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 | |
|---|---|---|---|---|---|---|
1026
Skyworks Solutions
SWKS
$10.1B
| $35.5M | 0.02% |
756,167
+299
| +0% | +$12.6K |
|
1027
EPR Properties
EPR
$4.72B
| $35.4M | 0.02% |
633,676
+45,134
| +8% | +$2.45M |
|
1028
W.R. Berkley
WRB
$26.6B
| $35.4M | 0.02% |
2,579,934
+732,378
| +40% | +$9.52M |
|
1029
Gen Digital
GEN
$16.4B
| $35.4M | 0.02% |
1,545,384
+33,383
| +2% | +$709K |
|
|
FRGI
1030
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $35.3M | 0.02% |
761,041
+86,520
| +13% | +$3.5M |
|
1031
Monolithic Power Systems
MPWR
$68.8B
| $35.3M | 0.02% |
833,288
+5
| +0% | +$194 |
|
1032
Prudential
PUK
$34.5B
| $35.2M | 0.02% |
791,112
-80,927
| -9% | -$3.59M |
|
|
CPWR
1033
DELISTED
COMPUWARE CORP
CPWR
| $35.2M | 0.02% |
3,667,972
+573,013
| +19% | +$5.59M |
|
1034
Littelfuse
LFUS
$11.9B
| $35.1M | 0.02% |
377,487
+16,697
| +5% | +$1.53M |
|
1035
Cleveland-Cliffs
CLF
$7.16B
| $35.1M | 0.02% |
2,331,442
-45,171
| -2% | -$765K |
|
1036
Rogers Corp
ROG
$2.4B
| $35.1M | 0.02% |
528,547
+44,141
| +9% | +$2.73M |
|
|
MRSH
1037
Marsh
MRSH
$91.3B
| $35M | 0.02% |
675,632
-9,190
| -1% | -$456K |
|
1038
Materion
MTRN
$5.86B
| $34.9M | 0.02% |
944,656
+6,552
| +0.7% | +$227K |
|
1039
Allegiant Air
ALGT
$2.73B
| $34.9M | 0.02% |
296,608
+20,188
| +7% | +$2.36M |
|
1040
Dana Inc
DAN
$3.08B
| $34.9M | 0.02% |
1,430,099
+137,751
| +11% | +$3.09M |
|
1041
Silicon Laboratories
SLAB
$7.23B
| $34.9M | 0.02% |
708,341
+84,253
| +14% | +$4.01M |
|
1042
Grupo Cibest SA
CIB
$21.8B
| $34.8M | 0.02% |
602,482
+36,638
| +6% | +$2.08M |
|
1043
LCI Industries
LCII
$2.59B
| $34.8M | 0.02% |
695,242
+63,049
| +10% | +$3.15M |
|
1044
Sunstone Hotel Investors
SHO
$2.13B
| $34.8M | 0.02% |
2,328,648
+151,347
| +7% | +$2.17M |
|
|
GMCR
1045
DELISTED
KEURIG GREEN MTN INC
GMCR
| $34.8M | 0.02% |
278,904
+2,796
| +1% | +$305K |
|
|
AFFX
1046
DELISTED
Affymetrix Inc
AFFX
| $34.7M | 0.02% |
3,893,284
-448,145
| -10% | -$3.57M |
|
|
PPS
1047
DELISTED
Post Properties
PPS
| $34.7M | 0.02% |
648,571
+25,285
| +4% | +$1.3M |
|
1048
RBC Bearings
RBC
$18.2B
| $34.6M | 0.02% |
540,982
+39,689
| +8% | +$2.46M |
|
|
AMED
1049
DELISTED
Amedisys
AMED
| $34.6M | 0.02% |
2,065,689
-76,440
| -4% | -$1.08M |
|
|
SCHW
1050
Charles Schwab
SCHW
$187B
| $34.6M | 0.02% |
1,284,025
-684
| -0.1% | -$18K |
|
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.