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 | |
|---|---|---|---|---|---|---|
|
RTN
551
DELISTED
Raytheon Company
RTN
| $58.4M | 0.04% |
590,726
+6,710
| +1% | +$637K |
|
|
FNSR
552
DELISTED
Finisar Corp
FNSR
| $58M | 0.04% |
2,189,247
+90,267
| +4% | +$2.17M |
|
|
SUSS
553
DELISTED
SUSSER HOLDINGS CORPORATION COMMON STOCK
SUSS
| $58M | 0.04% |
928,899
+28,501
| +3% | +$1.76M |
|
554
SITE Centers
SITC
$225M
| $58M | 0.04% |
2,731,718
+187,538
| +7% | +$3.87M |
|
555
Emerson Electric
EMR
$83.9B
| $57.9M | 0.04% |
867,511
+95,007
| +12% | +$6.25M |
|
556
Lennar Class A
LEN
$19.8B
| $57.9M | 0.04% |
1,535,551
+31,930
| +2% | +$1.22M |
|
557
Mid-America Apartment Communities
MAA
$15.4B
| $57.9M | 0.04% |
847,506
+29,168
| +4% | +$1.91M |
|
558
Aflac
AFL
$64.9B
| $57.7M | 0.04% |
1,831,782
+28,312
| +2% | +$900K |
|
559
The Mosaic Company
MOS
$7.03B
| $57.7M | 0.04% |
1,153,781
+42,093
| +4% | +$2.01M |
|
|
CSC
560
DELISTED
Computer Sciences
CSC
| $57.5M | 0.04% |
2,243,842
+215,587
| +11% | +$5.42M |
|
|
CHMT
561
DELISTED
Chemtura Corporation
CHMT
| $57.5M | 0.04% |
2,272,241
+318,915
| +16% | +$8.13M |
|
|
PMC
562
DELISTED
PharMerica Corporation
PMC
| $57.4M | 0.04% |
2,050,562
+166,604
| +9% | +$4.09M |
|
563
Safety Insurance
SAFT
$1.52B
| $57.3M | 0.04% |
1,063,837
+12,175
| +1% | +$669K |
|
564
Nike
NKE
$61.9B
| $57.2M | 0.04% |
1,548,702
+92,640
| +6% | +$3.5M |
|
|
NEWP
565
DELISTED
NEWPORT CORP
NEWP
| $57.1M | 0.04% |
2,762,331
-10,695
| -0.4% | -$208K |
|
566
Macy's
M
$6.53B
| $56.9M | 0.04% |
959,554
+20,838
| +2% | +$1.16M |
|
|
EXXI
567
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $56.8M | 0.04% |
2,411,511
+584,620
| +32% | +$13.7M |
|
568
Whirlpool
WHR
$2.43B
| $56.8M | 0.04% |
380,440
+24,492
| +7% | +$3.55M |
|
|
THS
569
DELISTED
Treehouse Foods
THS
| $56.8M | 0.04% |
789,112
+70,149
| +10% | +$4.84M |
|
570
Telephone and Data Systems
TDS
$3.82B
| $56.4M | 0.04% |
2,150,682
-27,662
| -1% | -$704K |
|
|
PBY
571
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $56.2M | 0.04% |
4,416,441
-94,508
| -2% | -$1.17M |
|
|
STL
572
DELISTED
Sterling Bancorp
STL
| $56.1M | 0.04% |
4,431,079
-16,453
| -0.4% | -$209K |
|
573
D.R. Horton
DHI
$40B
| $56M | 0.04% |
2,587,394
+607,702
| +31% | +$13.7M |
|
|
FRED
574
DELISTED
Fred's Inc
FRED
| $55.6M | 0.04% |
3,088,606
-21,150
| -0.7% | -$390K |
|
|
EFOR
575
Everforth Inc
EFOR
$1.17B
| $55.6M | 0.04% |
1,441,366
-182,471
| -11% | -$6.12M |
|
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.