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 | |
|---|---|---|---|---|---|---|
|
VWTR
1476
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $23.8M | 0.02% |
1,000,143
+28,482
| +3% | +$665K |
|
|
LO
1477
DELISTED
LORILLARD INC COM STK
LO
| $23.8M | 0.02% |
389,616
+799
| +0.2% | +$46.5K |
|
1478
Universal Insurance Holdings
UVE
$1.23B
| $23.8M | 0.02% |
1,831,460
+111,873
| +7% | +$1.47M |
|
1479
Clorox
CLX
$12.7B
| $23.7M | 0.02% |
259,522
+80,185
| +45% | +$7.18M |
|
1480
Ameris Bancorp
ABCB
$6B
| $23.6M | 0.02% |
1,096,864
+33,528
| +3% | +$724K |
|
|
LLTC
1481
DELISTED
Linear Technology Corp
LLTC
| $23.6M | 0.02% |
502,438
+148,659
| +42% | +$6.89M |
|
|
RPAI
1482
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $23.6M | 0.02% |
1,535,061
+304,086
| +25% | +$4.47M |
|
|
ONIT
1483
Onity Group
ONIT
$319M
| $23.6M | 0.02% |
42,397
-93
| -0.2% | -$50.6K |
|
1484
Gorman-Rupp
GRC
$2.26B
| $23.6M | 0.02% |
666,404
+10,104
| +2% | +$327K |
|
1485
Old Dominion Freight Line
ODFL
$45.6B
| $23.6M | 0.02% |
1,110,138
+34,710
| +3% | +$700K |
|
1486
Cintas
CTAS
$81.6B
| $23.5M | 0.02% |
1,482,468
+5,124
| +0.3% | +$77.5K |
|
1487
Northwest Natural Holdings
NWN
$2.06B
| $23.5M | 0.02% |
499,349
+81,448
| +19% | +$3.65M |
|
|
CGI
1488
DELISTED
Celadon Group Inc
CGI
| $23.5M | 0.02% |
1,103,295
+58,640
| +6% | +$1.32M |
|
1489
Boyd Gaming
BYD
$6.16B
| $23.5M | 0.02% |
1,939,116
-65,001
| -3% | -$752K |
|
1490
Honda
HMC
$39.1B
| $23.5M | 0.02% |
671,471
-300
| -0% | -$10.3K |
|
1491
NACCO Industries
NC
$363M
| $23.5M | 0.02% |
2,030,613
+8,378
| +0.4% | +$101K |
|
|
RPXC
1492
DELISTED
RPX Corporation
RPXC
| $23.5M | 0.02% |
1,322,077
+201,458
| +18% | +$3.35M |
|
1493
MYR Group
MYRG
$5.26B
| $23.5M | 0.02% |
926,353
+45,983
| +5% | +$1.14M |
|
1494
First Financial Bankshares
FFIN
$5.09B
| $23.4M | 0.02% |
1,492,552
-5,028
| -0.3% | -$76K |
|
|
IPG
1495
DELISTED
Interpublic Group of Companies
IPG
| $23.4M | 0.02% |
1,199,832
+5,067
| +0.4% | +$92K |
|
1496
CarMax
KMX
$8.29B
| $23.4M | 0.02% |
449,439
-1,949
| -0.4% | -$88.5K |
|
|
RVBD
1497
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $23.3M | 0.02% |
1,131,471
-13,242
| -1% | -$262K |
|
1498
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
| $23.3M | 0.02% |
1,921,376
-2,227
| -0.1% | -$26.7K |
|
|
CFNL
1499
DELISTED
Cardinal Financial Corp
CFNL
| $23.3M | 0.02% |
1,263,270
+63,447
| +5% | +$1.11M |
|
1500
Albemarle
ALB
$14.2B
| $23.3M | 0.02% |
326,039
+81,113
| +33% | +$5.57M |
|
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.