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 | |
|---|---|---|---|---|---|---|
1051
Grupo Cibest SA
CIB
$22B
| $31.9M | 0.02% |
565,844
-24,693
| -4% | -$1.21M |
|
1052
RBC Bearings
RBC
$17.4B
| $31.9M | 0.02% |
501,293
+16,991
| +4% | +$1.11M |
|
|
AMED
1053
DELISTED
Amedisys
AMED
| $31.9M | 0.02% |
2,142,129
+37,373
| +2% | +$575K |
|
1054
Perrigo
PRGO
$1.4B
| $31.9M | 0.02% |
206,113
-151,147
| -42% | -$23.9M |
|
1055
Materion
MTRN
$4.39B
| $31.8M | 0.02% |
938,104
+20,546
| +2% | +$610K |
|
1056
Harmony Gold Mining
HMY
$9.84B
| $31.8M | 0.02% |
10,429,552
+289,962
| +3% | +$887K |
|
1057
Mine Safety
MSA
$7.35B
| $31.8M | 0.02% |
557,532
+20,946
| +4% | +$1.1M |
|
|
FEIC
1058
DELISTED
FEI COMPANY
FEIC
| $31.7M | 0.02% |
307,841
-110,651
| -26% | -$10.9M |
|
|
PDM
1059
Piedmont Realty Trust
PDM
$1.21B
| $31.7M | 0.02% |
1,849,182
+19,699
| +1% | +$330K |
|
|
ROSE
1060
DELISTED
ROSETTA RESOURCES INC
ROSE
| $31.7M | 0.02% |
680,659
+375,544
| +123% | +$17M |
|
1061
Weis Markets
WMK
$1.91B
| $31.7M | 0.02% |
643,703
+4,449
| +0.7% | +$221K |
|
1062
SPX Corp
SPXC
$11B
| $31.7M | 0.02% |
1,279,293
+14,228
| +1% | +$365K |
|
1063
Fair Isaac
FICO
$24.3B
| $31.7M | 0.02% |
572,417
+16,805
| +3% | +$928K |
|
|
TI
1064
DELISTED
Telecom Italia
TI
| $31.6M | 0.02% |
2,678,907
-1,800
| -0.1% | -$20.3K |
|
|
JOSB
1065
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
| $31.6M | 0.02% |
491,115
+189
| +0% | +$11K |
|
1066
PPG Industries
PPG
$24.6B
| $31.6M | 0.02% |
326,360
+16,322
| +5% | +$1.55M |
|
1067
CRH
CRH
$63.2B
| $31.5M | 0.02% |
1,115,776
+28,137
| +3% | +$771K |
|
1068
EPR Properties
EPR
$4.76B
| $31.4M | 0.02% |
588,542
+24,136
| +4% | +$1.24M |
|
|
CTRA
1069
DELISTED
Coterra Energy
CTRA
| $31.4M | 0.02% |
926,535
+17,904
| +2% | +$661K |
|
1070
Quaker Houghton
KWR
$2.76B
| $31.4M | 0.02% |
398,175
+14,441
| +4% | +$1.07M |
|
|
IPHS
1071
DELISTED
Innophos Holdings, Inc.
IPHS
| $31.4M | 0.02% |
552,991
+29,462
| +6% | +$1.51M |
|
|
GG
1072
DELISTED
Goldcorp Inc
GG
| $31.4M | 0.02% |
1,280,715
-43,274
| -3% | -$1.1M |
|
|
UNS
1073
DELISTED
UNS ENERGY CORP COM
UNS
| $31.3M | 0.02% |
521,458
+1,318
| +0.3% | +$79.1K |
|
1074
Greenlight Captial
GLRE
$552M
| $31.3M | 0.02% |
953,886
+45,195
| +5% | +$1.46M |
|
|
KSU
1075
DELISTED
Kansas City Southern
KSU
| $31.3M | 0.02% |
306,666
+1,238
| +0.4% | +$128K |
|
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.