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 | |
|---|---|---|---|---|---|---|
|
IPXL
926
DELISTED
Impax Laboratories, Inc.
IPXL
| $36.5M | 0.03% |
1,381,862
+177,448
| +15% | +$4.43M |
|
|
BECN
927
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $36.5M | 0.03% |
944,247
+132,339
| +16% | +$5.12M |
|
928
Wolverine World Wide
WWW
$1.61B
| $36.5M | 0.03% |
1,277,864
+163,384
| +15% | +$4.62M |
|
929
Steven Madden
SHOO
$3.37B
| $36.4M | 0.03% |
1,516,514
+95,061
| +7% | +$2.2M |
|
930
Maximus
MMS
$3.17B
| $36.4M | 0.03% |
810,768
+16,555
| +2% | +$748K |
|
|
SAPE
931
DELISTED
SAPIENT CORP
SAPE
| $36.4M | 0.03% |
2,130,989
+131,950
| +7% | +$2.21M |
|
932
Albany International
AIN
$2.11B
| $36.3M | 0.03% |
1,022,058
+21,309
| +2% | +$760K |
|
933
Generac Holdings
GNRC
$11.6B
| $36M | 0.03% |
610,476
-5,838
| -0.9% | -$319K |
|
934
Prudential
PUK
$37.6B
| $36M | 0.03% |
872,039
-5,163
| -0.6% | -$220K |
|
935
Adobe
ADBE
$99.5B
| $35.9M | 0.03% |
546,406
-227
| -0% | -$14.6K |
|
|
FFIC
936
DELISTED
Flushing Financial
FFIC
| $35.9M | 0.03% |
1,704,291
-1,816
| -0.1% | -$37.2K |
|
937
Cracker Barrel
CBRL
$1.26B
| $35.9M | 0.03% |
368,999
+42,712
| +13% | +$4.31M |
|
938
Analog Devices
ADI
$179B
| $35.8M | 0.03% |
673,522
+22,803
| +4% | +$1.15M |
|
939
Heartland Express
HTLD
$948M
| $35.7M | 0.03% |
1,573,298
+59,720
| +4% | +$1.25M |
|
940
Sinclair Inc
SBGI
$992M
| $35.7M | 0.03% |
1,317,479
-7,522
| -0.6% | -$223K |
|
|
ACO
941
DELISTED
AMCOL International Corp
ACO
| $35.7M | 0.03% |
779,319
+5,410
| +0.7% | +$218K |
|
|
CIVI
942
DELISTED
Civitas Resources
CIVI
| $35.7M | 0.03% |
7,195
+1,532
| +27% | +$7.67M |
|
943
CoStar Group
CSGP
$11.7B
| $35.6M | 0.03% |
1,908,760
-540,240
| -22% | -$10.2M |
|
944
Interparfums
IPAR
$3.99B
| $35.6M | 0.03% |
983,974
+22,402
| +2% | +$753K |
|
|
AIRM
945
DELISTED
Air Methods Corp
AIRM
| $35.6M | 0.03% |
665,744
+63,942
| +11% | +$3.41M |
|
|
CRR
946
DELISTED
Carbo Ceramics Inc.
CRR
| $35.5M | 0.03% |
257,591
+3,478
| +1% | +$412K |
|
947
Yum! Brands
YUM
$41.8B
| $35.5M | 0.03% |
655,635
+54,630
| +9% | +$2.88M |
|
948
Idacorp
IDA
$8.27B
| $35.5M | 0.03% |
640,247
+54,437
| +9% | +$2.92M |
|
|
CYT
949
DELISTED
CYTEC INDS INC
CYT
| $35.5M | 0.03% |
727,596
-16,114
| -2% | -$748K |
|
950
Unisys
UIS
$209M
| $35.5M | 0.03% |
1,165,654
+92,234
| +9% | +$2.97M |
|
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.