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 | |
|---|---|---|---|---|---|---|
1676
Domino's
DPZ
$12B
| $18.2M | 0.01% |
237,022
-233,217
| -50% | -$17.2M |
|
1677
Zumiez
ZUMZ
$341M
| $18.2M | 0.01% |
751,299
+18,561
| +3% | +$434K |
|
|
DCH
1678
Dauch Corp
DCH
$1.41B
| $18.2M | 0.01% |
981,339
+375,881
| +62% | +$7.23M |
|
1679
FMC
FMC
$1.32B
| $18.2M | 0.01% |
273,424
+14,074
| +5% | +$916K |
|
|
PERY
1680
DELISTED
Perry Ellis International Inc
PERY
| $18.2M | 0.01% |
1,321,450
-7,628
| -0.6% | -$114K |
|
|
TIF
1681
DELISTED
Tiffany & Co.
TIF
| $18.1M | 0.01% |
210,626
+5,163
| +3% | +$459K |
|
|
CPLA
1682
DELISTED
Capella Education Company
CPLA
| $18.1M | 0.01% |
287,272
+12,643
| +5% | +$820K |
|
1683
Miller Industries
MLR
$582M
| $18.1M | 0.01% |
928,651
-1,142
| -0.1% | -$21.1K |
|
1684
Acuity Brands
AYI
$10B
| $18.1M | 0.01% |
136,359
-667
| -0.5% | -$88.1K |
|
|
IMN
1685
DELISTED
Imation
IMN
| $18.1M | 0.01% |
3,128,359
+74,105
| +2% | +$409K |
|
1686
Mercury Systems
MRCY
$6.37B
| $18M | 0.01% |
1,363,836
+33,045
| +2% | +$375K |
|
1687
Acco Brands
ACCO
$410M
| $18M | 0.01% |
2,923,457
+314,939
| +12% | +$1.93M |
|
|
SLCA
1688
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $18M | 0.01% |
471,388
+284,570
| +152% | +$9.16M |
|
|
HITK
1689
DELISTED
HI-TECH PHARMACAL INC
HITK
| $18M | 0.01% |
415,173
| – | – |
|
|
ISH
1690
DELISTED
INTL SHIPHOLDING CORP
ISH
| $17.9M | 0.01% |
609,249
-3,974
| -0.6% | -$113K |
|
1691
Monster Beverage
MNST
$92.3B
| $17.9M | 0.01% |
1,549,668
+86,514
| +6% | +$1.01M |
|
1692
Warner Bros
WBD
$65.9B
| $17.9M | 0.01% |
423,444
+5,607
| +1% | +$236K |
|
|
CTCM
1693
DELISTED
CTC MEDIA INC COM STK
CTCM
| $17.9M | 0.01% |
1,942,697
+192,758
| +11% | +$2.13M |
|
1694
Microchip Technology
MCHP
$41.1B
| $17.9M | 0.01% |
747,766
+2,902
| +0.4% | +$66.3K |
|
|
IPCM
1695
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
| $17.9M | 0.01% |
363,721
+26,297
| +8% | +$1.4M |
|
1696
NewMarket
NEU
$7.81B
| $17.8M | 0.01% |
45,570
+1,035
| +2% | +$367K |
|
|
RNWK
1697
DELISTED
RealNetworks Inc
RNWK
| $17.8M | 0.01% |
2,346,908
-10,846
| -0.5% | -$81.7K |
|
|
REGI
1698
DELISTED
Renewable Energy Group, Inc.
REGI
| $17.7M | 0.01% |
1,481,352
+121,563
| +9% | +$1.34M |
|
|
COBZ
1699
DELISTED
CoBiz Financial,Inc
COBZ
| $17.7M | 0.01% |
1,538,186
+249,487
| +19% | +$2.82M |
|
1700
DTE Energy
DTE
$29.5B
| $17.7M | 0.01% |
280,295
+1,486
| +0.5% | +$87.5K |
|
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.