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 | |
|---|---|---|---|---|---|---|
701
Baxter International
BAX
$14B
| $50.5M | 0.04% |
1,286,014
+257,768
| +25% | +$10.3M |
|
|
HRC
702
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $50.5M | 0.04% |
1,216,705
+195,373
| +19% | +$7.6M |
|
|
BMR
703
DELISTED
BIOMED REALTY TRUST INC
BMR
| $50.5M | 0.04% |
2,312,665
+75,399
| +3% | +$1.6M |
|
|
COV
704
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $50.4M | 0.04% |
559,316
-5,357
| -0.9% | -$401K |
|
|
CJES
705
DELISTED
C&J ENERGY SVCS LTD
CJES
| $50.4M | 0.04% |
1,491,510
+334,894
| +29% | +$10.3M |
|
|
RDUS
706
DELISTED
Radius Recycling
RDUS
| $50.4M | 0.04% |
1,931,873
+190,831
| +11% | +$5.09M |
|
707
PVH
PVH
$3.99B
| $50.3M | 0.04% |
431,481
+8,226
| +2% | +$1.02M |
|
|
TPLM
708
DELISTED
Triangle Petroleum Corporation
TPLM
| $50.3M | 0.03% |
4,279,011
+700,691
| +20% | +$6.94M |
|
709
ATI
ATI
$30.5B
| $50M | 0.03% |
1,109,834
-6,365
| -0.6% | -$261K |
|
|
NUVA
710
DELISTED
NuVasive, Inc.
NUVA
| $50M | 0.03% |
1,406,045
+68,891
| +5% | +$2.36M |
|
711
Yum! Brands
YUM
$41.6B
| $49.8M | 0.03% |
852,213
+196,578
| +30% | +$10.9M |
|
712
Titan International
TWI
$465M
| $49.7M | 0.03% |
2,956,139
+498,472
| +20% | +$8.35M |
|
713
Grand Canyon Education
LOPE
$3.88B
| $49.7M | 0.03% |
1,081,354
+38,548
| +4% | +$1.74M |
|
714
Churchill Downs
CHDN
$6.06B
| $49.6M | 0.03% |
3,305,940
+60,378
| +2% | +$881K |
|
715
Jefferies Financial Group
JEF
$13B
| $49.6M | 0.03% |
2,113,764
-21,708
| -1% | -$504K |
|
716
Apogee Enterprises
APOG
$900M
| $49.5M | 0.03% |
1,421,063
+5,058
| +0.4% | +$158K |
|
717
Kelly Services Class A
KELYA
$542M
| $49.4M | 0.03% |
2,878,543
+60,413
| +2% | +$1.19M |
|
718
Signet Jewelers
SIG
$3.65B
| $49.4M | 0.03% |
446,454
-43,456
| -9% | -$4.52M |
|
|
ALJ
719
DELISTED
Alon USA Energy Inc
ALJ
| $49.3M | 0.03% |
3,959,496
+346,092
| +10% | +$5.15M |
|
720
GSK
GSK
$104B
| $49.2M | 0.03% |
736,486
+29,531
| +4% | +$2M |
|
721
NETGEAR
NTGR
$652M
| $49.2M | 0.03% |
1,413,857
+315,748
| +29% | +$10.5M |
|
|
PRXL
722
DELISTED
Parexel International Corp
PRXL
| $49.2M | 0.03% |
930,354
+132,022
| +17% | +$6.62M |
|
|
FNSR
723
DELISTED
Finisar Corp
FNSR
| $49.1M | 0.03% |
2,487,166
+297,919
| +14% | +$7.16M |
|
|
KG
724
Kestrel Group
KG
$69.7M
| $49.1M | 0.03% |
203,023
+9,549
| +5% | +$2.33M |
|
725
Meritage Homes
MTH
$4.71B
| $49M | 0.03% |
2,324,066
+554,340
| +31% | +$11.2M |
|
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.