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 | |
|---|---|---|---|---|---|---|
|
TVTY
976
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $34.2M | 0.03% |
1,996,810
+63,490
| +3% | +$977K |
|
|
LDL
977
DELISTED
Lydall, Inc.
LDL
| $34.2M | 0.03% |
1,493,441
+58,967
| +4% | +$1.15M |
|
|
SONC
978
DELISTED
Sonic Corp
SONC
| $34.1M | 0.03% |
1,494,388
+95,389
| +7% | +$1.9M |
|
|
MHR
979
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
| $33.9M | 0.03% |
3,987,342
-127,806
| -3% | -$1.03M |
|
980
ICF International
ICFI
$1.46B
| $33.9M | 0.03% |
851,128
+30,436
| +4% | +$1.11M |
|
|
KKD
981
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $33.9M | 0.03% |
1,909,836
+24,499
| +1% | +$454K |
|
982
Diodes
DIOD
$3.78B
| $33.8M | 0.03% |
1,295,761
+57,789
| +5% | +$1.39M |
|
|
ITG
983
DELISTED
Investment Technology Group Inc
ITG
| $33.8M | 0.03% |
1,673,949
-22,142
| -1% | -$399K |
|
984
Littelfuse
LFUS
$11.2B
| $33.8M | 0.03% |
360,790
+7,869
| +2% | +$726K |
|
|
MRSH
985
Marsh
MRSH
$90.5B
| $33.8M | 0.03% |
684,822
+8,552
| +1% | +$410K |
|
|
LNCE
986
DELISTED
Snyders-Lance, Inc.
LNCE
| $33.7M | 0.03% |
1,197,014
+24,130
| +2% | +$657K |
|
987
Primoris Services
PRIM
$4.58B
| $33.7M | 0.03% |
1,124,895
+42,670
| +4% | +$1.35M |
|
|
CJES
988
DELISTED
C&J ENERGY SVCS LTD
CJES
| $33.7M | 0.03% |
1,156,616
+224,629
| +24% | +$5.54M |
|
|
CBL
989
DELISTED
CBL& Associates Properties, Inc.
CBL
| $33.7M | 0.03% |
1,899,978
+101,782
| +6% | +$1.77M |
|
|
VRNT
990
DELISTED
Verint Systems
VRNT
| $33.7M | 0.03% |
1,409,000
+88,370
| +7% | +$2.07M |
|
991
ACI Worldwide
ACIW
$5.83B
| $33.7M | 0.03% |
1,706,073
+285,822
| +20% | +$5.78M |
|
992
SM Energy
SM
$7.8B
| $33.6M | 0.03% |
471,965
+158,252
| +50% | +$12.4M |
|
993
Ormat Technologies
ORA
$6B
| $33.6M | 0.03% |
1,120,566
+16,697
| +2% | +$449K |
|
|
DBD
994
DELISTED
Diebold Nixdorf Incorporated
DBD
| $33.6M | 0.03% |
842,779
+13,551
| +2% | +$488K |
|
|
NEWS
995
DELISTED
NewStar Financial, Inc.
NEWS
| $33.6M | 0.03% |
2,425,066
-5,342
| -0.2% | -$81.9K |
|
|
CSH
996
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $33.6M | 0.03% |
1,909,945
+223,865
| +13% | +$3.97M |
|
997
Cardinal Health
CAH
$53.9B
| $33.4M | 0.02% |
477,094
+10,068
| +2% | +$700K |
|
|
IRBT
998
DELISTED
iRobot
IRBT
| $33.4M | 0.02% |
812,861
+94,434
| +13% | +$3.78M |
|
999
Ericsson
ERIC
$32.2B
| $33.3M | 0.02% |
2,499,414
+14,819
| +0.6% | +$185K |
|
|
BSMX
1000
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $33.3M | 0.02% |
2,712,169
+845,318
| +45% | +$9.81M |
|
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.