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 | |
|---|---|---|---|---|---|---|
1251
Stepan Co
SCL
$1.46B
| $28.9M | 0.02% |
545,953
+37,120
| +7% | +$2.08M |
|
1252
Agilent Technologies
A
$39.9B
| $28.8M | 0.02% |
701,563
-4,252
| -0.6% | -$171K |
|
1253
Enovis
ENOV
$1.74B
| $28.8M | 0.02% |
224,642
+869
| +0.4% | +$109K |
|
1254
Jabil
JBL
$35.5B
| $28.8M | 0.02% |
1,378,798
+156,264
| +13% | +$2.9M |
|
1255
Ericsson
ERIC
$33B
| $28.8M | 0.02% |
2,382,503
-116,911
| -5% | -$1.46M |
|
1256
CNX Resources
CNX
$5.11B
| $28.8M | 0.02% |
749,315
+30,192
| +4% | +$1.11M |
|
1257
Jazz Pharmaceuticals
JAZZ
$16.4B
| $28.7M | 0.02% |
195,567
-1,079
| -0.5% | -$150K |
|
|
CUK
1258
DELISTED
Carnival PLC
CUK
| $28.7M | 0.02% |
756,098
-28,355
| -4% | -$1.12M |
|
|
CBM
1259
DELISTED
Cambrex Corporation
CBM
| $28.7M | 0.02% |
1,385,844
+82,223
| +6% | +$1.67M |
|
1260
FormFactor
FORM
$8.92B
| $28.7M | 0.02% |
3,443,930
-139,722
| -4% | -$928K |
|
|
AD
1261
Array Digital Infrastructure
AD
$3.04B
| $28.6M | 0.02% |
701,566
-8,090
| -1% | -$332K |
|
|
TYPE
1262
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $28.6M | 0.02% |
1,015,437
+80,808
| +9% | +$2.19M |
|
1263
LSB Industries
LXU
$698M
| $28.6M | 0.02% |
891,647
+89,019
| +11% | +$2.65M |
|
1264
Autoliv
ALV
$9.02B
| $28.6M | 0.02% |
372,203
-664
| -0.2% | -$49.6K |
|
|
ELNK
1265
DELISTED
EarthLink Holdings Corp.
ELNK
| $28.5M | 0.02% |
7,650,139
+95,114
| +1% | +$336K |
|
1266
TTM Technologies
TTMI
$13.6B
| $28.4M | 0.02% |
3,469,508
+201,072
| +6% | +$1.58M |
|
1267
KLA
KLAC
$252B
| $28.4M | 0.02% |
3,917,230
+4,390
| +0.1% | +$29.1K |
|
|
SJI
1268
DELISTED
South Jersey Industries, Inc.
SJI
| $28.4M | 0.02% |
941,568
+95,204
| +11% | +$2.71M |
|
1269
COPT Defense Properties
CDP
$4.24B
| $28.4M | 0.02% |
1,020,292
+22,399
| +2% | +$614K |
|
1270
Brinker International
EAT
$9.69B
| $28.4M | 0.02% |
582,822
+21,877
| +4% | +$1.1M |
|
|
PTRY
1271
DELISTED
PANTRY INC (THE)
PTRY
| $28.4M | 0.02% |
1,750,146
+73,356
| +4% | +$1.14M |
|
1272
Prosperity Bancshares
PB
$8.94B
| $28.3M | 0.02% |
452,608
+58,966
| +15% | +$3.57M |
|
1273
Dollar General
DG
$28B
| $28.3M | 0.02% |
493,825
+160,968
| +48% | +$9.2M |
|
|
ISSI
1274
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
| $28.3M | 0.02% |
1,912,965
+109,326
| +6% | +$1.57M |
|
1275
California Water Service
CWT
$3.08B
| $28.1M | 0.02% |
1,162,563
+113,563
| +11% | +$2.56M |
|
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.