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 | |
|---|---|---|---|---|---|---|
|
IVAC
2326
DELISTED
Intevac Inc
IVAC
| $8.49M | 0.01% |
1,059,462
+14,637
| +1% | +$118K |
|
2327
Axcelis
ACLS
$4.01B
| $8.39M | 0.01% |
1,048,706
-7,817
| -0.7% | -$58.3K |
|
2328
CEVA Inc
CEVA
$910M
| $8.31M | 0.01% |
562,926
+54,808
| +11% | +$857K |
|
2329
Alico
ALCO
$280M
| $8.3M | 0.01% |
221,529
+3,994
| +2% | +$148K |
|
2330
Alliant Energy
LNT
$18.3B
| $8.29M | 0.01% |
272,550
+1,954
| +0.7% | +$56.6K |
|
2331
Sypris Solutions
SYPR
$42.8M
| $8.28M | 0.01% |
1,483,211
+21,008
| +1% | +$86.4K |
|
2332
Alnylam Pharmaceuticals
ALNY
$27.5B
| $8.27M | 0.01% |
130,983
-91,339
| -41% | -$5.43M |
|
2333
SIFCO Industries
SIF
$161M
| $8.24M | 0.01% |
264,071
+42
| +0% | +$1.39K |
|
|
AFAM
2334
DELISTED
Almost Family Inc
AFAM
| $8.23M | 0.01% |
372,869
+9,985
| +3% | +$217K |
|
|
VGR
2335
DELISTED
Vector Group Ltd.
VGR
| $8.21M | 0.01% |
749,854
+2,456
| +0.3% | +$26.9K |
|
|
ACI
2336
DELISTED
ARCH COAL, INC.
ACI
| $8.2M | 0.01% |
224,682
+11,579
| +5% | +$480K |
|
2337
Kite Realty
KRG
$5.81B
| $8.16M | 0.01% |
332,178
+33,999
| +11% | +$831K |
|
|
CLR
2338
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $8.11M | 0.01% |
102,624
+13,186
| +15% | +$917K |
|
|
POZN
2339
DELISTED
POZEN INC
POZN
| $8.1M | 0.01% |
972,503
-10,279
| -1% | -$88.3K |
|
|
AMAG
2340
DELISTED
AMAG Pharmaceuticals
AMAG
| $8.08M | 0.01% |
389,980
+35,111
| +10% | +$649K |
|
2341
Healthcare Realty
HR
$7.28B
| $8.06M | 0.01% |
334,805
+259,381
| +344% | +$6.18M |
|
2342
Kopin
KOPN
$652M
| $8.05M | 0.01% |
2,470,009
+21,257
| +0.9% | +$70K |
|
2343
Monarch Casino & Resort
MCRI
$2.2B
| $8.03M | 0.01% |
530,136
+152
| +0% | +$2.46K |
|
2344
Urban Outfitters
URBN
$6.35B
| $8.01M | 0.01% |
236,597
+20,583
| +10% | +$721K |
|
|
DISCK
2345
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $8M | 0.01% |
220,520
-5,368
| -2% | -$197K |
|
|
SCX
2346
DELISTED
The L.S. Starrett Company
SCX
| $7.99M | 0.01% |
519,172
+5,056
| +1% | +$78.7K |
|
|
THRD
2347
DELISTED
TF FINANCIAL CORP COM STK (PA)
THRD
| $7.98M | 0.01% |
187,950
-17
| -0% | -$588 |
|
2348
White Mountains Insurance
WTM
$5.2B
| $7.98M | 0.01% |
13,116
+6,400
| +95% | +$3.81M |
|
|
LNKD
2349
DELISTED
LinkedIn Corporation
LNKD
| $7.97M | 0.01% |
46,506
-841
| -2% | -$136K |
|
2350
SiriusXM
SIRI
$9.98B
| $7.96M | 0.01% |
230,151
-4,640
| -2% | -$151K |
|
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.