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 | |
|---|---|---|---|---|---|---|
|
MWV
251
DELISTED
MEADWESTVACO CORP
MWV
| $107M | 0.08% |
2,840,617
+145,005
| +5% | +$5.27M |
|
252
Transocean
RIG
$5.62B
| $107M | 0.08% |
2,584,202
+72,197
| +3% | +$3.14M |
|
|
ACAS
253
DELISTED
American Capital Ltd
ACAS
| $107M | 0.08% |
6,757,730
+4,396
| +0.1% | +$67.8K |
|
|
WLL
254
DELISTED
Whiting Petroleum Corporation
WLL
| $107M | 0.08% |
5,122
+907
| +22% | +$17.2M |
|
255
Kimco Realty
KIM
$17.2B
| $106M | 0.08% |
4,859,169
+184,675
| +4% | +$3.93M |
|
256
Bunge Global
BG
$20.2B
| $106M | 0.08% |
1,334,606
+20,718
| +2% | +$1.63M |
|
|
VALE.P
257
DELISTED
Vale S A
VALE.P
| $106M | 0.08% |
8,515,165
+1,574,675
| +23% | +$19.3M |
|
|
CVSA
258
Covista Inc
CVSA
$4.3B
| $106M | 0.08% |
2,497,200
+346,648
| +16% | +$13.4M |
|
|
ETFC
259
DELISTED
E*Trade Financial Corporation
ETFC
| $106M | 0.08% |
4,583,778
+23,101
| +0.5% | +$506K |
|
260
Universal Corp
UVV
$1.33B
| $106M | 0.08% |
1,887,858
-61,834
| -3% | -$3.38M |
|
|
TPC
261
Tutor Perini Cor
TPC
$4.38B
| $104M | 0.08% |
3,643,123
+97,919
| +3% | +$2.49M |
|
262
Macerich
MAC
$7.22B
| $104M | 0.08% |
1,672,494
+65,726
| +4% | +$3.9M |
|
|
ALR
263
DELISTED
Alere Inc
ALR
| $104M | 0.08% |
3,020,613
-70,733
| -2% | -$2.58M |
|
|
FFG
264
DELISTED
FBL Financial Group
FFG
| $104M | 0.08% |
2,390,098
-8,640
| -0.4% | -$358K |
|
265
Prestige Consumer Healthcare
PBH
$2.37B
| $103M | 0.08% |
3,784,506
-89,963
| -2% | -$2.67M |
|
266
MKS Inc
MKSI
$19.8B
| $103M | 0.08% |
3,447,755
+93,764
| +3% | +$2.81M |
|
|
SGY
267
DELISTED
Stone Energy
SGY
| $103M | 0.08% |
43,018
+6,426
| +18% | +$12.6M |
|
|
WFT
268
DELISTED
Weatherford International plc
WFT
| $102M | 0.08% |
5,895,611
+559,037
| +10% | +$8.57M |
|
269
CONMED
CNMD
$1.41B
| $102M | 0.08% |
2,355,067
-63,268
| -3% | -$2.82M |
|
270
Mueller Water Products
MWA
$3.9B
| $102M | 0.08% |
10,753,124
-183,694
| -2% | -$1.69M |
|
271
Hilltop Holdings
HTH
$2.26B
| $102M | 0.08% |
4,289,956
-52,616
| -1% | -$1.25M |
|
|
WBA
272
DELISTED
Walgreens Boots Alliance
WBA
| $102M | 0.08% |
1,544,464
-27,812
| -2% | -$1.75M |
|
273
Cathay General Bancorp
CATY
$4.21B
| $102M | 0.08% |
4,041,953
+30,332
| +0.8% | +$758K |
|
274
Murphy Oil
MUR
$5.48B
| $102M | 0.08% |
1,619,109
-1,531
| -0.1% | -$92.1K |
|
275
Republic Services
RSG
$65B
| $102M | 0.08% |
2,975,985
+156,969
| +6% | +$5.21M |
|
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.