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 | |
|---|---|---|---|---|---|---|
1826
AB InBev
BUD
$166B
| $16.7M | 0.01% |
145,041
| – | – |
|
|
PNX
1827
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
| $16.7M | 0.01% |
344,302
-8,771
| -2% | -$403K |
|
|
VIAS
1828
DELISTED
VIASYSTEMS GROUP INC COM STK (DE)
VIAS
| $16.6M | 0.01% |
1,527,485
+514
| +0% | +$5.86K |
|
1829
Urban One Class D
UONEK
$21.8M
| $16.6M | 0.01% |
337,254
-1,476
| -0.4% | -$65.8K |
|
1830
Autodesk
ADSK
$49.6B
| $16.6M | 0.01% |
294,800
+2,426
| +0.8% | +$123K |
|
1831
Western Union
WU
$2.12B
| $16.6M | 0.01% |
956,257
+250,473
| +35% | +$4.05M |
|
|
BBBY
1832
DELISTED
Bed Bath & Beyond Inc
BBBY
| $16.6M | 0.01% |
288,939
+1,724
| +0.6% | +$108K |
|
1833
AptarGroup
ATR
$8.69B
| $16.5M | 0.01% |
246,906
+4,289
| +2% | +$285K |
|
1834
Lifetime Brands
LCUT
$195M
| $16.5M | 0.01% |
1,051,544
+15,368
| +1% | +$253K |
|
|
GAS
1835
DELISTED
AGL Resources Inc
GAS
| $16.5M | 0.01% |
299,524
-533
| -0.2% | -$28K |
|
|
PEI
1836
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $16.5M | 0.01% |
58,369
+2,750
| +5% | +$728K |
|
1837
Twin Disc
TWIN
$341M
| $16.4M | 0.01% |
497,605
+2,114
| +0.4% | +$63.7K |
|
1838
C.H. Robinson
CHRW
$17.6B
| $16.4M | 0.01% |
257,770
+69,499
| +37% | +$4.08M |
|
|
SIRO
1839
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $16.4M | 0.01% |
199,352
-536
| -0.3% | -$40.8K |
|
|
RTEC
1840
DELISTED
Rudolph Technologies Inc
RTEC
| $16.4M | 0.01% |
1,661,657
-3,720
| -0.2% | -$37K |
|
1841
Southside Bancshares
SBSI
$973M
| $16.4M | 0.01% |
640,104
+14,588
| +2% | +$360K |
|
|
EVER
1842
DELISTED
Everbank Financial Corp
EVER
| $16.4M | 0.01% |
813,249
+489,964
| +152% | +$9.44M |
|
1843
Charter Communications
CHTR
$17.5B
| $16.4M | 0.01% |
103,341
+4,864
| +5% | +$671K |
|
|
ASEI
1844
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
| $16.3M | 0.01% |
234,845
+11,308
| +5% | +$758K |
|
|
GST
1845
DELISTED
Gastar Exploration Inc.
GST
| $16.3M | 0.01% |
1,874,902
+677,978
| +57% | +$4.78M |
|
1846
Mercury Systems
MRCY
$6.57B
| $16.3M | 0.01% |
1,439,370
+75,534
| +6% | +$943K |
|
|
BCR
1847
DELISTED
CR Bard Inc.
BCR
| $16.3M | 0.01% |
114,086
-220
| -0.2% | -$31.4K |
|
1848
Jack Henry & Associates
JKHY
$11.1B
| $16.3M | 0.01% |
273,595
+8,899
| +3% | +$508K |
|
|
EGN
1849
DELISTED
Energen
EGN
| $16.2M | 0.01% |
182,813
+1,168
| +0.6% | +$98.3K |
|
|
PKY
1850
DELISTED
Parkway, Inc.
PKY
| $16.2M | 0.01% |
784,807
+28,925
| +4% | +$562K |
|
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.