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 |
ExxonMobil
XOM
|
+$344M |
| 2 |
Intel
INTC
|
+$219M |
| 3 |
Apple
AAPL
|
+$206M |
| 4 |
Pfizer
PFE
|
+$201M |
| 5 |
JPMorgan Chase
JPM
|
+$178M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vodafone
VOD
|
+$173M |
| 2 |
Bank of America
BAC
|
+$171M |
| 3 |
Citigroup
C
|
+$111M |
| 4 |
VPHM
VIROPHARMA INC
VPHM
|
+$103M |
| 5 |
LEAP
LEAP WIRELESS INTERNATIONAL INC NEW
LEAP
|
+$48.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.88% |
| 2 | Industrials | 13.29% |
| 3 | Energy | 11.48% |
| 4 | Technology | 10.2% |
| 5 | Healthcare | 8.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
INWK
2501
DELISTED
InnerWorkings, Inc.
INWK
| $5.7M | ﹤0.01% |
743,971
+87,853
| +13% | +$678K |
|
|
RBCN
2502
DELISTED
Rubicon Technology, Inc.
RBCN
| $5.7M | ﹤0.01% |
50,448
-11,458
| -19% | -$1.36M |
|
|
HPP
2503
Hudson Pacific Properties
HPP
$747M
| $5.67M | ﹤0.01% |
35,115
+9,570
| +37% | +$1.49M |
|
|
GBL
2504
DELISTED
GAMCO Investors, Inc.
GBL
| $5.63M | ﹤0.01% |
134,764
+3,170
| +2% | +$138K |
|
|
STS
2505
DELISTED
Supreme Industries Inc Class A
STS
| $5.63M | ﹤0.01% |
730,471
+6,921
| +1% | +$47K |
|
|
NTLS
2506
DELISTED
NTELOS HLDGS CORP COM
NTLS
| $5.63M | ﹤0.01% |
417,131
+81,156
| +24% | +$1.32M |
|
2507
GSI Technology
GSIT
$215M
| $5.62M | ﹤0.01% |
812,782
-13,738
| -2% | -$93.4K |
|
|
GDP
2508
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $5.61M | ﹤0.01% |
354,522
+800
| +0.2% | +$12.4K |
|
|
WLB
2509
DELISTED
Westmoreland Coal Company
WLB
| $5.61M | ﹤0.01% |
188,297
+11,521
| +7% | +$261K |
|
|
HMSY
2510
DELISTED
HMS Holdings Corp.
HMSY
| $5.59M | ﹤0.01% |
293,399
+62,163
| +27% | +$1.35M |
|
|
NOR
2511
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
| $5.58M | ﹤0.01% |
193,819
+60,005
| +45% | +$1.58M |
|
2512
Aviat Networks
AVNW
$265M
| $5.58M | ﹤0.01% |
584,401
-8,643
| -1% | -$101K |
|
|
CLR
2513
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $5.55M | ﹤0.01% |
89,438
+1,236
| +1% | +$70.5K |
|
|
THRD
2514
DELISTED
TF FINANCIAL CORP COM STK (PA)
THRD
| $5.54M | ﹤0.01% |
187,967
| – | – |
|
|
KONA
2515
DELISTED
Kona Grill, Inc.
KONA
| $5.53M | ﹤0.01% |
271,255
+7,233
| +3% | +$129K |
|
2516
Copa Holdings
CPA
$5.76B
| $5.52M | ﹤0.01% |
38,072
+15,309
| +67% | +$2.13M |
|
|
KCG
2517
DELISTED
KCG Holdings, Inc.
KCG
| $5.48M | ﹤0.01% |
459,240
+133,670
| +41% | +$1.58M |
|
2518
Sensata Technologies
ST
$6.74B
| $5.43M | ﹤0.01% |
127,417
+12,530
| +11% | +$499K |
|
|
CCG
2519
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
| $5.39M | ﹤0.01% |
621,574
+96,106
| +18% | +$856K |
|
2520
Omega Flex
OFLX
$297M
| $5.38M | ﹤0.01% |
251,090
+500
| +0.2% | +$10.5K |
|
|
STRR
2521
Star Equity Holdings
STRR
$39.9M
| $5.38M | ﹤0.01% |
142,310
-25
| -0% | -$955 |
|
|
BAGL
2522
DELISTED
EINSTEIN NOAH RESTAURANT GROUP, INC CMN STK (DELAWARE)
BAGL
| $5.37M | ﹤0.01% |
326,279
+4,004
| +1% | +$62.8K |
|
2523
Aegon
AEG
$14B
| $5.37M | ﹤0.01% |
859,541
-10,982
| -1% | -$67K |
|
|
ZIXI
2524
DELISTED
Zix Corporation
ZIXI
| $5.36M | ﹤0.01% |
1,294,684
+6,703
| +0.5% | +$30.1K |
|
|
INTX
2525
DELISTED
Intersections, Inc.
INTX
| $5.35M | ﹤0.01% |
906,038
| – | – |
|
Similar funds
Dimensional Fund Advisors's Q1 2014 Portfolio in Review
As of Q1 2014, Dimensional Fund Advisors held 3,643 positions worth $134B, up 4.3% from $128B the previous quarter. Its ten largest holdings account for 8.4% of the portfolio.
Trading was light in Q1 2014: portfolio turnover was 4.1%. Dimensional Fund Advisors opened 102 new positions and exited 48, leaving the 3,643-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 19% of assets, down from 19% a quarter earlier, followed by Industrials and Energy.
- Dimensional Fund Advisors's largest Q1 2014 buy was SIZMEK INC COM STK (DE): 1,323,230 shares worth $14.1M.
- Dimensional Fund Advisors added most to ExxonMobil in Q1 2014, an estimated $344M increase.
- Dimensional Fund Advisors's biggest Q1 2014 reduction was Vodafone, cutting an estimated $173M.
- Dimensional Fund Advisors fully exited VIROPHARMA INC in Q1 2014, selling an estimated $103M.
- Dimensional Fund Advisors's ten largest holdings make up 8.4% of its $134B portfolio in Q1 2014.
- Dimensional Fund Advisors opened 102 new positions and closed 48 in Q1 2014.
- Dimensional Fund Advisors's portfolio value rose 4.3% quarter-over-quarter to $134B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2014, filed 14 May 2014.