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 | |
|---|---|---|---|---|---|---|
|
JCP
2326
DELISTED
J.C. Penney Company, Inc.
JCP
| $7.95M | 0.01% |
921,440
-23,814
| -3% | -$172K |
|
|
FSL
2327
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $7.92M | 0.01% |
324,823
-2,727
| -0.8% | -$54.2K |
|
2328
Superior Group of Companies
SGC
$185M
| $7.91M | 0.01% |
1,077,658
+4,792
| +0.4% | +$37.5K |
|
2329
Urban Outfitters
URBN
$6.35B
| $7.88M | 0.01% |
216,014
+2,015
| +0.9% | +$73.4K |
|
|
PPIH
2330
Perma-Pipe International
PPIH
$196M
| $7.86M | 0.01% |
577,834
+8,796
| +2% | +$133K |
|
|
POZN
2331
DELISTED
POZEN INC
POZN
| $7.86M | 0.01% |
982,782
-3,166
| -0.3% | -$26K |
|
2332
Peapack-Gladstone Financial
PGC
$815M
| $7.84M | 0.01% |
356,488
+3,207
| +0.9% | +$61.6K |
|
2333
VSE Corp
VSEC
$5.45B
| $7.81M | 0.01% |
296,538
+3,534
| +1% | +$83.8K |
|
|
ESBF
2334
DELISTED
E S B FINL CORP
ESBF
| $7.81M | 0.01% |
597,817
+200
| +0% | +$2.65K |
|
|
RTK
2335
DELISTED
Rentech, Inc.
RTK
| $7.79M | 0.01% |
410,103
-5,288
| -1% | -$98.2K |
|
2336
Dolby
DLB
$5.51B
| $7.78M | 0.01% |
174,918
+1,192
| +0.7% | +$50.1K |
|
|
GNC
2337
DELISTED
GNC Holdings, Inc.
GNC
| $7.78M | 0.01% |
176,793
+38,555
| +28% | +$1.91M |
|
2338
StoneX
SNEX
$9.26B
| $7.77M | 0.01% |
2,092,321
+47,243
| +2% | +$172K |
|
|
TECUA
2339
DELISTED
TECUMSEH PRODUCTS CO CL-A
TECUA
| $7.75M | 0.01% |
1,123,867
-11,340
| -1% | -$78.2K |
|
|
PCBK
2340
DELISTED
Pacific Continental Corp
PCBK
| $7.75M | 0.01% |
563,445
+3,716
| +0.7% | +$53.7K |
|
2341
Rocky Brands
RCKY
$366M
| $7.74M | 0.01% |
538,126
+3,599
| +0.7% | +$52.8K |
|
|
HSH
2342
DELISTED
HILLSHIRE BRANDS CO
HSH
| $7.74M | 0.01% |
207,796
+16,601
| +9% | +$595K |
|
2343
Middlesex Water
MSEX
$1.08B
| $7.73M | 0.01% |
354,118
-6
| -0% | -$123 |
|
2344
MSC Industrial Direct
MSM
$6.89B
| $7.71M | 0.01% |
89,067
+6,203
| +7% | +$529K |
|
|
CSFL
2345
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $7.7M | 0.01% |
705,078
+29,082
| +4% | +$309K |
|
2346
Graham Corp
GHM
$1.12B
| $7.7M | 0.01% |
241,621
+732
| +0.3% | +$25.7K |
|
2347
Alliant Energy
LNT
$18.3B
| $7.68M | 0.01% |
270,596
+17,296
| +7% | +$457K |
|
|
EBSB
2348
DELISTED
Meridian Bancorp, Inc.
EBSB
| $7.65M | 0.01% |
732,718
+5,853
| +0.8% | +$58.5K |
|
2349
Factset
FDS
$9.36B
| $7.62M | 0.01% |
70,725
+8,347
| +13% | +$883K |
|
|
TSYS
2350
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
| $7.62M | 0.01% |
3,312,496
+11,937
| +0.4% | +$27.1K |
|
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.