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 | |
|---|---|---|---|---|---|---|
|
ALOG
1001
DELISTED
Analogic Corp
ALOG
| $33.3M | 0.02% |
405,629
+14,196
| +4% | +$1.27M |
|
1002
Forward Air
FWRD
$444M
| $33.3M | 0.02% |
722,200
+46,361
| +7% | +$2.05M |
|
1003
TriMas Corp
TRS
$1.43B
| $33.3M | 0.02% |
1,256,973
+43,033
| +4% | +$1.21M |
|
|
CEB
1004
DELISTED
CEB Inc.
CEB
| $33.2M | 0.02% |
447,890
+34,332
| +8% | +$2.57M |
|
1005
United Airlines
UAL
$39.4B
| $33.2M | 0.02% |
744,765
+24,014
| +3% | +$1.08M |
|
|
ENDP
1006
DELISTED
Endo International plc
ENDP
| $33.2M | 0.02% |
484,121
+3,641
| +0.8% | +$258K |
|
1007
Altisource Portfolio Solutions
ASPS
$63.6M
| $33.2M | 0.02% |
34,096
-331
| -1% | -$336K |
|
|
NLSN
1008
DELISTED
Nielsen Holdings plc
NLSN
| $33.2M | 0.02% |
743,027
+4,174
| +0.6% | +$187K |
|
|
CXO
1009
DELISTED
CONCHO RESOURCES INC.
CXO
| $33.1M | 0.02% |
270,504
+30,139
| +13% | +$3.32M |
|
1010
Ciena
CIEN
$53.4B
| $33.1M | 0.02% |
1,456,820
+270,223
| +23% | +$6.36M |
|
1011
Kroger
KR
$35.4B
| $33.1M | 0.02% |
1,517,498
+9,328
| +0.6% | +$186K |
|
1012
Progressive
PGR
$123B
| $33.1M | 0.02% |
1,367,148
+169,198
| +14% | +$4.11M |
|
|
Y
1013
DELISTED
Alleghany Corp
Y
| $33.1M | 0.02% |
81,212
+1,499
| +2% | +$581K |
|
1014
Cooper Companies
COO
$14.1B
| $33M | 0.02% |
960,124
-1,084
| -0.1% | -$34.8K |
|
1015
Flotek Industries
FTK
$852M
| $33M | 0.02% |
197,196
+3,103
| +2% | +$436K |
|
|
GWR
1016
DELISTED
Genesee & Wyoming Inc.
GWR
| $32.9M | 0.02% |
338,579
+46,300
| +16% | +$4.38M |
|
|
WCG
1017
DELISTED
Wellcare Health Plans, Inc.
WCG
| $32.9M | 0.02% |
518,226
+100,588
| +24% | +$6.52M |
|
1018
Southwest Gas
SWX
$6.47B
| $32.9M | 0.02% |
615,722
+48,474
| +9% | +$2.6M |
|
1019
News Corp Class A
NWSA
$14.9B
| $32.9M | 0.02% |
1,910,589
+308,706
| +19% | +$5.34M |
|
1020
Franklin Electric
FELE
$4.63B
| $32.9M | 0.02% |
773,423
+37,730
| +5% | +$1.59M |
|
1021
Stepan Co
SCL
$1.46B
| $32.9M | 0.02% |
508,833
+16,371
| +3% | +$1.03M |
|
1022
MarketAxess Holdings
MKTX
$5.71B
| $32.8M | 0.02% |
554,502
+911
| +0.2% | +$56.3K |
|
|
CYBX
1023
DELISTED
CYBERONICS INC
CYBX
| $32.8M | 0.02% |
502,775
-13,691
| -3% | -$921K |
|
|
CCC
1024
DELISTED
Calgon Carbon Corp
CCC
| $32.8M | 0.02% |
1,500,955
+102,555
| +7% | +$2.1M |
|
|
TBI
1025
Trueblue
TBI
$215M
| $32.8M | 0.02% |
1,119,690
+4,467
| +0.4% | +$120K |
|
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.