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 | |
|---|---|---|---|---|---|---|
|
BRLI
1851
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
| $14.9M | 0.01% |
538,998
-1,588
| -0.3% | -$41.6K |
|
1852
Cameco
CCJ
$39B
| $14.9M | 0.01% |
651,116
-15,954
| -2% | -$356K |
|
1853
Cinemark Holdings
CNK
$4.37B
| $14.9M | 0.01% |
513,974
+28,014
| +6% | +$840K |
|
|
STNR
1854
DELISTED
STEINER LEISURE LTD
STNR
| $14.9M | 0.01% |
322,046
+764
| +0.2% | +$36.4K |
|
|
HBI
1855
DELISTED
Hanesbrands
HBI
| $14.9M | 0.01% |
778,952
+1,264
| +0.2% | +$22.7K |
|
1856
American Public Education
APEI
$945M
| $14.9M | 0.01% |
423,835
+21,386
| +5% | +$868K |
|
1857
Ligand Pharmaceuticals
LGND
$5.81B
| $14.9M | 0.01% |
354,212
+151,133
| +74% | +$6.3M |
|
1858
Accuray
ARAY
$31.7M
| $14.8M | 0.01% |
1,543,607
-8,585
| -0.6% | -$81.2K |
|
1859
Ultrapar
UGP
$6.94B
| $14.8M | 0.01% |
1,228,590
-162,794
| -12% | -$1.81M |
|
1860
Fossil Group
FOSL
$347M
| $14.8M | 0.01% |
126,756
+1,445
| +1% | +$168K |
|
1861
Entergy
ETR
$50.3B
| $14.8M | 0.01% |
441,908
+468
| +0.1% | +$14.8K |
|
1862
Jack Henry & Associates
JKHY
$11.1B
| $14.8M | 0.01% |
264,696
+5,199
| +2% | +$298K |
|
1863
TransDigm Group
TDG
$71.6B
| $14.8M | 0.01% |
79,683
+2,906
| +4% | +$508K |
|
1864
America's Car Mart
CRMT
$28.6M
| $14.8M | 0.01% |
401,714
+1,541
| +0.4% | +$59.1K |
|
1865
St. Joe Company
JOE
$3.61B
| $14.8M | 0.01% |
766,289
-6,200
| -0.8% | -$115K |
|
1866
Masco
MAS
$14.6B
| $14.7M | 0.01% |
755,833
+16,292
| +2% | +$321K |
|
1867
XPO
XPO
$23B
| $14.7M | 0.01% |
1,444,448
-8,480
| -0.6% | -$84.6K |
|
|
GAS
1868
DELISTED
AGL Resources Inc
GAS
| $14.7M | 0.01% |
300,057
+35,017
| +13% | +$1.65M |
|
1869
Fabrinet
FN
$16.3B
| $14.7M | 0.01% |
706,956
+118,085
| +20% | +$2.24M |
|
|
EGN
1870
DELISTED
Energen
EGN
| $14.7M | 0.01% |
181,645
-6,736
| -4% | -$505K |
|
1871
Crane NXT
CXT
$3.07B
| $14.6M | 0.01% |
592,386
+9,103
| +2% | +$215K |
|
|
DEL
1872
DELISTED
Deltic Timber
DEL
| $14.6M | 0.01% |
223,878
+5,042
| +2% | +$323K |
|
1873
Allegion
ALLE
$13.7B
| $14.6M | 0.01% |
279,497
+49
| +0% | +$2.46K |
|
|
AVHI
1874
DELISTED
A V Homes, Inc.
AVHI
| $14.6M | 0.01% |
805,810
-9,931
| -1% | -$187K |
|
1875
Republic Bancorp
RBCAA
$1.96B
| $14.5M | 0.01% |
643,453
-725
| -0.1% | -$17.1K |
|
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.