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 | |
|---|---|---|---|---|---|---|
|
CBST
1576
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
| $20.1M | 0.02% |
275,348
-2,186
| -0.8% | -$163K |
|
|
FCE.A
1577
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $20.1M | 0.02% |
1,054,566
+28,280
| +3% | +$534K |
|
1578
Global Industrial
GIC
$1.37B
| $20.1M | 0.02% |
1,344,887
-1,150
| -0.1% | -$13.9K |
|
|
PIKE
1579
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
| $20M | 0.01% |
1,859,133
+31,848
| +2% | +$340K |
|
1580
Kennametal
KMT
$2.59B
| $20M | 0.01% |
451,533
-5,515
| -1% | -$252K |
|
1581
Tenet Healthcare
THC
$20.5B
| $20M | 0.01% |
466,848
+2,378
| +0.5% | +$105K |
|
1582
Tejon Ranch
TRC
$457M
| $20M | 0.01% |
607,536
-2,650
| -0.4% | -$89.9K |
|
|
ECOL
1583
DELISTED
US Ecology, Inc.
ECOL
| $19.9M | 0.01% |
537,276
+43,286
| +9% | +$1.58M |
|
|
STRZA
1584
DELISTED
Starz - Series A
STRZA
| $19.9M | 0.01% |
617,613
-13,539
| -2% | -$412K |
|
1585
National Grid
NGG
$80.4B
| $19.9M | 0.01% |
299,974
+1,237
| +0.4% | +$79.7K |
|
1586
Compass Minerals
CMP
$1.23B
| $19.9M | 0.01% |
241,015
+65,072
| +37% | +$5.38M |
|
|
ENOC
1587
DELISTED
EnerNOC, Inc.
ENOC
| $19.8M | 0.01% |
890,331
+107,686
| +14% | +$2.29M |
|
|
TSS
1588
DELISTED
Total System Services, Inc.
TSS
| $19.8M | 0.01% |
650,946
+30,894
| +5% | +$949K |
|
|
KATE
1589
DELISTED
Kate Spade & Company
KATE
| $19.8M | 0.01% |
532,977
-88,389
| -14% | -$2.92M |
|
|
BLT
1590
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
| $19.8M | 0.01% |
1,660,648
+647,630
| +64% | +$8.21M |
|
|
OPLK
1591
DELISTED
OPLINK COMMUNICATIONS INC
OPLK
| $19.8M | 0.01% |
1,100,330
+9,251
| +0.8% | +$164K |
|
|
BBBY
1592
DELISTED
Bed Bath & Beyond Inc
BBBY
| $19.8M | 0.01% |
287,215
+3,897
| +1% | +$264K |
|
|
CAI
1593
DELISTED
CAI International, Inc.
CAI
| $19.7M | 0.01% |
797,271
+41,201
| +5% | +$929K |
|
1594
Lincoln Electric
LECO
$14.2B
| $19.7M | 0.01% |
273,060
+982
| +0.4% | +$70.4K |
|
1595
Vaalco Energy
EGY
$570M
| $19.6M | 0.01% |
2,296,413
+172,105
| +8% | +$1.16M |
|
|
BEE
1596
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
| $19.6M | 0.01% |
1,926,485
+68,518
| +4% | +$667K |
|
|
KNL
1597
DELISTED
Knoll, Inc.
KNL
| $19.6M | 0.01% |
1,077,808
+48,996
| +5% | +$807K |
|
1598
Labcorp
LH
$25B
| $19.6M | 0.01% |
232,282
+1,256
| +0.5% | +$100K |
|
|
IQNT
1599
DELISTED
Inteliquent, Inc.
IQNT
| $19.6M | 0.01% |
1,348,786
+35,353
| +3% | +$441K |
|
|
OME
1600
DELISTED
Omega Protein
OME
| $19.6M | 0.01% |
1,622,083
+4,569
| +0.3% | +$52.3K |
|
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.