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 | |
|---|---|---|---|---|---|---|
|
BPZ
2151
DELISTED
BPZ RESOURCES INC COM STK
BPZ
| $10.5M | 0.01% |
3,292,067
-9,922
| -0.3% | -$23K |
|
2152
LSI Industries
LYTS
$859M
| $10.4M | 0.01% |
1,275,939
-7,986
| -0.6% | -$67.1K |
|
|
QLTY
2153
DELISTED
QUALITY DISTR INC FLA
QLTY
| $10.4M | 0.01% |
804,412
+16,821
| +2% | +$230K |
|
2154
Covenant Logistics
CVLG
$894M
| $10.4M | 0.01% |
2,064,732
+13,250
| +0.6% | +$64.4K |
|
2155
Orion Group Holdings
ORN
$396M
| $10.4M | 0.01% |
828,556
+21,598
| +3% | +$246K |
|
|
ARMH
2156
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $10.4M | 0.01% |
204,223
+3,687
| +2% | +$179K |
|
2157
Verisk Analytics
VRSK
$25.4B
| $10.4M | 0.01% |
173,314
+13,499
| +8% | +$855K |
|
|
CZR
2158
DELISTED
Caesars Entertainment Corporation
CZR
| $10.4M | 0.01% |
545,805
-58,982
| -10% | -$1.36M |
|
2159
Liberty Global Class A
LBTYA
$3.62B
| $10.4M | 0.01% |
302,718
-292,075
| -49% | -$10.3M |
|
2160
Teradata
TDC
$2.92B
| $10.4M | 0.01% |
211,012
-860
| -0.4% | -$38.8K |
|
|
GXP
2161
DELISTED
Great Plains Energy Incorporated
GXP
| $10.4M | 0.01% |
383,669
+3,752
| +1% | +$95.1K |
|
|
CBK
2162
DELISTED
Christopher & Banks Corporation
CBK
| $10.4M | 0.01% |
1,567,887
+37,454
| +2% | +$255K |
|
2163
Clearfield
CLFD
$411M
| $10.4M | 0.01% |
448,611
+14,724
| +3% | +$329K |
|
|
CSCD
2164
DELISTED
CASCADE MICROTECH, INC.
CSCD
| $10.4M | 0.01% |
1,025,083
+9,620
| +0.9% | +$93.6K |
|
|
NTRI
2165
DELISTED
NutriSystem, Inc.
NTRI
| $10.3M | 0.01% |
686,324
+83,682
| +14% | +$1.28M |
|
|
AUD
2166
DELISTED
Audacy, Inc.
AUD
| $10.3M | 0.01% |
1,025,463
+19,977
| +2% | +$201K |
|
2167
JB Hunt Transport Services
JBHT
$25.5B
| $10.3M | 0.01% |
143,489
+8,090
| +6% | +$597K |
|
|
HILL
2168
DELISTED
DOT HILL SYSTEMS CORP
HILL
| $10.3M | 0.01% |
2,662,531
-11,775
| -0.4% | -$53.3K |
|
|
AEC
2169
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
| $10.3M | 0.01% |
608,005
+38,333
| +7% | +$637K |
|
|
VTLE
2170
DELISTED
Vital Energy
VTLE
| $10.3M | 0.01% |
19,884
+6,129
| +45% | +$3.13M |
|
2171
Pitney Bowes
PBI
$2.4B
| $10.3M | 0.01% |
395,564
+68,476
| +21% | +$1.69M |
|
|
ACI
2172
DELISTED
ARCH COAL, INC.
ACI
| $10.3M | 0.01% |
213,103
-233,480
| -52% | -$10M |
|
|
UPL
2173
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $10.3M | 0.01% |
381,711
+11,603
| +3% | +$277K |
|
2174
BWX Technologies
BWXT
$15.5B
| $10.3M | 0.01% |
432,231
+9,428
| +2% | +$228K |
|
|
ANSS
2175
DELISTED
Ansys
ANSS
| $10.2M | 0.01% |
132,867
+275
| +0.2% | +$22.2K |
|
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.