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 | |
|---|---|---|---|---|---|---|
1451
IDEX
IEX
$17B
| $22.6M | 0.02% |
309,517
-1,322
| -0.4% | -$96.2K |
|
1452
Merit Medical Systems
MMSI
$5.08B
| $22.5M | 0.02% |
1,574,518
+94,048
| +6% | +$1.4M |
|
|
HITT
1453
DELISTED
HITTITE MICROWAVE CORP
HITT
| $22.5M | 0.02% |
356,658
+25,823
| +8% | +$1.54M |
|
1454
EastGroup Properties
EGP
$11.2B
| $22.3M | 0.02% |
354,905
+14,843
| +4% | +$897K |
|
1455
MYR Group
MYRG
$5.19B
| $22.3M | 0.02% |
880,370
+15,867
| +2% | +$386K |
|
1456
LKQ Corp
LKQ
$5.68B
| $22.3M | 0.02% |
845,811
+1,630
| +0.2% | +$45.6K |
|
1457
Toro Company
TTC
$8.75B
| $22.3M | 0.02% |
705,064
-183,552
| -21% | -$5.9M |
|
1458
Sherwin-Williams
SHW
$82.7B
| $22.3M | 0.02% |
338,784
+9,084
| +3% | +$586K |
|
1459
Employers Holdings
EIG
$908M
| $22.3M | 0.02% |
1,100,193
+17,238
| +2% | +$400K |
|
1460
Commerce Bancshares
CBSH
$8.53B
| $22.3M | 0.02% |
861,092
+8,836
| +1% | +$219K |
|
|
FLIR
1461
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $22.2M | 0.02% |
618,098
+13,257
| +2% | +$438K |
|
1462
Affiliated Managers Group
AMG
$9.69B
| $22.2M | 0.02% |
111,236
+600
| +0.5% | +$118K |
|
|
OKSB
1463
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $22.2M | 0.02% |
1,258,257
-1,034
| -0.1% | -$18K |
|
|
RGC
1464
DELISTED
Regal Entertainment Group
RGC
| $22.2M | 0.02% |
1,189,248
-14,862
| -1% | -$285K |
|
|
WMAR
1465
DELISTED
West Marine Inc
WMAR
| $22.2M | 0.02% |
1,952,337
+809
| +0% | +$10.2K |
|
1466
Universal Electronics
UEIC
$57.8M
| $22.2M | 0.02% |
577,924
+11,606
| +2% | +$447K |
|
1467
Adtran
ADTN
$689M
| $22.2M | 0.02% |
908,276
+122,788
| +16% | +$3.16M |
|
1468
Comfort Systems
FIX
$60.9B
| $22.2M | 0.02% |
1,454,663
+30,410
| +2% | +$519K |
|
|
MHFI
1469
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $22.1M | 0.02% |
290,325
+22,557
| +8% | +$1.76M |
|
1470
Paychex
PAYX
$41.6B
| $22.1M | 0.02% |
519,737
+71,748
| +16% | +$3.04M |
|
1471
Capri Holdings
CPRI
$1.83B
| $22.1M | 0.02% |
236,879
+6,393
| +3% | +$577K |
|
1472
Foster
FSTR
$430M
| $22.1M | 0.02% |
470,795
+2,834
| +0.6% | +$127K |
|
1473
Flexsteel Industries
FLXS
$302M
| $22.1M | 0.02% |
586,252
+2,920
| +0.5% | +$97.3K |
|
|
HIBB
1474
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $22M | 0.02% |
416,645
+67,403
| +19% | +$3.98M |
|
1475
Cintas
CTAS
$81.9B
| $22M | 0.02% |
1,477,344
-772
| -0.1% | -$11.4K |
|
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.