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 | |
|---|---|---|---|---|---|---|
|
STR
1901
DELISTED
QUESTAR CORP
STR
| $14.1M | 0.01% |
594,286
+8,412
| +1% | +$196K |
|
1902
Dr. Reddy's Laboratories
RDY
$10B
| $14.1M | 0.01% |
1,607,560
-27,415
| -2% | -$238K |
|
1903
Douglas Dynamics
PLOW
$919M
| $14.1M | 0.01% |
810,193
+18,665
| +2% | +$302K |
|
|
ALR
1904
DELISTED
AlerisLife Inc
ALR
| $14.1M | 0.01% |
290,080
+8,818
| +3% | +$499K |
|
1905
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $14.1M | 0.01% |
743,465
-417,000
| -36% | -$7.12M |
|
1906
Bassett Furniture
BSET
$168M
| $14.1M | 0.01% |
948,809
-900
| -0.1% | -$13.2K |
|
1907
Federated Hermes
FHI
$4.74B
| $14.1M | 0.01% |
460,802
-2,335
| -0.5% | -$65.4K |
|
|
SZMK
1908
DELISTED
SIZMEK INC COM STK (DE)
SZMK
| $14.1M | 0.01% |
+1,323,230
| New | +$14.6M |
|
1909
Neogen
NEOG
$2.7B
| $14M | 0.01% |
833,363
-5,560
| -0.7% | -$90.8K |
|
|
PGTI
1910
DELISTED
PGT, Inc.
PGTI
| $14M | 0.01% |
1,214,846
-3,501
| -0.3% | -$39.2K |
|
1911
Clean Harbors
CLH
$16.5B
| $14M | 0.01% |
255,114
+35,890
| +16% | +$1.96M |
|
1912
Ameren
AEE
$30.2B
| $14M | 0.01% |
338,752
+15,835
| +5% | +$610K |
|
1913
WEC Energy
WEC
$35.6B
| $13.9M | 0.01% |
299,684
+559
| +0.2% | +$24.1K |
|
|
WRES
1914
DELISTED
WARREN RESOURCES INC
WRES
| $13.9M | 0.01% |
2,902,078
+356,608
| +14% | +$1.37M |
|
1915
Booz Allen Hamilton
BAH
$8.57B
| $13.9M | 0.01% |
632,917
+39,068
| +7% | +$779K |
|
1916
W.P. Carey
WPC
$16.6B
| $13.9M | 0.01% |
236,603
+152,487
| +181% | +$9.21M |
|
1917
Blackbaud
BLKB
$2.03B
| $13.9M | 0.01% |
444,450
+43,998
| +11% | +$1.48M |
|
|
HDNG
1918
DELISTED
Hardinge Inc
HDNG
| $13.8M | 0.01% |
961,125
+1,616
| +0.2% | +$23K |
|
|
ITC
1919
DELISTED
ITC HOLDINGS CORP
ITC
| $13.8M | 0.01% |
370,170
+4,176
| +1% | +$143K |
|
|
PCTI
1920
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $13.8M | 0.01% |
1,581,661
-2,458
| -0.2% | -$21.2K |
|
|
PKY
1921
DELISTED
Parkway, Inc.
PKY
| $13.8M | 0.01% |
755,882
-366,612
| -33% | -$6.61M |
|
|
MODV
1922
DELISTED
ModivCare
MODV
| $13.8M | 0.01% |
487,353
-821
| -0.2% | -$21.8K |
|
|
CTCT
1923
DELISTED
CONSTANT CONTACT, INC COM
CTCT
| $13.7M | 0.01% |
562,017
+90,227
| +19% | +$2.54M |
|
1924
Tootsie Roll Industries
TR
$2.95B
| $13.7M | 0.01% |
653,726
-1,419
| -0.2% | -$29.4K |
|
1925
Greif
GEF
$4.92B
| $13.7M | 0.01% |
261,526
+40,693
| +18% | +$2.09M |
|
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.