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 | |
|---|---|---|---|---|---|---|
|
LVLT
1751
DELISTED
Level 3 Communications Inc
LVLT
| $17.9M | 0.01% |
408,441
+40,198
| +11% | +$1.69M |
|
|
RNWK
1752
DELISTED
RealNetworks Inc
RNWK
| $17.9M | 0.01% |
2,350,048
+3,140
| +0.1% | +$23.7K |
|
|
MRLN
1753
DELISTED
Marlin Business Services Corp
MRLN
| $17.9M | 0.01% |
985,633
-25,885
| -3% | -$503K |
|
1754
AMN Healthcare
AMN
$1.29B
| $17.9M | 0.01% |
1,453,635
+77,355
| +6% | +$925K |
|
1755
Saga Communications
SGA
$58.9M
| $17.9M | 0.01% |
418,300
-1,854
| -0.4% | -$81K |
|
1756
LPL Financial
LPLA
$27.9B
| $17.8M | 0.01% |
358,722
+22,085
| +7% | +$1.07M |
|
1757
Chesapeake Utilities
CPK
$3.19B
| $17.8M | 0.01% |
374,622
-15,336
| -4% | -$665K |
|
|
PAMT
1758
PAMT Corp
PAMT
$368M
| $17.8M | 0.01% |
2,548,532
+3,952
| +0.2% | +$23.9K |
|
|
MNK
1759
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $17.8M | 0.01% |
222,439
+49,882
| +29% | +$3.61M |
|
1760
Tompkins Financial
TMP
$1.46B
| $17.8M | 0.01% |
369,310
+17,586
| +5% | +$833K |
|
|
KATE
1761
DELISTED
Kate Spade & Company
KATE
| $17.8M | 0.01% |
466,401
-66,576
| -12% | -$2.38M |
|
|
SNI
1762
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $17.8M | 0.01% |
219,222
+54,282
| +33% | +$4.15M |
|
1763
XPO
XPO
$23.8B
| $17.8M | 0.01% |
1,794,859
+350,411
| +24% | +$3.2M |
|
1764
Cinemark Holdings
CNK
$4.41B
| $17.7M | 0.01% |
501,840
-12,134
| -2% | -$371K |
|
|
MXIM
1765
DELISTED
Maxim Integrated Products
MXIM
| $17.7M | 0.01% |
523,183
+3,831
| +0.7% | +$128K |
|
|
CERN
1766
DELISTED
Cerner Corp
CERN
| $17.7M | 0.01% |
342,687
-2,475
| -0.7% | -$130K |
|
1767
Brookdale Senior Living
BKD
$3.4B
| $17.7M | 0.01% |
529,399
+36,821
| +7% | +$1.2M |
|
1768
Church & Dwight Co
CHD
$24.4B
| $17.6M | 0.01% |
504,516
+1,570
| +0.3% | +$54K |
|
|
GOV
1769
DELISTED
Government Properties Income Trust
GOV
| $17.6M | 0.01% |
694,432
+32,881
| +5% | +$834K |
|
1770
Greif
GEF
$5.08B
| $17.6M | 0.01% |
323,005
+61,479
| +24% | +$3.31M |
|
1771
Park Aerospace
PKE
$808M
| $17.6M | 0.01% |
624,574
+13,115
| +2% | +$358K |
|
|
CVD
1772
DELISTED
COVANCE INC.
CVD
| $17.6M | 0.01% |
205,841
+1,768
| +0.9% | +$158K |
|
|
NVO
1773
Novo Nordisk
NVO
$196B
| $17.6M | 0.01% |
761,852
+83,642
| +12% | +$1.85M |
|
1774
The Bancorp
TBBK
$3B
| $17.6M | 0.01% |
1,475,910
-27,474
| -2% | -$428K |
|
1775
Newell Brands
NWL
$2.61B
| $17.5M | 0.01% |
565,398
+36,294
| +7% | +$1.09M |
|
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.