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 | |
|---|---|---|---|---|---|---|
351
Watts Water Technologies
WTS
$12.6B
| $91.2M | 0.06% |
1,477,976
-151,303
| -9% | -$8.7M |
|
352
Halliburton
HAL
$27.1B
| $90.8M | 0.06% |
1,278,416
+114,968
| +10% | +$7.37M |
|
|
AF
353
DELISTED
Astoria Financial Corporation
AF
| $90.7M | 0.06% |
6,744,554
+256,728
| +4% | +$3.41M |
|
354
Grupo Aeroportuario del Pacifico
PAC
$13.2B
| $89.6M | 0.06% |
1,324,598
-2,048
| -0.2% | -$128K |
|
355
Pinnacle Financial Partners Inc
PNFP
$16.1B
| $89.2M | 0.06% |
2,259,200
-23,275
| -1% | -$835K |
|
|
EXXI
356
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $89M | 0.06% |
3,768,217
+1,356,706
| +56% | +$30.6M |
|
357
Scholastic
SCHL
$753M
| $88.9M | 0.06% |
2,609,242
+46,926
| +2% | +$1.53M |
|
|
AOL
358
DELISTED
AOL INC COMMON STOCK
AOL
| $88.6M | 0.06% |
2,228,004
+18,138
| +0.8% | +$715K |
|
359
Provident Financial Services
PFS
$3.23B
| $88.6M | 0.06% |
5,117,493
+50,963
| +1% | +$885K |
|
|
OMG
360
DELISTED
OM GROUP INC.
OMG
| $88.5M | 0.06% |
2,730,514
+25,875
| +1% | +$797K |
|
361
UGI
UGI
$7.35B
| $88.5M | 0.06% |
2,628,243
+171,873
| +7% | +$5.44M |
|
362
Colgate-Palmolive
CL
$74.1B
| $88.1M | 0.06% |
1,292,659
+219,990
| +21% | +$14.7M |
|
363
Vulcan Materials
VMC
$36.5B
| $87.9M | 0.06% |
1,378,478
-40,453
| -3% | -$2.56M |
|
|
FTR
364
DELISTED
Frontier Communications Corp.
FTR
| $87.9M | 0.06% |
1,002,997
+79,244
| +9% | +$6.86M |
|
365
Associated Banc-Corp
ASB
$5.88B
| $87.8M | 0.06% |
4,857,821
+492,906
| +11% | +$8.67M |
|
366
Biogen
BIIB
$30.5B
| $87.8M | 0.06% |
278,279
+9,065
| +3% | +$2.73M |
|
|
PARA
367
DELISTED
Paramount Global Class B
PARA
| $87.7M | 0.06% |
1,411,730
+19,841
| +1% | +$1.18M |
|
368
AGCO
AGCO
$7.12B
| $87.6M | 0.06% |
1,558,965
+73,451
| +5% | +$4.06M |
|
|
DNR
369
DELISTED
Denbury Resources, Inc.
DNR
| $87.2M | 0.06% |
4,723,363
+835,479
| +21% | +$14.4M |
|
|
ODP
370
DELISTED
ODP
ODP
| $87.2M | 0.06% |
1,532,310
+117,754
| +8% | +$5.74M |
|
371
Avient
AVNT
$3.91B
| $86.7M | 0.06% |
2,057,504
-20,208
| -1% | -$791K |
|
372
Olin
OLN
$2.14B
| $86.6M | 0.06% |
3,216,952
+867,539
| +37% | +$24M |
|
373
UDR
UDR
$12.3B
| $86.5M | 0.06% |
3,021,546
+147,362
| +5% | +$3.97M |
|
|
SHLM
374
DELISTED
Schulman (A.) Inc
SHLM
| $86.1M | 0.06% |
2,223,770
+51,497
| +2% | +$1.85M |
|
|
CEO
375
DELISTED
CNOOC Limited
CEO
| $85.9M | 0.06% |
479,313
+70,165
| +17% | +$11.9M |
|
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.