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 | |
|---|---|---|---|---|---|---|
2251
Aware
AWRE
$26M
| $8.97M | 0.01% |
1,549,094
+15,773
| +1% | +$95.6K |
|
2252
OGE Energy
OGE
$9.78B
| $8.96M | 0.01% |
243,700
| – | – |
|
2253
Genie Energy
GNE
$367M
| $8.93M | 0.01% |
895,787
-5,122
| -0.6% | -$52.8K |
|
2254
CEVA Inc
CEVA
$910M
| $8.92M | 0.01% |
508,118
+1,436
| +0.3% | +$24.6K |
|
2255
Provident Financial
PROV
$111M
| $8.92M | 0.01% |
578,563
+171
| +0% | +$2.59K |
|
2256
Arrow Financial
AROW
$659M
| $8.91M | 0.01% |
443,916
+329
| +0.1% | +$6.46K |
|
2257
Banco de Chile
BCH
$20.9B
| $8.9M | 0.01% |
398,244
+55,308
| +16% | +$1.26M |
|
|
LIOX
2258
DELISTED
Lionbridge Technologies
LIOX
| $8.89M | 0.01% |
1,325,069
+124,536
| +10% | +$803K |
|
2259
Mettler-Toledo International
MTD
$28.6B
| $8.89M | 0.01% |
37,721
+2,415
| +7% | +$591K |
|
2260
Capital City Bank Group
CCBG
$888M
| $8.89M | 0.01% |
669,157
+6,177
| +0.9% | +$80.7K |
|
|
CRRC
2261
DELISTED
COURIER CORP
CRRC
| $8.88M | 0.01% |
576,331
+4,229
| +0.7% | +$69.2K |
|
|
MXWL
2262
DELISTED
Maxwell Technologies Inc
MXWL
| $8.83M | 0.01% |
683,569
+58,899
| +9% | +$600K |
|
|
EXAC
2263
DELISTED
Exactech Inc
EXAC
| $8.8M | 0.01% |
390,007
+4,977
| +1% | +$116K |
|
2264
Lennar Class B
LEN.B
$19.4B
| $8.79M | 0.01% |
289,115
+1,155
| +0.4% | +$35.8K |
|
2265
Saic
SAIC
$4.95B
| $8.79M | 0.01% |
235,210
+41,259
| +21% | +$1.51M |
|
|
NAV
2266
DELISTED
Navistar International
NAV
| $8.78M | 0.01% |
259,187
-148,377
| -36% | -$5.25M |
|
|
AMCC
2267
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $8.77M | 0.01% |
886,309
-596,739
| -40% | -$6.43M |
|
2268
Agnico Eagle Mines
AEM
$73.6B
| $8.77M | 0.01% |
289,936
+71,289
| +33% | +$2.23M |
|
2269
Pegasystems
PEGA
$5.02B
| $8.77M | 0.01% |
993,332
+304,556
| +44% | +$3.29M |
|
2270
Builders FirstSource
BLDR
$7.15B
| $8.77M | 0.01% |
962,492
-142,952
| -13% | -$1.16M |
|
2271
Turkcell
TKC
$4.68B
| $8.77M | 0.01% |
636,941
-58,828
| -8% | -$748K |
|
2272
DMC Global
BOOM
$138M
| $8.76M | 0.01% |
460,237
+57,393
| +14% | +$1.21M |
|
2273
Argan
AGX
$8B
| $8.76M | 0.01% |
294,717
+26,867
| +10% | +$773K |
|
|
LNKD
2274
DELISTED
LinkedIn Corporation
LNKD
| $8.76M | 0.01% |
47,347
-1,946
| -4% | -$399K |
|
|
SMI
2275
DELISTED
Semiconductor Manufacturing Intl
SMI
| $8.72M | 0.01% |
2,306,575
-25,881
| -1% | -$113K |
|
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.