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 | |
|---|---|---|---|---|---|---|
|
BRCD
551
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $62M | 0.04% |
6,733,859
-56,754
| -0.8% | -$523K |
|
552
Kilroy Realty
KRC
$4.34B
| $61.9M | 0.04% |
994,623
+60,906
| +7% | +$3.68M |
|
553
Lennar Class A
LEN
$20.4B
| $61.9M | 0.04% |
1,548,819
+13,268
| +0.9% | +$503K |
|
554
Huntsman Corp
HUN
$1.78B
| $61.8M | 0.04% |
2,199,296
+266,075
| +14% | +$6.97M |
|
555
Atlantic Union Bankshares
AUB
$6.02B
| $61.7M | 0.04% |
2,405,964
+31,780
| +1% | +$805K |
|
556
Asbury Automotive
ABG
$3.88B
| $61.7M | 0.04% |
897,747
+26,011
| +3% | +$1.61M |
|
|
TCF
557
DELISTED
TCF Financial Corporation
TCF
| $61.7M | 0.04% |
3,767,747
+562,557
| +18% | +$9.01M |
|
|
BRFS
558
DELISTED
BRF SA
BRFS
| $61.7M | 0.04% |
2,536,617
-136,983
| -5% | -$3.1M |
|
559
Columbia Banking Systems
COLB
$8.78B
| $61.4M | 0.04% |
2,334,870
+143,919
| +7% | +$3.74M |
|
560
Nike
NKE
$62.3B
| $61.2M | 0.04% |
1,578,816
+30,114
| +2% | +$1.12M |
|
|
CLGX
561
DELISTED
Corelogic, Inc.
CLGX
| $61.2M | 0.04% |
2,015,282
+221,022
| +12% | +$6.39M |
|
562
Lockheed Martin
LMT
$135B
| $61.1M | 0.04% |
380,240
+78,752
| +26% | +$12.8M |
|
563
United Rentals
URI
$72.4B
| $61.1M | 0.04% |
582,948
+46,157
| +9% | +$4.51M |
|
564
Regency Centers
REG
$14.1B
| $61M | 0.04% |
1,095,855
+21,352
| +2% | +$1.14M |
|
|
LCI
565
DELISTED
Lannett Company, Inc.
LCI
| $61M | 0.04% |
307,178
+8,825
| +3% | +$1.39M |
|
566
Manitowoc
MTW
$510M
| $60.9M | 0.04% |
2,046,917
-31,397
| -2% | -$834K |
|
567
State Street
STT
$50.8B
| $60.8M | 0.04% |
904,369
-118,706
| -12% | -$7.81M |
|
568
Deere & Co
DE
$166B
| $60.7M | 0.04% |
670,741
+169,740
| +34% | +$15.6M |
|
|
CB
569
DELISTED
CHUBB CORPORATION
CB
| $60.7M | 0.04% |
658,321
+51,339
| +8% | +$4.72M |
|
570
CTS Corp
CTS
$1.89B
| $60.7M | 0.04% |
3,244,265
-96,455
| -3% | -$1.78M |
|
|
PX
571
DELISTED
Praxair Inc
PX
| $60.5M | 0.04% |
455,456
+130,504
| +40% | +$17.1M |
|
572
Worthington Enterprises
WOR
$2.83B
| $60.5M | 0.04% |
2,279,544
-29,003
| -1% | -$702K |
|
573
Telephone and Data Systems
TDS
$4.1B
| $60.3M | 0.04% |
2,310,616
+159,934
| +7% | +$4.24M |
|
574
Movado Group
MOV
$840M
| $60.3M | 0.04% |
1,446,999
+30,735
| +2% | +$1.24M |
|
575
Rio Tinto
RIO
$162B
| $60.1M | 0.04% |
1,107,935
+125,556
| +13% | +$6.81M |
|
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.