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 | |
|---|---|---|---|---|---|---|
626
SunCoke Energy
SXC
$720M
| $52M | 0.04% |
2,277,212
+276,622
| +14% | +$6.09M |
|
627
Signet Jewelers
SIG
$3.61B
| $51.9M | 0.04% |
489,910
+118,093
| +32% | +$10.3M |
|
|
NUVA
628
DELISTED
NuVasive, Inc.
NUVA
| $51.4M | 0.04% |
1,337,154
+37,879
| +3% | +$1.39M |
|
629
Glacier Bancorp
GBCI
$6.42B
| $51.1M | 0.04% |
1,759,067
-5,689
| -0.3% | -$160K |
|
|
DGI
630
DELISTED
DigitalGlobe Inc.
DGI
| $51M | 0.04% |
1,758,305
+146,619
| +9% | +$5.36M |
|
631
United Rentals
URI
$67.2B
| $50.9M | 0.04% |
536,791
+6,821
| +1% | +$578K |
|
632
LiveRamp
RAMP
$2.3B
| $50.7M | 0.04% |
1,474,653
+17,172
| +1% | +$618K |
|
|
DFS
633
DELISTED
Discover Financial Services
DFS
| $50.7M | 0.04% |
870,670
+8,177
| +0.9% | +$458K |
|
|
SF
634
Stifel
SF
$12.6B
| $50.6M | 0.04% |
2,289,233
-48,749
| -2% | -$1.04M |
|
635
Travel + Leisure Co
TNL
$4.66B
| $50.4M | 0.04% |
1,525,109
-2,900
| -0.2% | -$94.7K |
|
636
Oshkosh
OSK
$8.79B
| $50.4M | 0.04% |
855,539
+53,531
| +7% | +$2.94M |
|
|
RDUS
637
DELISTED
Radius Recycling
RDUS
| $50.2M | 0.04% |
1,741,042
+109,690
| +7% | +$3M |
|
638
Community Bank
CBU
$3.41B
| $49.9M | 0.04% |
1,280,027
+23,372
| +2% | +$866K |
|
639
Zebra Technologies
ZBRA
$14B
| $49.8M | 0.04% |
717,475
+6,348
| +0.9% | +$389K |
|
|
MDRX
640
DELISTED
Veradigm Inc. Common Stock
MDRX
| $49.7M | 0.04% |
2,757,828
+27,833
| +1% | +$481K |
|
641
Banco Santander
SAN
$202B
| $49.7M | 0.04% |
5,706,645
-388,228
| -6% | -$3.17M |
|
642
OFG Bancorp
OFG
$2.23B
| $49.6M | 0.04% |
2,882,955
+164,121
| +6% | +$2.62M |
|
643
Middleby
MIDD
$6.04B
| $49.5M | 0.04% |
562,542
-10,836
| -2% | -$945K |
|
644
Target
TGT
$65.6B
| $49.5M | 0.04% |
818,156
+37,238
| +5% | +$2.21M |
|
|
NFX
645
DELISTED
Newfield Exploration
NFX
| $49.5M | 0.04% |
1,578,111
-23,576
| -1% | -$623K |
|
|
SPLS
646
DELISTED
Staples Inc
SPLS
| $49.5M | 0.04% |
4,363,241
+134,780
| +3% | +$1.76M |
|
|
SVC
647
Service Properties Trust
SVC
$1.04B
| $49.4M | 0.04% |
346,670
+19,655
| +6% | +$2.62M |
|
|
ACH
648
Accendra Health
ACH
$237M
| $49.4M | 0.04% |
1,410,632
+247,609
| +21% | +$8.74M |
|
649
TJX Companies
TJX
$174B
| $49.4M | 0.04% |
1,629,262
+188,026
| +13% | +$5.69M |
|
|
ATMI
650
DELISTED
A T M I INC
ATMI
| $49.4M | 0.04% |
1,452,146
+19,943
| +1% | +$643K |
|
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.