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 | |
|---|---|---|---|---|---|---|
1926
Stoneridge
SRI
$205M
| $13.7M | 0.01% |
1,220,191
+23,958
| +2% | +$269K |
|
1927
HCI Group
HCI
$2.28B
| $13.7M | 0.01% |
376,045
-2,392
| -0.6% | -$105K |
|
1928
Ball Corp
BALL
$17.3B
| $13.7M | 0.01% |
499,088
+23,968
| +5% | +$636K |
|
|
IMVP
1929
Invesco India ETF
IMVP
$114M
| $13.6M | 0.01% |
730,136
+59,150
| +9% | +$1.02M |
|
1930
Oceaneering
OII
$4.85B
| $13.6M | 0.01% |
189,240
+1,232
| +0.7% | +$88.2K |
|
1931
AutoNation
AN
$7.17B
| $13.6M | 0.01% |
254,962
+2,078
| +0.8% | +$106K |
|
|
BGFV
1932
DELISTED
Big 5 Sporting Goods
BGFV
| $13.6M | 0.01% |
844,742
+26,040
| +3% | +$433K |
|
1933
CenterPoint Energy
CNP
$27.6B
| $13.6M | 0.01% |
572,294
+2,443
| +0.4% | +$57.4K |
|
1934
EPAM Systems
EPAM
$5.5B
| $13.5M | 0.01% |
411,729
+144,517
| +54% | +$5.49M |
|
1935
First Busey Corp
BUSE
$2.59B
| $13.5M | 0.01% |
777,006
+18,310
| +2% | +$318K |
|
1936
Brunswick
BC
$5.11B
| $13.5M | 0.01% |
298,319
-71,444
| -19% | -$3.14M |
|
1937
Build-A-Bear
BBW
$431M
| $13.5M | 0.01% |
1,402,489
-16,226
| -1% | -$139K |
|
1938
Opko Health
OPK
$1B
| $13.5M | 0.01% |
1,447,523
-417,206
| -22% | -$3.66M |
|
|
HTLF
1939
DELISTED
Heartland Financial USA, Inc.
HTLF
| $13.4M | 0.01% |
497,964
+1,101
| +0.2% | +$29.1K |
|
1940
Onto Innovation
ONTO
$13.4B
| $13.4M | 0.01% |
747,448
+9,513
| +1% | +$173K |
|
|
PLL
1941
DELISTED
PALL CORP
PLL
| $13.4M | 0.01% |
149,947
+6,622
| +5% | +$561K |
|
1942
FreightCar America
RAIL
$269M
| $13.4M | 0.01% |
574,757
+85,073
| +17% | +$2.06M |
|
|
ENTR
1943
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
| $13.4M | 0.01% |
3,264,253
+258,459
| +9% | +$1.12M |
|
1944
Broadridge
BR
$18.2B
| $13.3M | 0.01% |
359,337
+31,433
| +10% | +$1.18M |
|
|
HOME
1945
DELISTED
HOME FED BANCORP INC COM STK NEW (MD)
HOME
| $13.3M | 0.01% |
856,548
| – | – |
|
|
EDR
1946
DELISTED
Education Realty Trust Inc
EDR
| $13.3M | 0.01% |
449,670
+23,353
| +5% | +$653K |
|
|
ESC
1947
DELISTED
EMERITUS CORP
ESC
| $13.3M | 0.01% |
421,781
+10,500
| +3% | +$272K |
|
|
SIX
1948
DELISTED
Six Flags Entertainment Corp.
SIX
| $13.3M | 0.01% |
329,989
+4,156
| +1% | +$161K |
|
1949
Ralph Lauren
RL
$22.3B
| $13.2M | 0.01% |
82,286
+482
| +0.6% | +$77.7K |
|
1950
Jakks Pacific
JAKK
$302M
| $13.2M | 0.01% |
183,020
+566
| +0.3% | +$37.1K |
|
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.