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 | |
|---|---|---|---|---|---|---|
|
TMH
1201
DELISTED
Team Health Holdings Inc
TMH
| $27.9M | 0.02% |
623,203
-5,427
| -0.9% | -$244K |
|
1202
NWPX Infrastructure Inc
NWPX
$1.19B
| $27.9M | 0.02% |
770,850
+7,222
| +0.9% | +$258K |
|
1203
Marcus Corp
MCS
$897M
| $27.8M | 0.02% |
1,664,618
-9,202
| -0.5% | -$129K |
|
|
MTSC
1204
DELISTED
MTS Systems Corp
MTSC
| $27.8M | 0.02% |
405,742
+4,414
| +1% | +$314K |
|
|
XLNX
1205
DELISTED
Xilinx Inc
XLNX
| $27.8M | 0.02% |
511,583
+955
| +0.2% | +$47.4K |
|
|
LAYN
1206
DELISTED
Layne Christensen Co
LAYN
| $27.7M | 0.02% |
1,524,186
-46,739
| -3% | -$823K |
|
1207
Modine Manufacturing
MOD
$10.7B
| $27.7M | 0.02% |
1,892,472
+3,973
| +0.2% | +$54.7K |
|
1208
FerroAtlántica
GSM
$594M
| $27.7M | 0.02% |
1,328,731
+106,999
| +9% | +$2.03M |
|
|
ABCO
1209
DELISTED
Advisory Board Co
ABCO
| $27.6M | 0.02% |
429,883
+46,229
| +12% | +$2.93M |
|
1210
TTM Technologies
TTMI
$12B
| $27.6M | 0.02% |
3,268,436
+222,416
| +7% | +$1.82M |
|
1211
Tractor Supply
TSCO
$16.1B
| $27.6M | 0.02% |
1,954,615
+286,070
| +17% | +$4.05M |
|
|
OUTR
1212
DELISTED
OUTERWALL INC
OUTR
| $27.6M | 0.02% |
380,674
-455
| -0.1% | -$31K |
|
1213
Franklin Resources
BEN
$17.6B
| $27.5M | 0.02% |
508,413
+3,770
| +0.7% | +$203K |
|
1214
Sturm, Ruger & Co
RGR
$594M
| $27.5M | 0.02% |
460,507
-5,650
| -1% | -$398K |
|
|
VSI
1215
DELISTED
Vitamin Shoppe Inc.
VSI
| $27.5M | 0.02% |
579,254
+213,686
| +58% | +$9.79M |
|
1216
Teledyne Technologies
TDY
$30.4B
| $27.5M | 0.02% |
282,522
-75,182
| -21% | -$7.13M |
|
1217
Lindsay Corp
LNN
$1.13B
| $27.5M | 0.02% |
311,738
-1,275
| -0.4% | -$108K |
|
1218
Ross Stores
ROST
$80.5B
| $27.5M | 0.02% |
768,244
+40,436
| +6% | +$1.43M |
|
1219
Enovis
ENOV
$1.68B
| $27.5M | 0.02% |
223,773
-2,830
| -1% | -$325K |
|
|
SMA
1220
DELISTED
SYMMETRY MEDICAL INC
SMA
| $27.4M | 0.02% |
2,728,159
+34,744
| +1% | +$346K |
|
1221
Oneok
OKE
$57.2B
| $27.4M | 0.02% |
463,015
-26,483
| -5% | -$1.55M |
|
1222
Universal Health Services
UHS
$10.2B
| $27.4M | 0.02% |
334,151
+31,639
| +10% | +$2.55M |
|
1223
Scorpio Tankers
STNG
$3.9B
| $27.3M | 0.02% |
273,757
+91,306
| +50% | +$9.38M |
|
|
ELNK
1224
DELISTED
EarthLink Holdings Corp.
ELNK
| $27.3M | 0.02% |
7,555,025
-201,966
| -3% | -$863K |
|
1225
Jazz Pharmaceuticals
JAZZ
$15.9B
| $27.3M | 0.02% |
196,646
+200
| +0.1% | +$30.1K |
|
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.