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 | |
|---|---|---|---|---|---|---|
|
CRWN
2651
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
| $3.85M | ﹤0.01% |
1,003,433
-17,522
| -2% | -$58.5K |
|
2652
Fuel Tech
FTEK
$43.9M
| $3.85M | ﹤0.01% |
770,427
+151,629
| +25% | +$976K |
|
2653
Beasley Broadcasting Group
BBGI
$37.8M
| $3.85M | ﹤0.01% |
21,133
| – | – |
|
|
SRC
2654
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $3.85M | ﹤0.01% |
+78,102
| New | +$3.73M |
|
|
PRGX
2655
DELISTED
PRGX Global, Inc.
PRGX
| $3.81M | ﹤0.01% |
549,753
+57,292
| +12% | +$388K |
|
|
POT
2656
DELISTED
Potash Corp Of Saskatchewan
POT
| $3.81M | ﹤0.01% |
105,185
+42,226
| +67% | +$1.42M |
|
2657
Cohen & Steers
CNS
$4.23B
| $3.8M | ﹤0.01% |
95,443
-400
| -0.4% | -$15.1K |
|
2658
Dawson Geophysical
DWSN
$145M
| $3.79M | ﹤0.01% |
222,983
| – | – |
|
2659
Nature's Sunshine
NATR
$354M
| $3.78M | ﹤0.01% |
274,288
| – | – |
|
2660
Nokia
NOK
$51B
| $3.77M | ﹤0.01% |
514,358
-1,397
| -0.3% | -$10.5K |
|
2661
PAR Technology
PAR
$699M
| $3.77M | ﹤0.01% |
771,536
| – | – |
|
|
MBTF
2662
DELISTED
MBT Financial Corporation
MBTF
| $3.76M | ﹤0.01% |
764,457
-2,100
| -0.3% | -$10.5K |
|
2663
Riverview Bancorp
RVSB
$107M
| $3.75M | ﹤0.01% |
1,099,972
-266
| -0% | -$865 |
|
2664
Pan American Silver
PAAS
$18.2B
| $3.75M | ﹤0.01% |
291,324
+9,093
| +3% | +$122K |
|
|
MSO
2665
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
| $3.71M | ﹤0.01% |
819,088
| – | – |
|
|
GMK
2666
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
| $3.7M | ﹤0.01% |
112,336
-2,459
| -2% | -$79.2K |
|
|
BTM
2667
DELISTED
OI S.A. SPON ADR REPSTG 3 PFD SHS (BRA)
BTM
| $3.69M | ﹤0.01% |
2,768,804
-128,226
| -4% | -$171K |
|
2668
InterContinental Hotels
IHG
$23.9B
| $3.69M | ﹤0.01% |
79,642
+205
| +0.3% | +$9.52K |
|
2669
Ubiquiti
UI
$33.7B
| $3.68M | ﹤0.01% |
81,009
+6,858
| +9% | +$321K |
|
2670
Hingham Institution for Saving
HIFS
$627M
| $3.68M | ﹤0.01% |
46,842
+490
| +1% | +$38.3K |
|
2671
Ameresco
AMRC
$1.12B
| $3.67M | ﹤0.01% |
485,882
+21,889
| +5% | +$207K |
|
2672
AXT Inc
AXTI
$3.95B
| $3.66M | ﹤0.01% |
1,664,554
+8,877
| +0.5% | +$21K |
|
2673
Grupo Aeroportuario Centro Norte
OMAB
$5.16B
| $3.66M | ﹤0.01% |
126,491
-5,391
| -4% | -$141K |
|
|
PLXT
2674
DELISTED
PLX TECHNOLOGY INC
PLXT
| $3.65M | ﹤0.01% |
603,309
+40,226
| +7% | +$248K |
|
|
WSO.B
2675
Watsco Inc Class B
WSO.B
$13.3B
| $3.63M | ﹤0.01% |
36,447
| – | – |
|
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.