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 | |
|---|---|---|---|---|---|---|
|
UIL
1201
DELISTED
UIL HOLDINGS
UIL
| $30M | 0.02% |
775,373
+86,416
| +13% | +$3.17M |
|
1202
Generac Holdings
GNRC
$12.8B
| $30M | 0.02% |
614,618
+4,142
| +0.7% | +$218K |
|
|
SCS
1203
DELISTED
Steelcase
SCS
| $29.9M | 0.02% |
1,978,873
+47,914
| +2% | +$789K |
|
|
WG
1204
DELISTED
Willbros Group
WG
| $29.9M | 0.02% |
2,424,460
+138,950
| +6% | +$1.66M |
|
1205
Natural Gas Services Group
NGS
$472M
| $29.9M | 0.02% |
904,421
+10,634
| +1% | +$330K |
|
1206
Liberty Global Class C
LBTYK
$3.51B
| $29.9M | 0.02% |
873,114
+47,660
| +6% | +$1.58M |
|
1207
ICU Medical
ICUI
$4.16B
| $29.9M | 0.02% |
491,330
+59,004
| +14% | +$3.48M |
|
|
MHFI
1208
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $29.9M | 0.02% |
359,850
+69,525
| +24% | +$5.48M |
|
1209
Wolfspeed
WOLF
$1.31B
| $29.9M | 0.02% |
597,827
-50,419
| -8% | -$2.51M |
|
|
MIG
1210
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
| $29.9M | 0.02% |
4,152,126
+33,835
| +0.8% | +$213K |
|
|
RAI
1211
DELISTED
Reynolds American Inc
RAI
| $29.8M | 0.02% |
987,326
+127,312
| +15% | +$3.65M |
|
1212
CorVel
CRVL
$3.19B
| $29.8M | 0.02% |
1,977,975
+19,518
| +1% | +$304K |
|
1213
Progress Software
PRGS
$1.73B
| $29.8M | 0.02% |
1,238,823
+94,471
| +8% | +$2.06M |
|
|
GES
1214
DELISTED
Guess Inc
GES
| $29.8M | 0.02% |
1,102,760
+122,476
| +12% | +$3.32M |
|
|
RRTS
1215
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $29.8M | 0.02% |
42,373
+6,547
| +18% | +$4.26M |
|
|
ECOL
1216
DELISTED
US Ecology, Inc.
ECOL
| $29.8M | 0.02% |
608,013
+70,737
| +13% | +$3.25M |
|
1217
Cognizant
CTSH
$25.1B
| $29.7M | 0.02% |
607,296
+2,359
| +0.4% | +$115K |
|
|
WIBC
1218
DELISTED
WILSHIRE BANCORP INC
WIBC
| $29.7M | 0.02% |
2,892,415
+85,227
| +3% | +$882K |
|
1219
Adtran
ADTN
$641M
| $29.7M | 0.02% |
1,315,201
+406,925
| +45% | +$9.21M |
|
|
MTSC
1220
DELISTED
MTS Systems Corp
MTSC
| $29.6M | 0.02% |
437,282
+31,540
| +8% | +$2.1M |
|
1221
Wabash National
WNC
$518M
| $29.6M | 0.02% |
2,079,161
+361,506
| +21% | +$4.96M |
|
1222
ArcelorMittal
MT
$56.8B
| $29.6M | 0.02% |
867,078
+43,020
| +5% | +$1.55M |
|
1223
CRH
CRH
$66.5B
| $29.6M | 0.02% |
1,143,603
+27,827
| +2% | +$787K |
|
1224
TTEC Holdings
TTEC
$128M
| $29.5M | 0.02% |
1,017,753
+60,395
| +6% | +$1.56M |
|
1225
Lloyds Banking Group
LYG
$90.7B
| $29.5M | 0.02% |
5,730,333
-147,398
| -3% | -$765K |
|
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.