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 | |
|---|---|---|---|---|---|---|
|
MCRL
1726
DELISTED
MICREL INC
MCRL
| $17.1M | 0.01% |
1,544,804
+57,120
| +4% | +$586K |
|
1727
Murphy USA
MUSA
$11B
| $17.1M | 0.01% |
421,560
+192,905
| +84% | +$7.8M |
|
|
HUB.B
1728
DELISTED
HUBBELL INC CL-B
HUB.B
| $17.1M | 0.01% |
142,406
+266
| +0.2% | +$31.3K |
|
1729
MSCI
MSCI
$41.6B
| $17.1M | 0.01% |
396,773
+9,575
| +2% | +$418K |
|
|
CNL
1730
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $17.1M | 0.01% |
337,255
+3,821
| +1% | +$185K |
|
|
ATRI
1731
DELISTED
Atrion Corp
ATRI
| $17M | 0.01% |
55,532
+652
| +1% | +$190K |
|
1732
Acadia Realty Trust
AKR
$3.08B
| $17M | 0.01% |
644,264
+31,562
| +5% | +$813K |
|
1733
ON Semiconductor
ON
$31.5B
| $17M | 0.01% |
1,806,046
+120,112
| +7% | +$1.08M |
|
1734
NLI Holdings
NL
$285M
| $17M | 0.01% |
1,564,671
-900
| -0.1% | -$10.1K |
|
|
SIMG
1735
DELISTED
SILICON IMAGE INC
SIMG
| $16.9M | 0.01% |
2,454,280
+45,517
| +2% | +$280K |
|
|
BCR
1736
DELISTED
CR Bard Inc.
BCR
| $16.9M | 0.01% |
114,306
+7,482
| +7% | +$1.04M |
|
1737
Insteel Industries
IIIN
$600M
| $16.9M | 0.01% |
858,841
+5,387
| +0.6% | +$106K |
|
1738
Banco Santander Chile
BSAC
$16.3B
| $16.9M | 0.01% |
720,607
+12,898
| +2% | +$279K |
|
|
GRT
1739
DELISTED
GLIMCHER REALTY TRUST
GRT
| $16.9M | 0.01% |
1,683,752
+84,862
| +5% | +$802K |
|
|
MGAM
1740
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
| $16.9M | 0.01% |
581,457
-57,206
| -9% | -$1.8M |
|
1741
Celldex Therapeutics
CLDX
$3.01B
| $16.9M | 0.01% |
63,652
-12,032
| -16% | -$4.61M |
|
1742
Hawaiian Electric Industries
HE
$2.19B
| $16.9M | 0.01% |
663,706
+365,791
| +123% | +$9.35M |
|
1743
Intuitive Surgical
ISRG
$134B
| $16.8M | 0.01% |
345,402
+9,216
| +3% | +$434K |
|
1744
Brown-Forman Class B
BF.B
$12.9B
| $16.8M | 0.01% |
584,928
+9,540
| +2% | +$250K |
|
|
MRC
1745
DELISTED
MRC Global
MRC
| $16.8M | 0.01% |
622,004
+383,673
| +161% | +$10.7M |
|
|
XCRA
1746
DELISTED
Xcerra Corporation
XCRA
| $16.8M | 0.01% |
1,881,144
+42,764
| +2% | +$384K |
|
1747
A.O. Smith
AOS
$8.22B
| $16.8M | 0.01% |
728,154
-1,908
| -0.3% | -$46.5K |
|
1748
Winnebago Industries
WGO
$875M
| $16.7M | 0.01% |
610,594
+40,047
| +7% | +$1.05M |
|
1749
Sun Communities
SUI
$15.1B
| $16.7M | 0.01% |
370,800
+24,935
| +7% | +$1.12M |
|
|
GOV
1750
DELISTED
Government Properties Income Trust
GOV
| $16.7M | 0.01% |
661,551
+19,101
| +3% | +$472K |
|
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.