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 | |
|---|---|---|---|---|---|---|
1351
Sempra
SRE
$55.3B
| $26.2M | 0.02% |
501,394
+4,244
| +0.9% | +$211K |
|
|
EGL
1352
DELISTED
Engility Holdings, Inc.
EGL
| $26.2M | 0.02% |
685,672
+122,358
| +22% | +$5.07M |
|
|
EQC
1353
DELISTED
Equity Commonwealth
EQC
| $26.2M | 0.02% |
996,122
| – | – |
|
|
EPIQ
1354
DELISTED
EPIQ SYSTEMS INC
EPIQ
| $26.1M | 0.02% |
1,860,803
+26,817
| +1% | +$351K |
|
1355
Central Garden & Pet Co Class A
CENTA
$2.41B
| $26.1M | 0.02% |
3,547,553
+60,679
| +2% | +$406K |
|
1356
CoStar Group
CSGP
$12.2B
| $26.1M | 0.02% |
1,649,740
-259,020
| -14% | -$4.2M |
|
|
VG
1357
DELISTED
Vonage Holdings Corporation
VG
| $26.1M | 0.02% |
6,957,344
+974,424
| +16% | +$3.68M |
|
1358
Motorola Solutions
MSI
$72.7B
| $26.1M | 0.02% |
391,579
+31,414
| +9% | +$2.07M |
|
1359
CBIZ
CBZ
$2.97B
| $26.1M | 0.02% |
2,886,640
+162,591
| +6% | +$1.42M |
|
|
JWN
1360
DELISTED
Nordstrom
JWN
| $26.1M | 0.02% |
383,658
+121,237
| +46% | +$7.86M |
|
|
CLC
1361
DELISTED
Clarcor
CLC
| $26M | 0.02% |
421,073
+112,201
| +36% | +$6.48M |
|
1362
Jones Lang LaSalle
JLL
$17.2B
| $26M | 0.02% |
205,746
-310
| -0.2% | -$37.4K |
|
1363
PACCAR
PCAR
$70.2B
| $26M | 0.02% |
620,380
+26,500
| +4% | +$1.13M |
|
1364
DXP Enterprises
DXPE
$2.61B
| $25.9M | 0.02% |
343,274
+2,716
| +0.8% | +$235K |
|
1365
Acadia Healthcare
ACHC
$3B
| $25.9M | 0.02% |
569,598
+146,615
| +35% | +$6.44M |
|
1366
DNOW Inc
DNOW
$2.6B
| $25.9M | 0.02% |
+715,454
| New | +$24.6M |
|
|
TTM
1367
DELISTED
Tata Motors Limited
TTM
| $25.9M | 0.02% |
663,498
+53,956
| +9% | +$2.07M |
|
|
AE
1368
DELISTED
Adams Resources & Energy Inc
AE
| $25.9M | 0.02% |
331,295
+5,521
| +2% | +$375K |
|
|
CAMP
1369
DELISTED
CalAmp Corp.
CAMP
| $25.9M | 0.02% |
51,897
-6,481
| -11% | -$3.04M |
|
|
UCB
1370
United Community Banks
UCB
$4.32B
| $25.9M | 0.02% |
1,579,142
+125,899
| +9% | +$2.11M |
|
1371
Avery Dennison
AVY
$13.4B
| $25.8M | 0.02% |
503,753
+55,403
| +12% | +$2.75M |
|
1372
InterDigital
IDCC
$8.53B
| $25.8M | 0.02% |
540,110
+212,338
| +65% | +$8.21M |
|
|
CATM
1373
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $25.8M | 0.02% |
757,007
+95,079
| +14% | +$3.18M |
|
1374
Scotiabank
BNS
$108B
| $25.7M | 0.02% |
412,092
+8,940
| +2% | +$517K |
|
1375
Foster
FSTR
$438M
| $25.7M | 0.02% |
474,617
+3,822
| +0.8% | +$190K |
|
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.