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 | |
|---|---|---|---|---|---|---|
|
CTG
2001
DELISTED
Computer Task Group, Inc.
CTG
| $12.5M | 0.01% |
733,554
+13,702
| +2% | +$231K |
|
|
STMP
2002
DELISTED
Stamps.com, Inc.
STMP
| $12.5M | 0.01% |
371,159
+3,061
| +0.8% | +$115K |
|
|
TEG
2003
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
| $12.4M | 0.01% |
208,727
+5,652
| +3% | +$314K |
|
|
DEST
2004
DELISTED
Destination Maternity Corporation
DEST
| $12.4M | 0.01% |
454,069
-8,430
| -2% | -$236K |
|
2005
SEI Investments
SEIC
$12.4B
| $12.4M | 0.01% |
369,952
+8,700
| +2% | +$296K |
|
|
SCNB
2006
DELISTED
Suffolk Bancorp
SCNB
| $12.4M | 0.01% |
556,355
-2,489
| -0.4% | -$50.6K |
|
|
DYN
2007
DELISTED
Dynegy, Inc.
DYN
| $12.4M | 0.01% |
497,267
-35,062
| -7% | -$774K |
|
2008
Marchex
MCHX
$76.2M
| $12.4M | 0.01% |
1,177,619
+6,231
| +0.5% | +$65.8K |
|
|
PENX
2009
DELISTED
PENFORD CORP
PENX
| $12.3M | 0.01% |
859,480
-2,501
| -0.3% | -$33.1K |
|
2010
Oil-Dri
ODC
$1.44B
| $12.3M | 0.01% |
714,414
+600
| +0.1% | +$10.4K |
|
2011
Westwood Holdings Group
WHG
$182M
| $12.3M | 0.01% |
196,774
+32,321
| +20% | +$1.89M |
|
2012
Guidewire Software
GWRE
$12.6B
| $12.3M | 0.01% |
251,045
-9,342
| -4% | -$468K |
|
2013
Globus Medical
GMED
$10.7B
| $12.3M | 0.01% |
462,703
+440,670
| +2,000% | +$10.5M |
|
2014
F5
FFIV
$22.9B
| $12.3M | 0.01% |
115,361
+4,650
| +4% | +$492K |
|
|
MNTA
2015
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $12.2M | 0.01% |
1,050,977
+6,681
| +0.6% | +$113K |
|
2016
Clean Energy Fuels
CLNE
$427M
| $12.2M | 0.01% |
1,369,925
-11,700
| -0.8% | -$122K |
|
2017
Sabra Healthcare REIT
SBRA
$5.34B
| $12.2M | 0.01% |
438,668
+20,612
| +5% | +$566K |
|
2018
Ulta Beauty
ULTA
$22B
| $12.2M | 0.01% |
125,293
+725
| +0.6% | +$65.3K |
|
2019
National Health Investors
NHI
$3.72B
| $12.2M | 0.01% |
201,431
+21,883
| +12% | +$1.33M |
|
2020
Hurco Companies Inc
HURC
$135M
| $12.1M | 0.01% |
454,927
-1,120
| -0.2% | -$28.5K |
|
2021
IPG Photonics
IPGP
$3.61B
| $12.1M | 0.01% |
170,805
+3,853
| +2% | +$271K |
|
2022
Charter Communications
CHTR
$17.3B
| $12.1M | 0.01% |
98,477
+15,691
| +19% | +$2.05M |
|
2023
TFS Financial
TFSL
$5.16B
| $12.1M | 0.01% |
974,696
+5,056
| +0.5% | +$60.1K |
|
2024
Healthcare Services Group
HCSG
$1.6B
| $12.1M | 0.01% |
416,600
+205,116
| +97% | +$5.62M |
|
|
BMTC
2025
DELISTED
Bryn Mawr Bank Corp
BMTC
| $12.1M | 0.01% |
420,138
+53,508
| +15% | +$1.53M |
|
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.