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 | |
|---|---|---|---|---|---|---|
1001
Steven Madden
SHOO
$3.59B
| $36.5M | 0.03% |
1,595,180
+78,666
| +5% | +$1.76M |
|
1002
Aaon
AAON
$7.61B
| $36.4M | 0.03% |
2,446,445
+128,409
| +6% | +$1.72M |
|
1003
News Corp Class A
NWSA
$16B
| $36.4M | 0.03% |
2,028,288
+117,699
| +6% | +$2.03M |
|
|
HW
1004
DELISTED
Headwaters Inc
HW
| $36.4M | 0.03% |
2,619,329
+289,885
| +12% | +$3.7M |
|
|
CTRA
1005
DELISTED
Coterra Energy
CTRA
| $36.4M | 0.03% |
1,065,645
+139,110
| +15% | +$4.98M |
|
1006
Analog Devices
ADI
$187B
| $36.3M | 0.03% |
671,713
-1,809
| -0.3% | -$95.7K |
|
|
PDM
1007
Piedmont Realty Trust
PDM
$1.2B
| $36.3M | 0.03% |
1,914,403
+65,221
| +4% | +$1.2M |
|
|
CEB
1008
DELISTED
CEB Inc.
CEB
| $36.2M | 0.03% |
531,369
+83,479
| +19% | +$5.74M |
|
1009
Tennant Co
TNC
$1.26B
| $36.2M | 0.03% |
474,148
+38,602
| +9% | +$2.52M |
|
1010
Southwest Gas
SWX
$6.68B
| $36.1M | 0.03% |
683,860
+68,138
| +11% | +$3.61M |
|
|
IRBT
1011
DELISTED
iRobot
IRBT
| $36M | 0.03% |
879,698
+66,837
| +8% | +$2.42M |
|
1012
Matrix Service
MTRX
$333M
| $36M | 0.03% |
1,097,554
+49,553
| +5% | +$1.64M |
|
1013
Enviri
NVRI
$648M
| $36M | 0.03% |
1,350,278
+19,668
| +1% | +$503K |
|
|
CA
1014
DELISTED
CA, Inc.
CA
| $35.9M | 0.03% |
1,250,824
+45,750
| +4% | +$1.35M |
|
|
SEE
1015
DELISTED
Sealed Air
SEE
| $35.9M | 0.02% |
1,049,934
-27,532
| -3% | -$910K |
|
1016
Progressive
PGR
$124B
| $35.9M | 0.02% |
1,414,220
+47,072
| +3% | +$1.17M |
|
1017
Monro
MNRO
$405M
| $35.8M | 0.02% |
673,910
+7,600
| +1% | +$417K |
|
1018
Hancock Whitney
HWC
$6.29B
| $35.8M | 0.02% |
1,014,224
+240,253
| +31% | +$8.29M |
|
1019
Revvity
RVTY
$12.6B
| $35.7M | 0.02% |
762,354
-6,508
| -0.8% | -$292K |
|
|
FFIC
1020
DELISTED
Flushing Financial
FFIC
| $35.7M | 0.02% |
1,736,180
+31,889
| +2% | +$640K |
|
|
AVX
1021
DELISTED
AVX Corporation
AVX
| $35.7M | 0.02% |
2,684,785
+65,668
| +3% | +$871K |
|
1022
Rockwell Automation
ROK
$49.5B
| $35.6M | 0.02% |
284,759
+44,462
| +19% | +$5.48M |
|
1023
Primoris Services
PRIM
$4.57B
| $35.6M | 0.02% |
1,235,305
+110,410
| +10% | +$3.19M |
|
1024
Las Vegas Sands
LVS
$29.7B
| $35.6M | 0.02% |
466,853
+100,612
| +27% | +$7.65M |
|
|
EXAR
1025
DELISTED
Exar Corporation
EXAR
| $35.5M | 0.02% |
3,143,247
-6,777
| -0.2% | -$74.3K |
|
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.