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 | |
|---|---|---|---|---|---|---|
1876
TriCo Bancshares
TCBK
$1.86B
| $14.5M | 0.01% |
560,834
+60,119
| +12% | +$1.55M |
|
1877
Iron Mountain
IRM
$37.2B
| $14.5M | 0.01% |
570,368
+206,115
| +57% | +$5.27M |
|
1878
SBA Communications
SBAC
$19.1B
| $14.5M | 0.01% |
159,594
+19,286
| +14% | +$1.79M |
|
1879
Crown Castle
CCI
$33.9B
| $14.5M | 0.01% |
196,604
-114,291
| -37% | -$8.38M |
|
|
AMWD
1880
DELISTED
American Woodmark
AMWD
| $14.5M | 0.01% |
430,757
+11,724
| +3% | +$403K |
|
|
SUPX
1881
DELISTED
SUPERTEX INC
SUPX
| $14.5M | 0.01% |
438,864
+2,553
| +0.6% | +$76.4K |
|
1882
Bank of Montreal
BMO
$126B
| $14.4M | 0.01% |
215,611
+162,998
| +310% | +$10.6M |
|
1883
PTC
PTC
$16.3B
| $14.4M | 0.01% |
407,601
+7,425
| +2% | +$273K |
|
1884
RPC Inc
RES
$1.29B
| $14.4M | 0.01% |
706,367
+11,060
| +2% | +$204K |
|
|
LVLT
1885
DELISTED
Level 3 Communications Inc
LVLT
| $14.4M | 0.01% |
368,243
+5,682
| +2% | +$204K |
|
|
BELFB
1886
Bel Fuse Inc Class B
BELFB
$3.81B
| $14.4M | 0.01% |
656,712
+1,055
| +0.2% | +$21.1K |
|
1887
Autodesk
ADSK
$49.7B
| $14.4M | 0.01% |
292,374
-492
| -0.2% | -$25.5K |
|
|
PSEM
1888
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
| $14.4M | 0.01% |
1,835,649
+9,190
| +0.5% | +$78.1K |
|
1889
First Bancorp
FBNC
$2.65B
| $14.4M | 0.01% |
755,742
+6,623
| +0.9% | +$118K |
|
1890
Broadcom
AVGO
$1.86T
| $14.2M | 0.01% |
2,208,800
+145,480
| +7% | +$853K |
|
1891
Titan Machinery
TITN
$423M
| $14.2M | 0.01% |
907,163
-2,705
| -0.3% | -$44.3K |
|
1892
WEX
WEX
$6.44B
| $14.2M | 0.01% |
149,507
+2,304
| +2% | +$211K |
|
|
DEG
1893
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
| $14.2M | 0.01% |
781,324
+4,400
| +0.6% | +$73.1K |
|
|
IXYS
1894
DELISTED
IXYS Corp
IXYS
| $14.2M | 0.01% |
1,249,688
+37,387
| +3% | +$457K |
|
1895
Valley National Bancorp
VLY
$8.01B
| $14.2M | 0.01% |
1,362,354
-6,418
| -0.5% | -$64.3K |
|
1896
Willis Towers Watson
WTW
$31.7B
| $14.2M | 0.01% |
121,325
+4,761
| +4% | +$542K |
|
|
WWAV
1897
DELISTED
The WhiteWave Foods Company
WWAV
| $14.2M | 0.01% |
496,855
+10,009
| +2% | +$265K |
|
1898
Orthofix Medical
OFIX
$498M
| $14.2M | 0.01% |
469,932
+54,987
| +13% | +$1.27M |
|
|
BT
1899
DELISTED
BT Group plc (ADR)
BT
| $14.1M | 0.01% |
442,804
-7,634
| -2% | -$247K |
|
1900
Financial Institutions
FISI
$838M
| $14.1M | 0.01% |
613,864
+496
| +0.1% | +$11K |
|
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.