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 | |
|---|---|---|---|---|---|---|
1576
Omnicom Group
OMC
$22.4B
| $21.8M | 0.02% |
305,787
+15,012
| +5% | +$1.05M |
|
1577
Tesla
TSLA
$1.29T
| $21.7M | 0.02% |
1,357,110
+6,885
| +0.5% | +$96K |
|
1578
Boise Cascade
BCC
$3.04B
| $21.7M | 0.02% |
758,108
+656,268
| +644% | +$17.5M |
|
|
OKSB
1579
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $21.7M | 0.02% |
1,270,859
+12,602
| +1% | +$215K |
|
|
CTCT
1580
DELISTED
CONSTANT CONTACT, INC COM
CTCT
| $21.7M | 0.02% |
675,168
+113,151
| +20% | +$3.15M |
|
1581
Eversource Energy
ES
$27.3B
| $21.6M | 0.02% |
458,090
+5,141
| +1% | +$236K |
|
1582
Community Trust Bancorp
CTBI
$1.44B
| $21.6M | 0.02% |
631,961
+26,695
| +4% | +$924K |
|
|
MASI
1583
DELISTED
Masimo
MASI
| $21.6M | 0.02% |
916,096
+123,023
| +16% | +$3.05M |
|
1584
Dollar Tree
DLTR
$25.1B
| $21.6M | 0.02% |
396,714
+42,192
| +12% | +$2.22M |
|
|
RSTI
1585
DELISTED
Rofin-Sinar Technologies Inc
RSTI
| $21.5M | 0.02% |
895,006
+48,953
| +6% | +$1.14M |
|
1586
Astronics
ATRO
$3.73B
| $21.5M | 0.01% |
834,352
+104,659
| +14% | +$2.72M |
|
|
DFT
1587
DELISTED
DuPont Fabros Technology Inc.
DFT
| $21.5M | 0.01% |
797,651
+28,899
| +4% | +$731K |
|
1588
Ethan Allen Interiors
ETD
$608M
| $21.5M | 0.01% |
869,197
+111,564
| +15% | +$2.73M |
|
|
UTIW
1589
DELISTED
UTI WORLDWIDE INC
UTIW
| $21.5M | 0.01% |
2,078,367
+102,284
| +5% | +$1.01M |
|
|
IIP
1590
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $21.5M | 0.01% |
3,046,803
+69,744
| +2% | +$492K |
|
1591
Martin Marietta Materials
MLM
$33.4B
| $21.4M | 0.01% |
162,188
+10,600
| +7% | +$1.33M |
|
|
CBB
1592
DELISTED
Cincinnati Bell Inc.
CBB
| $21.4M | 0.01% |
1,089,119
+156,838
| +17% | +$2.87M |
|
1593
Kennametal
KMT
$2.75B
| $21.4M | 0.01% |
462,387
+10,854
| +2% | +$502K |
|
|
XXIA
1594
DELISTED
Ixia
XXIA
| $21.4M | 0.01% |
1,871,331
+204,689
| +12% | +$2.5M |
|
1595
Vertex Pharmaceuticals
VRTX
$121B
| $21.4M | 0.01% |
225,775
-523
| -0.2% | -$36.7K |
|
1596
Mattel
MAT
$4.32B
| $21.3M | 0.01% |
547,787
+8,685
| +2% | +$337K |
|
|
FLIR
1597
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $21.3M | 0.01% |
614,564
-3,534
| -0.6% | -$124K |
|
1598
Xcel Energy
XEL
$48.6B
| $21.3M | 0.01% |
661,442
+30,942
| +5% | +$959K |
|
1599
Acco Brands
ACCO
$403M
| $21.3M | 0.01% |
3,323,251
+399,794
| +14% | +$2.45M |
|
|
CSS
1600
DELISTED
CSS Industries, Inc.
CSS
| $21.2M | 0.01% |
802,832
-4,028
| -0.5% | -$102K |
|
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.