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 | |
|---|---|---|---|---|---|---|
|
BRE
601
DELISTED
BRE PROPERTIES INC CL A
BRE
| $53.9M | 0.04% |
858,230
| – | – |
|
|
TRK
602
DELISTED
Speedway Motorsports, Inc.
TRK
| $53.8M | 0.04% |
2,873,412
-217
| -0% | -$4.22K |
|
603
Renasant Corp
RNST
$3.98B
| $53.8M | 0.04% |
1,851,528
+74,866
| +4% | +$2.19M |
|
604
Standard Motor Products
SMP
$851M
| $53.7M | 0.04% |
1,500,607
-3,715
| -0.2% | -$127K |
|
605
Biglari Holdings Class B
BH
$1.25B
| $53.6M | 0.04% |
177,490
+2,648
| +2% | +$762K |
|
606
Alamo Group
ALG
$1.94B
| $53.5M | 0.04% |
985,248
+73
| +0% | +$3.94K |
|
|
NPBC
607
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $53.5M | 0.04% |
5,119,916
+46,951
| +0.9% | +$501K |
|
608
Jefferies Financial Group
JEF
$12.6B
| $53.5M | 0.04% |
2,135,472
+90,083
| +4% | +$2.22M |
|
|
AIV
609
Aimco
AIV
$387M
| $53.5M | 0.04% |
13,279,124
+521,701
| +4% | +$2M |
|
|
BRFS
610
DELISTED
BRF SA
BRFS
| $53.4M | 0.04% |
2,673,600
-209,834
| -7% | -$3.84M |
|
|
TCF
611
DELISTED
TCF Financial Corporation
TCF
| $53.4M | 0.04% |
3,205,190
+449,654
| +16% | +$7.32M |
|
|
MDC
612
DELISTED
M.D.C. Holdings, Inc.
MDC
| $53.4M | 0.04% |
2,620,409
+677,828
| +35% | +$14.5M |
|
613
Duke Energy
DUK
$97.8B
| $53.2M | 0.04% |
747,678
+9,896
| +1% | +$690K |
|
614
Lam Research
LRCX
$367B
| $53.2M | 0.04% |
9,673,840
-347,350
| -3% | -$1.85M |
|
|
CODE
615
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
| $53M | 0.04% |
3,042,640
+328,137
| +12% | +$5.15M |
|
616
PVH
PVH
$4B
| $52.8M | 0.04% |
423,255
+16,934
| +4% | +$2.08M |
|
617
Sibanye-Stillwater
SBSW
$6.26B
| $52.7M | 0.04% |
6,711,849
+51,234
| +0.8% | +$337K |
|
618
Primerica
PRI
$9.98B
| $52.6M | 0.04% |
1,117,023
+105,084
| +10% | +$4.67M |
|
|
SWY
619
DELISTED
SAFEWAY INC
SWY
| $52.6M | 0.04% |
1,589,192
+107,552
| +7% | +$3.34M |
|
620
ManpowerGroup
MAN
$2.44B
| $52.5M | 0.04% |
666,741
-20,128
| -3% | -$1.59M |
|
621
McKesson
MCK
$100B
| $52.5M | 0.04% |
297,204
+10,308
| +4% | +$1.8M |
|
622
Pultegroup
PHM
$24.1B
| $52.3M | 0.04% |
2,727,212
+625,458
| +30% | +$12.4M |
|
623
Service Corp International
SCI
$11.8B
| $52.3M | 0.04% |
2,632,019
+47,073
| +2% | +$865K |
|
|
TCO
624
DELISTED
Taubman Centers Inc.
TCO
| $52.3M | 0.04% |
738,813
+44,072
| +6% | +$2.99M |
|
|
ISBC
625
DELISTED
Investors Bancorp, Inc.
ISBC
| $52.2M | 0.04% |
4,815,318
-110,285
| -2% | -$1.13M |
|
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.