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 | |
|---|---|---|---|---|---|---|
2051
CRA International
CRAI
$1.16B
| $11.7M | 0.01% |
534,612
| – | – |
|
|
OMN
2052
DELISTED
OMNOVA Solutions Inc.
OMN
| $11.7M | 0.01% |
1,130,112
+14,710
| +1% | +$140K |
|
|
VASC
2053
DELISTED
Vascular Solutions Inc
VASC
| $11.7M | 0.01% |
447,643
+7,974
| +2% | +$198K |
|
|
RENT
2054
DELISTED
RENTRAK CORP
RENT
| $11.7M | 0.01% |
194,093
| – | – |
|
|
STCN
2055
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $11.7M | 0.01% |
295,225
+266
| +0.1% | +$12.3K |
|
|
BVH
2056
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $11.6M | 0.01% |
119,765
| – | – |
|
2057
Hackett Group
HCKT
$270M
| $11.6M | 0.01% |
1,947,459
-1,900
| -0.1% | -$11.4K |
|
2058
Stock Yards Bancorp
SYBT
$2.64B
| $11.6M | 0.01% |
551,717
+5,874
| +1% | +$118K |
|
|
VAR
2059
DELISTED
Varian Medical Systems, Inc.
VAR
| $11.6M | 0.01% |
157,896
+10,907
| +7% | +$785K |
|
2060
Advance Auto Parts
AAP
$3.35B
| $11.6M | 0.01% |
91,885
+4,180
| +5% | +$507K |
|
2061
Genpact
G
$5.96B
| $11.6M | 0.01% |
666,817
-1,049
| -0.2% | -$17.7K |
|
|
CLMS
2062
DELISTED
Calamos Asset Management, Inc.
CLMS
| $11.6M | 0.01% |
897,881
+131,080
| +17% | +$1.57M |
|
2063
Winmark
WINA
$1.2B
| $11.6M | 0.01% |
153,336
+4,334
| +3% | +$352K |
|
2064
BioMarin Pharmaceuticals
BMRN
$11.6B
| $11.6M | 0.01% |
170,010
-500
| -0.3% | -$36.8K |
|
|
HNR
2065
DELISTED
Harvest Natural Resources
HNR
| $11.6M | 0.01% |
771,020
-15,579
| -2% | -$271K |
|
2066
CMS Energy
CMS
$22.6B
| $11.6M | 0.01% |
395,279
+5,294
| +1% | +$147K |
|
|
FSP
2067
Franklin Street Properties
FSP
$47.2M
| $11.6M | 0.01% |
918,482
+29,306
| +3% | +$357K |
|
|
GFIG
2068
DELISTED
GFI GROUP INC
GFIG
| $11.6M | 0.01% |
3,258,344
+86,158
| +3% | +$334K |
|
2069
H&R Block
HRB
$5.58B
| $11.6M | 0.01% |
383,014
+20,880
| +6% | +$627K |
|
2070
Western Union
WU
$1.98B
| $11.5M | 0.01% |
705,784
-1,620
| -0.2% | -$26.4K |
|
|
MOVE
2071
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
| $11.5M | 0.01% |
998,066
+10,533
| +1% | +$142K |
|
2072
Celanese
CE
$4.9B
| $11.5M | 0.01% |
207,625
+41,385
| +25% | +$2.2M |
|
2073
Ceco Environmental
CECO
$3.85B
| $11.5M | 0.01% |
692,187
+15,921
| +2% | +$262K |
|
|
DNB
2074
DELISTED
Dun & Bradstreet
DNB
| $11.5M | 0.01% |
115,463
+851
| +0.7% | +$89.6K |
|
|
ITIC
2075
Investors Title Co
ITIC
$546M
| $11.5M | 0.01% |
151,037
+146
| +0.1% | +$11.5K |
|
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.