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 | |
|---|---|---|---|---|---|---|
1501
Aptiv
APTV
$10.1B
| $23.3M | 0.02% |
338,944
+80,578
| +31% | +$5.47M |
|
|
MCGC
1502
DELISTED
MCG CAP CORP
MCGC
| $23.3M | 0.02% |
5,939,714
-201,533
| -3% | -$709K |
|
|
DST
1503
DELISTED
DST Systems Inc.
DST
| $23.3M | 0.02% |
504,698
+69,146
| +16% | +$3.18M |
|
|
PPL
1504
PPL Corp
PPL
$26.5B
| $23.2M | 0.02% |
701,599
+1,033
| +0.1% | +$32.6K |
|
1505
Patrick Industries
PATK
$2.88B
| $23.2M | 0.02% |
1,679,012
-39,943
| -2% | -$480K |
|
|
PERY
1506
DELISTED
Perry Ellis International Inc
PERY
| $23.2M | 0.02% |
1,328,622
+7,172
| +0.5% | +$113K |
|
1507
Ligand Pharmaceuticals
LGND
$6.03B
| $23.1M | 0.02% |
595,415
+241,203
| +68% | +$9.79M |
|
|
DCOM
1508
DELISTED
Dime Community Bancshares
DCOM
| $23.1M | 0.02% |
1,464,651
+89,249
| +6% | +$1.42M |
|
|
LABL
1509
DELISTED
Multi-Color Corp
LABL
| $23.1M | 0.02% |
577,110
-13,948
| -2% | -$497K |
|
1510
W.P. Carey
WPC
$16.5B
| $23.1M | 0.02% |
366,045
+129,442
| +55% | +$7.89M |
|
1511
Packaging Corp of America
PKG
$22.8B
| $23.1M | 0.02% |
322,809
+1,535
| +0.5% | +$105K |
|
1512
EQT Corp
EQT
$33B
| $23.1M | 0.02% |
396,516
+4,463
| +1% | +$256K |
|
|
EPAY
1513
DELISTED
Bottomline Technologies Inc
EPAY
| $23.1M | 0.02% |
770,605
-1,640
| -0.2% | -$50.4K |
|
1514
Amphenol
APH
$211B
| $23M | 0.02% |
1,913,952
+103,696
| +6% | +$1.24M |
|
|
CUB
1515
DELISTED
Cubic Corporation
CUB
| $23M | 0.02% |
517,823
+52,845
| +11% | +$2.52M |
|
|
ABCO
1516
DELISTED
Advisory Board Co
ABCO
| $23M | 0.02% |
444,395
+14,512
| +3% | +$785K |
|
1517
TechnipFMC
FTI
$27.5B
| $23M | 0.02% |
506,419
+90,826
| +22% | +$3.85M |
|
|
AMTD
1518
DELISTED
TD Ameritrade Holding Corp
AMTD
| $23M | 0.02% |
733,048
+56,644
| +8% | +$1.76M |
|
1519
City Holding Co
CHCO
$2.06B
| $22.9M | 0.02% |
508,642
+30,670
| +6% | +$1.34M |
|
|
CKEC
1520
DELISTED
Carmike Cinemas Inc
CKEC
| $22.9M | 0.02% |
653,191
+12,312
| +2% | +$400K |
|
|
OUTR
1521
DELISTED
OUTERWALL INC
OUTR
| $22.9M | 0.02% |
386,076
+5,402
| +1% | +$365K |
|
1522
Global Indemnity Group
GBLI
$398M
| $22.9M | 0.02% |
880,440
+3,384
| +0.4% | +$89.2K |
|
1523
Wabtec
WAB
$50.5B
| $22.9M | 0.02% |
276,961
-3,756
| -1% | -$289K |
|
|
COL
1524
DELISTED
Rockwell Collins
COL
| $22.9M | 0.02% |
292,431
+100,780
| +53% | +$7.92M |
|
1525
Valmont Industries
VMI
$9.72B
| $22.7M | 0.02% |
149,674
+32,222
| +27% | +$4.96M |
|
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.