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 | |
|---|---|---|---|---|---|---|
826
Diodes
DIOD
$4.54B
| $44M | 0.03% |
1,518,104
+222,343
| +17% | +$6.15M |
|
827
General Mills
GIS
$19.3B
| $44M | 0.03% |
836,797
+122,743
| +17% | +$6.54M |
|
|
FDML
828
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $43.9M | 0.03% |
2,168,795
+36,411
| +2% | +$652K |
|
|
CXO
829
DELISTED
CONCHO RESOURCES INC.
CXO
| $43.8M | 0.03% |
303,157
+32,653
| +12% | +$4.33M |
|
830
Fidelity National Financial
FNF
$14.1B
| $43.7M | 0.03% |
2,338,293
-180,428
| -7% | -$3.38M |
|
|
FISV
831
Fiserv Inc
FISV
$28.9B
| $43.7M | 0.03% |
1,449,664
+125,438
| +9% | +$3.72M |
|
832
W&T Offshore
WTI
$497M
| $43.7M | 0.03% |
2,666,886
+625,138
| +31% | +$10.3M |
|
|
XLS
833
DELISTED
EXELIS INC COM STK
XLS
| $43.6M | 0.03% |
2,749,382
+168,475
| +7% | +$2.78M |
|
834
Credicorp
BAP
$31.2B
| $43.6M | 0.03% |
280,236
-4,991
| -2% | -$748K |
|
835
Axos Financial
AX
$5.78B
| $43.5M | 0.03% |
2,370,064
+276,056
| +13% | +$5.43M |
|
|
ROSE
836
DELISTED
ROSETTA RESOURCES INC
ROSE
| $43.5M | 0.03% |
793,143
+112,484
| +17% | +$5.47M |
|
|
TGI
837
DELISTED
Triumph Group
TGI
| $43.5M | 0.03% |
622,507
+51,892
| +9% | +$3.5M |
|
838
Middleby
MIDD
$6.03B
| $43.4M | 0.03% |
524,877
-37,665
| -7% | -$3.1M |
|
839
Bank OZK
OZK
$5.63B
| $43.4M | 0.03% |
1,296,872
-54,558
| -4% | -$1.69M |
|
|
QLGC
840
DELISTED
QLOGIC CORP
QLGC
| $43.4M | 0.03% |
4,298,457
+455,367
| +12% | +$4.88M |
|
841
MGIC Investment
MTG
$6.21B
| $43.2M | 0.03% |
4,680,060
-3,970,114
| -46% | -$34.5M |
|
842
Darling Ingredients
DAR
$9.62B
| $43.2M | 0.03% |
2,066,917
+64,046
| +3% | +$1.29M |
|
|
HME
843
DELISTED
HOME PROPERTIES, INC
HME
| $43.2M | 0.03% |
675,359
+16,194
| +2% | +$997K |
|
|
CQB
844
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
| $43.2M | 0.03% |
3,980,719
+118,562
| +3% | +$1.32M |
|
845
Scansource
SCSC
$1.16B
| $43.2M | 0.03% |
1,134,148
+49,105
| +5% | +$1.87M |
|
846
Bank of Hawaii
BOH
$3.12B
| $43.2M | 0.03% |
735,464
+79,011
| +12% | +$4.51M |
|
847
Myriad Genetics
MYGN
$304M
| $43.2M | 0.03% |
1,108,845
+19,897
| +2% | +$740K |
|
|
AXE
848
DELISTED
Anixter International Inc
AXE
| $43.1M | 0.03% |
430,931
-932
| -0.2% | -$91.9K |
|
|
KBAL
849
DELISTED
Kimball International
KBAL
| $43M | 0.03% |
3,296,502
+77,606
| +2% | +$1.02M |
|
|
IPXL
850
DELISTED
Impax Laboratories, Inc.
IPXL
| $42.9M | 0.03% |
1,430,292
+48,430
| +4% | +$1.31M |
|
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.