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 | |
|---|---|---|---|---|---|---|
1951
Quad
QUAD
$551M
| $13.2M | 0.01% |
562,912
-1,497
| -0.3% | -$35.7K |
|
|
HSII
1952
DELISTED
Heidrick & Struggles
HSII
| $13.2M | 0.01% |
657,255
+11,881
| +2% | +$220K |
|
|
IL
1953
DELISTED
IntraLinks Holdings Inc.
IL
| $13.2M | 0.01% |
1,289,203
+205,301
| +19% | +$2.24M |
|
|
FRC
1954
DELISTED
First Republic Bank
FRC
| $13.1M | 0.01% |
243,493
+803
| +0.3% | +$41.4K |
|
1955
American Tower
AMT
$80.8B
| $13.1M | 0.01% |
160,589
-2,888
| -2% | -$235K |
|
|
NUTR
1956
DELISTED
Nutraceutical International Co
NUTR
| $13.1M | 0.01% |
505,629
+2,174
| +0.4% | +$56.4K |
|
1957
Hooker Furnishings Corp
HOFT
$153M
| $13.1M | 0.01% |
839,042
+123
| +0% | +$1.9K |
|
|
RHT
1958
DELISTED
Red Hat Inc
RHT
| $13.1M | 0.01% |
247,571
+3,197
| +1% | +$184K |
|
|
GRA
1959
DELISTED
W.R. Grace & Co.
GRA
| $13.1M | 0.01% |
132,216
+5,212
| +4% | +$513K |
|
|
ISLE
1960
DELISTED
Isle of Capri Casinos Inc
ISLE
| $13.1M | 0.01% |
1,708,369
+14,352
| +0.8% | +$123K |
|
1961
Sabesp
SBS
$19B
| $13.1M | 0.01% |
7,285,187
-306,297
| -4% | -$557K |
|
1962
Towne Bank
TOWN
$3.47B
| $13.1M | 0.01% |
842,281
+1,084
| +0.1% | +$16.5K |
|
1963
Twin Disc
TWIN
$340M
| $13.1M | 0.01% |
495,491
+10,529
| +2% | +$260K |
|
|
WBC
1964
DELISTED
WABCO HOLDINGS INC.
WBC
| $13M | 0.01% |
123,527
+12,638
| +11% | +$1.22M |
|
1965
Seneca Foods Class A
SENEA
$1.13B
| $13M | 0.01% |
413,632
+2,370
| +0.6% | +$71.5K |
|
|
NUAN
1966
DELISTED
Nuance Communications, Inc.
NUAN
| $13M | 0.01% |
875,375
+34,714
| +4% | +$466K |
|
1967
Arthur J. Gallagher & Co
AJG
$63.6B
| $13M | 0.01% |
273,071
+2,683
| +1% | +$125K |
|
|
EBIX
1968
DELISTED
Ebix Inc
EBIX
| $13M | 0.01% |
760,959
+9,180
| +1% | +$142K |
|
1969
FirstEnergy
FE
$28.2B
| $13M | 0.01% |
380,963
+1,123
| +0.3% | +$35.5K |
|
|
LUB
1970
DELISTED
Luby's Inc.
LUB
| $12.9M | 0.01% |
2,100,270
+1,577
| +0.1% | +$10.3K |
|
|
IHC
1971
DELISTED
Independence Holding Company
IHC
| $12.9M | 0.01% |
963,128
+569
| +0.1% | +$7.33K |
|
|
XRTX
1972
DELISTED
XYRATEX LTD (BERMUDA)
XRTX
| $12.9M | 0.01% |
975,327
| – | – |
|
|
LTC
1973
LTC Properties
LTC
$2.03B
| $12.9M | 0.01% |
342,273
+24,832
| +8% | +$921K |
|
|
UNTD
1974
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $12.9M | 0.01% |
1,112,187
+71,350
| +7% | +$838K |
|
|
DNKN
1975
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $12.9M | 0.01% |
256,240
+28,835
| +13% | +$1.42M |
|
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.