
| $24.2M | 0.02% |
2,001,365
+46,750
| +2% | +$613K |
|
1452
United Natural Foods
UNFI
$2.87B
| $24.1M | 0.02% |
370,668
-12,250
| -3% | -$819K |
|
1453
Mercer International
MERC
$44.8M
| $24.1M | 0.02% |
2,296,116
+104,705
| +5% | +$912K |
|
1454
Zumiez
ZUMZ
$345M
| $24.1M | 0.02% |
872,356
+121,057
| +16% | +$3.22M |
|
1455
Teradyne
TER
$63.1B
| $24.1M | 0.02% |
1,228,008
+2,995
| +0.2% | +$55.7K |
|
|
SGK
1456
DELISTED
SCHAWK INC CL-A
SGK
| $24.1M | 0.02% |
1,181,835
-698
| -0.1% | -$14.1K |
|
1457
EastGroup Properties
EGP
$11.2B
| $24M | 0.02% |
374,249
+19,344
| +5% | +$1.23M |
|
1458
Ducommun
DCO
$2.76B
| $24M | 0.02% |
919,602
+11,698
| +1% | +$291K |
|
1459
Ingles Markets
IMKTA
$1.74B
| $24M | 0.02% |
911,582
+23,567
| +3% | +$601K |
|
1460
Comfort Systems
FIX
$62.5B
| $24M | 0.02% |
1,518,269
+63,606
| +4% | +$994K |
|
1461
Estee Lauder
EL
$30.6B
| $24M | 0.02% |
322,639
+44,644
| +16% | +$3.28M |
|
|
JBTM
1462
JBT Marel
JBTM
$7.41B
| $24M | 0.02% |
773,019
+72,229
| +10% | +$2.15M |
|
1463
Employers Holdings
EIG
$910M
| $24M | 0.02% |
1,131,028
+30,835
| +3% | +$645K |
|
|
INFN
1464
DELISTED
Infinera Corporation Common Stock
INFN
| $23.9M | 0.02% |
2,602,776
-77,265
| -3% | -$686K |
|
1465
Buckle
BKE
$2.37B
| $23.9M | 0.02% |
538,982
-213
| -0% | -$9.73K |
|
|
CYN
1466
DELISTED
CITY NATIONAL CORPORATION
CYN
| $23.9M | 0.02% |
315,439
-1,983
| -0.6% | -$147K |
|
|
SPA
1467
DELISTED
Sparton
SPA
| $23.9M | 0.02% |
861,069
+2,385
| +0.3% | +$66.8K |
|
1468
Carlisle Companies
CSL
$14.8B
| $23.9M | 0.02% |
275,634
+2,405
| +0.9% | +$200K |
|
1469
Federal Agricultural Mortgage
AGM
$2.58B
| $23.9M | 0.02% |
768,044
-50,349
| -6% | -$1.65M |
|
|
ORIT
1470
DELISTED
Oritani Financial Corp. New
ORIT
| $23.9M | 0.02% |
1,550,348
+101,000
| +7% | +$1.53M |
|
|
ARG
1471
DELISTED
Airgas Inc
ARG
| $23.8M | 0.02% |
218,914
+21,986
| +11% | +$2.35M |
|
1472
Toro Company
TTC
$9.44B
| $23.8M | 0.02% |
749,678
+44,614
| +6% | +$1.42M |
|
|
SBNY
1473
DELISTED
Signature Bank
SBNY
| $23.8M | 0.02% |
188,877
+4,979
| +3% | +$599K |
|
|
ANK
1474
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
| $23.8M | 0.02% |
410,062
+33,067
| +9% | +$1.92M |
|
|
SRCI
1475
DELISTED
SRC Energy Inc
SRCI
| $23.8M | 0.02% |
1,794,195
+291,105
| +19% | +$3.37M |
|
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.