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 | |
|---|---|---|---|---|---|---|
2226
Knowles
KN
$3.21B
| $9.97M | 0.01% |
324,245
+125,757
| +63% | +$3.8M |
|
|
UCFC
2227
DELISTED
United Community Financial Corp
UCFC
| $9.92M | 0.01% |
2,402,101
+58,237
| +2% | +$216K |
|
|
CTCM
2228
DELISTED
CTC MEDIA INC COM STK
CTCM
| $9.91M | 0.01% |
900,381
-1,042,316
| -54% | -$10.2M |
|
|
ANSS
2229
DELISTED
Ansys
ANSS
| $9.91M | 0.01% |
130,700
-2,167
| -2% | -$163K |
|
2230
Crown Holdings
CCK
$13B
| $9.89M | 0.01% |
198,738
+34,164
| +21% | +$1.64M |
|
2231
Northrim BanCorp
NRIM
$602M
| $9.89M | 0.01% |
1,546,844
+11,368
| +0.7% | +$70K |
|
|
SP
2232
DELISTED
SP Plus Corporation
SP
| $9.86M | 0.01% |
460,850
+30,561
| +7% | +$712K |
|
2233
Turkcell
TKC
$4.82B
| $9.86M | 0.01% |
631,665
-5,276
| -0.8% | -$78K |
|
2234
ScottsMiracle-Gro
SMG
$3.88B
| $9.85M | 0.01% |
173,269
+22,590
| +15% | +$1.35M |
|
|
KCG
2235
DELISTED
KCG Holdings, Inc.
KCG
| $9.84M | 0.01% |
828,062
+368,822
| +80% | +$4.12M |
|
2236
Silgan Holdings
SLGN
$4.29B
| $9.84M | 0.01% |
387,132
+82,372
| +27% | +$2.04M |
|
2237
Sally Beauty Holdings
SBH
$1.58B
| $9.84M | 0.01% |
392,137
+35,036
| +10% | +$904K |
|
2238
Beazer Homes USA
BZH
$894M
| $9.82M | 0.01% |
468,188
-76,184
| -14% | -$1.48M |
|
|
SMI
2239
DELISTED
Semiconductor Manufacturing Intl
SMI
| $9.79M | 0.01% |
2,319,624
+13,049
| +0.6% | +$52.8K |
|
2240
Banco de Chile
BCH
$20.7B
| $9.78M | 0.01% |
411,006
+12,762
| +3% | +$300K |
|
2241
Designer Brands
DBI
$323M
| $9.78M | 0.01% |
350,016
-823
| -0.2% | -$25.9K |
|
|
BAGL
2242
DELISTED
EINSTEIN NOAH RESTAURANT GROUP, INC CMN STK (DELAWARE)
BAGL
| $9.76M | 0.01% |
607,930
+281,651
| +86% | +$4.37M |
|
|
ARC
2243
DELISTED
ARC Document Solutions, Inc.
ARC
| $9.75M | 0.01% |
1,663,941
+76,506
| +5% | +$484K |
|
2244
AMC Global Media
AMCX
$477M
| $9.75M | 0.01% |
158,548
+11,640
| +8% | +$745K |
|
2245
West Bancorporation
WTBA
$485M
| $9.73M | 0.01% |
639,038
-1,370
| -0.2% | -$20.1K |
|
2246
Capital City Bank Group
CCBG
$891M
| $9.7M | 0.01% |
667,222
-1,935
| -0.3% | -$26.3K |
|
|
ARMH
2247
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $9.63M | 0.01% |
212,966
+8,743
| +4% | +$406K |
|
|
SCG
2248
DELISTED
Scana
SCG
| $9.63M | 0.01% |
179,059
+10,044
| +6% | +$522K |
|
2249
Lennar Class B
LEN.B
$19.9B
| $9.63M | 0.01% |
290,750
+1,635
| +0.6% | +$51K |
|
2250
Forum Energy Technologies
FET
$784M
| $9.62M | 0.01% |
13,197
+4,575
| +53% | +$2.98M |
|
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.