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 | |
|---|---|---|---|---|---|---|
|
TEN
1126
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $30M | 0.02% |
515,811
-121,731
| -19% | -$7.04M |
|
1127
Rockwell Automation
ROK
$53.4B
| $29.9M | 0.02% |
240,297
+17,391
| +8% | +$2.06M |
|
1128
Lloyds Banking Group
LYG
$89.5B
| $29.9M | 0.02% |
5,877,731
-962,459
| -14% | -$5.22M |
|
1129
Sunstone Hotel Investors
SHO
$2.19B
| $29.9M | 0.02% |
2,177,301
+127,982
| +6% | +$1.71M |
|
1130
American States Water
AWR
$3.36B
| $29.8M | 0.02% |
924,234
+33,096
| +4% | +$970K |
|
|
PIR
1131
DELISTED
Pier 1 Imports, Inc.
PIR
| $29.8M | 0.02% |
78,998
+1,399
| +2% | +$550K |
|
1132
Best Buy
BBY
$18.2B
| $29.8M | 0.02% |
1,126,949
-55,112
| -5% | -$1.51M |
|
|
CHS
1133
DELISTED
Chicos FAS, Inc.
CHS
| $29.7M | 0.02% |
1,854,564
+1,237,652
| +201% | +$21M |
|
1134
WD-40
WDFC
$3.05B
| $29.7M | 0.02% |
382,687
+5,145
| +1% | +$374K |
|
1135
MGE Energy Inc
MGEE
$3B
| $29.7M | 0.02% |
755,997
+13,776
| +2% | +$527K |
|
1136
Edgewell Personal Care
EPC
$1.25B
| $29.6M | 0.02% |
396,808
+172,067
| +77% | +$12.6M |
|
1137
Netflix
NFLX
$299B
| $29.6M | 0.02% |
5,883,010
+23,100
| +0.4% | +$132K |
|
1138
Amkor Technology
AMKR
$12.4B
| $29.6M | 0.02% |
4,313,306
+36,547
| +0.9% | +$213K |
|
|
SWFT
1139
DELISTED
Swift Transportation Company
SWFT
| $29.6M | 0.02% |
1,195,441
-29,612
| -2% | -$686K |
|
1140
Las Vegas Sands
LVS
$31.7B
| $29.6M | 0.02% |
366,241
+59,594
| +19% | +$4.79M |
|
1141
Cheniere Energy
LNG
$55.2B
| $29.5M | 0.02% |
533,386
+594
| +0.1% | +$28.5K |
|
1142
NetApp
NTAP
$35B
| $29.5M | 0.02% |
799,816
+26,125
| +3% | +$1.06M |
|
|
TPLM
1143
DELISTED
Triangle Petroleum Corporation
TPLM
| $29.5M | 0.02% |
3,578,320
+1,017,545
| +40% | +$8.35M |
|
1144
Brinker International
EAT
$9.17B
| $29.4M | 0.02% |
560,945
+501
| +0.1% | +$25.1K |
|
|
CKP
1145
DELISTED
CHECKPOINT SYSTEMS INC
CKP
| $29.4M | 0.02% |
2,190,122
+33,414
| +2% | +$465K |
|
|
BCPC
1146
Balchem Corp
BCPC
$5.38B
| $29.4M | 0.02% |
563,670
+33,175
| +6% | +$1.78M |
|
|
WEB
1147
DELISTED
Web.com Group, Inc.
WEB
| $29.4M | 0.02% |
862,796
-139,795
| -14% | -$4.78M |
|
1148
Tronox
TROX
$932M
| $29.3M | 0.02% |
1,232,693
+317,070
| +35% | +$7.3M |
|
|
CSGS
1149
DELISTED
CSG Systems International
CSGS
| $29.3M | 0.02% |
1,125,155
+64,068
| +6% | +$1.81M |
|
|
POWR
1150
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
| $29.3M | 0.02% |
1,248,351
+16,002
| +1% | +$340K |
|
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.