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 | |
|---|---|---|---|---|---|---|
|
EGOV
1401
DELISTED
NIC Inc
EGOV
| $23.6M | 0.02% |
1,222,010
+38,126
| +3% | +$794K |
|
|
WGL
1402
DELISTED
Wgl Holdings
WGL
| $23.6M | 0.02% |
588,197
+458
| +0.1% | +$17.7K |
|
|
ICA
1403
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
| $23.6M | 0.02% |
3,575,455
+211,486
| +6% | +$1.55M |
|
1404
Mativ Holdings
MATV
$481M
| $23.6M | 0.02% |
553,078
-2,469
| -0.4% | -$113K |
|
|
AUXL
1405
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
| $23.5M | 0.02% |
865,233
+265,775
| +44% | +$7.06M |
|
1406
Telkom Indonesia
TLK
$14.5B
| $23.5M | 0.02% |
1,193,626
+29,616
| +3% | +$557K |
|
|
CDI
1407
DELISTED
CDI Corp.
CDI
| $23.5M | 0.02% |
1,368,848
+3,832
| +0.3% | +$68K |
|
1408
TTEC Holdings
TTEC
$121M
| $23.5M | 0.02% |
957,358
+12,605
| +1% | +$292K |
|
|
MTOR
1409
DELISTED
MERITOR, Inc.
MTOR
| $23.5M | 0.02% |
1,915,534
+354,598
| +23% | +$3.98M |
|
1410
WPP
WPP
$4.36B
| $23.5M | 0.02% |
227,559
-200
| -0.1% | -$21.4K |
|
1411
First Financial Corp
THFF
$958M
| $23.4M | 0.02% |
695,535
+5,258
| +0.8% | +$176K |
|
1412
Lifecore Biomedical
LFCR
$166M
| $23.4M | 0.02% |
2,096,773
-10,614
| -0.5% | -$116K |
|
|
P
1413
DELISTED
Pandora Media Inc
P
| $23.4M | 0.02% |
770,678
| – | – |
|
|
DCOM
1414
DELISTED
Dime Community Bancshares
DCOM
| $23.4M | 0.02% |
1,375,402
+33,377
| +2% | +$558K |
|
|
MCGC
1415
DELISTED
MCG CAP CORP
MCGC
| $23.3M | 0.02% |
6,141,247
-89,246
| -1% | -$379K |
|
1416
EXL Service
EXLS
$5.14B
| $23.2M | 0.02% |
3,757,150
+111,165
| +3% | +$616K |
|
1417
Cavco Industries
CVCO
$4.22B
| $23.2M | 0.02% |
295,962
+4,849
| +2% | +$369K |
|
|
RDEN
1418
DELISTED
ELIZABETH ARDEN INC
RDEN
| $23.2M | 0.02% |
786,597
-5,267
| -0.7% | -$157K |
|
1419
Motorola Solutions
MSI
$72.3B
| $23.2M | 0.02% |
360,165
+26,348
| +8% | +$1.72M |
|
1420
First Financial Bankshares
FFIN
$5.04B
| $23.1M | 0.02% |
1,497,580
-10,244
| -0.7% | -$159K |
|
|
PGI
1421
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
| $23.1M | 0.02% |
1,917,970
+32,239
| +2% | +$366K |
|
1422
Global Indemnity Group
GBLI
$402M
| $23.1M | 0.02% |
877,056
-2,947
| -0.3% | -$74.3K |
|
1423
LSB Industries
LXU
$783M
| $23.1M | 0.02% |
802,628
+137,860
| +21% | +$3.71M |
|
|
SBNY
1424
DELISTED
Signature Bank
SBNY
| $23.1M | 0.02% |
183,898
-2,139
| -1% | -$261K |
|
1425
Central Garden & Pet Co Class A
CENTA
$2.37B
| $23.1M | 0.02% |
3,486,874
-84,502
| -2% | -$479K |
|
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.