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 | |
|---|---|---|---|---|---|---|
|
CNVR
1026
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
| $32.7M | 0.02% |
1,162,112
-3,661
| -0.3% | -$87.8K |
|
1027
Salesforce
CRM
$151B
| $32.7M | 0.02% |
573,080
+5,298
| +0.9% | +$317K |
|
1028
Teva Pharmaceuticals
TEVA
$40.8B
| $32.6M | 0.02% |
617,792
-6,429
| -1% | -$297K |
|
|
SIVB
1029
DELISTED
SVB Financial Group
SIVB
| $32.6M | 0.02% |
253,262
-635
| -0.3% | -$74.2K |
|
1030
Silicon Laboratories
SLAB
$7.17B
| $32.6M | 0.02% |
624,088
+34,633
| +6% | +$1.67M |
|
1031
AZZ Inc
AZZ
$4.35B
| $32.6M | 0.02% |
729,838
+63,722
| +10% | +$2.75M |
|
|
SD
1032
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $32.6M | 0.02% |
5,303,112
+117,964
| +2% | +$736K |
|
|
TRW
1033
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $32.5M | 0.02% |
398,657
+34,035
| +9% | +$2.64M |
|
|
FOE
1034
DELISTED
Ferro Corporation
FOE
| $32.5M | 0.02% |
2,380,185
+241,893
| +11% | +$3.21M |
|
1035
CorVel
CRVL
$3.06B
| $32.5M | 0.02% |
1,958,457
+119,145
| +6% | +$1.91M |
|
|
MDCO
1036
DELISTED
Medicines Co
MDCO
| $32.4M | 0.02% |
1,138,875
+136,428
| +14% | +$4.51M |
|
1037
DXP Enterprises
DXPE
$2.43B
| $32.3M | 0.02% |
340,558
+21,879
| +7% | +$2.2M |
|
1038
Arch Capital
ACGL
$34.3B
| $32.3M | 0.02% |
1,684,551
+163,593
| +11% | +$3.03M |
|
1039
Emergent Biosolutions
EBS
$373M
| $32.3M | 0.02% |
1,278,440
+94,047
| +8% | +$2.38M |
|
1040
Monolithic Power Systems
MPWR
$70.1B
| $32.3M | 0.02% |
833,283
-65,828
| -7% | -$2.32M |
|
1041
Encompass Health
EHC
$11B
| $32.3M | 0.02% |
1,129,621
+85,654
| +8% | +$2.23M |
|
|
ILG
1042
DELISTED
ILG, Inc Common Stock
ILG
| $32.2M | 0.02% |
1,233,530
+48,586
| +4% | +$1.34M |
|
|
LNW
1043
DELISTED
Light & Wonder
LNW
| $32.2M | 0.02% |
2,348,037
+43,077
| +2% | +$627K |
|
|
LIN
1044
DELISTED
LIN MEDIA LLC CLASS A COM
LIN
| $32.2M | 0.02% |
1,215,829
+48,550
| +4% | +$1.15M |
|
1045
Interface
TILE
$1.99B
| $32.1M | 0.02% |
1,563,995
+99,095
| +7% | +$2.02M |
|
|
ALXN
1046
DELISTED
Alexion Pharmaceuticals
ALXN
| $32.1M | 0.02% |
211,111
+2,079
| +1% | +$331K |
|
|
SCS
1047
DELISTED
Steelcase
SCS
| $32.1M | 0.02% |
1,930,959
+56,611
| +3% | +$843K |
|
|
APOL
1048
DELISTED
Apollo Education Group Inc Class A
APOL
| $32.1M | 0.02% |
936,376
+75,177
| +9% | +$2.44M |
|
1049
Sonic Automotive
SAH
$2.9B
| $32.1M | 0.02% |
1,425,943
+117,654
| +9% | +$2.7M |
|
|
ELRC
1050
DELISTED
ELECTRO RENT CORP
ELRC
| $32M | 0.02% |
1,816,669
+3,513
| +0.2% | +$62.4K |
|
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.