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 | |
|---|---|---|---|---|---|---|
1626
Future Fuel
FF
$217M
| $19.1M | 0.01% |
938,926
+98,013
| +12% | +$1.69M |
|
|
RTEC
1627
DELISTED
Rudolph Technologies Inc
RTEC
| $19M | 0.01% |
1,665,377
-12,278
| -0.7% | -$140K |
|
|
ALX
1628
Alexander's
ALX
$1.3B
| $19M | 0.01% |
52,565
| – | – |
|
|
HAYN
1629
DELISTED
Haynes International, Inc.
HAYN
| $18.9M | 0.01% |
350,524
+13,675
| +4% | +$704K |
|
1630
Cimpress
CMPR
$2.39B
| $18.9M | 0.01% |
384,481
-9,165
| -2% | -$464K |
|
1631
PG&E
PCG
$38.3B
| $18.9M | 0.01% |
437,902
+5,165
| +1% | +$219K |
|
1632
AMN Healthcare
AMN
$1.3B
| $18.9M | 0.01% |
1,376,280
+33,055
| +2% | +$476K |
|
|
CBD
1633
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $18.9M | 0.01% |
431,744
-14,061
| -3% | -$575K |
|
|
AE
1634
DELISTED
Adams Resources & Energy Inc
AE
| $18.9M | 0.01% |
325,774
+524
| +0.2% | +$36.3K |
|
1635
Extreme Networks
EXTR
$3.94B
| $18.9M | 0.01% |
3,253,213
-20,259
| -0.6% | -$129K |
|
1636
W.W. Grainger
GWW
$65.3B
| $18.9M | 0.01% |
74,609
+1,146
| +2% | +$286K |
|
1637
National CineMedia
NCMI
$376M
| $18.8M | 0.01% |
125,568
+8,586
| +7% | +$1.48M |
|
|
AREX
1638
DELISTED
Approach Resources Inc.
AREX
| $18.8M | 0.01% |
900,727
+25,659
| +3% | +$526K |
|
1639
Electronic Arts
EA
$53B
| $18.8M | 0.01% |
647,986
-856
| -0.1% | -$22.9K |
|
1640
Tesla
TSLA
$1.23T
| $18.8M | 0.01% |
1,350,225
-1,042,410
| -44% | -$14M |
|
1641
Johnson Outdoors
JOUT
$491M
| $18.7M | 0.01% |
737,400
-807
| -0.1% | -$19.9K |
|
1642
Fastenal
FAST
$54.7B
| $18.7M | 0.01% |
1,515,516
+183,272
| +14% | +$2.14M |
|
1643
Green Dot
GDOT
$743M
| $18.6M | 0.01% |
954,972
+30,350
| +3% | +$672K |
|
1644
Leggett & Platt
LEG
$1.34B
| $18.6M | 0.01% |
570,865
+12,741
| +2% | +$394K |
|
1645
Estee Lauder
EL
$30.4B
| $18.6M | 0.01% |
277,995
+17,586
| +7% | +$1.22M |
|
1646
TripAdvisor
TRIP
$1.65B
| $18.5M | 0.01% |
204,755
+4,677
| +2% | +$426K |
|
1647
NVR
NVR
$16.5B
| $18.5M | 0.01% |
16,168
+402
| +3% | +$453K |
|
1648
Kratos Defense & Security Solutions
KTOS
$8.74B
| $18.5M | 0.01% |
2,456,561
+318,208
| +15% | +$2.46M |
|
|
AGU
1649
DELISTED
Agrium
AGU
| $18.5M | 0.01% |
189,803
+11,952
| +7% | +$1.09M |
|
1650
Lifetime Brands
LCUT
$191M
| $18.5M | 0.01% |
1,036,176
+2,686
| +0.3% | +$43.9K |
|
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.