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 | |
|---|---|---|---|---|---|---|
|
IMVP
2051
Invesco India ETF
IMVP
$115M
| $12.7M | 0.01% |
586,136
-144,000
| -20% | -$2.9M |
|
2052
DHI Group
DHX
$175M
| $12.7M | 0.01% |
1,662,468
+191,177
| +13% | +$1.36M |
|
|
CBI
2053
DELISTED
Chicago Bridge & Iron Nv
CBI
| $12.6M | 0.01% |
185,418
+48,776
| +36% | +$3.88M |
|
|
HTLF
2054
DELISTED
Heartland Financial USA, Inc.
HTLF
| $12.6M | 0.01% |
511,077
+13,113
| +3% | +$327K |
|
2055
Verisk Analytics
VRSK
$25.1B
| $12.6M | 0.01% |
210,476
+37,162
| +21% | +$2.22M |
|
|
WR
2056
DELISTED
Westar Energy Inc
WR
| $12.6M | 0.01% |
330,174
+23,200
| +8% | +$831K |
|
|
FDO
2057
DELISTED
FAMILY DOLLAR STORES
FDO
| $12.6M | 0.01% |
190,509
+2,191
| +1% | +$132K |
|
2058
Neogen
NEOG
$2.59B
| $12.6M | 0.01% |
830,240
-3,123
| -0.4% | -$46.4K |
|
2059
SEI Investments
SEIC
$12.5B
| $12.6M | 0.01% |
384,366
+14,414
| +4% | +$464K |
|
2060
Flowers Foods
FLO
$1.53B
| $12.6M | 0.01% |
596,983
+13,568
| +2% | +$280K |
|
|
SZMK
2061
DELISTED
SIZMEK INC COM STK (DE)
SZMK
| $12.6M | 0.01% |
1,319,537
-3,693
| -0.3% | -$36.2K |
|
2062
Allison Transmission
ALSN
$9.65B
| $12.5M | 0.01% |
402,390
+51,405
| +15% | +$1.55M |
|
|
GLBR
2063
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
| $12.5M | 0.01% |
83,635
+14,776
| +21% | +$2.12M |
|
2064
Bassett Furniture
BSET
$169M
| $12.5M | 0.01% |
950,638
+1,829
| +0.2% | +$24.7K |
|
2065
BWX Technologies
BWXT
$15.9B
| $12.5M | 0.01% |
537,805
+105,574
| +24% | +$2.5M |
|
|
POWR
2066
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
| $12.5M | 0.01% |
1,280,664
+32,313
| +3% | +$443K |
|
2067
Graco
GGG
$13B
| $12.5M | 0.01% |
478,920
+190,662
| +66% | +$4.71M |
|
2068
Pegasystems
PEGA
$5.16B
| $12.4M | 0.01% |
1,175,386
+182,054
| +18% | +$1.74M |
|
|
LUB
2069
DELISTED
Luby's Inc.
LUB
| $12.4M | 0.01% |
2,107,919
+7,649
| +0.4% | +$41.1K |
|
2070
Corpay
CPAY
$25.2B
| $12.4M | 0.01% |
93,997
-1,316
| -1% | -$161K |
|
|
TOWR
2071
DELISTED
Tower International, Inc.
TOWR
| $12.4M | 0.01% |
336,182
+97,341
| +41% | +$2.94M |
|
2072
Heritage Financial
HFWA
$1.23B
| $12.4M | 0.01% |
769,319
+351,858
| +84% | +$5.72M |
|
|
NUTR
2073
DELISTED
Nutraceutical International Co
NUTR
| $12.4M | 0.01% |
517,890
+12,261
| +2% | +$301K |
|
|
CLMS
2074
DELISTED
Calamos Asset Management, Inc.
CLMS
| $12.4M | 0.01% |
922,603
+24,722
| +3% | +$315K |
|
|
UNTD
2075
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $12.3M | 0.01% |
1,187,495
+75,308
| +7% | +$816K |
|
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.