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 | |
|---|---|---|---|---|---|---|
326
Lowe's Companies
LOW
$122B
| $94.9M | 0.07% |
1,978,291
+76,537
| +4% | +$3.57M |
|
|
PVA
327
DELISTED
PENN VIRGINIA CORP
PVA
| $94.4M | 0.07% |
5,570,764
+30,139
| +0.5% | +$478K |
|
|
RDC
328
DELISTED
Rowan Companies Plc
RDC
| $94.3M | 0.07% |
2,953,856
-815
| -0% | -$25.5K |
|
|
PES
329
DELISTED
Pioneer Energy Services Corp.
PES
| $94.2M | 0.07% |
5,372,654
+56,619
| +1% | +$849K |
|
330
Gold Fields
GFI
$33.4B
| $94.1M | 0.07% |
25,297,584
+818,786
| +3% | +$3.15M |
|
|
MW
331
DELISTED
THE MENS WAREHOUSE INC
MW
| $94M | 0.07% |
1,684,515
-22,544
| -1% | -$1.15M |
|
332
Everest Group
EG
$14.2B
| $93.7M | 0.07% |
584,100
-23,819
| -4% | -$3.77M |
|
333
Chubb
CB
$137B
| $93.5M | 0.07% |
901,698
-36,854
| -4% | -$3.77M |
|
334
Marriott Vacations Worldwide
VAC
$4.28B
| $93.2M | 0.06% |
1,589,135
+168,003
| +12% | +$9.4M |
|
|
AAN.A
335
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $93.1M | 0.06% |
2,611,041
+329,911
| +14% | +$11.8M |
|
|
TIVO
336
DELISTED
Tivo Inc
TIVO
| $93M | 0.06% |
3,882,762
+503,841
| +15% | +$11.7M |
|
337
Nucor
NUE
$61.9B
| $93M | 0.06% |
1,888,736
+74,751
| +4% | +$3.84M |
|
338
Westlake Corp
WLK
$9.9B
| $92.9M | 0.06% |
1,109,301
-8,837
| -0.8% | -$662K |
|
339
United Parcel Service
UPS
$87.8B
| $92.8M | 0.06% |
904,417
+48,673
| +6% | +$4.89M |
|
|
PLCM
340
DELISTED
POLYCOM INC
PLCM
| $92.6M | 0.06% |
7,391,751
+595,438
| +9% | +$7.55M |
|
341
AAR Corp
AIR
$5.89B
| $92.6M | 0.06% |
3,359,310
+35,783
| +1% | +$927K |
|
|
HOLX
342
DELISTED
Hologic
HOLX
| $92.4M | 0.06% |
3,645,543
-82,554
| -2% | -$1.93M |
|
343
Lithia Motors
LAD
$8.26B
| $92.4M | 0.06% |
982,002
-83,638
| -8% | -$6.39M |
|
344
Kohl's
KSS
$2.09B
| $92.3M | 0.06% |
1,751,824
+258,311
| +17% | +$14M |
|
345
Hilltop Holdings
HTH
$2.25B
| $91.9M | 0.06% |
4,323,581
+33,625
| +0.8% | +$737K |
|
|
RKT
346
DELISTED
ROCK-TENN COMPANY CL-A
RKT
| $91.9M | 0.06% |
1,740,526
+95,752
| +6% | +$4.82M |
|
|
BAS
347
DELISTED
Basis Energy Services, Inc.
BAS
| $91.8M | 0.06% |
5,513
+606
| +12% | +$9.21M |
|
348
Digital Realty Trust
DLR
$71.3B
| $91.6M | 0.06% |
1,570,633
+90,472
| +6% | +$5.07M |
|
349
Quanta Services
PWR
$100B
| $91.4M | 0.06% |
2,642,650
+138,825
| +6% | +$4.81M |
|
|
ALEX
350
DELISTED
Alexander & Baldwin
ALEX
| $91.3M | 0.06% |
2,202,889
-78,554
| -3% | -$3.1M |
|
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.