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 | |
|---|---|---|---|---|---|---|
401
UDR
UDR
$12.1B
| $74.2M | 0.06% |
2,874,184
+60,194
| +2% | +$1.51M |
|
402
Westlake Corp
WLK
$8.99B
| $74M | 0.06% |
1,118,138
-285,158
| -20% | -$18.1M |
|
403
Truist Financial
TFC
$63.5B
| $74M | 0.06% |
1,841,320
+343,634
| +23% | +$13.2M |
|
|
COHR
404
DELISTED
Coherent Inc
COHR
| $73.9M | 0.06% |
1,131,412
+2,007
| +0.2% | +$139K |
|
|
PBCT
405
DELISTED
People's United Financial Inc
PBCT
| $73.8M | 0.06% |
4,964,748
+10,602
| +0.2% | +$154K |
|
406
Northwest Bancshares
NWBI
$2.3B
| $73.8M | 0.06% |
5,054,068
+383,176
| +8% | +$5.53M |
|
|
BOBE
407
DELISTED
Bob Evans Farms, Inc.
BOBE
| $73.7M | 0.06% |
1,473,488
-56,527
| -4% | -$2.8M |
|
408
MGIC Investment
MTG
$6.16B
| $73.7M | 0.06% |
8,650,174
-2,728,459
| -24% | -$23.7M |
|
409
Unifirst Corp
UNF
$5.31B
| $73.4M | 0.05% |
668,094
-25,610
| -4% | -$2.78M |
|
|
RTI
410
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
| $73.2M | 0.05% |
2,635,559
-47,955
| -2% | -$1.42M |
|
411
Manhattan Associates
MANH
$11.1B
| $73M | 0.05% |
2,084,741
+38,429
| +2% | +$1.34M |
|
412
Principal Financial Group
PFG
$24.4B
| $72.9M | 0.05% |
1,584,837
+126,920
| +9% | +$5.81M |
|
|
HEES
413
DELISTED
H&E Equipment Services
HEES
| $72.9M | 0.05% |
1,801,755
+12,727
| +0.7% | +$422K |
|
|
AEGN
414
DELISTED
Aegion Corp
AEGN
| $72.5M | 0.05% |
2,863,004
+68,055
| +2% | +$1.51M |
|
415
Community Health Systems
CYH
$388M
| $72.4M | 0.05% |
2,237,750
+199,216
| +10% | +$6.58M |
|
416
Saia
SAIA
$9.33B
| $72.2M | 0.05% |
1,890,438
-87,176
| -4% | -$3.01M |
|
|
NAVG
417
DELISTED
Navigators Group Inc
NAVG
| $72.1M | 0.05% |
2,347,368
+12,342
| +0.5% | +$376K |
|
|
BRCD
418
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $72M | 0.05% |
6,790,613
-361,769
| -5% | -$3.49M |
|
|
ANR
419
DELISTED
Alpha Natural Resources Inc
ANR
| $72M | 0.05% |
16,946,956
+2,972,813
| +21% | +$15.9M |
|
420
WesBanco
WSBC
$3.97B
| $71.9M | 0.05% |
2,259,735
-14,045
| -0.6% | -$419K |
|
421
International Bancshares
IBOC
$4.74B
| $71.7M | 0.05% |
2,860,265
+73,077
| +3% | +$1.77M |
|
|
HNT
422
DELISTED
HEALTH NET INC
HNT
| $71.6M | 0.05% |
2,106,548
+424,312
| +25% | +$13.9M |
|
|
AGN
423
DELISTED
Allergan plc
AGN
| $71.5M | 0.05% |
347,539
-34,874
| -9% | -$6.91M |
|
424
Danaher
DHR
$137B
| $71.4M | 0.05% |
1,416,458
+18,894
| +1% | +$962K |
|
|
PKD
425
DELISTED
Parker Drilling Company
PKD
| $71.4M | 0.05% |
671,172
-1,824
| -0.3% | -$207K |
|
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.