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 | |
|---|---|---|---|---|---|---|
|
HOT
1526
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $22.7M | 0.02% |
281,145
+22,007
| +8% | +$1.73M |
|
|
OME
1527
DELISTED
Omega Protein
OME
| $22.7M | 0.02% |
1,659,798
+37,715
| +2% | +$493K |
|
1528
Akamai
AKAM
$17.9B
| $22.7M | 0.02% |
371,730
+5,401
| +1% | +$300K |
|
1529
Ametek
AME
$55.9B
| $22.7M | 0.02% |
434,024
+14,260
| +3% | +$749K |
|
1530
Affiliated Managers Group
AMG
$10.1B
| $22.7M | 0.02% |
110,500
-736
| -0.7% | -$142K |
|
1531
Wynn Resorts
WYNN
$10.1B
| $22.7M | 0.02% |
109,289
+507
| +0.5% | +$105K |
|
1532
WisdomTree
WT
$3.21B
| $22.7M | 0.02% |
1,834,117
+425,828
| +30% | +$4.82M |
|
|
CBD
1533
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $22.6M | 0.02% |
488,186
+56,442
| +13% | +$2.65M |
|
1534
First Financial Corp
THFF
$982M
| $22.6M | 0.02% |
703,038
+7,503
| +1% | +$241K |
|
|
ACOR
1535
DELISTED
Acorda Therapeutics
ACOR
| $22.6M | 0.02% |
5,592
-14
| -0.2% | -$57.1K |
|
1536
Edison International
EIX
$27.5B
| $22.6M | 0.02% |
389,350
+12,115
| +3% | +$679K |
|
1537
PG&E
PCG
$38.4B
| $22.6M | 0.02% |
470,135
+32,233
| +7% | +$1.46M |
|
1538
RPM International
RPM
$14.7B
| $22.6M | 0.02% |
488,725
+4,287
| +0.9% | +$186K |
|
1539
TripAdvisor
TRIP
$1.69B
| $22.5M | 0.02% |
207,172
+2,417
| +1% | +$222K |
|
|
HSP
1540
DELISTED
HOSPIRA INC
HSP
| $22.5M | 0.02% |
438,202
-6,368
| -1% | -$302K |
|
1541
Team
TISI
$77.7M
| $22.5M | 0.02% |
54,842
+4,334
| +9% | +$1.8M |
|
1542
LKQ Corp
LKQ
$5.91B
| $22.5M | 0.02% |
841,666
-4,145
| -0.5% | -$115K |
|
1543
Stride
LRN
$3.41B
| $22.5M | 0.02% |
932,867
+234,706
| +34% | +$5.5M |
|
1544
Viavi Solutions
VIAV
$9.95B
| $22.4M | 0.02% |
3,164,024
+1,734,081
| +121% | +$11.8M |
|
|
MEG
1545
DELISTED
Media General, Inc
MEG
| $22.4M | 0.02% |
1,092,740
-200,455
| -16% | -$3.44M |
|
|
SNBR
1546
DELISTED
Sleep Number
SNBR
| $22.4M | 0.02% |
1,084,765
+226,814
| +26% | +$4.28M |
|
1547
Commerce Bancshares
CBSH
$8.62B
| $22.4M | 0.02% |
865,341
+4,249
| +0.5% | +$105K |
|
1548
Peoples Bancorp
PEBO
$1.5B
| $22.4M | 0.02% |
845,467
+3,730
| +0.4% | +$94.1K |
|
|
PPO
1549
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
| $22.2M | 0.02% |
465,769
-3,200
| -0.7% | -$131K |
|
1550
Donegal Group Class A
DGICA
$732M
| $22.2M | 0.02% |
1,452,446
+530
| +0% | +$7.86K |
|
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.