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 | |
|---|---|---|---|---|---|---|
|
CHSP
2426
DELISTED
Chesapeake Lodging Trust
CHSP
| $6.61M | ﹤0.01% |
256,952
+33,778
| +15% | +$856K |
|
2427
Nordic American Tanker
NAT
$1.38B
| $6.61M | ﹤0.01% |
686,575
-265,159
| -28% | -$2.68M |
|
|
GST
2428
DELISTED
Gastar Exploration Inc.
GST
| $6.55M | ﹤0.01% |
1,196,924
+466,746
| +64% | +$2.85M |
|
|
SRT
2429
DELISTED
Startek Inc.
SRT
| $6.54M | ﹤0.01% |
949,092
+925
| +0.1% | +$6.24K |
|
|
LMOS
2430
DELISTED
Lumos Networks Corp
LMOS
| $6.54M | ﹤0.01% |
489,084
+39,102
| +9% | +$668K |
|
|
AWAY
2431
DELISTED
HOMEAWAY INC COM
AWAY
| $6.52M | ﹤0.01% |
173,149
-51,207
| -23% | -$2.16M |
|
|
MTL
2432
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
| $6.52M | ﹤0.01% |
1,574,555
-42,997
| -3% | -$175K |
|
2433
Digimarc Corp
DMRC
$147M
| $6.51M | ﹤0.01% |
207,260
-5,350
| -3% | -$158K |
|
2434
Shutterstock
SSTK
$198M
| $6.5M | ﹤0.01% |
+89,551
| New | +$7.57M |
|
|
TOWR
2435
DELISTED
Tower International, Inc.
TOWR
| $6.5M | ﹤0.01% |
238,841
+84,424
| +55% | +$2.07M |
|
|
CGG
2436
DELISTED
CGG
CGG
| $6.5M | ﹤0.01% |
12,688
-100
| -0.8% | -$50.7K |
|
|
FRS
2437
DELISTED
FRISCH'S RESTAURANTS INC
FRS
| $6.47M | ﹤0.01% |
273,447
+1,405
| +0.5% | +$34.8K |
|
|
CPL
2438
DELISTED
CPFL Energia S.A.
CPL
| $6.47M | ﹤0.01% |
418,559
-15,180
| -3% | -$213K |
|
|
EGIO
2439
DELISTED
Edgio, Inc. Common Stock
EGIO
| $6.47M | ﹤0.01% |
74,152
-254
| -0.3% | -$21.5K |
|
|
KYO
2440
DELISTED
Kyocera Adr
KYO
| $6.45M | ﹤0.01% |
142,510
+400
| +0.3% | +$18.4K |
|
|
ESI
2441
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $6.42M | ﹤0.01% |
223,885
-3,011
| -1% | -$99.6K |
|
|
UN
2442
DELISTED
Unilever NV New York Registry Shares
UN
| $6.42M | ﹤0.01% |
156,080
+65,425
| +72% | +$2.54M |
|
|
TIS
2443
DELISTED
Orchids Paper Products, Inc.
TIS
| $6.4M | ﹤0.01% |
209,253
+18,188
| +10% | +$585K |
|
|
QADA
2444
DELISTED
QAD Inc.
QADA
| $6.38M | ﹤0.01% |
312,359
+1,230
| +0.4% | +$22.8K |
|
2445
National Fuel Gas
NFG
$7.82B
| $6.38M | ﹤0.01% |
91,087
+7,715
| +9% | +$565K |
|
|
EVER
2446
DELISTED
Everbank Financial Corp
EVER
| $6.38M | ﹤0.01% |
+323,285
| New | +$5.86M |
|
2447
Timberland Bancorp
TSBK
$348M
| $6.38M | ﹤0.01% |
595,956
| – | – |
|
|
NBBC
2448
DELISTED
NEWBRIDGE BANCORP CLASS A COM STK (NC)
NBBC
| $6.37M | ﹤0.01% |
892,639
+12,351
| +1% | +$87.5K |
|
2449
Smith & Nephew
SNN
$13.3B
| $6.36M | ﹤0.01% |
207,853
+11,200
| +6% | +$339K |
|
2450
AmeriServ Financial
ASRV
$77.5M
| $6.35M | ﹤0.01% |
1,649,585
-4,333
| -0.3% | -$14.5K |
|
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.