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 | |
|---|---|---|---|---|---|---|
626
H.B. Fuller
FUL
$3.18B
| $55M | 0.04% |
1,143,674
+158,664
| +16% | +$7.59M |
|
627
United Airlines
UAL
$41.9B
| $55M | 0.04% |
1,338,782
+594,017
| +80% | +$25.6M |
|
|
SVC
628
Service Properties Trust
SVC
$1.09B
| $55M | 0.04% |
364,253
+17,583
| +5% | +$2.57M |
|
|
RTN
629
DELISTED
Raytheon Company
RTN
| $55M | 0.04% |
595,726
+5,000
| +0.8% | +$485K |
|
630
Stewart Information Services
STC
$2.09B
| $54.8M | 0.04% |
1,767,476
+81,452
| +5% | +$2.6M |
|
|
JOY
631
DELISTED
Joy Global Inc
JOY
| $54.8M | 0.04% |
889,203
+186,930
| +27% | +$11.2M |
|
|
AMRI
632
DELISTED
Albany Molecular Research Inc
AMRI
| $54.6M | 0.04% |
2,716,245
+86,977
| +3% | +$1.47M |
|
|
PTR
633
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $54.6M | 0.04% |
435,067
+7,418
| +2% | +$874K |
|
|
DFS
634
DELISTED
Discover Financial Services
DFS
| $54.6M | 0.04% |
881,083
+10,413
| +1% | +$608K |
|
635
Teekay
TK
$981M
| $54.6M | 0.04% |
877,007
+12,005
| +1% | +$694K |
|
636
Comtech Telecommunications
CMTL
$51.5M
| $54.5M | 0.04% |
1,460,136
-65,677
| -4% | -$2.2M |
|
|
STL
637
DELISTED
Sterling Bancorp
STL
| $54.5M | 0.04% |
4,540,656
+109,577
| +2% | +$1.3M |
|
638
Terex
TEX
$7.47B
| $54.5M | 0.04% |
1,325,051
-19,391
| -1% | -$788K |
|
639
TJX Companies
TJX
$179B
| $54.4M | 0.04% |
2,048,906
+419,644
| +26% | +$12M |
|
640
Deutsche Bank
DB
$70.7B
| $54.4M | 0.04% |
1,731,893
-129,287
| -7% | -$4.61M |
|
|
WPX
641
DELISTED
WPX Energy, Inc.
WPX
| $54.3M | 0.04% |
2,273,007
-54,602
| -2% | -$1.16M |
|
642
Zebra Technologies
ZBRA
$17.2B
| $54.1M | 0.04% |
656,833
-60,642
| -8% | -$4.42M |
|
|
ISBC
643
DELISTED
Investors Bancorp, Inc.
ISBC
| $54M | 0.04% |
4,891,429
+76,111
| +2% | +$811K |
|
|
ZINC
644
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $54M | 0.04% |
2,954,661
+126,767
| +4% | +$2.11M |
|
|
BWLD
645
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $53.9M | 0.04% |
325,318
+17,433
| +6% | +$2.56M |
|
646
Alamo Group
ALG
$2.02B
| $53.9M | 0.04% |
996,027
+10,779
| +1% | +$577K |
|
|
DTV
647
DELISTED
DIRECTV COM STK (DE)
DTV
| $53.8M | 0.04% |
633,445
+1,247
| +0.2% | +$102K |
|
648
Trane Technologies
TT
$105B
| $53.8M | 0.04% |
860,937
+1,615
| +0.2% | +$95.9K |
|
|
STFC
649
DELISTED
State Auto Financial Corp
STFC
| $53.8M | 0.04% |
2,294,589
+9,754
| +0.4% | +$212K |
|
650
Children's Place
PLCE
$58.9M
| $53.6M | 0.04% |
1,079,346
+292,224
| +37% | +$14.2M |
|
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.