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 | |
|---|---|---|---|---|---|---|
2001
Nu Skin
NUS
$251M
| $13.6M | 0.01% |
184,188
+1,627
| +0.9% | +$128K |
|
2002
Stoneridge
SRI
$210M
| $13.6M | 0.01% |
1,270,520
+50,329
| +4% | +$528K |
|
|
TESS
2003
DELISTED
Tessco Technologies Inc
TESS
| $13.6M | 0.01% |
429,064
+8,354
| +2% | +$270K |
|
|
IHC
2004
DELISTED
Independence Holding Company
IHC
| $13.6M | 0.01% |
959,201
-3,927
| -0.4% | -$53.8K |
|
|
FRC
2005
DELISTED
First Republic Bank
FRC
| $13.6M | 0.01% |
246,502
+3,009
| +1% | +$158K |
|
|
RUTH
2006
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $13.5M | 0.01% |
1,096,520
+112,761
| +11% | +$1.39M |
|
2007
Saic
SAIC
$5.08B
| $13.5M | 0.01% |
306,059
+70,849
| +30% | +$2.8M |
|
|
VTLE
2008
DELISTED
Vital Energy
VTLE
| $13.5M | 0.01% |
21,721
+1,837
| +9% | +$1.04M |
|
|
ITC
2009
DELISTED
ITC HOLDINGS CORP
ITC
| $13.4M | 0.01% |
368,718
-1,452
| -0.4% | -$53.6K |
|
2010
Argan
AGX
$8.31B
| $13.4M | 0.01% |
359,917
+65,200
| +22% | +$1.96M |
|
2011
Covenant Logistics
CVLG
$888M
| $13.4M | 0.01% |
2,079,420
+14,688
| +0.7% | +$78.6K |
|
|
MNTA
2012
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $13.4M | 0.01% |
1,108,099
+57,122
| +5% | +$675K |
|
2013
HCA Healthcare
HCA
$88B
| $13.4M | 0.01% |
237,078
+8,242
| +4% | +$435K |
|
2014
Fossil Group
FOSL
$348M
| $13.4M | 0.01% |
127,767
+1,011
| +0.8% | +$108K |
|
|
BERY
2015
DELISTED
Berry Global Group, Inc.
BERY
| $13.3M | 0.01% |
563,519
+328,911
| +140% | +$7.18M |
|
|
ESC
2016
DELISTED
EMERITUS CORP
ESC
| $13.3M | 0.01% |
421,781
| – | – |
|
|
SIMG
2017
DELISTED
SILICON IMAGE INC
SIMG
| $13.3M | 0.01% |
2,648,519
+194,239
| +8% | +$1.1M |
|
2018
Calix
CALX
$2.35B
| $13.3M | 0.01% |
1,629,848
+106,569
| +7% | +$871K |
|
2019
Mistras Group
MG
$500M
| $13.3M | 0.01% |
543,511
+40,579
| +8% | +$932K |
|
2020
TriCo Bancshares
TCBK
$1.85B
| $13.3M | 0.01% |
575,748
+14,914
| +3% | +$354K |
|
|
VAR
2021
DELISTED
Varian Medical Systems, Inc.
VAR
| $13.3M | 0.01% |
182,728
+24,832
| +16% | +$1.78M |
|
|
GSH
2022
DELISTED
Guangshen Railway Co. Ltd
GSH
| $13.2M | 0.01% |
710,860
+968
| +0.1% | +$18.8K |
|
|
STMP
2023
DELISTED
Stamps.com, Inc.
STMP
| $13.2M | 0.01% |
392,436
+21,277
| +6% | +$693K |
|
2024
FreightCar America
RAIL
$270M
| $13.2M | 0.01% |
526,739
-48,018
| -8% | -$1.21M |
|
|
TBHC
2025
DELISTED
The Brand House Collective
TBHC
| $13.2M | 0.01% |
709,695
+33,984
| +5% | +$598K |
|
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.