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 | |
|---|---|---|---|---|---|---|
|
CTB
1101
DELISTED
Cooper Tire & Rubber Co.
CTB
| $30.7M | 0.02% |
1,262,043
-2,064
| -0.2% | -$49.2K |
|
1102
The GEO Group
GEO
$4.13B
| $30.6M | 0.02% |
1,425,060
-555,411
| -28% | -$12M |
|
|
PPS
1103
DELISTED
Post Properties
PPS
| $30.6M | 0.02% |
623,286
+17,402
| +3% | +$830K |
|
1104
Cognizant
CTSH
$24.9B
| $30.6M | 0.02% |
604,937
+17,347
| +3% | +$867K |
|
1105
RenaissanceRe
RNR
$13.3B
| $30.6M | 0.02% |
313,509
+38,599
| +14% | +$3.62M |
|
1106
Mercury Insurance
MCY
$5.93B
| $30.6M | 0.02% |
678,627
+48,764
| +8% | +$2.23M |
|
1107
VEON
VEON
$3.62B
| $30.6M | 0.02% |
135,528
+24,468
| +22% | +$6.29M |
|
1108
ArcelorMittal
MT
$52.9B
| $30.4M | 0.02% |
824,058
+320,930
| +64% | +$11.9M |
|
1109
Public Service Enterprise Group
PEG
$38.2B
| $30.4M | 0.02% |
797,129
-33,857
| -4% | -$1.17M |
|
1110
Iridium Communications
IRDM
$5.02B
| $30.3M | 0.02% |
4,039,381
+310,411
| +8% | +$2.08M |
|
1111
Keurig Dr Pepper
KDP
$42.3B
| $30.3M | 0.02% |
556,747
+100,490
| +22% | +$5.06M |
|
1112
Cummins
CMI
$87.5B
| $30.3M | 0.02% |
203,435
+6,397
| +3% | +$889K |
|
1113
Roper Technologies
ROP
$38.8B
| $30.3M | 0.02% |
226,913
+1,410
| +0.6% | +$192K |
|
1114
Rogers Corp
ROG
$2.21B
| $30.2M | 0.02% |
484,406
+17,082
| +4% | +$1.04M |
|
|
POLY
1115
DELISTED
Plantronics, Inc.
POLY
| $30.2M | 0.02% |
679,933
+16,948
| +3% | +$748K |
|
1116
Gen Digital
GEN
$16.4B
| $30.2M | 0.02% |
1,512,001
+117,375
| +8% | +$2.51M |
|
1117
Fluor
FLR
$7.01B
| $30.2M | 0.02% |
388,273
+34,799
| +10% | +$2.71M |
|
1118
First Financial Bancorp
FFBC
$3.55B
| $30.2M | 0.02% |
1,677,110
+71,141
| +4% | +$1.22M |
|
|
CUK
1119
DELISTED
Carnival PLC
CUK
| $30.1M | 0.02% |
784,453
+8,923
| +1% | +$364K |
|
|
ARTC
1120
DELISTED
ARTHROCARE CORP
ARTC
| $30.1M | 0.02% |
624,311
+9,671
| +2% | +$459K |
|
1121
Dana Inc
DAN
$2.9B
| $30.1M | 0.02% |
1,292,348
-9,734
| -0.7% | -$202K |
|
|
TESO
1122
DELISTED
Tesco Corp
TESO
| $30M | 0.02% |
1,622,989
+267,331
| +20% | +$5.22M |
|
|
LTM
1123
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $30M | 0.02% |
1,992,403
+158,340
| +9% | +$2.36M |
|
|
HI
1124
DELISTED
Hillenbrand
HI
| $30M | 0.02% |
927,388
+20,755
| +2% | +$614K |
|
|
GTLS
1125
DELISTED
Chart Industries
GTLS
| $30M | 0.02% |
376,777
-1,200
| -0.3% | -$103K |
|
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.