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 | |
|---|---|---|---|---|---|---|
376
HF Sinclair
DINO
$16.3B
| $78.8M | 0.06% |
1,656,222
+281,872
| +21% | +$13.3M |
|
377
Spectrum Brands
SPB
$2.05B
| $78.8M | 0.06% |
988,590
-152,888
| -13% | -$11.4M |
|
|
SHLM
378
DELISTED
Schulman (A.) Inc
SHLM
| $78.8M | 0.06% |
2,172,273
+30,901
| +1% | +$1.06M |
|
379
Digital Realty Trust
DLR
$70.5B
| $78.6M | 0.06% |
1,480,161
+56,679
| +4% | +$2.95M |
|
380
Green Plains
GPRE
$1.17B
| $77.7M | 0.06% |
2,592,264
+12,234
| +0.5% | +$300K |
|
381
Grupo Aeroportuario del Pacifico
PAC
$13B
| $77.6M | 0.06% |
1,326,646
+4,692
| +0.4% | +$251K |
|
|
BGG
382
DELISTED
Briggs & Stratton Corp.
BGG
| $77.3M | 0.06% |
3,474,847
+55,820
| +2% | +$1.22M |
|
|
IPCC
383
DELISTED
Infinity Property & Casualty C
IPCC
| $77.3M | 0.06% |
1,142,715
-3,839
| -0.3% | -$277K |
|
|
IBKC
384
DELISTED
IBERIABANK Corp
IBKC
| $77.1M | 0.06% |
1,098,776
+53,850
| +5% | +$3.52M |
|
385
eBay
EBAY
$50.5B
| $77M | 0.06% |
3,312,997
+33,772
| +1% | +$784K |
|
386
EnerSys
ENS
$6.83B
| $77M | 0.06% |
1,110,970
-32,152
| -3% | -$2.26M |
|
|
TIVO
387
DELISTED
Tivo Inc
TIVO
| $77M | 0.06% |
3,378,921
+816,035
| +32% | +$18.7M |
|
|
FITB
388
Fifth Third Bancorp
FITB
$51.4B
| $76.8M | 0.06% |
3,347,032
+314,820
| +10% | +$6.86M |
|
389
Steel Dynamics
STLD
$36.3B
| $76.8M | 0.06% |
4,314,803
+75,830
| +2% | +$1.33M |
|
|
BAS
390
DELISTED
Basis Energy Services, Inc.
BAS
| $76.7M | 0.06% |
4,907
+589
| +14% | +$6.86M |
|
|
FMBI
391
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $76.6M | 0.06% |
4,485,726
+62,468
| +1% | +$1.05M |
|
392
Essex Property Trust
ESS
$18.3B
| $76.5M | 0.06% |
449,627
+21,805
| +5% | +$3.52M |
|
393
Avient
AVNT
$3.34B
| $76.2M | 0.06% |
2,077,712
-51,108
| -2% | -$1.83M |
|
394
Toyota
TM
$224B
| $75.4M | 0.06% |
668,127
+26,874
| +4% | +$3.1M |
|
395
Teleflex
TFX
$5.89B
| $75.3M | 0.06% |
702,599
+8,008
| +1% | +$789K |
|
396
Granite Construction
GVA
$5.38B
| $75.1M | 0.06% |
1,881,985
+83,010
| +5% | +$2.98M |
|
|
KEG
397
DELISTED
KEY ENERGY SERVICES INC
KEG
| $74.8M | 0.06% |
8,095,430
+1,982,938
| +32% | +$18.3M |
|
398
UGI
UGI
$7.76B
| $74.7M | 0.06% |
2,456,370
+127,387
| +5% | +$3.67M |
|
399
Grupo Aeroportuario del Sureste
ASR
$8.36B
| $74.4M | 0.06% |
606,410
+19,907
| +3% | +$2.27M |
|
400
Infosys
INFY
$48.8B
| $74.3M | 0.06% |
10,972,600
-639,112
| -6% | -$4.64M |
|
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.