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 | |
|---|---|---|---|---|---|---|
901
Crocs
CROX
$6.43B
| $40.8M | 0.03% |
2,714,879
+743,389
| +38% | +$11.1M |
|
|
BTU
902
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $40.7M | 0.03% |
166,100
+13,995
| +9% | +$3.64M |
|
|
CTB
903
DELISTED
Cooper Tire & Rubber Co.
CTB
| $40.7M | 0.03% |
1,357,902
+95,859
| +8% | +$2.61M |
|
904
RLI Corp
RLI
$5.91B
| $40.7M | 0.03% |
1,777,192
+100,628
| +6% | +$2.22M |
|
905
Kirby Corp
KEX
$7.11B
| $40.6M | 0.03% |
346,816
+60,871
| +21% | +$6.53M |
|
906
Black Hills Corp
BKH
$5.54B
| $40.5M | 0.03% |
659,901
+47,221
| +8% | +$2.74M |
|
907
Astec Industries
ASTE
$1.02B
| $40.4M | 0.03% |
919,830
+84,694
| +10% | +$3.49M |
|
908
Ecolab
ECL
$79.8B
| $40.2M | 0.03% |
361,480
+1,954
| +0.5% | +$209K |
|
|
BSMX
909
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $40.2M | 0.03% |
3,029,108
+316,939
| +12% | +$4.04M |
|
910
Haverty Furniture Companies
HVT
$450M
| $40.2M | 0.03% |
1,599,845
+34,675
| +2% | +$880K |
|
911
Veeco
VECO
$3.15B
| $40.2M | 0.03% |
1,078,600
+201,468
| +23% | +$7.19M |
|
912
Gibraltar Industries
ROCK
$1.51B
| $40.2M | 0.03% |
2,590,100
+33,603
| +1% | +$557K |
|
|
AAMC
913
DELISTED
Altisource Asset Management Corp
AAMC
| $40.1M | 0.03% |
94,325
| – | – |
|
|
BBT
914
Beacon Financial Corp
BBT
$2.67B
| $40.1M | 0.03% |
1,727,660
+33,881
| +2% | +$799K |
|
915
TriMas Corp
TRS
$1.45B
| $40.1M | 0.03% |
1,320,160
+63,187
| +5% | +$1.76M |
|
916
ePlus
PLUS
$2.36B
| $40.1M | 0.03% |
2,754,568
+31,704
| +1% | +$441K |
|
|
Y
917
DELISTED
Alleghany Corp
Y
| $40.1M | 0.03% |
91,477
+10,265
| +13% | +$4.29M |
|
|
TESO
918
DELISTED
Tesco Corp
TESO
| $40.1M | 0.03% |
1,877,783
+254,794
| +16% | +$5.22M |
|
|
FMER
919
DELISTED
FIRSTMERIT CORP
FMER
| $40M | 0.03% |
2,026,359
-93,784
| -4% | -$1.84M |
|
920
Jacobs Solutions
J
$16.9B
| $40M | 0.03% |
906,501
+170,432
| +23% | +$8.11M |
|
|
RAVN
921
DELISTED
Raven Industries Inc
RAVN
| $39.9M | 0.03% |
1,203,300
+57,512
| +5% | +$1.83M |
|
|
BRKL
922
DELISTED
Brookline Bancorp
BRKL
| $39.9M | 0.03% |
4,254,651
+123,646
| +3% | +$1.13M |
|
923
McGrath RentCorp
MGRC
$2.97B
| $39.9M | 0.03% |
1,084,637
+12,293
| +1% | +$416K |
|
924
Newmont
NEM
$111B
| $39.8M | 0.03% |
1,565,005
+80,310
| +5% | +$1.94M |
|
|
PRSU
925
Pursuit Attractions and Hospitality Inc
PRSU
$1.31B
| $39.8M | 0.03% |
1,669,474
+52,085
| +3% | +$1.22M |
|
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.