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 | |
|---|---|---|---|---|---|---|
|
KSU
1101
DELISTED
Kansas City Southern
KSU
| $33M | 0.02% |
306,752
+86
| +0% | +$8.88K |
|
1102
Salesforce
CRM
$158B
| $32.9M | 0.02% |
567,042
-6,038
| -1% | -$326K |
|
1103
MarineMax
HZO
$796M
| $32.9M | 0.02% |
1,964,544
+53,732
| +3% | +$848K |
|
1104
Cardinal Health
CAH
$56B
| $32.9M | 0.02% |
479,103
+2,009
| +0.4% | +$137K |
|
|
DCT
1105
DELISTED
DCT Industrial Trust Inc.
DCT
| $32.8M | 0.02% |
1,000,242
+11,548
| +1% | +$365K |
|
|
HITT
1106
DELISTED
HITTITE MICROWAVE CORP
HITT
| $32.8M | 0.02% |
421,016
+64,358
| +18% | +$4.14M |
|
1107
Texas Roadhouse
TXRH
$13.7B
| $32.8M | 0.02% |
1,261,821
+68,594
| +6% | +$1.74M |
|
1108
AeroVironment
AVAV
$8.51B
| $32.8M | 0.02% |
1,031,438
+11,374
| +1% | +$385K |
|
|
BMS
1109
DELISTED
Bemis
BMS
| $32.8M | 0.02% |
806,335
+141,108
| +21% | +$5.73M |
|
|
PRA
1110
DELISTED
ProAssurance
PRA
| $32.7M | 0.02% |
736,104
+126,513
| +21% | +$5.66M |
|
|
GG
1111
DELISTED
Goldcorp Inc
GG
| $32.7M | 0.02% |
1,170,930
-109,785
| -9% | -$2.73M |
|
1112
ACI Worldwide
ACIW
$5.88B
| $32.7M | 0.02% |
1,754,859
+48,786
| +3% | +$908K |
|
|
NP
1113
DELISTED
Neenah, Inc. Common Stock
NP
| $32.6M | 0.02% |
613,794
+20,357
| +3% | +$1.03M |
|
|
SIVB
1114
DELISTED
SVB Financial Group
SIVB
| $32.6M | 0.02% |
279,634
+26,372
| +10% | +$2.94M |
|
|
ASNA
1115
DELISTED
Ascena Retail Group, Inc.
ASNA
| $32.5M | 0.02% |
95,154
+45,381
| +91% | +$15.5M |
|
1116
LiveRamp
RAMP
$2.3B
| $32.5M | 0.02% |
1,499,617
+24,964
| +2% | +$644K |
|
1117
Public Service Enterprise Group
PEG
$37.7B
| $32.5M | 0.02% |
797,287
+158
| +0% | +$6.14K |
|
|
KOG
1118
DELISTED
KODIAK OIL & GAS CORP
KOG
| $32.5M | 0.02% |
2,233,859
+289,382
| +15% | +$3.76M |
|
1119
Quest Diagnostics
DGX
$26B
| $32.5M | 0.02% |
553,348
+115,113
| +26% | +$6.74M |
|
1120
Exelon
EXC
$47.1B
| $32.4M | 0.02% |
1,247,030
+62,420
| +5% | +$1.59M |
|
1121
Unisys
UIS
$214M
| $32.4M | 0.02% |
1,308,840
+143,186
| +12% | +$3.62M |
|
1122
Cooper Companies
COO
$14.6B
| $32.3M | 0.02% |
953,156
-6,968
| -0.7% | -$230K |
|
|
KKD
1123
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $32.3M | 0.02% |
2,019,506
+109,670
| +6% | +$1.9M |
|
1124
Harley-Davidson
HOG
$2.76B
| $32.3M | 0.02% |
462,020
+65,309
| +16% | +$4.6M |
|
|
DBD
1125
DELISTED
Diebold Nixdorf Incorporated
DBD
| $32.2M | 0.02% |
802,729
-40,050
| -5% | -$1.54M |
|
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.