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 | |
|---|---|---|---|---|---|---|
2726
Casella Waste Systems
CWST
$5.71B
| $3.13M | ﹤0.01% |
612,895
+8,906
| +1% | +$47.6K |
|
2727
Chicago Rivet & Machine Co
CVR
$10M
| $3.13M | ﹤0.01% |
79,137
+1,100
| +1% | +$42.6K |
|
|
MOCO
2728
DELISTED
Mocon Inc
MOCO
| $3.11M | ﹤0.01% |
186,372
-40
| -0% | -$662 |
|
2729
Diamondback Energy
FANG
$57.1B
| $3.08M | ﹤0.01% |
+45,796
| New | +$2.63M |
|
|
YDKN
2730
DELISTED
Yadkin Financial Corporation
YDKN
| $3.05M | ﹤0.01% |
142,389
-623
| -0.4% | -$12K |
|
|
PLNR
2731
DELISTED
PLANAR SYSTEMS INC
PLNR
| $3.03M | ﹤0.01% |
1,479,448
-5,000
| -0.3% | -$11.8K |
|
2732
Fresenius Medical Care
FMS
$13.8B
| $3.03M | ﹤0.01% |
87,000
+344
| +0.4% | +$12K |
|
|
AXAS
2733
DELISTED
Abraxas Petroleum Corp
AXAS
| $3.02M | ﹤0.01% |
38,190
| – | – |
|
2734
Kosmos Energy
KOS
$1.6B
| $3.02M | ﹤0.01% |
274,871
+53,267
| +24% | +$571K |
|
|
ONE
2735
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
| $3M | ﹤0.01% |
415,641
+312,268
| +302% | +$2.52M |
|
|
MEA
2736
DELISTED
METALICO INC
MEA
| $3M | ﹤0.01% |
1,842,001
+14,089
| +0.8% | +$28.6K |
|
|
HZNP
2737
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $3M | ﹤0.01% |
198,470
+767
| +0.4% | +$8.66K |
|
|
AMRB
2738
DELISTED
American River Bankshares
AMRB
| $2.96M | ﹤0.01% |
321,005
+7,100
| +2% | +$69.3K |
|
2739
Espey Mfg & Electronics Corp
ESP
$177M
| $2.96M | ﹤0.01% |
108,692
+2,100
| +2% | +$63.3K |
|
|
BKYF
2740
DELISTED
BK KY FINL CORP
BKYF
| $2.94M | ﹤0.01% |
78,369
+2,014
| +3% | +$72K |
|
|
BSF
2741
DELISTED
Bear State Financial, Inc.
BSF
| $2.92M | ﹤0.01% |
353,973
| – | – |
|
2742
Boise Cascade
BCC
$2.69B
| $2.92M | ﹤0.01% |
+101,840
| New | +$3.01M |
|
|
PGNX
2743
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $2.9M | ﹤0.01% |
708,064
-2,300
| -0.3% | -$11.8K |
|
2744
Alphatec Holdings
ATEC
$1.46B
| $2.9M | ﹤0.01% |
160,802
-3,688
| -2% | -$80.9K |
|
2745
Eldorado Gold
EGO
$7.87B
| $2.88M | ﹤0.01% |
103,185
| – | – |
|
|
NPSP
2746
DELISTED
NPS PHARMACEUTICALS INC
NPSP
| $2.87M | ﹤0.01% |
95,971
+15,241
| +19% | +$525K |
|
2747
Horizon Bancorp
HBNC
$1.04B
| $2.86M | ﹤0.01% |
288,745
+6,431
| +2% | +$63.8K |
|
2748
Moog Inc Class B
MOG.B
| $2.83M | ﹤0.01% |
43,019
| – | – |
|
|
OLP
2749
One Liberty Properties
OLP
$530M
| $2.82M | ﹤0.01% |
132,144
+2,225
| +2% | +$47.7K |
|
2750
Emerson Radio
MSN
$7.79M
| $2.79M | ﹤0.01% |
1,339,944
| – | – |
|
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.