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 | |
|---|---|---|---|---|---|---|
1226
KBR
KBR
$4.62B
| $27.3M | 0.02% |
1,021,786
+203,771
| +25% | +$6.15M |
|
1227
Spire
SR
$4.72B
| $27.2M | 0.02% |
577,929
+8,044
| +1% | +$365K |
|
1228
Chipotle Mexican Grill
CMG
$47.2B
| $27.2M | 0.02% |
2,398,250
+82,200
| +4% | +$906K |
|
1229
Federal Agricultural Mortgage
AGM
$2.47B
| $27.2M | 0.02% |
818,393
+56,133
| +7% | +$1.77M |
|
1230
New Jersey Resources
NJR
$5.84B
| $27.2M | 0.02% |
1,091,756
+62,288
| +6% | +$1.43M |
|
1231
Liberty Global Class C
LBTYK
$3.53B
| $27.2M | 0.02% |
825,454
+321,021
| +64% | +$10.7M |
|
1232
Align Technology
ALGN
$12.1B
| $27.2M | 0.02% |
524,577
-53,524
| -9% | -$3M |
|
1233
Rush Enterprises Class B
RUSHB
$6.04B
| $27.2M | 0.02% |
2,165,260
-3,375
| -0.2% | -$37.2K |
|
1234
United Natural Foods
UNFI
$3.08B
| $27.2M | 0.02% |
382,918
-57,519
| -13% | -$4.1M |
|
|
EPAY
1235
DELISTED
Bottomline Technologies Inc
EPAY
| $27.1M | 0.02% |
772,245
-3,789
| -0.5% | -$132K |
|
|
PRA
1236
DELISTED
ProAssurance
PRA
| $27.1M | 0.02% |
609,591
+69,720
| +13% | +$3.18M |
|
|
WBMD
1237
DELISTED
WebMD Health Corp.
WBMD
| $27.1M | 0.02% |
654,762
+54,714
| +9% | +$2.47M |
|
|
PTVCB
1238
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $27.1M | 0.02% |
1,030,967
+207
| +0% | +$5.28K |
|
1239
CubeSmart
CUBE
$9.39B
| $27.1M | 0.02% |
1,577,904
+76,991
| +5% | +$1.29M |
|
1240
Credit Acceptance
CACC
$5.95B
| $27.1M | 0.02% |
190,465
+972
| +0.5% | +$132K |
|
1241
Diageo
DEO
$49B
| $27.1M | 0.02% |
217,238
+37,295
| +21% | +$4.65M |
|
|
GES
1242
DELISTED
Guess Inc
GES
| $27.1M | 0.02% |
980,284
+52,101
| +6% | +$1.51M |
|
1243
KLA
KLAC
$239B
| $27.1M | 0.02% |
3,912,840
+21,050
| +0.5% | +$136K |
|
|
GTAT
1244
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
| $27M | 0.02% |
1,584,440
-13,763
| -0.9% | -$177K |
|
1245
Simmons First National
SFNC
$3.41B
| $27M | 0.02% |
1,448,778
+6,656
| +0.5% | +$120K |
|
1246
Stryker
SYK
$125B
| $27M | 0.02% |
331,363
+586
| +0.2% | +$46.6K |
|
|
WCN
1247
Waste Connections
WCN
$42.2B
| $27M | 0.02% |
922,919
+43,581
| +5% | +$1.24M |
|
1248
Barrett Business Services
BBSI
$959M
| $27M | 0.02% |
1,811,816
-61,124
| -3% | -$1.14M |
|
|
CCMP
1249
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $27M | 0.02% |
612,769
+21,566
| +4% | +$943K |
|
1250
Globe Life
GL
$14.2B
| $27M | 0.02% |
513,920
-42,661
| -8% | -$2.19M |
|
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.