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 | |
|---|---|---|---|---|---|---|
|
SEE
951
DELISTED
Sealed Air
SEE
| $35.4M | 0.03% |
1,077,466
-417,420
| -28% | -$13.6M |
|
952
Matrix Service
MTRX
$326M
| $35.4M | 0.03% |
1,048,001
+22,195
| +2% | +$665K |
|
953
W&T Offshore
WTI
$534M
| $35.3M | 0.03% |
2,041,748
+545,271
| +36% | +$8.22M |
|
954
Coca-Cola Europacific Partners
CCEP
$48.3B
| $35.3M | 0.03% |
739,975
+11,191
| +2% | +$510K |
|
955
Black Hills Corp
BKH
$5.42B
| $35.3M | 0.03% |
612,680
+15,424
| +3% | +$851K |
|
|
ECHO
956
EchoStar
ECHO
$24.4B
| $35.1M | 0.03% |
911,551
-1,488
| -0.2% | -$58.8K |
|
|
SCHW
957
Charles Schwab
SCHW
$183B
| $35.1M | 0.03% |
1,284,709
+62,483
| +5% | +$1.63M |
|
|
LL
958
DELISTED
LL Flooring Holdings, Inc.
LL
| $35.1M | 0.03% |
374,010
-43,463
| -10% | -$4.34M |
|
959
Ecopetrol
EC
$34.5B
| $35.1M | 0.03% |
859,806
-60,808
| -7% | -$2.18M |
|
960
Northern Oil and Gas
NOG
$2.3B
| $35M | 0.03% |
239,384
+62,198
| +35% | +$9M |
|
961
VF Corp
VFC
$5.63B
| $34.8M | 0.03% |
597,283
+4,360
| +0.7% | +$246K |
|
962
Newmont
NEM
$98.7B
| $34.8M | 0.03% |
1,484,695
+41,139
| +3% | +$979K |
|
|
MEAS
963
DELISTED
MEASUREMENT SPECIALTIES INC
MEAS
| $34.8M | 0.03% |
512,684
+6,429
| +1% | +$386K |
|
964
Madison Square Garden
MSGS
$9.48B
| $34.7M | 0.03% |
855,920
-11,479
| -1% | -$472K |
|
965
Revvity
RVTY
$12.6B
| $34.6M | 0.03% |
768,862
-3,134
| -0.4% | -$138K |
|
|
BBOX
966
DELISTED
Black Box Corp
BBOX
| $34.6M | 0.03% |
1,422,198
-6,863
| -0.5% | -$183K |
|
967
Centene
CNC
$30.7B
| $34.6M | 0.03% |
2,224,192
-209,072
| -9% | -$3.24M |
|
968
Matador Resources
MTDR
$6.2B
| $34.6M | 0.03% |
1,411,064
+251,788
| +22% | +$5.41M |
|
|
AVX
969
DELISTED
AVX Corporation
AVX
| $34.5M | 0.03% |
2,619,117
+166,306
| +7% | +$2.17M |
|
970
AMERISAFE
AMSF
$543M
| $34.4M | 0.03% |
783,951
+54,651
| +7% | +$2.29M |
|
|
SASR
971
DELISTED
Sandy Spring Bancorp Inc
SASR
| $34.4M | 0.03% |
1,377,858
+22,980
| +2% | +$579K |
|
972
Simpson Manufacturing
SSD
$7.72B
| $34.4M | 0.03% |
973,295
+67,006
| +7% | +$2.3M |
|
973
Oxford Industries
OXM
$566M
| $34.4M | 0.03% |
439,442
+5,972
| +1% | +$461K |
|
974
Williams Companies
WMB
$87.5B
| $34.3M | 0.03% |
844,732
+5,745
| +0.7% | +$233K |
|
975
LCI Industries
LCII
$2.49B
| $34.3M | 0.03% |
632,193
+28,053
| +5% | +$1.41M |
|
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.