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 | |
|---|---|---|---|---|---|---|
|
CAM
1151
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $31.5M | 0.02% |
465,342
-35,079
| -7% | -$2.26M |
|
1152
Quaker Houghton
KWR
$2.94B
| $31.5M | 0.02% |
409,940
+11,765
| +3% | +$894K |
|
|
CKP
1153
DELISTED
CHECKPOINT SYSTEMS INC
CKP
| $31.5M | 0.02% |
2,249,787
+59,665
| +3% | +$781K |
|
|
ALE
1154
DELISTED
Allete
ALE
| $31.5M | 0.02% |
612,772
+58,664
| +11% | +$2.95M |
|
1155
RLJ Lodging Trust
RLJ
$1.87B
| $31.5M | 0.02% |
1,088,721
+279,972
| +35% | +$7.61M |
|
|
CBR
1156
DELISTED
CIBER Inc.
CBR
| $31.4M | 0.02% |
6,366,159
+94,376
| +2% | +$427K |
|
|
WBMD
1157
DELISTED
WebMD Health Corp.
WBMD
| $31.4M | 0.02% |
650,611
-4,151
| -0.6% | -$181K |
|
1158
First Financial Bancorp
FFBC
$3.61B
| $31.4M | 0.02% |
1,822,774
+145,664
| +9% | +$2.44M |
|
1159
Intuit
INTU
$89.7B
| $31.4M | 0.02% |
389,492
+75,847
| +24% | +$5.85M |
|
|
THOR
1160
DELISTED
THORATEC CORPORATION
THOR
| $31.3M | 0.02% |
898,458
+38,381
| +4% | +$1.28M |
|
1161
Air Products & Chemicals
APD
$65.7B
| $31.2M | 0.02% |
262,606
+2,871
| +1% | +$320K |
|
|
GTLS
1162
DELISTED
Chart Industries
GTLS
| $31.2M | 0.02% |
377,444
+667
| +0.2% | +$50.5K |
|
|
MJN
1163
DELISTED
Mead Johnson Nutrition Company
MJN
| $31.2M | 0.02% |
335,009
+41,919
| +14% | +$3.67M |
|
1164
MGE Energy Inc
MGEE
$3.03B
| $31.2M | 0.02% |
789,781
+33,784
| +4% | +$1.29M |
|
1165
Ecopetrol
EC
$33.7B
| $31.2M | 0.02% |
864,727
+4,921
| +0.6% | +$186K |
|
1166
Diamondrock Hospitality Co
DRH
$2.71B
| $31.2M | 0.02% |
2,431,676
+30,250
| +1% | +$371K |
|
1167
WD-40
WDFC
$3.15B
| $31.1M | 0.02% |
413,738
+31,051
| +8% | +$2.27M |
|
|
BDN
1168
Brandywine Realty Trust
BDN
$551M
| $31M | 0.02% |
1,989,857
+52,074
| +3% | +$783K |
|
|
VSI
1169
DELISTED
Vitamin Shoppe Inc.
VSI
| $30.9M | 0.02% |
719,024
+139,770
| +24% | +$6.28M |
|
|
SE
1170
DELISTED
Spectra Energy Corp Wi
SE
| $30.9M | 0.02% |
726,716
+20,479
| +3% | +$820K |
|
1171
Regal Rexnord
RRX
$12.2B
| $30.9M | 0.02% |
392,800
+31,149
| +9% | +$2.36M |
|
|
SFY
1172
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
| $30.8M | 0.02% |
2,376,554
+254
| +0% | +$2.9K |
|
|
AGU
1173
DELISTED
Agrium
AGU
| $30.8M | 0.02% |
336,456
+146,653
| +77% | +$13.6M |
|
1174
AMERISAFE
AMSF
$558M
| $30.8M | 0.02% |
757,541
-26,410
| -3% | -$1.05M |
|
|
HCBK
1175
DELISTED
HUDSON CITY BANCORP INC
HCBK
| $30.8M | 0.02% |
3,132,137
-9,284
| -0.3% | -$91.5K |
|
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.