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 | |
|---|---|---|---|---|---|---|
2101
Cass Information Systems
CASS
$714M
| $11.1M | 0.01% |
284,426
+338
| +0.1% | +$14.4K |
|
2102
Korea Electric Power
KEP
$15.3B
| $11.1M | 0.01% |
645,775
-27,398
| -4% | -$464K |
|
|
BKMU
2103
DELISTED
Bank Mutual Corp
BKMU
| $11.1M | 0.01% |
1,748,881
+15,484
| +0.9% | +$104K |
|
2104
Armstrong World Industries
AWI
$7.38B
| $11.1M | 0.01% |
208,231
+612
| +0.3% | +$34.9K |
|
2105
Hasbro
HAS
$13.2B
| $11M | 0.01% |
198,442
+14,599
| +8% | +$777K |
|
2106
First Bancorp
FBP
$4.42B
| $11M | 0.01% |
2,024,004
-50,833
| -2% | -$269K |
|
|
CAA
2107
DELISTED
CalAtlantic Group, Inc.
CAA
| $11M | 0.01% |
264,890
+1,998
| +0.8% | +$86.5K |
|
|
TFM
2108
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $11M | 0.01% |
327,566
-1,208
| -0.4% | -$42.5K |
|
|
NWY
2109
DELISTED
New York & Co Inc
NWY
| $11M | 0.01% |
2,505,705
-15,032
| -0.6% | -$67.3K |
|
|
BRSL
2110
Brightstar Lottery PLC
BRSL
$1.84B
| $11M | 0.01% |
782,379
+15,569
| +2% | +$241K |
|
|
PSUN
2111
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
| $11M | 0.01% |
3,698,391
-74,815
| -2% | -$219K |
|
|
PACR
2112
DELISTED
PACER INTL INC TENN
PACR
| $11M | 0.01% |
1,225,868
| – | – |
|
2113
DHI Group
DHX
$182M
| $11M | 0.01% |
1,471,291
+15,821
| +1% | +$114K |
|
2114
Corpay
CPAY
$25B
| $11M | 0.01% |
95,313
-300
| -0.3% | -$34.9K |
|
|
FNHC
2115
DELISTED
FedNat Holding Company Common Stock
FNHC
| $11M | 0.01% |
598,114
+18,468
| +3% | +$264K |
|
2116
Kearny Financial
KRNY
$604M
| $10.9M | 0.01% |
1,022,259
+3,175
| +0.3% | +$29.1K |
|
|
MNK
2117
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $10.9M | 0.01% |
172,557
+87,196
| +102% | +$5.49M |
|
2118
Beazer Homes USA
BZH
$877M
| $10.9M | 0.01% |
544,372
-4,595
| -0.8% | -$100K |
|
|
OB
2119
DELISTED
Onebeacon Insurance Group Ltd
OB
| $10.9M | 0.01% |
706,988
+8,771
| +1% | +$134K |
|
|
FDO
2120
DELISTED
FAMILY DOLLAR STORES
FDO
| $10.9M | 0.01% |
188,318
+1,517
| +0.8% | +$95.8K |
|
2121
Enterprise Financial Services Corp
EFSC
$2.4B
| $10.9M | 0.01% |
543,457
+11,760
| +2% | +$225K |
|
|
DISH
2122
DELISTED
DISH Network Corp.
DISH
| $10.9M | 0.01% |
175,365
+11,382
| +7% | +$663K |
|
2123
Copart
CPRT
$27B
| $10.9M | 0.01% |
2,396,960
+184,592
| +8% | +$819K |
|
|
FSYS
2124
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
| $10.9M | 0.01% |
1,011,353
+46,482
| +5% | +$574K |
|
2125
Medifast
MED
$109M
| $10.9M | 0.01% |
373,684
+8,705
| +2% | +$233K |
|
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.