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 | |
|---|---|---|---|---|---|---|
1226
Franklin Resources
BEN
$17.7B
| $29.4M | 0.02% |
508,855
+442
| +0.1% | +$24.2K |
|
1227
Ross Stores
ROST
$81.2B
| $29.4M | 0.02% |
888,330
+120,086
| +16% | +$4.12M |
|
1228
NetApp
NTAP
$36.6B
| $29.4M | 0.02% |
804,192
+4,376
| +0.5% | +$157K |
|
|
ZQK
1229
DELISTED
QUICKSILVER,INC.
ZQK
| $29.3M | 0.02% |
8,175,164
-195,693
| -2% | -$1.1M |
|
|
CPN
1230
DELISTED
Calpine Corporation
CPN
| $29.3M | 0.02% |
1,228,761
+6,337
| +0.5% | +$144K |
|
|
SFLY
1231
DELISTED
Shutterfly, Inc.
SFLY
| $29.2M | 0.02% |
679,233
+8,183
| +1% | +$335K |
|
1232
Ribbon Communications
RBBN
$384M
| $29.2M | 0.02% |
1,628,158
+35,711
| +2% | +$604K |
|
1233
Labcorp
LH
$25.4B
| $29.1M | 0.02% |
331,095
+98,813
| +43% | +$8.56M |
|
|
JRN
1234
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
| $29.1M | 0.02% |
3,282,708
+42,131
| +1% | +$348K |
|
1235
B&G Foods
BGS
$286M
| $29M | 0.02% |
888,509
+83,406
| +10% | +$2.73M |
|
|
BCPC
1236
Balchem Corp
BCPC
$5.7B
| $29M | 0.02% |
542,280
-21,390
| -4% | -$1.23M |
|
1237
Diageo
DEO
$49.2B
| $29M | 0.02% |
228,157
+10,919
| +5% | +$1.38M |
|
1238
Simmons First National
SFNC
$3.47B
| $29M | 0.02% |
1,473,074
+24,296
| +2% | +$472K |
|
|
GTAT
1239
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
| $29M | 0.02% |
1,559,417
-25,023
| -2% | -$413K |
|
1240
Range Resources
RRC
$8.91B
| $29M | 0.02% |
333,298
+34,243
| +11% | +$3.06M |
|
|
ATSG
1241
DELISTED
Air Transport Services Group
ATSG
| $29M | 0.02% |
3,459,501
+103,707
| +3% | +$874K |
|
|
PLKI
1242
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $28.9M | 0.02% |
662,190
+61,278
| +10% | +$2.5M |
|
|
SWFT
1243
DELISTED
Swift Transportation Company
SWFT
| $28.9M | 0.02% |
1,146,868
-48,573
| -4% | -$1.18M |
|
|
HR
1244
DELISTED
Healthcare Realty Trust Incorporated
HR
| $28.9M | 0.02% |
1,138,058
+57,079
| +5% | +$1.42M |
|
1245
American Electric Power
AEP
$68.8B
| $28.9M | 0.02% |
518,638
+10,427
| +2% | +$550K |
|
1246
NBT Bancorp
NBTB
$2.77B
| $28.9M | 0.02% |
1,203,212
+32,878
| +3% | +$767K |
|
|
WGL
1247
DELISTED
Wgl Holdings
WGL
| $28.9M | 0.02% |
670,505
+82,308
| +14% | +$3.31M |
|
1248
Park-Ohio Holdings
PKOH
$599M
| $28.9M | 0.02% |
497,009
+22,410
| +5% | +$1.27M |
|
1249
East-West Bancorp
EWBC
$18.3B
| $28.9M | 0.02% |
825,168
-21,489
| -3% | -$746K |
|
|
GHL
1250
DELISTED
Greenhill & Co., Inc.
GHL
| $28.9M | 0.02% |
586,179
+150,494
| +35% | +$7.42M |
|
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.