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 | |
|---|---|---|---|---|---|---|
|
GNCMA
1376
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
| $24.1M | 0.02% |
2,110,684
+70,551
| +3% | +$747K |
|
1377
Sempra
SRE
$57.9B
| $24.1M | 0.02% |
497,150
+5,326
| +1% | +$248K |
|
1378
MillerKnoll
MLKN
$1.53B
| $24M | 0.02% |
748,112
-24,373
| -3% | -$701K |
|
|
MIG
1379
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
| $24M | 0.02% |
4,118,291
-76,344
| -2% | -$459K |
|
1380
Agilysys
AGYS
$2.97B
| $24M | 0.02% |
1,789,135
-7,975
| -0.4% | -$112K |
|
1381
CNX Resources
CNX
$5.3B
| $24M | 0.02% |
719,123
+1,614
| +0.2% | +$52K |
|
1382
Visteon
VC
$2.79B
| $23.9M | 0.02% |
270,753
+24,403
| +10% | +$2.03M |
|
|
MNI
1383
DELISTED
The McClatchy Company Class A Common Stock
MNI
| $23.9M | 0.02% |
372,629
-1,760
| -0.5% | -$89.8K |
|
|
SEAC
1384
DELISTED
Seachange International Inc
SEAC
| $23.9M | 0.02% |
114,514
+2,452
| +2% | +$557K |
|
1385
Franklin Covey
FC
$242M
| $23.9M | 0.02% |
1,208,269
-8,217
| -0.7% | -$166K |
|
1386
Chemed
CHE
$7.07B
| $23.8M | 0.02% |
266,135
-4,795
| -2% | -$391K |
|
|
EDE
1387
DELISTED
Empire District Electric
EDE
| $23.8M | 0.02% |
978,196
+52,102
| +6% | +$1.21M |
|
|
SGI
1388
Somnigroup International
SGI
$13.7B
| $23.8M | 0.02% |
1,876,976
+34,748
| +2% | +$432K |
|
1389
Genuine Parts
GPC
$17.1B
| $23.8M | 0.02% |
273,825
+12,484
| +5% | +$1.05M |
|
1390
Moody's
MCO
$82.8B
| $23.8M | 0.02% |
299,652
+13,692
| +5% | +$1.07M |
|
1391
Companhia Siderúrgica Nacional
SID
$1.31B
| $23.8M | 0.02% |
5,447,054
+345,157
| +7% | +$1.65M |
|
|
MEG
1392
DELISTED
Media General, Inc
MEG
| $23.8M | 0.02% |
1,293,195
-48,657
| -4% | -$896K |
|
|
CUB
1393
DELISTED
Cubic Corporation
CUB
| $23.7M | 0.02% |
464,978
+30,725
| +7% | +$1.59M |
|
1394
Honda
HMC
$39.1B
| $23.7M | 0.02% |
671,771
+5,406
| +0.8% | +$202K |
|
|
SJI
1395
DELISTED
South Jersey Industries, Inc.
SJI
| $23.7M | 0.02% |
846,364
+37,854
| +5% | +$1.04M |
|
|
SHLO
1396
DELISTED
Shiloh Industries Inc
SHLO
| $23.7M | 0.02% |
1,334,059
-4,862
| -0.4% | -$83.6K |
|
|
SGK
1397
DELISTED
SCHAWK INC CL-A
SGK
| $23.6M | 0.02% |
1,182,533
+574
| +0% | +$8.63K |
|
1398
Wabash National
WNC
$512M
| $23.6M | 0.02% |
1,717,655
+220,580
| +15% | +$2.95M |
|
1399
ITT
ITT
$17.5B
| $23.6M | 0.02% |
552,494
-150,654
| -21% | -$6.4M |
|
|
KOG
1400
DELISTED
KODIAK OIL & GAS CORP
KOG
| $23.6M | 0.02% |
1,944,477
+608,982
| +46% | +$6.89M |
|
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.