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 | |
|---|---|---|---|---|---|---|
2351
Bruker
BRKR
$9.57B
| $7.62M | 0.01% |
334,321
+1,974
| +0.6% | +$43.1K |
|
|
AVP
2352
DELISTED
Avon Products, Inc.
AVP
| $7.62M | 0.01% |
520,462
-3,651
| -0.7% | -$56.1K |
|
|
VVC
2353
DELISTED
Vectren Corporation
VVC
| $7.61M | 0.01% |
193,257
+2,296
| +1% | +$84.9K |
|
|
PHX
2354
DELISTED
PHX Minerals
PHX
| $7.6M | 0.01% |
348,470
+3,944
| +1% | +$76.6K |
|
|
IRE
2355
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
| $7.58M | 0.01% |
391,683
-176
| -0% | -$3.22K |
|
|
BFS
2356
Saul Centers
BFS
$836M
| $7.58M | 0.01% |
160,096
+136
| +0.1% | +$6.35K |
|
|
ESV
2357
DELISTED
Ensco Rowan plc
ESV
| $7.55M | 0.01% |
35,763
+97
| +0.3% | +$20.3K |
|
2358
Frequency Electronics
FEIM
$635M
| $7.55M | 0.01% |
698,293
| – | – |
|
2359
Silgan Holdings
SLGN
$4.23B
| $7.54M | 0.01% |
304,760
+2,152
| +0.7% | +$51.1K |
|
2360
Dick's Sporting Goods
DKS
$17.5B
| $7.54M | 0.01% |
138,035
+8,070
| +6% | +$437K |
|
|
ABAX
2361
DELISTED
Abaxis Inc
ABAX
| $7.53M | 0.01% |
193,571
+24,030
| +14% | +$953K |
|
2362
SiriusXM
SIRI
$9.98B
| $7.51M | 0.01% |
234,791
-340
| -0.1% | -$12K |
|
|
DYAX
2363
DELISTED
DYAX CORPORATION
DYAX
| $7.51M | 0.01% |
836,063
-13,000
| -2% | -$118K |
|
2364
BlackBerry
BB
$4.98B
| $7.49M | 0.01% |
927,126
+20,372
| +2% | +$191K |
|
|
WSTL
2365
DELISTED
Westell Technologies Inc
WSTL
| $7.46M | 0.01% |
505,509
-13,190
| -3% | -$205K |
|
2366
McEwen Inc
MUX
$1.03B
| $7.44M | 0.01% |
313,846
-56,998
| -15% | -$1.53M |
|
|
SNBC
2367
DELISTED
Sun Bancorp Inc
SNBC
| $7.43M | 0.01% |
442,246
+640
| +0.1% | +$10.8K |
|
|
SPIL
2368
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $7.41M | 0.01% |
1,113,708
-171,118
| -13% | -$1.07M |
|
2369
Toronto Dominion Bank
TD
$198B
| $7.39M | 0.01% |
157,517
-4,817
| -3% | -$217K |
|
|
MDVN
2370
DELISTED
MEDIVATION, INC.
MDVN
| $7.39M | 0.01% |
229,670
+2,418
| +1% | +$89.2K |
|
2371
Core Molding Technologies
CMT
$202M
| $7.38M | 0.01% |
589,834
+800
| +0.1% | +$10.7K |
|
2372
Crown Holdings
CCK
$12.8B
| $7.36M | 0.01% |
164,574
+8,275
| +5% | +$359K |
|
|
ECHO
2373
DELISTED
Echo Global Logistics, Inc.
ECHO
| $7.36M | 0.01% |
401,581
+12,989
| +3% | +$239K |
|
|
THR
2374
DELISTED
Thermon Group Holdings
THR
| $7.33M | 0.01% |
316,148
+75,083
| +31% | +$1.93M |
|
2375
Vera Bradley
VRA
$97M
| $7.33M | 0.01% |
271,449
+900
| +0.3% | +$23K |
|
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.