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 | |
|---|---|---|---|---|---|---|
|
DYN
1676
DELISTED
Dynegy, Inc.
DYN
| $19.4M | 0.01% |
558,953
+61,686
| +12% | +$1.91M |
|
1677
Green Dot
GDOT
$748M
| $19.4M | 0.01% |
1,024,533
+69,561
| +7% | +$1.28M |
|
|
GRT
1678
DELISTED
GLIMCHER REALTY TRUST
GRT
| $19.4M | 0.01% |
1,795,489
+111,737
| +7% | +$1.18M |
|
1679
St. Joe Company
JOE
$3.69B
| $19.4M | 0.01% |
764,289
-2,000
| -0.3% | -$42.9K |
|
|
OPLK
1680
DELISTED
OPLINK COMMUNICATIONS INC
OPLK
| $19.4M | 0.01% |
1,143,287
+42,957
| +4% | +$713K |
|
1681
Global Industrial
GIC
$1.43B
| $19.4M | 0.01% |
1,349,541
+4,654
| +0.3% | +$72.3K |
|
|
WFM
1682
DELISTED
Whole Foods Market Inc
WFM
| $19.4M | 0.01% |
501,795
+4,984
| +1% | +$217K |
|
|
EXAM
1683
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $19.4M | 0.01% |
610,414
-2,016
| -0.3% | -$66.1K |
|
|
CBST
1684
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
| $19.4M | 0.01% |
277,351
+2,003
| +0.7% | +$136K |
|
1685
Equinor
EQNR
$93.1B
| $19.4M | 0.01% |
627,863
+38,866
| +7% | +$1.17M |
|
|
HBI
1686
DELISTED
Hanesbrands
HBI
| $19.3M | 0.01% |
785,116
+6,164
| +0.8% | +$127K |
|
1687
NVR
NVR
$16.8B
| $19.3M | 0.01% |
16,793
+625
| +4% | +$698K |
|
1688
Hawaiian Electric Industries
HE
$2.2B
| $19.2M | 0.01% |
758,980
+95,274
| +14% | +$2.32M |
|
1689
Miller Industries
MLR
$579M
| $19.2M | 0.01% |
933,619
+4,968
| +0.5% | +$97.9K |
|
|
WAIR
1690
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $19.2M | 0.01% |
962,614
+168,977
| +21% | +$3.53M |
|
1691
Incyte
INCY
$24.4B
| $19.2M | 0.01% |
340,374
-188,535
| -36% | -$9.63M |
|
|
DNKN
1692
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $19.2M | 0.01% |
418,593
+162,353
| +63% | +$7.45M |
|
|
REIS
1693
DELISTED
Reis, Inc.
REIS
| $19.2M | 0.01% |
909,581
+3,351
| +0.4% | +$61.7K |
|
1694
Banco Santander Chile
BSAC
$16.4B
| $19.1M | 0.01% |
722,981
+2,374
| +0.3% | +$59.1K |
|
1695
Tejon Ranch
TRC
$451M
| $19.1M | 0.01% |
611,514
+3,978
| +0.7% | +$121K |
|
1696
Entergy
ETR
$50.8B
| $19.1M | 0.01% |
465,612
+23,704
| +5% | +$884K |
|
|
DO
1697
DELISTED
Diamond Offshore Drilling
DO
| $19.1M | 0.01% |
384,759
+64,591
| +20% | +$3.22M |
|
1698
Build-A-Bear
BBW
$430M
| $19.1M | 0.01% |
1,427,887
+25,398
| +2% | +$331K |
|
|
EQY
1699
DELISTED
Equity One
EQY
| $19.1M | 0.01% |
808,168
+36,959
| +5% | +$841K |
|
|
MODV
1700
DELISTED
ModivCare
MODV
| $19M | 0.01% |
520,533
+33,180
| +7% | +$1.31M |
|
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.