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 | |
|---|---|---|---|---|---|---|
1376
Quanex
NX
$959M
| $25.7M | 0.02% |
1,437,186
+191,508
| +15% | +$3.58M |
|
|
BEE
1377
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
| $25.7M | 0.02% |
2,192,370
+265,885
| +14% | +$2.87M |
|
|
HIBB
1378
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $25.7M | 0.02% |
473,671
+57,026
| +14% | +$3.07M |
|
|
LNW
1379
DELISTED
Light & Wonder
LNW
| $25.6M | 0.02% |
2,306,546
-41,491
| -2% | -$448K |
|
|
OPEN
1380
DELISTED
OPENTABLE,INC COMMON STOCK
OPEN
| $25.6M | 0.02% |
247,077
+22,070
| +10% | +$1.68M |
|
|
GTIV
1381
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
| $25.6M | 0.02% |
1,699,607
-112,668
| -6% | -$1.27M |
|
1382
SS&C Technologies
SSNC
$18.6B
| $25.6M | 0.02% |
1,156,568
-142,254
| -11% | -$2.94M |
|
|
RATE
1383
DELISTED
Bankrate Inc
RATE
| $25.5M | 0.02% |
1,452,609
+9,748
| +0.7% | +$160K |
|
|
EE
1384
DELISTED
El Paso Electric Company
EE
| $25.5M | 0.02% |
633,366
+51,070
| +9% | +$1.9M |
|
|
ATW
1385
DELISTED
Atwood Oceanics
ATW
| $25.4M | 0.02% |
484,966
+5,428
| +1% | +$268K |
|
1386
Textron
TXT
$15.2B
| $25.4M | 0.02% |
664,536
+2,023
| +0.3% | +$79.2K |
|
1387
Becton Dickinson
BDX
$47B
| $25.4M | 0.02% |
220,425
+3,303
| +2% | +$375K |
|
1388
EXL Service
EXLS
$5.11B
| $25.4M | 0.02% |
4,317,530
+560,380
| +15% | +$3.24M |
|
1389
Marriott International
MAR
$94.2B
| $25.4M | 0.02% |
396,502
+6,213
| +2% | +$369K |
|
1390
Genuine Parts
GPC
$18.1B
| $25.4M | 0.02% |
289,421
+15,596
| +6% | +$1.34M |
|
1391
Cullen/Frost Bankers
CFR
$10.3B
| $25.4M | 0.02% |
319,834
-2,509
| -0.8% | -$193K |
|
|
RAD
1392
DELISTED
Rite Aid Corporation
RAD
| $25.4M | 0.02% |
176,836
-5,970
| -3% | -$881K |
|
1393
Chord Energy
CHRD
$7.32B
| $25.3M | 0.02% |
453,577
+74,456
| +20% | +$3.6M |
|
|
GPX
1394
DELISTED
GP Strategies Corp.
GPX
| $25.3M | 0.02% |
979,345
+6,030
| +0.6% | +$152K |
|
1395
T. Rowe Price
TROW
$24.5B
| $25.3M | 0.02% |
300,197
+22,326
| +8% | +$1.82M |
|
1396
First Industrial Realty Trust
FR
$8.51B
| $25.3M | 0.02% |
1,341,634
+40,026
| +3% | +$747K |
|
1397
AutoZone
AZO
$50.1B
| $25.3M | 0.02% |
47,129
+53
| +0.1% | +$28K |
|
1398
Sonoco
SON
$5.78B
| $25.3M | 0.02% |
574,845
+124,184
| +28% | +$5.25M |
|
1399
Merit Medical Systems
MMSI
$5.21B
| $25.2M | 0.02% |
1,671,637
+97,119
| +6% | +$1.34M |
|
1400
Forestar Group
FOR
$1.51B
| $25.2M | 0.02% |
1,321,567
+97,916
| +8% | +$1.74M |
|
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.