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 | |
|---|---|---|---|---|---|---|
|
INVX
1801
Innovex International
INVX
$1.98B
| $15.8M | 0.01% |
141,042
+255
| +0.2% | +$26.4K |
|
1802
Clorox
CLX
$11.9B
| $15.8M | 0.01% |
179,337
+18,037
| +11% | +$1.58M |
|
|
BID
1803
DELISTED
Sotheby's
BID
| $15.8M | 0.01% |
362,171
+758
| +0.2% | +$36.3K |
|
1804
Campbell Soup
CPB
$6.67B
| $15.8M | 0.01% |
351,418
+29,522
| +9% | +$1.26M |
|
1805
Consolidated Edison
ED
$39.8B
| $15.8M | 0.01% |
293,725
+7,342
| +3% | +$398K |
|
1806
Tapestry
TPR
$31.4B
| $15.7M | 0.01% |
316,529
+1,766
| +0.6% | +$87.9K |
|
|
TESS
1807
DELISTED
Tessco Technologies Inc
TESS
| $15.7M | 0.01% |
420,710
-5,131
| -1% | -$190K |
|
|
SIAL
1808
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $15.6M | 0.01% |
167,604
+2,596
| +2% | +$242K |
|
1809
Artivion
AORT
$1.33B
| $15.6M | 0.01% |
1,570,550
+10,291
| +0.7% | +$105K |
|
1810
John Wiley & Sons Class A
WLY
$2.7B
| $15.6M | 0.01% |
271,118
+3,560
| +1% | +$198K |
|
|
CPE
1811
DELISTED
Callon Petroleum Company
CPE
| $15.6M | 0.01% |
186,521
+24,944
| +15% | +$1.76M |
|
|
DO
1812
DELISTED
Diamond Offshore Drilling
DO
| $15.6M | 0.01% |
320,168
+13,141
| +4% | +$648K |
|
|
WBK
1813
DELISTED
Westpac Banking Corporation
WBK
| $15.6M | 0.01% |
485,407
+6,692
| +1% | +$196K |
|
|
K
1814
DELISTED
Kellanova
K
| $15.6M | 0.01% |
264,262
+2,449
| +0.9% | +$139K |
|
|
TBRG
1815
DELISTED
TruBridge
TBRG
| $15.5M | 0.01% |
240,133
+14,680
| +7% | +$953K |
|
|
SNBR
1816
DELISTED
Sleep Number
SNBR
| $15.5M | 0.01% |
857,951
-9,200
| -1% | -$160K |
|
1817
Goodyear
GT
$2.02B
| $15.5M | 0.01% |
593,271
-16,497
| -3% | -$420K |
|
|
NVO
1818
Novo Nordisk
NVO
$208B
| $15.5M | 0.01% |
678,210
+8,940
| +1% | +$190K |
|
|
LSI
1819
DELISTED
LSI CORPORATION
LSI
| $15.5M | 0.01% |
1,398,275
+3,753
| +0.3% | +$41.5K |
|
1820
PDF Solutions
PDFS
$2.01B
| $15.5M | 0.01% |
851,664
+17,998
| +2% | +$397K |
|
|
ZVO
1821
DELISTED
Zovio Inc. Common Stock
ZVO
| $15.5M | 0.01% |
1,038,777
+151,226
| +17% | +$2.61M |
|
1822
Willis Lease Finance
WLFC
$1.74B
| $15.4M | 0.01% |
2,253,177
| – | – |
|
|
WWE
1823
DELISTED
World Wrestling Entertainment
WWE
| $15.4M | 0.01% |
532,286
-7,257
| -1% | -$173K |
|
|
PSTB
1824
DELISTED
Park Sterling Corp.
PSTB
| $15.3M | 0.01% |
2,305,654
+306,501
| +15% | +$2.07M |
|
1825
Protolabs
PRLB
$1.91B
| $15.3M | 0.01% |
226,294
+38,032
| +20% | +$2.83M |
|
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.