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 | |
|---|---|---|---|---|---|---|
|
BDBD
651
DELISTED
BOULDER BRANDS INC
BDBD
| $53.5M | 0.04% |
3,773,592
+8,074
| +0.2% | +$121K |
|
|
MSCC
652
DELISTED
Microsemi Corp
MSCC
| $53.5M | 0.04% |
1,999,199
+120,804
| +6% | +$3.01M |
|
|
HERO
653
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
| $53.3M | 0.04% |
13,265,543
+178,301
| +1% | +$796K |
|
654
REX American Resources
REX
$1.43B
| $53.3M | 0.04% |
4,364,082
-436,914
| -9% | -$4.8M |
|
|
GTI
655
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
| $53.3M | 0.04% |
5,093,474
+1,202,216
| +31% | +$12.9M |
|
|
AYR
656
DELISTED
Aircastle Ltd
AYR
| $53.3M | 0.04% |
2,997,741
-69,184
| -2% | -$1.22M |
|
|
CALY
657
Callaway Golf Company
CALY
$3.1B
| $53.2M | 0.04% |
6,394,043
+319,639
| +5% | +$2.75M |
|
658
Skywest
SKYW
$4.4B
| $53.2M | 0.04% |
4,352,726
+86,602
| +2% | +$1.05M |
|
|
UAM
659
DELISTED
Universal American Corp
UAM
| $53.2M | 0.04% |
6,381,487
+121,026
| +2% | +$918K |
|
660
Vail Resorts
MTN
$5.23B
| $53.1M | 0.04% |
688,336
+25,784
| +4% | +$1.81M |
|
661
Entegris
ENTG
$21.8B
| $52.9M | 0.04% |
3,850,701
+209,904
| +6% | +$2.49M |
|
|
TCF
662
DELISTED
TCF Financial Corporation Common Stock
TCF
| $52.9M | 0.04% |
1,882,708
+34,958
| +2% | +$1.02M |
|
|
MDP
663
DELISTED
Meredith Corporation
MDP
| $52.9M | 0.04% |
1,093,181
+160,299
| +17% | +$7.29M |
|
664
ManpowerGroup
MAN
$2.57B
| $52.8M | 0.04% |
622,384
-44,357
| -7% | -$3.61M |
|
|
AGN
665
DELISTED
Allergan Inc
AGN
| $52.8M | 0.04% |
311,653
+3,181
| +1% | +$495K |
|
|
CIR
666
DELISTED
CIRCOR International, Inc
CIR
| $52.7M | 0.04% |
682,797
+28,171
| +4% | +$2.18M |
|
|
TRK
667
DELISTED
Speedway Motorsports, Inc.
TRK
| $52.6M | 0.04% |
2,884,628
+11,216
| +0.4% | +$203K |
|
|
VIAB
668
DELISTED
Viacom Inc. Class B
VIAB
| $52.6M | 0.04% |
606,143
+41,088
| +7% | +$3.49M |
|
|
CSH
669
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $52.5M | 0.04% |
2,606,446
+696,501
| +36% | +$14M |
|
670
Enerpac Tool Group
EPAC
$1.92B
| $52.5M | 0.04% |
1,519,598
+105,719
| +7% | +$3.67M |
|
671
Renasant Corp
RNST
$3.96B
| $52.5M | 0.04% |
1,806,967
-44,561
| -2% | -$1.25M |
|
672
Eastman Chemical
EMN
$8.4B
| $52.5M | 0.04% |
601,224
+153,260
| +34% | +$13.3M |
|
|
CIVI
673
DELISTED
Civitas Resources
CIVI
| $52.4M | 0.04% |
8,218
+1,023
| +14% | +$5.79M |
|
674
Dine Brands
DIN
$450M
| $52.4M | 0.04% |
658,740
+28,656
| +5% | +$2.26M |
|
|
CWEI
675
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $52.3M | 0.04% |
381,000
+28,239
| +8% | +$3.62M |
|
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.