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 | |
|---|---|---|---|---|---|---|
|
PXD
351
DELISTED
Pioneer Natural Resource Co.
PXD
| $83.6M | 0.06% |
446,583
-75,826
| -15% | -$13.9M |
|
|
BKS
352
DELISTED
Barnes & Noble
BKS
| $83.5M | 0.06% |
6,095,902
-1,139,886
| -16% | -$13.1M |
|
353
United Parcel Service
UPS
$89.2B
| $83.3M | 0.06% |
855,744
+151,305
| +21% | +$14.7M |
|
|
OVTI
354
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $83.3M | 0.06% |
4,708,039
-59,398
| -1% | -$965K |
|
355
Delek US
DK
$4.14B
| $83.1M | 0.06% |
2,862,774
+396,072
| +16% | +$12M |
|
356
Biogen
BIIB
$30.2B
| $82.4M | 0.06% |
269,214
+20,325
| +8% | +$6.45M |
|
357
AGCO
AGCO
$7.45B
| $81.9M | 0.06% |
1,485,514
+201,740
| +16% | +$10.8M |
|
|
CADE
358
DELISTED
Cadence Bank
CADE
| $81.9M | 0.06% |
3,281,295
-219,480
| -6% | -$5.35M |
|
359
Insight Enterprises
NSIT
$3.85B
| $81.9M | 0.06% |
3,260,635
+36,884
| +1% | +$849K |
|
360
Televisa
TV
$1.51B
| $81.7M | 0.06% |
2,454,753
-263,835
| -10% | -$7.95M |
|
361
Hyster-Yale Materials Handling
HY
$595M
| $81.4M | 0.06% |
835,372
-31,258
| -4% | -$2.94M |
|
362
Andersons Inc
ANDE
$2.42B
| $81.2M | 0.06% |
1,370,437
+6,847
| +0.5% | +$383K |
|
363
ArcBest
ARCB
$3.24B
| $80.8M | 0.06% |
2,185,667
+538
| +0% | +$18.3K |
|
364
Honeywell
HON
$76.8B
| $80.5M | 0.06% |
966,262
+81,485
| +9% | +$6.74M |
|
|
SWC
365
DELISTED
Stillwater Mining Co
SWC
| $80.5M | 0.06% |
5,433,066
+536,561
| +11% | +$7.29M |
|
|
HOLX
366
DELISTED
Hologic
HOLX
| $80.1M | 0.06% |
3,728,097
-7,178
| -0.2% | -$155K |
|
367
Medtronic
MDT
$108B
| $80.1M | 0.06% |
1,301,639
+62,018
| +5% | +$3.61M |
|
368
Abbott
ABT
$181B
| $80.1M | 0.06% |
2,078,682
+37,483
| +2% | +$1.44M |
|
369
Mastercard
MA
$503B
| $80M | 0.06% |
1,071,698
+2,698
| +0.3% | +$211K |
|
|
SPWR
370
DELISTED
SunPower Corporation Common Stock
SPWR
| $79.9M | 0.06% |
3,782,602
-308,494
| -8% | -$6.59M |
|
371
Rush Enterprises Class A
RUSHA
$6.24B
| $79.8M | 0.06% |
5,531,474
+129,100
| +2% | +$1.67M |
|
|
URS
372
DELISTED
URS CORP
URS
| $79.7M | 0.06% |
1,693,588
-80,554
| -5% | -$3.9M |
|
373
Marriott Vacations Worldwide
VAC
$3.38B
| $79.5M | 0.06% |
1,421,132
+170,822
| +14% | +$8.83M |
|
|
FTR
374
DELISTED
Frontier Communications Corp.
FTR
| $79M | 0.06% |
923,753
+52,013
| +6% | +$3.8M |
|
375
Associated Banc-Corp
ASB
$5.82B
| $78.8M | 0.06% |
4,364,915
+733,848
| +20% | +$12.5M |
|
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.