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 | |
|---|---|---|---|---|---|---|
826
West Pharmaceutical
WST
$24B
| $40.6M | 0.03% |
921,004
-12,168
| -1% | -$573K |
|
|
NWLIA
827
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
| $40.5M | 0.03% |
165,562
-1,820
| -1% | -$445K |
|
828
Plexus
PLXS
$6.72B
| $40.4M | 0.03% |
1,008,838
+107,580
| +12% | +$4.39M |
|
|
WRI
829
DELISTED
Weingarten Realty Investors
WRI
| $40.3M | 0.03% |
1,344,774
+79,011
| +6% | +$2.33M |
|
|
HA
830
DELISTED
Hawaiian Holdings, Inc.
HA
| $40.3M | 0.03% |
2,888,398
-889
| -0% | -$10.4K |
|
831
Harmonic Inc
HLIT
$1.25B
| $40.2M | 0.03% |
5,626,225
+235,540
| +4% | +$1.58M |
|
832
Omnicell
OMCL
$1.61B
| $40.2M | 0.03% |
1,403,322
+6,199
| +0.4% | +$170K |
|
833
Darling Ingredients
DAR
$9.64B
| $40.1M | 0.03% |
2,002,871
-17,424
| -0.9% | -$349K |
|
834
Viatris
VTRS
$20.4B
| $40.1M | 0.03% |
820,457
+334
| +0% | +$16.2K |
|
|
SEM
835
DELISTED
Select Medical
SEM
| $39.9M | 0.03% |
5,955,841
+1,121,729
| +23% | +$6.8M |
|
|
FDML
836
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $39.9M | 0.03% |
2,132,384
-33,928
| -2% | -$626K |
|
837
Huntington Bancshares
HBAN
$34.4B
| $39.9M | 0.03% |
3,998,521
+539,739
| +16% | +$5.13M |
|
|
CWEI
838
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $39.9M | 0.03% |
352,761
+12,131
| +4% | +$1.03M |
|
839
Bank of Hawaii
BOH
$3.15B
| $39.8M | 0.03% |
656,453
+16,689
| +3% | +$973K |
|
|
HNGR
840
DELISTED
Hanger Inc.
HNGR
| $39.7M | 0.03% |
1,180,165
+74,800
| +7% | +$2.71M |
|
841
Parker-Hannifin
PH
$123B
| $39.7M | 0.03% |
331,656
+2,370
| +0.7% | +$284K |
|
842
Applied Industrial Technologies
AIT
$12.8B
| $39.6M | 0.03% |
821,863
+26,527
| +3% | +$1.3M |
|
843
Pool Corp
POOL
$6.75B
| $39.6M | 0.03% |
646,441
+35,861
| +6% | +$2.06M |
|
|
HME
844
DELISTED
HOME PROPERTIES, INC
HME
| $39.6M | 0.03% |
659,165
+24,241
| +4% | +$1.4M |
|
|
ESND
845
DELISTED
Essendant Inc.
ESND
| $39.6M | 0.03% |
964,078
+47,083
| +5% | +$2M |
|
846
Oil States International
OIS
$489M
| $39.5M | 0.03% |
701,582
+248,675
| +55% | +$13.8M |
|
|
HRC
847
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $39.4M | 0.03% |
1,021,332
+162,034
| +19% | +$6.26M |
|
848
Southern Company
SO
$109B
| $39.3M | 0.03% |
895,565
+17,843
| +2% | +$748K |
|
849
O'Reilly Automotive
ORLY
$72.9B
| $39.3M | 0.03% |
3,977,355
+43,830
| +1% | +$418K |
|
850
Automatic Data Processing
ADP
$106B
| $39.3M | 0.03% |
579,929
+14,441
| +3% | +$984K |
|
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.