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 | |
|---|---|---|---|---|---|---|
2301
Oppenheimer Holdings
OPY
$1.14B
| $8.38M | 0.01% |
298,835
+16,586
| +6% | +$422K |
|
|
FPO
2302
DELISTED
First Potomac Realty Trust
FPO
| $8.37M | 0.01% |
648,148
+27,733
| +4% | +$350K |
|
|
DTLK
2303
DELISTED
Datalink Corp
DTLK
| $8.36M | 0.01% |
599,862
+29,119
| +5% | +$399K |
|
2304
Idexx Laboratories
IDXX
$44.1B
| $8.35M | 0.01% |
137,556
+18,580
| +16% | +$1.11M |
|
|
ESSA
2305
DELISTED
ESSA Bancorp
ESSA
| $8.34M | 0.01% |
767,279
+750
| +0.1% | +$8.43K |
|
|
INFA
2306
DELISTED
INFORMATICA CORP
INFA
| $8.26M | 0.01% |
218,538
+995
| +0.5% | +$40.2K |
|
2307
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $8.25M | 0.01% |
44,100
| – | – |
|
|
ACH
2308
DELISTED
Alum Corp of China Ltd
ACH
| $8.21M | 0.01% |
951,270
-23,623
| -2% | -$209K |
|
2309
Alico
ALCO
$280M
| $8.2M | 0.01% |
217,535
| – | – |
|
|
SCX
2310
DELISTED
The L.S. Starrett Company
SCX
| $8.19M | 0.01% |
514,116
+6,800
| +1% | +$114K |
|
2311
Nathan's Famous
NATH
$402M
| $8.18M | 0.01% |
166,909
-2,625
| -2% | -$130K |
|
|
ENZ
2312
DELISTED
Enzo Biochem, Inc.
ENZ
| $8.15M | 0.01% |
1,959,141
-10,544
| -0.5% | -$36.1K |
|
|
GSIG
2313
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
| $8.14M | 0.01% |
623,407
+22,313
| +4% | +$262K |
|
2314
Ampco-Pittsburgh
AP
$163M
| $8.13M | 0.01% |
430,636
+4,815
| +1% | +$90.2K |
|
2315
Pinnacle West Capital
PNW
$12.2B
| $8.1M | 0.01% |
148,191
+566
| +0.4% | +$30.3K |
|
|
SUNE
2316
SUNation Energy
SUNE
$8.95M
| $8.1M | 0.01% |
1
| – | – |
|
|
ALU
2317
DELISTED
Alcatel-Lucent
ALU
| $8.1M | 0.01% |
2,076,543
-28,364
| -1% | -$118K |
|
|
ADEP
2318
DELISTED
Adept Technology Inc
ADEP
| $8.1M | 0.01% |
426,073
-2,600
| -0.6% | -$44.7K |
|
2319
Universal Technical Institute
UTI
$2.16B
| $8.09M | 0.01% |
624,697
+21,921
| +4% | +$288K |
|
2320
SIFCO Industries
SIF
$161M
| $8.06M | 0.01% |
264,029
+1,601
| +0.6% | +$46.7K |
|
2321
Core Laboratories
CLB
$488M
| $8.04M | 0.01% |
40,493
+5,985
| +17% | +$1.13M |
|
|
TWGP
2322
DELISTED
TOWER GROUP INTL LTD COM STK (BERMUDA)
TWGP
| $8.03M | 0.01% |
2,975,543
+9,817
| +0.3% | +$26.6K |
|
|
PRCP
2323
DELISTED
Perceptron Inc
PRCP
| $8M | 0.01% |
659,523
+22,185
| +3% | +$315K |
|
|
CFNB
2324
DELISTED
California First National Banc
CFNB
| $7.98M | 0.01% |
519,903
-3,252
| -0.6% | -$48.9K |
|
2325
RCI Hospitality Holdings
RICK
$192M
| $7.96M | 0.01% |
706,613
+10,991
| +2% | +$124K |
|
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.