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 | |
|---|---|---|---|---|---|---|
301
Mohawk Industries
MHK
$9.27B
| $101M | 0.07% |
729,278
-148,070
| -17% | -$20M |
|
|
ARII
302
DELISTED
American Railcar Industries, Inc.
ARII
| $101M | 0.07% |
1,488,478
-39,341
| -3% | -$2.54M |
|
303
Bunge Global
BG
$21B
| $101M | 0.07% |
1,331,261
-3,345
| -0.3% | -$259K |
|
304
Banco Bradesco
BBD
$37.6B
| $100M | 0.07% |
17,625,850
-533,547
| -3% | -$3.12M |
|
305
Methode Electronics
MEI
$578M
| $100M | 0.07% |
2,624,939
-111,869
| -4% | -$3.42M |
|
306
Delek US
DK
$3.54B
| $100M | 0.07% |
3,541,883
+679,109
| +24% | +$20.9M |
|
|
AMSG
307
DELISTED
Amsurg Corp
AMSG
| $99.4M | 0.07% |
2,181,965
+77,482
| +4% | +$3.56M |
|
|
BKS
308
DELISTED
Barnes & Noble
BKS
| $99.1M | 0.07% |
6,636,518
+540,616
| +9% | +$6.52M |
|
|
BGC
309
DELISTED
General Cable Corporation
BGC
| $98.4M | 0.07% |
3,833,112
+145,438
| +4% | +$3.66M |
|
|
ACAS
310
DELISTED
American Capital Ltd
ACAS
| $98.3M | 0.07% |
6,431,301
-326,429
| -5% | -$4.87M |
|
311
Integer Holdings
ITGR
$4.26B
| $97.3M | 0.07% |
2,175,042
+38,269
| +2% | +$1.64M |
|
|
CFN
312
DELISTED
CAREFUSION CORPORATION
CFN
| $97.2M | 0.07% |
2,191,354
-1,098
| -0.1% | -$45.4K |
|
|
ETFC
313
DELISTED
E*Trade Financial Corporation
ETFC
| $97.1M | 0.07% |
4,568,521
-15,257
| -0.3% | -$321K |
|
|
PDCE
314
DELISTED
PDC Energy, Inc.
PDCE
| $96.9M | 0.07% |
1,535,196
-318,582
| -17% | -$20M |
|
|
MAGN
315
Magnera Corp
MAGN
$425M
| $96.8M | 0.07% |
280,663
+7,051
| +3% | +$2.4M |
|
|
BEL
316
DELISTED
Belmond Ltd.
BEL
| $96.6M | 0.07% |
6,646,656
+110,569
| +2% | +$1.47M |
|
|
CRZO
317
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $96.5M | 0.07% |
1,393,357
+84,876
| +6% | +$4.92M |
|
318
Mastercard
MA
$498B
| $96.4M | 0.07% |
1,312,599
+240,901
| +22% | +$17.9M |
|
319
ArcBest
ARCB
$3.02B
| $96.2M | 0.07% |
2,211,866
+26,199
| +1% | +$1.06M |
|
|
SWC
320
DELISTED
Stillwater Mining Co
SWC
| $96M | 0.07% |
5,472,357
+39,291
| +0.7% | +$639K |
|
|
WLL
321
DELISTED
Whiting Petroleum Corporation
WLL
| $95.9M | 0.07% |
3,984
-1,138
| -22% | -$25.2M |
|
322
Federal Realty Investment Trust
FRT
$10.3B
| $95.6M | 0.07% |
790,224
+26,590
| +3% | +$3.14M |
|
323
Mueller Water Products
MWA
$4.22B
| $95.3M | 0.07% |
11,029,765
+276,641
| +3% | +$2.45M |
|
|
KEG
324
DELISTED
KEY ENERGY SERVICES INC
KEG
| $95.2M | 0.07% |
10,420,548
+2,325,118
| +29% | +$21.3M |
|
|
CVA
325
DELISTED
Covanta Holding Corporation
CVA
| $95.1M | 0.07% |
4,613,134
+2,099,720
| +84% | +$39.7M |
|
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.