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 | |
|---|---|---|---|---|---|---|
|
FLG
751
Flagstar Bank National Association
FLG
$5.93B
| $44.1M | 0.03% |
914,121
+342,428
| +60% | +$16.7M |
|
752
Advanced Energy
AEIS
$11.6B
| $44.1M | 0.03% |
1,798,603
+69,480
| +4% | +$1.81M |
|
753
NextEra Energy
NEE
$181B
| $44M | 0.03% |
1,842,372
+29,060
| +2% | +$658K |
|
754
Texas Capital Bancshares
TCBI
$4.3B
| $43.9M | 0.03% |
676,527
+49,369
| +8% | +$3.05M |
|
755
United Bankshares
UBSI
$6.63B
| $43.9M | 0.03% |
1,432,571
+554,526
| +63% | +$16.6M |
|
756
Thor Industries
THO
$3.9B
| $43.9M | 0.03% |
718,260
-2,685
| -0.4% | -$149K |
|
|
IGTE
757
DELISTED
IGATE CORPORATION
IGTE
| $43.8M | 0.03% |
1,390,213
-13,447
| -1% | -$463K |
|
|
AXE
758
DELISTED
Anixter International Inc
AXE
| $43.8M | 0.03% |
431,863
-2,592
| -0.6% | -$253K |
|
|
BBT
759
Beacon Financial Corp
BBT
$2.66B
| $43.8M | 0.03% |
1,693,779
+12,660
| +0.8% | +$324K |
|
|
SWN
760
DELISTED
Southwestern Energy Company
SWN
| $43.8M | 0.03% |
951,973
+119,071
| +14% | +$5M |
|
761
Dominion Energy
D
$60.8B
| $43.7M | 0.03% |
616,226
+6,863
| +1% | +$469K |
|
|
CMD
762
DELISTED
Cantel Medical Corporation
CMD
| $43.7M | 0.03% |
1,295,784
-22,350
| -2% | -$737K |
|
|
ZNGA
763
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $43.7M | 0.03% |
10,155,887
+614,388
| +6% | +$2.83M |
|
764
Cheesecake Factory
CAKE
$5.04B
| $43.7M | 0.03% |
916,638
+48,343
| +6% | +$2.25M |
|
765
Trustmark
TRMK
$2.76B
| $43.7M | 0.03% |
1,722,192
+145,175
| +9% | +$3.61M |
|
766
Myers Industries
MYE
$1.29B
| $43.6M | 0.03% |
2,188,311
-3,245
| -0.1% | -$65.1K |
|
767
Jack in the Box
JACK
$312M
| $43.6M | 0.03% |
739,164
+75,129
| +11% | +$4.09M |
|
|
VEDL
768
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $43.5M | 0.03% |
3,503,174
-225,262
| -6% | -$2.71M |
|
|
SAFM
769
DELISTED
Sanderson Farms Inc
SAFM
| $43.5M | 0.03% |
554,159
-25,428
| -4% | -$1.9M |
|
770
Synaptics
SYNA
$4.19B
| $43.5M | 0.03% |
723,966
+61,881
| +9% | +$3.67M |
|
771
Douglas Emmett
DEI
$1.98B
| $43.4M | 0.03% |
1,598,317
+65,110
| +4% | +$1.69M |
|
|
MDP
772
DELISTED
Meredith Corporation
MDP
| $43.3M | 0.03% |
932,882
+156,889
| +20% | +$7.2M |
|
|
PNK
773
DELISTED
Pinnacle Entertainment Inc.
PNK
| $43.3M | 0.03% |
1,827,535
+5,230
| +0.3% | +$123K |
|
|
PRXL
774
DELISTED
Parexel International Corp
PRXL
| $43.2M | 0.03% |
798,332
-3,963
| -0.5% | -$203K |
|
775
Steris
STE
$22.3B
| $43.1M | 0.03% |
902,665
+86,272
| +11% | +$4.04M |
|
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.