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 | |
|---|---|---|---|---|---|---|
851
Ingredion
INGR
$6.27B
| $39.3M | 0.03% |
576,753
+156,005
| +37% | +$10.2M |
|
852
Cal-Maine
CALM
$4.12B
| $39.2M | 0.03% |
1,250,094
+38,712
| +3% | +$1.06M |
|
853
Banner Corp
BANR
$2.39B
| $39.2M | 0.03% |
951,569
-4,067
| -0.4% | -$164K |
|
854
Children's Place
PLCE
$54.3M
| $39.2M | 0.03% |
787,122
+191,082
| +32% | +$10.2M |
|
|
AIMC
855
DELISTED
Altra Industrial Motion Corp
AIMC
| $39.2M | 0.03% |
1,098,130
+7,728
| +0.7% | +$264K |
|
|
HCC
856
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
| $39M | 0.03% |
858,001
+103,285
| +14% | +$4.56M |
|
|
BRKL
857
DELISTED
Brookline Bancorp
BRKL
| $38.9M | 0.03% |
4,131,005
+139,140
| +3% | +$1.29M |
|
|
PRSU
858
Pursuit Attractions and Hospitality Inc
PRSU
$1.39B
| $38.9M | 0.03% |
1,617,389
-117,633
| -7% | -$2.9M |
|
859
Interactive Brokers
IBKR
$39.2B
| $38.8M | 0.03% |
7,170,584
+905,488
| +14% | +$5.01M |
|
860
Ecolab
ECL
$78.1B
| $38.8M | 0.03% |
359,526
+5,696
| +2% | +$597K |
|
861
Tanger
SKT
$4.67B
| $38.8M | 0.03% |
1,107,426
+55,681
| +5% | +$1.89M |
|
|
AFSI
862
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $38.7M | 0.03% |
2,059,158
-31,042
| -1% | -$544K |
|
|
EMCI
863
DELISTED
EMC INS Group Inc
EMCI
| $38.7M | 0.03% |
1,634,651
-894
| -0.1% | -$18.2K |
|
864
Conagra Brands
CAG
$6.94B
| $38.7M | 0.03% |
1,602,995
+176,159
| +12% | +$4.23M |
|
865
Jacobs Solutions
J
$15.9B
| $38.7M | 0.03% |
736,069
+46,267
| +7% | +$2.38M |
|
866
Eastman Chemical
EMN
$8B
| $38.6M | 0.03% |
447,964
+137,608
| +44% | +$11.3M |
|
867
Regeneron Pharmaceuticals
REGN
$78.5B
| $38.5M | 0.03% |
128,309
+847
| +0.7% | +$261K |
|
868
Bristow Group
VTOL
$1.34B
| $38.4M | 0.03% |
655,036
-9,344
| -1% | -$548K |
|
869
UNIFI
UFI
$119M
| $38.4M | 0.03% |
1,662,850
-13,860
| -0.8% | -$338K |
|
870
Ziff Davis
ZD
$1.96B
| $38.4M | 0.03% |
881,475
-16,632
| -2% | -$702K |
|
|
LHO
871
DELISTED
LaSalle Hotel Properties
LHO
| $38.3M | 0.03% |
1,223,099
+97,639
| +9% | +$3.04M |
|
|
AGN
872
DELISTED
Allergan Inc
AGN
| $38.3M | 0.03% |
308,472
+23,959
| +8% | +$2.92M |
|
873
Anika Therapeutics
ANIK
$258M
| $38.2M | 0.03% |
930,486
+13,808
| +2% | +$513K |
|
874
Sanofi
SNY
$103B
| $38.2M | 0.03% |
730,804
-109,940
| -13% | -$5.57M |
|
|
ELX
875
DELISTED
EMULEX CORP
ELX
| $38.2M | 0.03% |
5,166,860
+375,517
| +8% | +$2.76M |
|
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.