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 | |
|---|---|---|---|---|---|---|
|
DFT
1651
DELISTED
DuPont Fabros Technology Inc.
DFT
| $18.5M | 0.01% |
768,752
+44,959
| +6% | +$1.13M |
|
1652
Expedia Group
EXPE
$36.3B
| $18.5M | 0.01% |
255,196
+20,803
| +9% | +$1.51M |
|
1653
Dollar Tree
DLTR
$25B
| $18.5M | 0.01% |
354,522
+9,529
| +3% | +$507K |
|
1654
Koppers
KOP
$954M
| $18.5M | 0.01% |
448,570
+42,081
| +10% | +$1.72M |
|
1655
Sonoco
SON
$5.57B
| $18.5M | 0.01% |
450,661
+72,346
| +19% | +$3M |
|
|
ELME
1656
Elme Communities
ELME
$147M
| $18.5M | 0.01% |
773,728
+47,072
| +6% | +$1.11M |
|
1657
WisdomTree
WT
$3.17B
| $18.5M | 0.01% |
1,408,289
+1,076,322
| +324% | +$16.4M |
|
1658
Dollar General
DG
$28.1B
| $18.5M | 0.01% |
332,857
+35,813
| +12% | +$2.08M |
|
|
ZIGO
1659
DELISTED
ZYGO CORP
ZIGO
| $18.4M | 0.01% |
1,214,401
+9,158
| +0.8% | +$138K |
|
|
PSB
1660
DELISTED
PS Business Parks, Inc.
PSB
| $18.4M | 0.01% |
220,577
+4,068
| +2% | +$328K |
|
1661
Insperity
NSP
$2.03B
| $18.4M | 0.01% |
1,189,392
+30,656
| +3% | +$474K |
|
1662
Alkermes
ALKS
$8.42B
| $18.4M | 0.01% |
417,858
-111,961
| -21% | -$5.33M |
|
1663
Coherent
COHR
$56.1B
| $18.4M | 0.01% |
1,193,208
+89,356
| +8% | +$1.44M |
|
1664
Northwest Natural Holdings
NWN
$2.06B
| $18.4M | 0.01% |
417,901
+70,341
| +20% | +$2.96M |
|
|
LBY
1665
DELISTED
Libbey, Inc.
LBY
| $18.4M | 0.01% |
707,332
-1,648
| -0.2% | -$37K |
|
1666
Coca-Cola Consolidated
COKE
$12.3B
| $18.4M | 0.01% |
2,159,300
+44,580
| +2% | +$342K |
|
1667
BGC Group
BGC
$5.34B
| $18.3M | 0.01% |
4,361,464
+968,656
| +29% | +$4.11M |
|
1668
Bankunited
BKU
$3.39B
| $18.3M | 0.01% |
527,425
+4,264
| +0.8% | +$139K |
|
1669
Vishay Precision Group
VPG
$1.26B
| $18.3M | 0.01% |
1,054,733
+527
| +0% | +$8.43K |
|
|
HTO
1670
H2O America
HTO
$2.59B
| $18.3M | 0.01% |
619,722
-5,554
| -0.9% | -$161K |
|
1671
BJ's Restaurants
BJRI
$1.45B
| $18.3M | 0.01% |
558,722
+53,684
| +11% | +$1.62M |
|
|
PNX
1672
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
| $18.3M | 0.01% |
353,073
-7,440
| -2% | -$377K |
|
1673
Park Aerospace
PKE
$755M
| $18.3M | 0.01% |
611,459
+8,258
| +1% | +$237K |
|
1674
Carpenter Technology
CRS
$26.5B
| $18.3M | 0.01% |
276,393
+1,579
| +0.6% | +$95.3K |
|
|
RPXC
1675
DELISTED
RPX Corporation
RPXC
| $18.2M | 0.01% |
1,120,619
+98,685
| +10% | +$1.61M |
|
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.