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 | |
|---|---|---|---|---|---|---|
1351
Becton Dickinson
BDX
$45.6B
| $24.8M | 0.02% |
217,122
+6,456
| +3% | +$710K |
|
1352
Haemonetics
HAE
$3.89B
| $24.8M | 0.02% |
760,777
+10,092
| +1% | +$386K |
|
1353
Ameris Bancorp
ABCB
$5.85B
| $24.8M | 0.02% |
1,063,336
+5,451
| +0.5% | +$116K |
|
|
HSNI
1354
DELISTED
HSN, Inc.
HSNI
| $24.8M | 0.02% |
414,521
-164
| -0% | -$9.53K |
|
1355
HNI Corp
HNI
$3.24B
| $24.7M | 0.02% |
676,827
+22,940
| +4% | +$819K |
|
1356
Buckle
BKE
$2.25B
| $24.7M | 0.02% |
539,195
-19,770
| -4% | -$901K |
|
|
VOXX
1357
DELISTED
VOXX International Corporation Class A
VOXX
| $24.6M | 0.02% |
1,801,226
-47,491
| -3% | -$649K |
|
|
CBM
1358
DELISTED
Cambrex Corporation
CBM
| $24.6M | 0.02% |
1,303,621
+23,194
| +2% | +$447K |
|
1359
Matthews International
MATW
$866M
| $24.6M | 0.02% |
602,144
+56,823
| +10% | +$2.34M |
|
|
RATE
1360
DELISTED
Bankrate Inc
RATE
| $24.4M | 0.02% |
1,442,861
+246,633
| +21% | +$4.32M |
|
|
PLKI
1361
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $24.4M | 0.02% |
600,912
+4,223
| +0.7% | +$170K |
|
1362
Jones Lang LaSalle
JLL
$16.3B
| $24.4M | 0.02% |
206,056
+8,174
| +4% | +$941K |
|
1363
Flowserve
FLS
$9.71B
| $24.4M | 0.02% |
311,370
+14,413
| +5% | +$1.11M |
|
1364
Intuit
INTU
$86.5B
| $24.4M | 0.02% |
313,645
+18,559
| +6% | +$1.42M |
|
|
MJN
1365
DELISTED
Mead Johnson Nutrition Company
MJN
| $24.4M | 0.02% |
293,090
+57,168
| +24% | +$4.63M |
|
1366
Teradyne
TER
$57.6B
| $24.4M | 0.02% |
1,225,013
+23,142
| +2% | +$448K |
|
|
INFN
1367
DELISTED
Infinera Corporation Common Stock
INFN
| $24.3M | 0.02% |
2,680,041
-15,847
| -0.6% | -$139K |
|
|
MPT
1368
Medical Properties Trust
MPT
$2.77B
| $24.3M | 0.02% |
1,900,466
+101,868
| +6% | +$1.31M |
|
1369
Brink's
BCO
$4.88B
| $24.3M | 0.02% |
851,155
+136,427
| +19% | +$4.29M |
|
1370
B&G Foods
BGS
$287M
| $24.2M | 0.02% |
805,103
-2,612
| -0.3% | -$81.8K |
|
1371
The Ensign Group
ENSG
$10.4B
| $24.2M | 0.02% |
2,173,530
+32,805
| +2% | +$351K |
|
|
ESIO
1372
DELISTED
Electro Scientific Industries
ESIO
| $24.2M | 0.02% |
2,454,542
-43,112
| -2% | -$431K |
|
|
ATW
1373
DELISTED
Atwood Oceanics
ATW
| $24.2M | 0.02% |
479,538
-11,269
| -2% | -$545K |
|
1374
Wynn Resorts
WYNN
$10.3B
| $24.2M | 0.02% |
108,782
-2,317
| -2% | -$510K |
|
1375
Raymond James Financial
RJF
$33.8B
| $24.1M | 0.02% |
647,859
+2,532
| +0.4% | +$88.5K |
|
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.