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 | |
|---|---|---|---|---|---|---|
2126
Hyatt Hotels
H
$16.2B
| $11.3M | 0.01% |
185,728
+958
| +0.5% | +$55.3K |
|
|
IRC
2127
DELISTED
INLAND REAL ESTATE CORP
IRC
| $11.3M | 0.01% |
1,064,789
+5,230
| +0.5% | +$55K |
|
|
GXP
2128
DELISTED
Great Plains Energy Incorporated
GXP
| $11.3M | 0.01% |
421,144
+37,475
| +10% | +$979K |
|
2129
Stock Yards Bancorp
SYBT
$2.62B
| $11.3M | 0.01% |
567,477
+15,760
| +3% | +$307K |
|
|
ENTR
2130
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
| $11.3M | 0.01% |
3,394,498
+130,245
| +4% | +$458K |
|
|
OB
2131
DELISTED
Onebeacon Insurance Group Ltd
OB
| $11.3M | 0.01% |
725,386
+18,398
| +3% | +$283K |
|
2132
Unitil
UTL
$963M
| $11.2M | 0.01% |
332,303
+31,856
| +11% | +$1.06M |
|
2133
Central Pacific Financial
CPF
$1.02B
| $11.2M | 0.01% |
565,496
+89,268
| +19% | +$1.72M |
|
|
VIVO
2134
DELISTED
Meridian Bioscience Inc
VIVO
| $11.2M | 0.01% |
543,610
+96,208
| +22% | +$1.98M |
|
2135
US Physical Therapy
USPH
$1.18B
| $11.2M | 0.01% |
327,786
+4,329
| +1% | +$140K |
|
2136
Cass Information Systems
CASS
$722M
| $11.2M | 0.01% |
298,680
+14,254
| +5% | +$547K |
|
|
PGTI
2137
DELISTED
PGT, Inc.
PGTI
| $11.2M | 0.01% |
1,321,870
+107,024
| +9% | +$998K |
|
2138
Hasbro
HAS
$12.9B
| $11.2M | 0.01% |
210,643
+12,201
| +6% | +$659K |
|
|
TE
2139
DELISTED
TECO ENERGY INC
TE
| $11.1M | 0.01% |
603,236
+42,216
| +8% | +$742K |
|
2140
Copart
CPRT
$27.2B
| $11.1M | 0.01% |
2,476,000
+79,040
| +3% | +$356K |
|
2141
Liberty Global Class A
LBTYA
$3.71B
| $11.1M | 0.01% |
304,970
+2,252
| +0.7% | +$78.9K |
|
2142
National Presto Industries
NPK
$967M
| $11.1M | 0.01% |
152,642
+876
| +0.6% | +$62.9K |
|
|
GFIG
2143
DELISTED
GFI GROUP INC
GFIG
| $11.1M | 0.01% |
3,343,964
+85,620
| +3% | +$297K |
|
2144
Distribution Solutions Group
DSGR
$1.6B
| $11.1M | 0.01% |
1,360,178
+7,486
| +0.6% | +$60.5K |
|
2145
Ceco Environmental
CECO
$3.99B
| $11.1M | 0.01% |
710,084
+17,897
| +3% | +$274K |
|
2146
VSE Corp
VSEC
$5.81B
| $11.1M | 0.01% |
314,714
+18,176
| +6% | +$564K |
|
2147
ASE Group
ASX
$80.7B
| $11M | 0.01% |
1,699,710
-18,922
| -1% | -$114K |
|
2148
Cboe Global Markets
CBOE
$31.2B
| $11M | 0.01% |
224,248
+101,334
| +82% | +$5.14M |
|
|
PENX
2149
DELISTED
PENFORD CORP
PENX
| $11M | 0.01% |
859,266
-214
| -0% | -$2.6K |
|
2150
FRP Holdings
FRPH
$432M
| $11M | 0.01% |
627,624
+5,202
| +0.8% | +$89.1K |
|
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.