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 | |
|---|---|---|---|---|---|---|
926
Omnicell
OMCL
$1.64B
| $39.7M | 0.03% |
1,384,385
-18,937
| -1% | -$511K |
|
927
Conagra Brands
CAG
$7.11B
| $39.7M | 0.03% |
1,720,534
+117,539
| +7% | +$2.84M |
|
|
HA
928
DELISTED
Hawaiian Holdings, Inc.
HA
| $39.7M | 0.03% |
2,897,372
+8,974
| +0.3% | +$130K |
|
929
ESCO Technologies
ESE
$8.5B
| $39.7M | 0.03% |
1,146,387
+107,034
| +10% | +$3.66M |
|
930
Cracker Barrel
CBRL
$1.3B
| $39.6M | 0.03% |
398,133
+29,134
| +8% | +$2.85M |
|
|
RT
931
DELISTED
Ruby Tuesday Georgia
RT
| $39.6M | 0.03% |
5,218,862
+78,367
| +2% | +$579K |
|
932
Huntington Bancshares
HBAN
$35.1B
| $39.6M | 0.03% |
4,146,884
+148,363
| +4% | +$1.4M |
|
|
CRR
933
DELISTED
Carbo Ceramics Inc.
CRR
| $39.5M | 0.03% |
256,568
-1,023
| -0.4% | -$141K |
|
934
Keurig Dr Pepper
KDP
$41.3B
| $39.5M | 0.03% |
674,900
+118,153
| +21% | +$6.64M |
|
|
SONC
935
DELISTED
Sonic Corp
SONC
| $39.5M | 0.03% |
1,788,001
+293,613
| +20% | +$6.2M |
|
|
WCN
936
Waste Connections
WCN
$42.2B
| $39.5M | 0.03% |
1,219,115
+296,196
| +32% | +$8.9M |
|
937
RenaissanceRe
RNR
$13.4B
| $39.4M | 0.03% |
368,283
+54,774
| +17% | +$5.61M |
|
938
Texas Capital Bancshares
TCBI
$4.32B
| $39.3M | 0.03% |
728,343
+51,816
| +8% | +$2.91M |
|
|
LDL
939
DELISTED
Lydall, Inc.
LDL
| $39.2M | 0.03% |
1,432,829
-60,612
| -4% | -$1.56M |
|
940
AngioDynamics
ANGO
$625M
| $39.2M | 0.03% |
2,401,248
+76,521
| +3% | +$1.11M |
|
941
Wolverine World Wide
WWW
$1.56B
| $38.9M | 0.03% |
1,492,765
+214,901
| +17% | +$5.72M |
|
942
Sanofi
SNY
$104B
| $38.8M | 0.03% |
729,924
-880
| -0.1% | -$46.7K |
|
|
BECN
943
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $38.7M | 0.03% |
1,169,866
+225,619
| +24% | +$7.93M |
|
|
NTUS
944
DELISTED
Natus Medical Inc
NTUS
| $38.7M | 0.03% |
1,540,717
+101,480
| +7% | +$2.51M |
|
|
ACET
945
DELISTED
Aceto Corp
ACET
| $38.7M | 0.03% |
2,132,529
+10,802
| +0.5% | +$208K |
|
|
ANN
946
DELISTED
ANN INC
ANN
| $38.7M | 0.03% |
939,706
+187,218
| +25% | +$7.47M |
|
|
MZTI
947
The Marzetti Company
MZTI
$3.02B
| $38.6M | 0.03% |
406,136
+37,097
| +10% | +$3.43M |
|
|
VRNT
948
DELISTED
Verint Systems
VRNT
| $38.6M | 0.03% |
1,546,104
+137,104
| +10% | +$3.23M |
|
|
ECHO
949
EchoStar
ECHO
$25.3B
| $38.6M | 0.03% |
898,623
-12,928
| -1% | -$515K |
|
950
Pool Corp
POOL
$7.31B
| $38.5M | 0.03% |
681,119
+34,678
| +5% | +$2.02M |
|
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.