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 | |
|---|---|---|---|---|---|---|
|
FNFG
851
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $42.8M | 0.03% |
4,901,766
-66,922
| -1% | -$592K |
|
852
Intercontinental Exchange
ICE
$84.1B
| $42.7M | 0.03% |
1,130,160
-358,705
| -24% | -$14M |
|
853
Southern Company
SO
$107B
| $42.6M | 0.03% |
938,316
+42,751
| +5% | +$1.89M |
|
854
Viatris
VTRS
$19B
| $42.4M | 0.03% |
823,114
+2,657
| +0.3% | +$131K |
|
|
AFSI
855
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $42.4M | 0.03% |
2,030,040
-29,118
| -1% | -$597K |
|
856
First Citizens BancShares
FCNCA
$25.5B
| $42.4M | 0.03% |
173,179
+4,259
| +3% | +$994K |
|
857
Hain Celestial
HAIN
$53.5M
| $42.4M | 0.03% |
955,246
-227,590
| -19% | -$10.1M |
|
858
Piper Sandler
PIPR
$5.02B
| $42.3M | 0.03% |
3,271,368
-8,764
| -0.3% | -$98.6K |
|
|
CHS
859
DELISTED
Chicos FAS, Inc.
CHS
| $42.3M | 0.03% |
2,496,049
+641,485
| +35% | +$10.3M |
|
|
FTD
860
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $42.3M | 0.03% |
1,330,443
+9,090
| +0.7% | +$277K |
|
861
Flotek Industries
FTK
$1.32B
| $42.2M | 0.03% |
218,929
+21,733
| +11% | +$3.81M |
|
|
TRAK
862
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
| $42.1M | 0.03% |
929,656
+80,969
| +10% | +$3.5M |
|
863
New York Times
NYT
$10.5B
| $42.1M | 0.03% |
2,765,490
+265,196
| +11% | +$4.14M |
|
|
WMGI
864
DELISTED
Wright Medical Group Inc
WMGI
| $42M | 0.03% |
1,338,991
-168,197
| -11% | -$5.02M |
|
|
KAMN
865
DELISTED
Kaman Corp
KAMN
| $42M | 0.03% |
983,535
+61,783
| +7% | +$2.58M |
|
866
Parker-Hannifin
PH
$135B
| $41.8M | 0.03% |
332,659
+1,003
| +0.3% | +$125K |
|
867
KB Home
KBH
$3.49B
| $41.8M | 0.03% |
2,236,186
+594,022
| +36% | +$9.95M |
|
868
Home BancShares
HOMB
$6.18B
| $41.8M | 0.03% |
2,545,436
-176,012
| -6% | -$2.84M |
|
|
NWLIA
869
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
| $41.8M | 0.03% |
167,475
+1,913
| +1% | +$477K |
|
870
Idacorp
IDA
$8.15B
| $41.8M | 0.03% |
722,263
+82,016
| +13% | +$4.53M |
|
871
SM Energy
SM
$6.88B
| $41.7M | 0.03% |
496,026
+24,061
| +5% | +$1.84M |
|
872
Sonida Senior Living
SNDA
$1.91B
| $41.7M | 0.03% |
116,510
-1,024
| -0.9% | -$371K |
|
|
AIMC
873
DELISTED
Altra Industrial Motion Corp
AIMC
| $41.6M | 0.03% |
1,142,125
+43,995
| +4% | +$1.55M |
|
|
TRW
874
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $41.5M | 0.03% |
463,962
+65,305
| +16% | +$5.45M |
|
875
Equity Lifestyle Properties
ELS
$12.5B
| $41.5M | 0.03% |
1,880,252
+39,310
| +2% | +$839K |
|
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.