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 | |
|---|---|---|---|---|---|---|
|
IDTI
501
DELISTED
Integrated Device Technology I
IDTI
| $62.8M | 0.05% |
5,135,217
-66,536
| -1% | -$754K |
|
|
CORE
502
DELISTED
Core Mark Holding Co., Inc.
CORE
| $62.8M | 0.05% |
3,458,188
-24,236
| -0.7% | -$458K |
|
|
ORB
503
DELISTED
ORBITAL SCIENCES CORP
ORB
| $62.7M | 0.05% |
2,248,837
+78,061
| +4% | +$2.06M |
|
|
PPLI
504
People Inc
PPLI
$3.09B
| $62.7M | 0.05% |
4,915,498
-96,555
| -2% | -$1.24M |
|
505
Columbia Banking Systems
COLB
$8.84B
| $62.5M | 0.05% |
2,190,951
+86,525
| +4% | +$2.34M |
|
506
1st Source
SRCE
$2.16B
| $62.4M | 0.05% |
2,140,503
-1,236
| -0.1% | -$34.8K |
|
507
Extra Space Storage
EXR
$31.3B
| $62.2M | 0.05% |
1,283,259
+79,890
| +7% | +$3.7M |
|
|
CEO
508
DELISTED
CNOOC Limited
CEO
| $62.1M | 0.05% |
409,148
+33,925
| +9% | +$5.49M |
|
|
CELG
509
DELISTED
Celgene Corp
CELG
| $62.1M | 0.05% |
889,320
+74,328
| +9% | +$5.89M |
|
|
CALY
510
Callaway Golf Company
CALY
$3.32B
| $62.1M | 0.05% |
6,074,404
-9,075
| -0.1% | -$79.1K |
|
511
Tidewater
TDW
$3.73B
| $62.1M | 0.05% |
39,570
-1,028
| -3% | -$1.68M |
|
512
First Commonwealth Financial
FCF
$2.18B
| $62M | 0.05% |
6,856,736
+225,361
| +3% | +$1.92M |
|
513
Sensient Technologies
SXT
$5.26B
| $61.5M | 0.05% |
1,091,076
+49,301
| +5% | +$2.54M |
|
|
LPT
514
DELISTED
Liberty Property Trust
LPT
| $61.5M | 0.05% |
1,664,963
+157,087
| +10% | +$5.69M |
|
515
M&T Bank
MTB
$35.7B
| $61.4M | 0.05% |
506,226
+31,709
| +7% | +$3.66M |
|
|
MENT
516
DELISTED
Mentor Graphics Corp
MENT
| $61.3M | 0.05% |
2,785,382
+55,159
| +2% | +$1.2M |
|
517
Matsons
MATX
$6.13B
| $61.3M | 0.05% |
2,483,585
+34,554
| +1% | +$853K |
|
518
Minerals Technologies
MTX
$2.36B
| $61.1M | 0.05% |
945,694
+16,733
| +2% | +$946K |
|
|
WOOF
519
DELISTED
VCA Inc.
WOOF
| $61M | 0.05% |
1,893,214
-16,456
| -0.9% | -$531K |
|
|
FL
520
DELISTED
Foot Locker
FL
| $60.9M | 0.05% |
1,296,271
+305,913
| +31% | +$12.7M |
|
521
Alexandria Real Estate Equities
ARE
$8.97B
| $60.8M | 0.05% |
838,582
+46,423
| +6% | +$3.26M |
|
522
Huntington Ingalls Industries
HII
$12.9B
| $60.7M | 0.05% |
594,066
+13,570
| +2% | +$1.32M |
|
523
Tredegar Corp
TG
$265M
| $60.5M | 0.05% |
2,627,282
+2,629
| +0.1% | +$64.7K |
|
|
MDR
524
DELISTED
McDermott International
MDR
| $60.4M | 0.05% |
2,575,257
+1,232,178
| +92% | +$31M |
|
525
Atlantic Union Bankshares
AUB
$6.02B
| $60.4M | 0.05% |
2,374,184
+1,381,370
| +139% | +$34.3M |
|
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.