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 | |
|---|---|---|---|---|---|---|
|
ADVS
1401
DELISTED
Advent Software Inc
ADVS
| $25.2M | 0.02% |
774,469
+35,987
| +5% | +$1.07M |
|
1402
Fastenal
FAST
$57B
| $25.2M | 0.02% |
2,038,440
+522,924
| +35% | +$6.47M |
|
1403
Agilysys
AGYS
$3.14B
| $25.2M | 0.02% |
1,789,106
-29
| -0% | -$386 |
|
1404
Telkom Indonesia
TLK
$15.1B
| $25.2M | 0.02% |
1,209,376
+15,750
| +1% | +$326K |
|
1405
Amdocs
DOX
$6.02B
| $25.1M | 0.02% |
542,358
-280
| -0.1% | -$13.2K |
|
|
PIR
1406
DELISTED
Pier 1 Imports, Inc.
PIR
| $25.1M | 0.02% |
81,468
+2,470
| +3% | +$868K |
|
|
SFE
1407
DELISTED
Safeguard Scientifics, Inc.
SFE
| $25.1M | 0.02% |
1,206,967
+43,049
| +4% | +$866K |
|
|
SHLO
1408
DELISTED
Shiloh Industries Inc
SHLO
| $25.1M | 0.02% |
1,359,182
+25,123
| +2% | +$472K |
|
1409
BancFirst
BANF
$3.85B
| $25.1M | 0.02% |
810,282
+5,052
| +0.6% | +$150K |
|
1410
Campbell Soup
CPB
$6.79B
| $25M | 0.02% |
546,193
+194,775
| +55% | +$8.8M |
|
1411
Helios Technologies
HLIO
$2.69B
| $25M | 0.02% |
615,214
+25,664
| +4% | +$1.02M |
|
1412
Chemed
CHE
$7.05B
| $25M | 0.02% |
266,489
+354
| +0.1% | +$31.4K |
|
|
RFP
1413
DELISTED
Resolute Forest Products Inc.
RFP
| $25M | 0.02% |
1,488,296
+244,121
| +20% | +$4.04M |
|
1414
IDEX
IEX
$17.2B
| $25M | 0.02% |
309,115
-402
| -0.1% | -$30.4K |
|
1415
MillerKnoll
MLKN
$1.64B
| $24.9M | 0.02% |
825,031
+76,919
| +10% | +$2.38M |
|
|
GNCMA
1416
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
| $24.9M | 0.02% |
2,248,725
+138,041
| +7% | +$1.51M |
|
|
FEIC
1417
DELISTED
FEI COMPANY
FEIC
| $24.9M | 0.02% |
273,983
-33,858
| -11% | -$2.98M |
|
|
SMA
1418
DELISTED
SYMMETRY MEDICAL INC
SMA
| $24.8M | 0.02% |
2,799,564
+71,405
| +3% | +$622K |
|
|
BLT
1419
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
| $24.8M | 0.02% |
1,757,032
+96,384
| +6% | +$1.17M |
|
1420
Bank of Montreal
BMO
$126B
| $24.8M | 0.02% |
336,841
+121,230
| +56% | +$8.45M |
|
1421
Forrester Research
FORR
$228M
| $24.8M | 0.02% |
654,366
+18,227
| +3% | +$667K |
|
|
WPP
1422
DELISTED
WAUSAU PAPER CORP.
WPP
| $24.8M | 0.02% |
2,289,861
+58,100
| +3% | +$645K |
|
|
FARO
1423
DELISTED
Faro Technologies
FARO
| $24.8M | 0.02% |
503,865
+33,384
| +7% | +$1.53M |
|
1424
SBA Communications
SBAC
$19.9B
| $24.7M | 0.02% |
241,586
+81,992
| +51% | +$7.87M |
|
|
NFBK
1425
DELISTED
Northfield Bancorp
NFBK
| $24.7M | 0.02% |
1,884,457
+183,788
| +11% | +$2.37M |
|
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.