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 | |
|---|---|---|---|---|---|---|
|
SPPI
2201
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $9.83M | 0.01% |
1,254,315
-4,600
| -0.4% | -$38.9K |
|
2202
Monarch Casino & Resort
MCRI
$2.2B
| $9.82M | 0.01% |
529,984
+1,482
| +0.3% | +$27.8K |
|
2203
German American Bancorp
GABC
$1.91B
| $9.8M | 0.01% |
509,040
+2,275
| +0.4% | +$42.6K |
|
|
XOXO
2204
DELISTED
Xo Group Inc
XOXO
| $9.8M | 0.01% |
966,833
+4,393
| +0.5% | +$54.2K |
|
2205
Sally Beauty Holdings
SBH
$1.43B
| $9.79M | 0.01% |
357,101
+12,310
| +4% | +$351K |
|
|
CCF
2206
DELISTED
Chase Corporation
CCF
| $9.76M | 0.01% |
309,488
+34,176
| +12% | +$1.1M |
|
|
VIVO
2207
DELISTED
Meridian Bioscience Inc
VIVO
| $9.75M | 0.01% |
447,402
+65,373
| +17% | +$1.5M |
|
2208
West Bancorporation
WTBA
$478M
| $9.73M | 0.01% |
640,408
| – | – |
|
2209
Center Bancorp
CNOB
$1.66B
| $9.72M | 0.01% |
511,712
+8,350
| +2% | +$152K |
|
|
IHS
2210
DELISTED
IHS INC CL-A COM STK
IHS
| $9.72M | 0.01% |
80,008
-6
| -0% | -$708 |
|
|
TRR
2211
DELISTED
Trc Companies
TRR
| $9.68M | 0.01% |
1,454,914
-1,497
| -0.1% | -$10.2K |
|
2212
Lennox International
LII
$14.4B
| $9.66M | 0.01% |
106,293
+3,114
| +3% | +$277K |
|
2213
United States Lime & Minerals
USLM
$3.16B
| $9.66M | 0.01% |
858,025
+3,910
| +0.5% | +$44.2K |
|
|
FARM
2214
DELISTED
Farmer Brothers
FARM
| $9.64M | 0.01% |
489,277
+27,940
| +6% | +$600K |
|
2215
Universal Logistics Holdings
ULH
$353M
| $9.63M | 0.01% |
333,374
-10,094
| -3% | -$289K |
|
2216
Stratus Properties
STRS
$156M
| $9.63M | 0.01% |
543,812
| – | – |
|
|
TE
2217
DELISTED
TECO ENERGY INC
TE
| $9.62M | 0.01% |
561,020
+30,539
| +6% | +$510K |
|
2218
Central Pacific Financial
CPF
$1.02B
| $9.62M | 0.01% |
476,228
+65,599
| +16% | +$1.28M |
|
2219
Gartner
IT
$10.1B
| $9.61M | 0.01% |
138,376
+3,324
| +2% | +$230K |
|
|
ROIC
2220
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $9.56M | 0.01% |
640,147
+32,248
| +5% | +$470K |
|
2221
ASE Group
ASX
$77.3B
| $9.53M | 0.01% |
1,718,632
-140,765
| -8% | -$690K |
|
|
RLH
2222
DELISTED
Red Lions Hotel Corporation
RLH
| $9.52M | 0.01% |
1,632,593
+4,800
| +0.3% | +$28.2K |
|
|
ENV
2223
DELISTED
ENVESTNET, INC.
ENV
| $9.49M | 0.01% |
236,210
-600
| -0.3% | -$25.7K |
|
|
BFX
2224
DELISTED
BowFlex Inc.
BFX
| $9.45M | 0.01% |
981,242
+7,938
| +0.8% | +$67.9K |
|
|
CVC
2225
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $9.45M | 0.01% |
560,114
+2,347
| +0.4% | +$39.3K |
|
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.