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 | |
|---|---|---|---|---|---|---|
|
NUAN
1801
DELISTED
Nuance Communications, Inc.
NUAN
| $17.1M | 0.01% |
1,052,831
+177,456
| +20% | +$2.57M |
|
1802
Broadridge
BR
$19.6B
| $17.1M | 0.01% |
410,216
+50,879
| +14% | +$1.99M |
|
1803
Synopsys
SNPS
$76.9B
| $17.1M | 0.01% |
439,201
+18,343
| +4% | +$700K |
|
1804
Oceaneering
OII
$5.02B
| $17M | 0.01% |
218,114
+28,874
| +15% | +$2.12M |
|
|
VOXX
1805
DELISTED
VOXX International Corporation Class A
VOXX
| $17M | 0.01% |
1,809,480
+8,254
| +0.5% | +$86.2K |
|
1806
Xylem
XYL
$28.3B
| $17M | 0.01% |
435,379
+688
| +0.2% | +$25.7K |
|
1807
Magnachip Semiconductor
MX
$134M
| $17M | 0.01% |
1,205,496
+31,131
| +3% | +$419K |
|
|
ACAT
1808
DELISTED
Arctic Cat Inc
ACAT
| $17M | 0.01% |
431,163
+23,940
| +6% | +$950K |
|
1809
NiSource
NI
$21.3B
| $17M | 0.01% |
1,098,325
+10,742
| +1% | +$155K |
|
|
AJRD
1810
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $16.9M | 0.01% |
886,085
-3,099
| -0.3% | -$56.5K |
|
1811
CBRE Group
CBRE
$43.5B
| $16.9M | 0.01% |
527,780
+92,358
| +21% | +$2.67M |
|
1812
Shenandoah Telecom
SHEN
$718M
| $16.9M | 0.01% |
1,109,502
+87,876
| +9% | +$1.25M |
|
1813
PDF Solutions
PDFS
$2.15B
| $16.9M | 0.01% |
795,472
-56,192
| -7% | -$1.07M |
|
|
QCOR
1814
DELISTED
QUESTCOR PHARMA INC
QCOR
| $16.9M | 0.01% |
182,267
-1,353
| -0.7% | -$116K |
|
|
MGAM
1815
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
| $16.8M | 0.01% |
568,403
-13,054
| -2% | -$372K |
|
1816
Medallion Financial
MFIN
$248M
| $16.8M | 0.01% |
1,351,990
+49,885
| +4% | +$655K |
|
|
HTO
1817
H2O America
HTO
$2.58B
| $16.8M | 0.01% |
619,347
-375
| -0.1% | -$10.3K |
|
|
AVG
1818
DELISTED
AVG Technologies N.V.
AVG
| $16.8M | 0.01% |
836,823
+386,257
| +86% | +$7.61M |
|
1819
Goodyear
GT
$2.06B
| $16.8M | 0.01% |
606,192
+12,921
| +2% | +$337K |
|
|
SIAL
1820
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $16.8M | 0.01% |
165,076
-2,528
| -2% | -$245K |
|
|
CTXS
1821
DELISTED
Citrix Systems Inc
CTXS
| $16.7M | 0.01% |
335,496
+62,009
| +23% | +$2.98M |
|
1822
ITT
ITT
$18.3B
| $16.7M | 0.01% |
347,403
-205,091
| -37% | -$9.12M |
|
|
ESIO
1823
DELISTED
Electro Scientific Industries
ESIO
| $16.7M | 0.01% |
2,451,773
-2,769
| -0.1% | -$22.1K |
|
|
PSEM
1824
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
| $16.7M | 0.01% |
1,846,964
+11,315
| +0.6% | +$94.9K |
|
|
GLOG
1825
DELISTED
GASLOG LTD
GLOG
| $16.7M | 0.01% |
523,127
+491,037
| +1,530% | +$12.9M |
|
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.