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 | |
|---|---|---|---|---|---|---|
|
WMGI
701
DELISTED
Wright Medical Group Inc
WMGI
| $46.8M | 0.04% |
1,507,188
-21,757
| -1% | -$686K |
|
702
Red Robin
RRGB
$145M
| $46.8M | 0.04% |
653,240
-23,696
| -4% | -$1.67M |
|
703
Titan International
TWI
$466M
| $46.7M | 0.03% |
2,457,667
+497,202
| +25% | +$8.93M |
|
704
Delta Air Lines
DAL
$57.5B
| $46.6M | 0.03% |
1,345,319
+51,232
| +4% | +$1.65M |
|
|
SUP
705
DELISTED
Superior Industries International
SUP
| $46.6M | 0.03% |
2,272,514
-26,735
| -1% | -$509K |
|
706
Seagate
STX
$194B
| $46.6M | 0.03% |
829,124
+23,251
| +3% | +$1.25M |
|
707
PRA Group
PRAA
$663M
| $46.6M | 0.03% |
804,604
+63,439
| +9% | +$3.41M |
|
708
J&J Snack Foods
JJSF
$1.43B
| $46.5M | 0.03% |
484,691
-315
| -0.1% | -$28.5K |
|
|
FINL
709
DELISTED
Finish Line
FINL
| $46.5M | 0.03% |
1,716,840
+192,697
| +13% | +$5.12M |
|
710
Haverty Furniture Companies
HVT
$397M
| $46.5M | 0.03% |
1,565,170
-5,676
| -0.4% | -$163K |
|
|
PTR
711
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $46.4M | 0.03% |
427,649
-19,285
| -4% | -$1.97M |
|
712
Kimberly-Clark
KMB
$36.3B
| $46.4M | 0.03% |
438,789
+39,995
| +10% | +$4.14M |
|
|
REXX
713
DELISTED
Rex Energy Corporation
REXX
| $46.3M | 0.03% |
247,423
+36
| +0% | +$6.56K |
|
714
Encore Capital Group
ECPG
$2.02B
| $46.3M | 0.03% |
1,012,508
+57,120
| +6% | +$2.76M |
|
715
Vail Resorts
MTN
$5.32B
| $46.2M | 0.03% |
662,552
-71,140
| -10% | -$5.05M |
|
716
Aecom
ACM
$9.3B
| $46.2M | 0.03% |
1,434,969
-15,968
| -1% | -$487K |
|
717
SouthState Bank Corp
SSB
$10.2B
| $46M | 0.03% |
734,428
+2,883
| +0.4% | +$179K |
|
718
Bank OZK
OZK
$5.6B
| $46M | 0.03% |
1,351,430
-75,720
| -5% | -$2.35M |
|
719
ABM Industries
ABM
$2.81B
| $46M | 0.03% |
1,598,887
+72,938
| +5% | +$2.03M |
|
|
ACC
720
DELISTED
American Campus Communities, Inc.
ACC
| $45.9M | 0.03% |
1,230,008
+71,301
| +6% | +$2.53M |
|
|
BWLD
721
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $45.8M | 0.03% |
307,885
+59,100
| +24% | +$8.38M |
|
|
BMR
722
DELISTED
BIOMED REALTY TRUST INC
BMR
| $45.8M | 0.03% |
2,237,266
+91,208
| +4% | +$1.8M |
|
723
Sonida Senior Living
SNDA
$1.91B
| $45.8M | 0.03% |
117,534
-15,419
| -12% | -$5.6M |
|
|
XLS
724
DELISTED
EXELIS INC COM STK
XLS
| $45.8M | 0.03% |
2,580,907
+34,659
| +1% | +$639K |
|
725
REX American Resources
REX
$1.42B
| $45.6M | 0.03% |
4,800,996
-20,496
| -0.4% | -$157K |
|
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.