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 | |
|---|---|---|---|---|---|---|
|
VR
476
DELISTED
Validus Hold Ltd
VR
| $65.1M | 0.05% |
1,726,359
-11,342
| -0.7% | -$420K |
|
|
QEP
477
DELISTED
QEP RESOURCES, INC.
QEP
| $65M | 0.05% |
2,209,413
+279,551
| +14% | +$8.39M |
|
478
Capitol Federal Financial
CFFN
$1.09B
| $65M | 0.05% |
5,178,251
+708,027
| +16% | +$8.64M |
|
479
Olin
OLN
$2.11B
| $64.9M | 0.05% |
2,349,413
+444,300
| +23% | +$12M |
|
|
ISCA
480
DELISTED
International Speedway Corp
ISCA
| $64.8M | 0.05% |
1,907,794
-17,280
| -0.9% | -$584K |
|
481
Movado Group
MOV
$849M
| $64.5M | 0.05% |
1,416,264
-16,927
| -1% | -$690K |
|
|
DRE
482
DELISTED
Duke Realty Corp.
DRE
| $64.4M | 0.05% |
3,818,246
+247,864
| +7% | +$3.95M |
|
483
CNA Financial
CNA
$14.2B
| $64.4M | 0.05% |
1,507,417
-23,581
| -2% | -$980K |
|
|
AXLL
484
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $64.3M | 0.05% |
1,432,313
+171,216
| +14% | +$7.3M |
|
|
AVTA
485
DELISTED
Avantax, Inc. Common Stock
AVTA
| $64.3M | 0.05% |
3,266,571
+137,828
| +4% | +$3.19M |
|
486
T-Mobile US
TMUS
$185B
| $64.2M | 0.05% |
1,943,579
+2,825
| +0.1% | +$89.5K |
|
487
Regis Corp
RGS
$68.4M
| $64M | 0.05% |
233,450
-2,590
| -1% | -$709K |
|
|
AUO
488
DELISTED
AU Optronics Corp
AUO
| $63.9M | 0.05% |
18,350,100
-476,410
| -3% | -$1.49M |
|
489
FNB Corp
FNB
$6.73B
| $63.8M | 0.05% |
4,759,958
+237,690
| +5% | +$2.97M |
|
|
DNR
490
DELISTED
Denbury Resources, Inc.
DNR
| $63.8M | 0.05% |
3,887,884
+60,138
| +2% | +$977K |
|
|
DWA
491
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $63.8M | 0.05% |
2,401,563
-34,779
| -1% | -$1.1M |
|
492
General Dynamics
GD
$104B
| $63.6M | 0.05% |
584,416
-58
| -0% | -$6.01K |
|
|
WIRE
493
DELISTED
Encore Wire Corp
WIRE
| $63.3M | 0.05% |
1,305,538
-4,276
| -0.3% | -$221K |
|
494
Enpro
NPO
$6.63B
| $63.3M | 0.05% |
870,421
+4,628
| +0.5% | +$328K |
|
495
TotalEnergies
TTE
$195B
| $63.1M | 0.05% |
961,632
+4,690
| +0.5% | +$288K |
|
496
Dycom Industries
DY
$12B
| $63.1M | 0.05% |
1,995,393
+23,561
| +1% | +$676K |
|
|
CS
497
DELISTED
Credit Suisse Group
CS
| $63.1M | 0.05% |
1,947,471
-38,933
| -2% | -$1.22M |
|
|
BBG
498
DELISTED
Bill Barrett Corp
BBG
| $63M | 0.05% |
2,459,940
-346,358
| -12% | -$8.87M |
|
499
Starbucks
SBUX
$120B
| $62.9M | 0.05% |
1,715,094
+236,020
| +16% | +$8.73M |
|
|
ZQK
500
DELISTED
QUICKSILVER,INC.
ZQK
| $62.9M | 0.05% |
8,370,857
-146,211
| -2% | -$1.12M |
|
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.