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 | |
|---|---|---|---|---|---|---|
|
EBIX
2151
DELISTED
Ebix Inc
EBIX
| $11M | 0.01% |
766,682
+5,723
| +0.8% | +$88.9K |
|
2152
Essential Utilities
WTRG
$11.1B
| $11M | 0.01% |
418,491
+14,846
| +4% | +$373K |
|
|
DXYN
2153
DELISTED
Dixie Group Inc
DXYN
| $11M | 0.01% |
1,035,296
-36,675
| -3% | -$473K |
|
2154
Oil-Dri
ODC
$1.45B
| $10.9M | 0.01% |
716,030
+1,616
| +0.2% | +$26K |
|
|
HWCC
2155
DELISTED
Houston Wire & Cable Company
HWCC
| $10.9M | 0.01% |
881,829
+22,358
| +3% | +$273K |
|
|
BREW
2156
DELISTED
Craft Brew Alliance, Inc.
BREW
| $10.9M | 0.01% |
988,603
+2,857
| +0.3% | +$35.5K |
|
|
TFM
2157
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $10.9M | 0.01% |
326,466
-1,100
| -0.3% | -$37.2K |
|
|
BGFV
2158
DELISTED
Big 5 Sporting Goods
BGFV
| $10.9M | 0.01% |
889,874
+45,132
| +5% | +$590K |
|
|
ERF
2159
DELISTED
Enerplus Corporation
ERF
| $10.9M | 0.01% |
435,751
+3,827
| +0.9% | +$84.6K |
|
|
IHS
2160
DELISTED
IHS INC CL-A COM STK
IHS
| $10.9M | 0.01% |
80,252
+244
| +0.3% | +$30.4K |
|
|
KEM
2161
DELISTED
KEMET Corporation
KEM
| $10.9M | 0.01% |
1,892,954
+43,704
| +2% | +$243K |
|
|
AL
2162
DELISTED
Air Lease Corp
AL
| $10.9M | 0.01% |
+281,799
| New | +$10.8M |
|
|
TUP
2163
DELISTED
Tupperware Brands Corporation
TUP
| $10.9M | 0.01% |
129,785
+20,917
| +19% | +$1.76M |
|
2164
Citizens
CIA
$240M
| $10.8M | 0.01% |
1,465,808
+38
| +0% | +$257 |
|
2165
HealthStream
HSTM
$839M
| $10.8M | 0.01% |
444,949
+1,338
| +0.3% | +$33.3K |
|
|
BVH
2166
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $10.8M | 0.01% |
119,765
| – | – |
|
|
DEST
2167
DELISTED
Destination Maternity Corporation
DEST
| $10.8M | 0.01% |
472,769
+18,700
| +4% | +$457K |
|
|
UN
2168
DELISTED
Unilever NV New York Registry Shares
UN
| $10.7M | 0.01% |
245,641
+89,561
| +57% | +$3.84M |
|
|
IMN
2169
DELISTED
Imation
IMN
| $10.7M | 0.01% |
3,121,416
-6,943
| -0.2% | -$28.7K |
|
2170
Trimble
TRMB
$13.3B
| $10.7M | 0.01% |
290,277
+171
| +0.1% | +$6.39K |
|
2171
Core Laboratories
CLB
$491M
| $10.7M | 0.01% |
64,188
+23,695
| +59% | +$4.22M |
|
2172
Opko Health
OPK
$1B
| $10.7M | 0.01% |
1,208,901
-238,622
| -16% | -$2.08M |
|
2173
Agnico Eagle Mines
AEM
$74.4B
| $10.7M | 0.01% |
278,418
-11,518
| -4% | -$368K |
|
2174
Erie Indemnity
ERIE
$12.8B
| $10.6M | 0.01% |
141,032
+6,868
| +5% | +$507K |
|
|
CCF
2175
DELISTED
Chase Corporation
CCF
| $10.6M | 0.01% |
310,668
+1,180
| +0.4% | +$36.9K |
|
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.