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 | |
|---|---|---|---|---|---|---|
|
TGNA
401
DELISTED
TEGNA Inc
TGNA
| $80.6M | 0.06% |
4,923,077
+757,923
| +18% | +$11.1M |
|
|
CORE
402
DELISTED
Core Mark Holding Co., Inc.
CORE
| $80.5M | 0.06% |
3,528,752
+70,564
| +2% | +$1.44M |
|
403
Community Health Systems
CYH
$416M
| $80.4M | 0.06% |
2,144,461
-93,289
| -4% | -$3.1M |
|
|
FMBI
404
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $80.3M | 0.06% |
4,712,754
+227,028
| +5% | +$3.75M |
|
|
MDC
405
DELISTED
M.D.C. Holdings, Inc.
MDC
| $80.2M | 0.06% |
3,677,055
+1,056,646
| +40% | +$21.7M |
|
|
MGLN
406
DELISTED
Magellan Health Services, Inc.
MGLN
| $80.2M | 0.06% |
1,287,954
+174,713
| +16% | +$10.3M |
|
407
Alaska Air
ALK
$5.66B
| $80.2M | 0.06% |
1,686,690
+229,456
| +16% | +$10.9M |
|
408
Toyota
TM
$222B
| $79.9M | 0.06% |
667,412
-715
| -0.1% | -$79.6K |
|
409
Marvell Technology
MRVL
$189B
| $79.8M | 0.06% |
5,565,918
-322,046
| -5% | -$4.96M |
|
|
NAVG
410
DELISTED
Navigators Group Inc
NAVG
| $79.6M | 0.06% |
2,375,556
+28,188
| +1% | +$865K |
|
411
E.W. Scripps
SSP
$270M
| $79.4M | 0.06% |
4,228,049
+57,349
| +1% | +$947K |
|
412
Tidewater
TDW
$4.06B
| $79M | 0.05% |
43,615
+4,045
| +10% | +$6.71M |
|
413
International Bancshares
IBOC
$4.67B
| $78.7M | 0.05% |
2,915,115
+54,850
| +2% | +$1.34M |
|
414
America Movil
AMX
$71.8B
| $78.5M | 0.05% |
3,782,251
+283,598
| +8% | +$5.68M |
|
|
SUSS
415
DELISTED
SUSSER HOLDINGS CORPORATION COMMON STOCK
SUSS
| $78.5M | 0.05% |
971,981
+43,082
| +5% | +$3.19M |
|
|
FITB
416
Fifth Third Bancorp
FITB
$51.7B
| $78.4M | 0.05% |
3,674,044
+327,012
| +10% | +$6.92M |
|
|
IDTI
417
DELISTED
Integrated Device Technology I
IDTI
| $78.4M | 0.05% |
5,072,005
-63,212
| -1% | -$813K |
|
|
AGN
418
DELISTED
Allergan plc
AGN
| $77.8M | 0.05% |
348,876
+1,337
| +0.4% | +$277K |
|
|
CNW
419
DELISTED
CON-WAY INC.
CNW
| $77.8M | 0.05% |
1,543,485
+432,926
| +39% | +$19.4M |
|
|
CADE
420
DELISTED
Cadence Bank
CADE
| $77.8M | 0.05% |
3,165,612
-115,683
| -4% | -$2.75M |
|
|
KRFT
421
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $77.4M | 0.05% |
1,290,801
+72,129
| +6% | +$4.17M |
|
422
Grupo Aeroportuario del Sureste
ASR
$8.33B
| $77.2M | 0.05% |
607,623
+1,213
| +0.2% | +$154K |
|
423
Steel Dynamics
STLD
$37.5B
| $77M | 0.05% |
4,287,455
-27,348
| -0.6% | -$492K |
|
|
URS
424
DELISTED
URS CORP
URS
| $76.9M | 0.05% |
1,676,270
-17,318
| -1% | -$800K |
|
|
COHR
425
DELISTED
Coherent Inc
COHR
| $76.8M | 0.05% |
1,160,642
+29,230
| +3% | +$1.81M |
|
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.