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 | |
|---|---|---|---|---|---|---|
|
CPWR
1076
DELISTED
COMPUWARE CORP
CPWR
| $31.2M | 0.02% |
3,094,959
+382,356
| +14% | +$3.87M |
|
|
ANN
1077
DELISTED
ANN INC
ANN
| $31.2M | 0.02% |
752,488
+22,481
| +3% | +$802K |
|
1078
Enviri
NVRI
$623M
| $31.2M | 0.02% |
1,330,610
-2,490
| -0.2% | -$61.1K |
|
|
DCT
1079
DELISTED
DCT Industrial Trust Inc.
DCT
| $31.2M | 0.02% |
988,694
+54,572
| +6% | +$1.64M |
|
|
HAR
1080
DELISTED
Harman International Industries
HAR
| $31.2M | 0.02% |
292,937
-90,184
| -24% | -$8.99M |
|
|
WIBC
1081
DELISTED
WILSHIRE BANCORP INC
WIBC
| $31.2M | 0.02% |
2,807,188
+229,106
| +9% | +$2.41M |
|
1082
Texas Roadhouse
TXRH
$13.5B
| $31.1M | 0.02% |
1,193,227
+52,024
| +5% | +$1.34M |
|
1083
SLM Corp
SLM
$4.89B
| $31.1M | 0.02% |
3,549,666
+25,157
| +0.7% | +$220K |
|
1084
SFL Corp
SFL
$1.64B
| $31M | 0.02% |
1,727,272
+118,367
| +7% | +$2.05M |
|
|
BYI
1085
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $31M | 0.02% |
467,834
+1,031
| +0.2% | +$73.9K |
|
|
AFFX
1086
DELISTED
Affymetrix Inc
AFFX
| $31M | 0.02% |
4,341,429
-101,424
| -2% | -$818K |
|
|
MANT
1087
DELISTED
Mantech International Corp
MANT
| $30.9M | 0.02% |
1,052,350
+145,804
| +16% | +$4.28M |
|
1088
Allegiant Air
ALGT
$2.64B
| $30.9M | 0.02% |
276,420
+10,738
| +4% | +$1.09M |
|
1089
Independent Bank
INDB
$3.99B
| $30.9M | 0.02% |
785,845
+15,994
| +2% | +$599K |
|
1090
Itron
ITRI
$4.36B
| $30.9M | 0.02% |
869,820
+166,198
| +24% | +$6.29M |
|
|
CAM
1091
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $30.9M | 0.02% |
500,421
+80,131
| +19% | +$4.86M |
|
1092
East-West Bancorp
EWBC
$17.9B
| $30.9M | 0.02% |
846,657
+31,151
| +4% | +$1.1M |
|
|
VER
1093
DELISTED
VEREIT, Inc.
VER
| $30.9M | 0.02% |
440,605
+285,603
| +184% | +$19.9M |
|
|
HCBK
1094
DELISTED
HUDSON CITY BANCORP INC
HCBK
| $30.9M | 0.02% |
3,141,421
+3,377
| +0.1% | +$31.6K |
|
|
THOR
1095
DELISTED
THORATEC CORPORATION
THOR
| $30.8M | 0.02% |
860,077
+40,498
| +5% | +$1.45M |
|
|
HW
1096
DELISTED
Headwaters Inc
HW
| $30.8M | 0.02% |
2,329,444
+7,195
| +0.3% | +$86K |
|
1097
Crocs
CROX
$6.14B
| $30.8M | 0.02% |
1,971,490
+579,939
| +42% | +$8.88M |
|
|
FRGI
1098
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $30.8M | 0.02% |
674,521
+45,889
| +7% | +$2.16M |
|
1099
Pricesmart
PSMT
$5.98B
| $30.7M | 0.02% |
304,146
+9,149
| +3% | +$917K |
|
|
NP
1100
DELISTED
Neenah, Inc. Common Stock
NP
| $30.7M | 0.02% |
593,437
+12,304
| +2% | +$572K |
|
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.