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 | |
|---|---|---|---|---|---|---|
1251
Snap-on
SNA
$21.2B
| $27M | 0.02% |
237,549
-13
| -0% | -$1.41K |
|
|
TGH
1252
DELISTED
Textainer Group Holdings limited
TGH
| $26.9M | 0.02% |
704,059
+4,886
| +0.7% | +$179K |
|
1253
Autoliv
ALV
$9.02B
| $26.9M | 0.02% |
372,867
+42,845
| +13% | +$2.9M |
|
1254
Natural Gas Services Group
NGS
$472M
| $26.9M | 0.02% |
893,787
-2,636
| -0.3% | -$78.6K |
|
|
ESGR
1255
DELISTED
Enstar Group
ESGR
| $26.9M | 0.02% |
197,431
-43
| -0% | -$5.62K |
|
|
LSI
1256
DELISTED
Life Storage, Inc.
LSI
| $26.9M | 0.02% |
549,141
+25,239
| +5% | +$1.18M |
|
1257
Darden Restaurants
DRI
$23.3B
| $26.9M | 0.02% |
592,598
+324,298
| +121% | +$14.5M |
|
|
REV
1258
DELISTED
Revlon, Inc.
REV
| $26.9M | 0.02% |
1,051,814
-1,114
| -0.1% | -$27.4K |
|
1259
Nexstar Media Group
NXST
$5.82B
| $26.9M | 0.02% |
716,212
+73,638
| +11% | +$3.19M |
|
1260
Ribbon Communications
RBBN
$377M
| $26.8M | 0.02% |
1,592,447
-25,204
| -2% | -$419K |
|
1261
First Horizon
FHN
$12.2B
| $26.8M | 0.02% |
2,171,537
-294,358
| -12% | -$3.51M |
|
1262
World Acceptance Corp
WRLD
$838M
| $26.8M | 0.02% |
356,595
-1,988
| -0.6% | -$179K |
|
|
GTS
1263
DELISTED
Triple-S Management Corporation
GTS
| $26.7M | 0.02% |
1,739,588
-16,896
| -1% | -$281K |
|
1264
PACCAR
PCAR
$69.8B
| $26.7M | 0.02% |
593,880
+9,793
| +2% | +$403K |
|
1265
Innospec
IOSP
$2.12B
| $26.7M | 0.02% |
590,138
+27,419
| +5% | +$1.21M |
|
1266
Park-Ohio Holdings
PKOH
$575M
| $26.6M | 0.02% |
474,599
+4,280
| +0.9% | +$218K |
|
1267
Usana Health Sciences
USNA
$408M
| $26.6M | 0.02% |
707,204
-6,404
| -0.9% | -$224K |
|
1268
American Airlines Group
AAL
$10.1B
| $26.6M | 0.02% |
726,798
-313,974
| -30% | -$10.7M |
|
1269
First Interstate BancSystem
FIBK
$3.69B
| $26.6M | 0.02% |
942,238
+9,451
| +1% | +$250K |
|
1270
COPT Defense Properties
CDP
$4.3B
| $26.6M | 0.02% |
997,893
+24,229
| +2% | +$620K |
|
|
CAS
1271
DELISTED
A M Castle & Co
CAS
| $26.5M | 0.02% |
1,804,951
-10,282
| -0.6% | -$148K |
|
|
GPX
1272
DELISTED
GP Strategies Corp.
GPX
| $26.5M | 0.02% |
973,315
-18,664
| -2% | -$528K |
|
|
HF
1273
DELISTED
HFF Inc.
HF
| $26.5M | 0.02% |
788,434
-7,589
| -1% | -$229K |
|
1274
Boyd Gaming
BYD
$6.18B
| $26.5M | 0.02% |
2,004,117
-158,024
| -7% | -$1.83M |
|
1275
Harley-Davidson
HOG
$2.58B
| $26.4M | 0.02% |
396,711
+36,016
| +10% | +$2.38M |
|
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.