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 | |
|---|---|---|---|---|---|---|
|
AVG
2226
DELISTED
AVG Technologies N.V.
AVG
| $9.44M | 0.01% |
450,566
+11,004
| +3% | +$202K |
|
|
LF
2227
DELISTED
LEAPFROG ENTERPRISES INC.
LF
| $9.41M | 0.01% |
1,254,917
-7,259
| -0.6% | -$53.2K |
|
|
EOX
2228
DELISTED
EMERALD OIL INC (MT)
EOX
| $9.36M | 0.01% |
69,646
+4,101
| +6% | +$603K |
|
|
SHPG
2229
DELISTED
Shire pic
SHPG
| $9.36M | 0.01% |
63,013
-352
| -0.6% | -$54.3K |
|
2230
Erie Indemnity
ERIE
$12.7B
| $9.36M | 0.01% |
134,164
-235
| -0.2% | -$16.5K |
|
|
LMIA
2231
DELISTED
LMI Aerospace Inc
LMIA
| $9.34M | 0.01% |
662,123
+39,847
| +6% | +$569K |
|
2232
Cadence Design Systems
CDNS
$93.6B
| $9.32M | 0.01% |
600,052
+3,552
| +0.6% | +$52.7K |
|
|
DMND
2233
DELISTED
DIAMOND FOODS, INC.
DMND
| $9.29M | 0.01% |
266,097
-4,152
| -2% | -$118K |
|
|
NES
2234
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
| $9.29M | 0.01% |
457,635
-1,528
| -0.3% | -$24.5K |
|
2235
Kopin
KOPN
$652M
| $9.26M | 0.01% |
2,448,752
+19,175
| +0.8% | +$77.4K |
|
2236
Mesa Laboratories
MLAB
$564M
| $9.24M | 0.01% |
102,355
+2,945
| +3% | +$250K |
|
2237
ScottsMiracle-Gro
SMG
$3.82B
| $9.23M | 0.01% |
150,679
+10,943
| +8% | +$650K |
|
|
DTSI
2238
DELISTED
DTS, Inc.
DTSI
| $9.2M | 0.01% |
465,714
-500
| -0.1% | -$10.5K |
|
|
OABC
2239
DELISTED
OMNIAMERICAN BANCORP INC COM STK (TX)
OABC
| $9.2M | 0.01% |
403,452
+4,546
| +1% | +$99.4K |
|
|
UCFC
2240
DELISTED
United Community Financial Corp
UCFC
| $9.19M | 0.01% |
2,343,864
+2,555
| +0.1% | +$9.42K |
|
2241
Key Tronic
KTCC
$42.8M
| $9.18M | 0.01% |
881,245
+1,000
| +0.1% | +$10.6K |
|
|
FFNW
2242
DELISTED
First Financial Northwest, Inc
FFNW
| $9.16M | 0.01% |
902,716
+2,800
| +0.3% | +$29.1K |
|
|
LDR
2243
DELISTED
Landauer Inc
LDR
| $9.15M | 0.01% |
201,940
+1,972
| +1% | +$96.9K |
|
2244
NRC Health Common Stock
NRC
$432M
| $9.15M | 0.01% |
551,345
-599
| -0.1% | -$10K |
|
2245
ASML
ASML
$626B
| $9.14M | 0.01% |
97,958
-9,631
| -9% | -$857K |
|
|
TUP
2246
DELISTED
Tupperware Brands Corporation
TUP
| $9.12M | 0.01% |
108,868
+2,507
| +2% | +$206K |
|
2247
Axcelis
ACLS
$4.01B
| $9.09M | 0.01% |
1,056,523
-34,729
| -3% | -$319K |
|
|
NATL
2248
DELISTED
National Interstate Corporation
NATL
| $9.02M | 0.01% |
336,448
+2,800
| +0.8% | +$74.8K |
|
|
KSPN
2249
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
| $8.98M | 0.01% |
123,721
+115
| +0.1% | +$9.44K |
|
|
SALM
2250
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $8.98M | 0.01% |
898,764
+4,984
| +0.6% | +$45.2K |
|
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.