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 | |
|---|---|---|---|---|---|---|
|
AMWD
1926
DELISTED
American Woodmark
AMWD
| $14.7M | 0.01% |
461,210
+30,453
| +7% | +$929K |
|
1927
CenterPoint Energy
CNP
$27.6B
| $14.7M | 0.01% |
574,783
+2,489
| +0.4% | +$60.3K |
|
1928
Extreme Networks
EXTR
$3.92B
| $14.6M | 0.01% |
3,293,034
+39,821
| +1% | +$188K |
|
1929
CEMIG Preferred Shares
CIG
$6.24B
| $14.6M | 0.01% |
3,580,316
+329,234
| +10% | +$1.25M |
|
|
ISLE
1930
DELISTED
Isle of Capri Casinos Inc
ISLE
| $14.6M | 0.01% |
1,703,019
-5,350
| -0.3% | -$37.7K |
|
1931
Zurn Elkay Water Solutions
ZWS
$8.49B
| $14.6M | 0.01% |
1,073,774
+719,808
| +203% | +$9.57M |
|
1932
Lamar Advertising Co
LAMR
$16B
| $14.6M | 0.01% |
274,544
+41,594
| +18% | +$2.1M |
|
|
PQUE
1933
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
| $14.5M | 0.01% |
1,931,813
+423,997
| +28% | +$3.19M |
|
1934
Telefônica Brasil
VIV
$20.3B
| $14.5M | 0.01% |
708,119
-796
| -0.1% | -$16.4K |
|
1935
Ultrapar
UGP
$6.94B
| $14.5M | 0.01% |
1,228,590
| – | – |
|
|
PSTB
1936
DELISTED
Park Sterling Corp.
PSTB
| $14.4M | 0.01% |
2,192,463
-113,191
| -5% | -$745K |
|
|
LTC
1937
LTC Properties
LTC
$1.99B
| $14.4M | 0.01% |
370,065
+27,792
| +8% | +$1.08M |
|
|
DEL
1938
DELISTED
Deltic Timber
DEL
| $14.4M | 0.01% |
238,880
+15,002
| +7% | +$917K |
|
|
MXWL
1939
DELISTED
Maxwell Technologies Inc
MXWL
| $14.4M | 0.01% |
952,962
+269,393
| +39% | +$4.23M |
|
1940
American Tower
AMT
$80.6B
| $14.4M | 0.01% |
159,911
-678
| -0.4% | -$58.7K |
|
|
FCH
1941
DELISTED
Felcor Lodging Trust
FCH
| $14.4M | 0.01% |
1,367,864
+51,245
| +4% | +$493K |
|
1942
Motorcar Parts of America
MPAA
$257M
| $14.4M | 0.01% |
590,269
-7,839
| -1% | -$200K |
|
|
HK
1943
DELISTED
Halcon Resources Corporation
HK
| $14.4M | 0.01% |
11,435
+3,575
| +45% | +$3.56M |
|
1944
Artivion
AORT
$1.33B
| $14.3M | 0.01% |
1,602,344
+31,794
| +2% | +$292K |
|
1945
NLI Holdings
NL
$289M
| $14.3M | 0.01% |
1,543,230
-21,441
| -1% | -$203K |
|
|
BT
1946
DELISTED
BT Group plc (ADR)
BT
| $14.3M | 0.01% |
435,644
-7,160
| -2% | -$230K |
|
|
AOI
1947
DELISTED
Alliance One International
AOI
| $14.3M | 0.01% |
571,264
+1,937
| +0.3% | +$51K |
|
|
AZPN
1948
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $14.2M | 0.01% |
306,756
+5,734
| +2% | +$266K |
|
1949
First Bancorp
FBP
$4.43B
| $14.2M | 0.01% |
2,612,783
+588,779
| +29% | +$3.1M |
|
1950
WEC Energy
WEC
$35.6B
| $14.2M | 0.01% |
302,590
+2,906
| +1% | +$135K |
|
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.