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 | |
|---|---|---|---|---|---|---|
|
AF
326
DELISTED
Astoria Financial Corporation
AF
| $89.7M | 0.07% |
6,487,826
+271,934
| +4% | +$3.71M |
|
327
Integer Holdings
ITGR
$3.41B
| $89.4M | 0.07% |
2,136,773
-77,381
| -3% | -$3.1M |
|
328
Fulton Financial
FULT
$4.66B
| $88.7M | 0.07% |
7,053,747
+809,889
| +13% | +$10.2M |
|
329
Ambev
ABEV
$47.9B
| $88.5M | 0.07% |
11,936,811
+1,575,873
| +15% | +$11M |
|
|
ISIL
330
DELISTED
Intersil Corp
ISIL
| $88.5M | 0.07% |
6,847,727
+463,815
| +7% | +$5.54M |
|
331
Scholastic
SCHL
$770M
| $88.3M | 0.07% |
2,562,316
-10,601
| -0.4% | -$362K |
|
|
CFN
332
DELISTED
CAREFUSION CORPORATION
CFN
| $88.2M | 0.07% |
2,192,452
-146
| -0% | -$5.91K |
|
333
Herc Holdings
HRI
$4.94B
| $88.1M | 0.07% |
1,102,609
+257,090
| +30% | +$20.7M |
|
334
Liberty Media Series A
FWONA
$22.5B
| $87.8M | 0.07% |
3,783,146
+235,904
| +7% | +$5.64M |
|
335
Meta Platforms (Facebook)
META
$1.39T
| $87.8M | 0.07% |
1,456,334
+85,406
| +6% | +$5.41M |
|
|
UFS
336
DELISTED
DOMTAR CORPORATION (New)
UFS
| $87.7M | 0.07% |
1,562,964
-8,454
| -0.5% | -$436K |
|
337
Federal Realty Investment Trust
FRT
$10.8B
| $87.6M | 0.07% |
763,634
+41,923
| +6% | +$4.58M |
|
|
RKT
338
DELISTED
ROCK-TENN COMPANY CL-A
RKT
| $86.8M | 0.06% |
1,644,774
+37,044
| +2% | +$1.94M |
|
|
SYA
339
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
| $86.8M | 0.06% |
4,377,105
+368,004
| +9% | +$7.11M |
|
340
AAR Corp
AIR
$5.53B
| $86.2M | 0.06% |
3,323,527
-38,314
| -1% | -$1.07M |
|
|
PARA
341
DELISTED
Paramount Global Class B
PARA
| $86M | 0.06% |
1,391,889
-2,344
| -0.2% | -$148K |
|
|
JNPR
342
DELISTED
Juniper Networks
JNPR
| $85.7M | 0.06% |
3,328,747
+48,395
| +1% | +$1.26M |
|
343
Pinnacle Financial Partners Inc
PNFP
$15.9B
| $85.6M | 0.06% |
2,282,475
-129,365
| -5% | -$4.47M |
|
344
Caterpillar
CAT
$376B
| $85.2M | 0.06% |
857,293
+193,635
| +29% | +$18.3M |
|
345
Kohl's
KSS
$2.22B
| $84.8M | 0.06% |
1,493,513
+263,047
| +21% | +$14.1M |
|
346
Old Republic International
ORI
$10.5B
| $84.7M | 0.06% |
5,165,931
+9,512
| +0.2% | +$151K |
|
347
Blackrock
BLK
$169B
| $84.3M | 0.06% |
268,245
-269
| -0.1% | -$82.2K |
|
|
CONN
348
DELISTED
Conn's Inc.
CONN
| $84.3M | 0.06% |
2,168,709
-29,154
| -1% | -$1.48M |
|
349
Methode Electronics
MEI
$492M
| $83.9M | 0.06% |
2,736,808
+44,889
| +2% | +$1.48M |
|
|
MW
350
DELISTED
THE MENS WAREHOUSE INC
MW
| $83.6M | 0.06% |
1,707,059
+51,400
| +3% | +$2.55M |
|
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.