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 | |
|---|---|---|---|---|---|---|
|
SSI
751
DELISTED
Stage Stores Inc
SSI
| $47.6M | 0.03% |
2,546,742
+143,037
| +6% | +$2.86M |
|
752
Community Bank
CBU
$3.44B
| $47.6M | 0.03% |
1,313,562
+33,535
| +3% | +$1.24M |
|
|
SUP
753
DELISTED
Superior Industries International
SUP
| $47.5M | 0.03% |
2,305,934
+33,420
| +1% | +$680K |
|
|
FRED
754
DELISTED
Fred's Inc
FRED
| $47.5M | 0.03% |
3,108,234
+19,628
| +0.6% | +$329K |
|
|
SF
755
Stifel
SF
$12.6B
| $47.5M | 0.03% |
2,257,848
-31,385
| -1% | -$647K |
|
756
Charles River Laboratories
CRL
$12.8B
| $47.5M | 0.03% |
887,753
+153,644
| +21% | +$8.43M |
|
|
REXX
757
DELISTED
Rex Energy Corporation
REXX
| $47.2M | 0.03% |
266,792
+19,369
| +8% | +$3.76M |
|
|
NCI
758
DELISTED
Navigant Consulting, Inc.
NCI
| $47.2M | 0.03% |
2,706,418
+67,792
| +3% | +$1.17M |
|
759
NETSCOUT
NTCT
$2.92B
| $47.2M | 0.03% |
1,064,710
+49,097
| +5% | +$1.91M |
|
|
IGTE
760
DELISTED
IGATE CORPORATION
IGTE
| $47.2M | 0.03% |
1,297,031
-93,182
| -7% | -$3.26M |
|
761
Biglari Holdings Class B
BH
$1.22B
| $47.2M | 0.03% |
180,261
+2,771
| +2% | +$745K |
|
762
Huron Consulting
HURN
$2.39B
| $47.2M | 0.03% |
666,203
+25,322
| +4% | +$1.67M |
|
763
Illinois Tool Works
ITW
$84.8B
| $47.2M | 0.03% |
538,592
+34,385
| +7% | +$2.95M |
|
|
MDAS
764
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
| $47.1M | 0.03% |
2,062,391
+150,814
| +8% | +$3.53M |
|
|
HCC
765
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
| $47M | 0.03% |
961,377
+103,376
| +12% | +$4.81M |
|
766
Matador Resources
MTDR
$6.04B
| $47M | 0.03% |
1,604,542
+193,478
| +14% | +$5.11M |
|
767
Red Robin
RRGB
$156M
| $47M | 0.03% |
659,426
+6,186
| +0.9% | +$432K |
|
|
PMCS
768
DELISTED
P M C SIERRA INC
PMCS
| $46.8M | 0.03% |
6,154,873
+813,608
| +15% | +$5.89M |
|
769
Cabot Corp
CBT
$4.52B
| $46.7M | 0.03% |
804,698
-3,880
| -0.5% | -$226K |
|
770
Zimmer Biomet
ZBH
$18.8B
| $46.7M | 0.03% |
462,668
+691
| +0.1% | +$67.4K |
|
771
Trustmark
TRMK
$2.79B
| $46.6M | 0.03% |
1,886,061
+163,869
| +10% | +$3.9M |
|
|
CMD
772
DELISTED
Cantel Medical Corporation
CMD
| $46.4M | 0.03% |
1,268,126
-27,658
| -2% | -$938K |
|
773
Pearson
PSO
$9.97B
| $46.3M | 0.03% |
2,334,737
-81,942
| -3% | -$1.53M |
|
774
ABM Industries
ABM
$2.84B
| $46.2M | 0.03% |
1,714,096
+115,209
| +7% | +$3.12M |
|
|
VRTU
775
DELISTED
Virtusa Corporation
VRTU
| $46.1M | 0.03% |
1,288,125
+32,013
| +3% | +$1.09M |
|
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.