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 | |
|---|---|---|---|---|---|---|
676
Enerpac Tool Group
EPAC
$1.83B
| $48.3M | 0.04% |
1,413,879
+201,476
| +17% | +$6.96M |
|
677
Gibraltar Industries
ROCK
$1.25B
| $48.2M | 0.04% |
2,556,497
+1,308
| +0.1% | +$23.7K |
|
678
Asbury Automotive
ABG
$4.31B
| $48.2M | 0.04% |
871,736
+14,490
| +2% | +$739K |
|
679
AstraZeneca
AZN
$263B
| $48.1M | 0.04% |
741,949
+43,469
| +6% | +$2.81M |
|
|
CQB
680
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
| $48.1M | 0.04% |
3,862,157
-76,644
| -2% | -$863K |
|
|
VIAB
681
DELISTED
Viacom Inc. Class B
VIAB
| $48M | 0.04% |
565,055
+8,180
| +1% | +$696K |
|
|
CIR
682
DELISTED
CIRCOR International, Inc
CIR
| $48M | 0.04% |
654,626
+13,113
| +2% | +$979K |
|
683
Old National Bancorp
ONB
$10.2B
| $48M | 0.04% |
3,217,061
+439,332
| +16% | +$6.26M |
|
684
Cabot Corp
CBT
$4.54B
| $47.7M | 0.04% |
808,578
+12,748
| +2% | +$668K |
|
|
PAY
685
DELISTED
Verifone Systems Inc
PAY
| $47.6M | 0.04% |
1,408,040
+24,631
| +2% | +$730K |
|
|
SEMG
686
DELISTED
SEMGROUP CORPORATION
SEMG
| $47.6M | 0.04% |
724,734
-11,289
| -2% | -$718K |
|
|
ADT
687
DELISTED
ADT Corp
ADT
| $47.6M | 0.04% |
1,588,618
+55,091
| +4% | +$1.82M |
|
|
ZINC
688
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $47.6M | 0.04% |
2,827,894
+70,099
| +3% | +$1.16M |
|
689
H.B. Fuller
FUL
$2.97B
| $47.6M | 0.04% |
985,010
+75,884
| +8% | +$3.67M |
|
690
Genesco
GCO
$425M
| $47.6M | 0.04% |
637,741
+31,028
| +5% | +$2.25M |
|
|
IVC
691
DELISTED
Invacare Corporation
IVC
| $47.4M | 0.04% |
2,486,979
+80,710
| +3% | +$1.66M |
|
|
MDAS
692
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
| $47.2M | 0.04% |
1,911,577
+52,208
| +3% | +$1.18M |
|
693
GSK
GSK
$104B
| $47.2M | 0.04% |
706,955
+182,650
| +35% | +$12.3M |
|
694
Huntsman Corp
HUN
$1.71B
| $47.2M | 0.04% |
1,933,221
+428,024
| +28% | +$9.94M |
|
|
TUES
695
DELISTED
Tuesday Morning Corp
TUES
| $47.1M | 0.04% |
3,325,709
-309,255
| -9% | -$4.46M |
|
696
Apogee Enterprises
APOG
$826M
| $47.1M | 0.04% |
1,416,005
-29,846
| -2% | -$1.02M |
|
|
MSCC
697
DELISTED
Microsemi Corp
MSCC
| $47M | 0.04% |
1,878,395
+89,439
| +5% | +$2.16M |
|
|
FNFG
698
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $46.9M | 0.04% |
4,968,688
-162,315
| -3% | -$1.51M |
|
|
BPFH
699
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $46.9M | 0.04% |
3,467,622
+46,310
| +1% | +$593K |
|
700
Home BancShares
HOMB
$6.23B
| $46.8M | 0.04% |
2,721,448
-45,636
| -2% | -$767K |
|
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.