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 | |
|---|---|---|---|---|---|---|
|
CNW
726
DELISTED
CON-WAY INC.
CNW
| $45.6M | 0.03% |
1,110,559
+43,330
| +4% | +$1.7M |
|
727
Werner Enterprises
WERN
$2.24B
| $45.5M | 0.03% |
1,785,266
+363,581
| +26% | +$9.31M |
|
|
KBAL
728
DELISTED
Kimball International
KBAL
| $45.5M | 0.03% |
3,218,896
+55,185
| +2% | +$727K |
|
729
Deere & Co
DE
$160B
| $45.5M | 0.03% |
501,001
+133,576
| +36% | +$11.7M |
|
|
CVA
730
DELISTED
Covanta Holding Corporation
CVA
| $45.4M | 0.03% |
2,513,414
+463,065
| +23% | +$8.18M |
|
731
Casey's General Stores
CASY
$32.2B
| $45.3M | 0.03% |
670,421
+128,992
| +24% | +$8.73M |
|
732
Fidelity National Financial
FNF
$13.9B
| $45.2M | 0.03% |
2,518,721
+300,600
| +14% | +$5.43M |
|
|
ANAT
733
DELISTED
American National Group, Inc. Common Stock
ANAT
| $45.1M | 0.03% |
399,022
-1,390
| -0.3% | -$154K |
|
734
PC Connection
CNXN
$2.11B
| $45M | 0.03% |
2,214,539
-27,488
| -1% | -$594K |
|
735
Photronics
PLAB
$1.79B
| $44.9M | 0.03% |
5,265,332
-94,248
| -2% | -$799K |
|
736
Axos Financial
AX
$5.77B
| $44.9M | 0.03% |
2,094,008
+57,436
| +3% | +$1.23M |
|
737
Mueller Industries
MLI
$14.7B
| $44.8M | 0.03% |
5,973,080
+113,968
| +2% | +$874K |
|
|
PHIIK
738
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $44.8M | 0.03% |
1,011,568
+615
| +0.1% | +$24.9K |
|
739
Adeia
ADEA
$2.94B
| $44.7M | 0.03% |
7,157,925
-1,133,906
| -14% | -$6.17M |
|
740
NVIDIA
NVDA
$4.86T
| $44.5M | 0.03% |
99,317,280
+3,570,160
| +4% | +$1.53M |
|
741
UMB Financial
UMBF
$11.1B
| $44.4M | 0.03% |
686,548
+21,587
| +3% | +$1.35M |
|
742
TE Connectivity
TEL
$59.6B
| $44.4M | 0.03% |
737,698
-1,204
| -0.2% | -$69.1K |
|
|
CRAY
743
DELISTED
Cray, Inc.
CRAY
| $44.4M | 0.03% |
1,189,993
-37,166
| -3% | -$1.26M |
|
744
Charles River Laboratories
CRL
$11.2B
| $44.3M | 0.03% |
734,109
+45,972
| +7% | +$2.68M |
|
|
CMA
745
DELISTED
Comerica
CMA
| $44.3M | 0.03% |
855,368
+14,847
| +2% | +$714K |
|
746
Belden
BDC
$4.85B
| $44.3M | 0.03% |
636,013
-13,572
| -2% | -$942K |
|
|
UAM
747
DELISTED
Universal American Corp
UAM
| $44.3M | 0.03% |
6,260,461
+15,703
| +0.3% | +$111K |
|
748
Scansource
SCSC
$1.15B
| $44.2M | 0.03% |
1,085,043
+107,284
| +11% | +$4.23M |
|
|
FMER
749
DELISTED
FIRSTMERIT CORP
FMER
| $44.2M | 0.03% |
2,120,143
-122,698
| -5% | -$2.6M |
|
750
Entegris
ENTG
$18.1B
| $44.1M | 0.03% |
3,640,797
+308,481
| +9% | +$3.59M |
|
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.