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 | |
|---|---|---|---|---|---|---|
1301
Avista
AVA
$3.34B
| $25.8M | 0.02% |
841,938
+78,204
| +10% | +$2.27M |
|
1302
Power Integrations
POWI
$3.38B
| $25.8M | 0.02% |
783,726
-213,586
| -21% | -$6.48M |
|
1303
Quanex
NX
$819M
| $25.8M | 0.02% |
1,245,678
+70,105
| +6% | +$1.38M |
|
|
BEAV
1304
DELISTED
B/E Aerospace Inc
BEAV
| $25.8M | 0.02% |
409,827
+2,566
| +0.6% | +$155K |
|
1305
American Electric Power
AEP
$69.6B
| $25.7M | 0.02% |
508,211
+7,091
| +1% | +$345K |
|
|
PTRY
1306
DELISTED
PANTRY INC (THE)
PTRY
| $25.7M | 0.02% |
1,676,790
+44,420
| +3% | +$671K |
|
|
CATM
1307
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $25.7M | 0.02% |
661,928
-21,414
| -3% | -$868K |
|
|
SFY
1308
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
| $25.6M | 0.02% |
2,376,300
-302
| -0% | -$3.53K |
|
|
CPN
1309
DELISTED
Calpine Corporation
CPN
| $25.6M | 0.02% |
1,222,424
+43,911
| +4% | +$861K |
|
|
VG
1310
DELISTED
Vonage Holdings Corporation
VG
| $25.5M | 0.02% |
5,982,920
+503,303
| +9% | +$2.14M |
|
1311
Hanmi Financial
HAFC
$945M
| $25.5M | 0.02% |
1,096,202
+39,833
| +4% | +$902K |
|
1312
Helios Technologies
HLIO
$2.57B
| $25.5M | 0.02% |
589,550
+6,358
| +1% | +$259K |
|
|
ZEUS
1313
DELISTED
Olympic Steel
ZEUS
| $25.5M | 0.02% |
888,656
+16
| +0% | +$451 |
|
|
ACOR
1314
DELISTED
Acorda Therapeutics
ACOR
| $25.5M | 0.02% |
5,606
-54
| -1% | -$218K |
|
1315
AES
AES
$10.5B
| $25.5M | 0.02% |
1,784,771
+10,527
| +0.6% | +$149K |
|
1316
Semtech
SMTC
$11B
| $25.4M | 0.02% |
1,003,418
+5,964
| +0.6% | +$145K |
|
1317
Gaming and Leisure Properties
GLPI
$12.7B
| $25.4M | 0.02% |
697,289
-79,472
| -10% | -$3.01M |
|
|
OPLN
1318
Openlane
OPLN
$4.21B
| $25.4M | 0.02% |
2,212,910
-83,403
| -4% | -$935K |
|
1319
Quest Diagnostics
DGX
$25.7B
| $25.4M | 0.02% |
438,235
+40,386
| +10% | +$2.16M |
|
|
EGL
1320
DELISTED
Engility Holdings, Inc.
EGL
| $25.4M | 0.02% |
563,314
+116,864
| +26% | +$4.8M |
|
|
UIL
1321
DELISTED
UIL HOLDINGS
UIL
| $25.4M | 0.02% |
688,957
+62,340
| +10% | +$2.35M |
|
|
METR
1322
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
| $25.3M | 0.02% |
1,198,917
-2,004
| -0.2% | -$40.4K |
|
1323
Integra LifeSciences
IART
$1.29B
| $25.3M | 0.02% |
1,346,932
+102,451
| +8% | +$1.98M |
|
|
GRMN
1324
Garmin
GRMN
$56.7B
| $25.3M | 0.02% |
457,568
-502
| -0.1% | -$24.8K |
|
1325
Bath & Body Works
BBWI
$4.06B
| $25.3M | 0.02% |
550,872
+7,871
| +1% | +$356K |
|
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.