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 | |
|---|---|---|---|---|---|---|
|
RAI
1426
DELISTED
Reynolds American Inc
RAI
| $23M | 0.02% |
860,014
+34,780
| +4% | +$876K |
|
|
AMTD
1427
DELISTED
TD Ameritrade Holding Corp
AMTD
| $23M | 0.02% |
676,404
+9,923
| +1% | +$325K |
|
1428
eHealth
EHTH
$42.2M
| $22.9M | 0.02% |
451,753
-5,000
| -1% | -$260K |
|
|
RAD
1429
DELISTED
Rite Aid Corporation
RAD
| $22.9M | 0.02% |
182,806
+1,166
| +0.6% | +$142K |
|
|
ORIT
1430
DELISTED
Oritani Financial Corp. New
ORIT
| $22.9M | 0.02% |
1,449,348
+51,390
| +4% | +$804K |
|
1431
FormFactor
FORM
$8.28B
| $22.9M | 0.02% |
3,583,652
+228,730
| +7% | +$1.52M |
|
1432
T. Rowe Price
TROW
$23.9B
| $22.9M | 0.02% |
277,871
+18,801
| +7% | +$1.52M |
|
1433
Westamerica Bancorp
WABC
$1.38B
| $22.9M | 0.02% |
422,540
+17,442
| +4% | +$908K |
|
1434
Community Trust Bancorp
CTBI
$1.42B
| $22.8M | 0.02% |
605,266
+6,918
| +1% | +$258K |
|
1435
Forrester Research
FORR
$223M
| $22.8M | 0.02% |
636,139
+713
| +0.1% | +$26.5K |
|
1436
BancFirst
BANF
$3.79B
| $22.8M | 0.02% |
805,230
+9,770
| +1% | +$269K |
|
1437
Super Micro Computer
SMCI
$18.4B
| $22.8M | 0.02% |
13,124,050
+1,983,870
| +18% | +$3.88M |
|
1438
Kforce
KFRC
$1.02B
| $22.8M | 0.02% |
1,068,971
+8,092
| +0.8% | +$165K |
|
1439
W.R. Berkley
WRB
$26.9B
| $22.8M | 0.02% |
1,847,556
+167,673
| +10% | +$2.03M |
|
1440
Ducommun
DCO
$2.7B
| $22.8M | 0.02% |
907,904
+1,049
| +0.1% | +$28.4K |
|
1441
Otter Tail
OTTR
$3.71B
| $22.7M | 0.02% |
738,832
+12,316
| +2% | +$363K |
|
1442
Avery Dennison
AVY
$13B
| $22.7M | 0.02% |
448,350
+9,347
| +2% | +$466K |
|
1443
Harte-Hanks
HHS
$16.2M
| $22.7M | 0.02% |
256,721
+2,828
| +1% | +$220K |
|
|
GHL
1444
DELISTED
Greenhill & Co., Inc.
GHL
| $22.6M | 0.02% |
435,685
+112,074
| +35% | +$6.05M |
|
1445
O-I Glass
OI
$1.1B
| $22.6M | 0.02% |
669,450
+69,256
| +12% | +$2.3M |
|
|
PDLI
1446
DELISTED
PDL BioPharma, Inc.
PDLI
| $22.6M | 0.02% |
2,722,123
-29,572
| -1% | -$253K |
|
|
RRTS
1447
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $22.6M | 0.02% |
35,826
+1,702
| +5% | +$1.07M |
|
1448
Packaging Corp of America
PKG
$21.9B
| $22.6M | 0.02% |
321,274
+4,018
| +1% | +$274K |
|
1449
Patrick Industries
PATK
$2.74B
| $22.6M | 0.02% |
1,718,955
+138,378
| +9% | +$1.54M |
|
|
RVBD
1450
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $22.6M | 0.02% |
1,144,713
-2,227
| -0.2% | -$44.5K |
|
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.