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 | |
|---|---|---|---|---|---|---|
|
ATSG
1276
DELISTED
Air Transport Services Group
ATSG
| $26.3M | 0.02% |
3,355,794
+70,296
| +2% | +$490K |
|
|
AXON
1277
Axon Enterprise
AXON
$42.5B
| $26.3M | 0.02% |
1,438,972
+168,762
| +13% | +$3.02M |
|
1278
BHP
BHP
$215B
| $26.3M | 0.02% |
458,940
+4,072
| +0.9% | +$228K |
|
1279
Regal Rexnord
RRX
$13.7B
| $26.3M | 0.02% |
361,651
+18,505
| +5% | +$1.37M |
|
1280
Exponent
EXPO
$3.24B
| $26.3M | 0.02% |
1,399,544
+26,616
| +2% | +$491K |
|
|
CYNO
1281
DELISTED
Cynosure, Inc. Class A
CYNO
| $26.2M | 0.02% |
895,237
+246,522
| +38% | +$6.99M |
|
1282
NatWest
NWG
$75.4B
| $26.2M | 0.02% |
2,345,952
+59,486
| +3% | +$713K |
|
|
EQC
1283
DELISTED
Equity Commonwealth
EQC
| $26.2M | 0.02% |
996,122
+367
| +0% | +$9.38K |
|
|
WCC
1284
WESCO International
WCC
$16.7B
| $26.2M | 0.02% |
314,379
+32,765
| +12% | +$2.81M |
|
1285
Carriage Services
CSV
$641M
| $26.2M | 0.02% |
1,433,903
-70,118
| -5% | -$1.41M |
|
|
GFA
1286
DELISTED
Gafisa S.A.
GFA
| $26.1M | 0.02% |
609,574
+6,104
| +1% | +$230K |
|
|
HR
1287
DELISTED
Healthcare Realty Trust Incorporated
HR
| $26.1M | 0.02% |
1,080,979
+27,142
| +3% | +$623K |
|
|
BMS
1288
DELISTED
Bemis
BMS
| $26.1M | 0.02% |
665,227
+68,940
| +12% | +$2.69M |
|
|
SE
1289
DELISTED
Spectra Energy Corp Wi
SE
| $26.1M | 0.02% |
706,237
+3,971
| +0.6% | +$144K |
|
|
MSFG
1290
DELISTED
MainSource Financial Group Inc
MSFG
| $26.1M | 0.02% |
1,525,039
-4,093
| -0.3% | -$69.2K |
|
1291
LXP Industrial Trust
LXP
$3.57B
| $26.1M | 0.02% |
478,062
+18,573
| +4% | +$1.01M |
|
1292
Prosperity Bancshares
PB
$8.97B
| $26M | 0.02% |
393,642
-65,790
| -14% | -$4.16M |
|
1293
Textron
TXT
$14.7B
| $26M | 0.02% |
662,513
+25,737
| +4% | +$962K |
|
1294
SS&C Technologies
SSNC
$18.1B
| $26M | 0.02% |
1,298,822
-62,590
| -5% | -$1.29M |
|
1295
TSMC
TSM
$2.1T
| $26M | 0.02% |
1,298,699
+343,170
| +36% | +$6.15M |
|
|
MCF
1296
DELISTED
Contango Oil & Gas Co.
MCF
| $26M | 0.02% |
544,009
+17,114
| +3% | +$784K |
|
|
ACCL
1297
DELISTED
Accelrys Inc
ACCL
| $25.9M | 0.02% |
2,079,565
-2,980
| -0.1% | -$34.9K |
|
1298
ICU Medical
ICUI
$4.21B
| $25.9M | 0.02% |
432,326
+3,972
| +0.9% | +$245K |
|
|
BRCM
1299
DELISTED
BROADCOM CORP CL-A
BRCM
| $25.8M | 0.02% |
821,423
+154,516
| +23% | +$4.65M |
|
|
SFE
1300
DELISTED
Safeguard Scientifics, Inc.
SFE
| $25.8M | 0.02% |
1,163,918
-4,573
| -0.4% | -$90.9K |
|
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.