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 | |
|---|---|---|---|---|---|---|
976
Fair Isaac
FICO
$22.3B
| $37.5M | 0.03% |
587,505
+15,088
| +3% | +$862K |
|
|
CCC
977
DELISTED
Calgon Carbon Corp
CCC
| $37.4M | 0.03% |
1,674,638
+173,683
| +12% | +$3.7M |
|
978
Brady Corp
BRC
$4.65B
| $37.4M | 0.03% |
1,250,728
+214,343
| +21% | +$5.76M |
|
979
AZZ Inc
AZZ
$4.6B
| $37.3M | 0.03% |
810,097
+80,259
| +11% | +$3.54M |
|
980
Maximus
MMS
$3.02B
| $37.2M | 0.03% |
864,083
+53,315
| +7% | +$2.29M |
|
|
TVTY
981
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $37.1M | 0.03% |
2,114,083
+117,273
| +6% | +$2.01M |
|
982
Advanced Energy
AEIS
$13.2B
| $37M | 0.03% |
1,922,465
+123,862
| +7% | +$2.53M |
|
|
JAH
983
DELISTED
JARDEN CORPORATION
JAH
| $36.9M | 0.03% |
933,665
-21,982
| -2% | -$838K |
|
984
PPG Industries
PPG
$26.3B
| $36.9M | 0.03% |
351,308
+24,948
| +8% | +$2.47M |
|
|
CNVR
985
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
| $36.9M | 0.03% |
1,452,548
+290,436
| +25% | +$7.25M |
|
986
Viasat
VSAT
$11.7B
| $36.9M | 0.03% |
636,383
+103,792
| +19% | +$6.27M |
|
987
Portland General Electric
POR
$5.73B
| $36.9M | 0.03% |
1,063,828
+167,371
| +19% | +$5.52M |
|
|
CBL
988
DELISTED
CBL& Associates Properties, Inc.
CBL
| $36.9M | 0.03% |
1,940,209
+40,231
| +2% | +$743K |
|
989
Madison Square Garden
MSGS
$9.4B
| $36.8M | 0.03% |
826,691
-29,229
| -3% | -$1.15M |
|
990
Landstar System
LSTR
$6.03B
| $36.8M | 0.03% |
575,036
+82,902
| +17% | +$5.19M |
|
|
NLSN
991
DELISTED
Nielsen Holdings plc
NLSN
| $36.7M | 0.03% |
759,061
+16,034
| +2% | +$746K |
|
|
APOL
992
DELISTED
Apollo Education Group Inc Class A
APOL
| $36.7M | 0.03% |
1,175,857
+239,481
| +26% | +$6.89M |
|
993
VF Corp
VFC
$5.88B
| $36.7M | 0.03% |
618,383
+21,100
| +4% | +$1.23M |
|
994
Heartland Express
HTLD
$971M
| $36.7M | 0.03% |
1,718,047
+144,749
| +9% | +$3.13M |
|
|
BRCM
995
DELISTED
BROADCOM CORP CL-A
BRCM
| $36.6M | 0.03% |
987,577
+166,154
| +20% | +$5.45M |
|
|
IPHS
996
DELISTED
Innophos Holdings, Inc.
IPHS
| $36.6M | 0.03% |
635,932
+82,941
| +15% | +$4.52M |
|
997
Moody's
MCO
$81.7B
| $36.6M | 0.03% |
417,109
+117,457
| +39% | +$9.68M |
|
998
Columbia Sportswear
COLM
$2.94B
| $36.5M | 0.03% |
884,454
-4,810
| -0.5% | -$201K |
|
999
BJ's Restaurants
BJRI
$1.45B
| $36.5M | 0.03% |
1,045,837
+487,115
| +87% | +$15.5M |
|
1000
Regeneron Pharmaceuticals
REGN
$78.7B
| $36.5M | 0.03% |
129,215
+906
| +0.7% | +$269K |
|
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.