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 | |
|---|---|---|---|---|---|---|
676
Deluxe
DLX
$1.19B
| $52.3M | 0.04% |
892,418
+71,068
| +9% | +$3.89M |
|
|
NEWP
677
DELISTED
NEWPORT CORP
NEWP
| $52.1M | 0.04% |
2,816,859
+54,528
| +2% | +$1.02M |
|
|
DF
678
DELISTED
Dean Foods Company
DF
| $52M | 0.04% |
2,957,026
+1,345,217
| +83% | +$22M |
|
679
Glacier Bancorp
GBCI
$6.32B
| $51.7M | 0.04% |
1,820,703
+61,636
| +4% | +$1.66M |
|
680
Euronet Worldwide
EEFT
$2.73B
| $51.7M | 0.04% |
1,071,021
-252,423
| -19% | -$11.5M |
|
681
PRA Group
PRAA
$692M
| $51.7M | 0.04% |
867,902
+63,298
| +8% | +$3.61M |
|
682
MasTec
MTZ
$20.8B
| $51.7M | 0.04% |
1,676,395
+174,094
| +12% | +$6.56M |
|
683
Williams Companies
WMB
$87.8B
| $51.6M | 0.04% |
885,690
+40,958
| +5% | +$1.9M |
|
|
TAL
684
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $51.5M | 0.04% |
1,161,905
+11,778
| +1% | +$512K |
|
|
S
685
DELISTED
Sprint Corporation
S
| $51.5M | 0.04% |
6,037,111
+29,917
| +0.5% | +$262K |
|
|
EFOR
686
Everforth Inc
EFOR
$1.29B
| $51.4M | 0.04% |
1,444,599
+3,233
| +0.2% | +$116K |
|
687
Whirlpool
WHR
$2.8B
| $51.3M | 0.04% |
368,846
-11,594
| -3% | -$1.7M |
|
|
CS
688
DELISTED
Credit Suisse Group
CS
| $51.2M | 0.04% |
1,803,278
-144,193
| -7% | -$4.41M |
|
|
ACTA
689
DELISTED
Actua Corp
ACTA
| $51.1M | 0.04% |
2,448,576
+42,473
| +2% | +$847K |
|
|
ACH
690
Accendra Health
ACH
$224M
| $51.1M | 0.04% |
1,504,314
+93,682
| +7% | +$3.21M |
|
691
Deckers Outdoor
DECK
$13.3B
| $51.1M | 0.04% |
3,548,988
+329,208
| +10% | +$4.37M |
|
|
PBY
692
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $51M | 0.04% |
4,451,169
+34,728
| +0.8% | +$375K |
|
693
Northern Oil and Gas
NOG
$2.21B
| $51M | 0.04% |
312,935
+73,551
| +31% | +$11.2M |
|
694
Seagate
STX
$193B
| $50.9M | 0.04% |
896,587
+67,463
| +8% | +$3.64M |
|
695
Ingredion
INGR
$6.49B
| $50.9M | 0.04% |
678,211
+101,458
| +18% | +$7.38M |
|
|
PAY
696
DELISTED
Verifone Systems Inc
PAY
| $50.8M | 0.04% |
1,383,227
-24,813
| -2% | -$846K |
|
697
Invesco
IVZ
$14B
| $50.8M | 0.04% |
1,346,392
-240,337
| -15% | -$8.7M |
|
|
RYL
698
DELISTED
RYLAND GROUP INC
RYL
| $50.8M | 0.04% |
1,287,525
+335,976
| +35% | +$12.9M |
|
699
Oshkosh
OSK
$9.47B
| $50.7M | 0.04% |
912,901
+57,362
| +7% | +$3.17M |
|
700
Casey's General Stores
CASY
$30.8B
| $50.7M | 0.04% |
720,782
+50,361
| +8% | +$3.48M |
|
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.