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 |
ESRX
Express Scripts Holding Company
ESRX
|
+$124M |
| 2 |
Chevron
CVX
|
+$76.2M |
| 3 |
Ambev
ABEV
|
+$75.7M |
| 4 |
Freeport-McMoran
FCX
|
+$70.6M |
| 5 |
APA Corp
APA
|
+$60.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GE Aerospace
GE
|
+$324M |
| 2 |
SFD
SMITHFIELD FOODS,INC
SFD
|
+$117M |
| 3 |
BZ
BOISE INC COM STK (DE)
BZ
|
+$108M |
| 4 |
STEI
STEWART ENTERPRISES INC CL-A
STEI
|
+$88.5M |
| 5 |
SKS
SAKS INCORPORATED
SKS
|
+$78.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 20.18% |
| 2 | Industrials | 13.92% |
| 3 | Energy | 11.83% |
| 4 | Technology | 10.43% |
| 5 | Consumer Discretionary | 9.12% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
MCBI
2501
DELISTED
METROCORP BANCSHARES INC
MCBI
| $5.66M | ﹤0.01% |
375,683
| – | – |
|
|
IRE
2502
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
| $5.65M | ﹤0.01% |
391,859
+166,545
| +74% | +$2.34M |
|
|
CHSP
2503
DELISTED
Chesapeake Lodging Trust
CHSP
| $5.64M | ﹤0.01% |
223,174
+47,810
| +27% | +$1.14M |
|
2504
Energy Recovery
ERII
$362M
| $5.64M | ﹤0.01% |
1,014,769
-17,485
| -2% | -$98.2K |
|
2505
Smith & Nephew
SNN
$11.6B
| $5.64M | ﹤0.01% |
196,653
+3,188
| +2% | +$84.1K |
|
|
TBNK
2506
DELISTED
Territorial Bancorp Inc.
TBNK
| $5.64M | ﹤0.01% |
243,016
+3,409
| +1% | +$77.9K |
|
2507
8x8 Inc
EGHT
$260M
| $5.63M | ﹤0.01% |
554,233
-7,252
| -1% | -$74.1K |
|
2508
Aegon
AEG
$13.3B
| $5.6M | ﹤0.01% |
870,523
+9,715
| +1% | +$55.3K |
|
|
RSH
2509
DELISTED
RADIOSHACK CORP
RSH
| $5.6M | ﹤0.01% |
2,153,166
-2,243
| -0.1% | -$6.53K |
|
2510
Banc of California
BANC
$2.9B
| $5.58M | ﹤0.01% |
416,225
+6,987
| +2% | +$93.5K |
|
2511
lululemon athletica
LULU
$10.6B
| $5.56M | ﹤0.01% |
94,159
+7,902
| +9% | +$542K |
|
|
FURX
2512
DELISTED
FURIEX PHARMACEUTICALS INC COM STK (DE)
FURX
| $5.56M | ﹤0.01% |
132,311
-24,611
| -16% | -$1.01M |
|
2513
Compañía de Cervecerías Unidas
CCU
$2.1B
| $5.54M | ﹤0.01% |
229,922
+14,077
| +7% | +$357K |
|
|
DGICB
2514
Donegal Group Class B
DGICB
$837M
| $5.54M | ﹤0.01% |
234,046
| – | – |
|
|
PQUE
2515
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
| $5.53M | ﹤0.01% |
1,278,924
-150,688
| -11% | -$651K |
|
|
GLPW
2516
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
| $5.52M | ﹤0.01% |
282,216
+28,042
| +11% | +$550K |
|
2517
Zillow
ZG
$7.2B
| $5.51M | ﹤0.01% |
202,482
+46,596
| +30% | +$1.23M |
|
|
QADA
2518
DELISTED
QAD Inc.
QADA
| $5.5M | ﹤0.01% |
311,129
+21
| +0% | +$318 |
|
2519
GSI Technology
GSIT
$184M
| $5.49M | ﹤0.01% |
826,520
+8,168
| +1% | +$55.2K |
|
2520
Crawford & Co Class A
CRD.A
$593M
| $5.47M | ﹤0.01% |
711,672
-900
| -0.1% | -$6.86K |
|
|
IPHI
2521
DELISTED
INPHI CORPORATION
IPHI
| $5.45M | ﹤0.01% |
422,415
+34,319
| +9% | +$439K |
|
|
IDXG
2522
DELISTED
Interpace Biosciences, Inc. Common Stock
IDXG
| $5.43M | ﹤0.01% |
11,293
-3
| -0% | -$1.47K |
|
2523
Rollins
ROL
$16.1B
| $5.43M | ﹤0.01% |
604,901
+16,584
| +3% | +$138K |
|
|
CAJ
2524
DELISTED
Canon, Inc.
CAJ
| $5.37M | ﹤0.01% |
167,866
-3,600
| -2% | -$115K |
|
2525
Valhi
VHI
$467M
| $5.34M | ﹤0.01% |
25,317
-200
| -0.8% | -$40.5K |
|
Similar funds
Dimensional Fund Advisors's Q4 2013 Portfolio in Review
As of Q4 2013, Dimensional Fund Advisors held 3,623 positions worth $128B, up 11% from $116B the previous quarter. Its ten largest holdings account for 8.3% of the portfolio.
Trading was light in Q4 2013: portfolio turnover was 3.4%. Dimensional Fund Advisors opened 41 new positions and exited 82, leaving the 3,623-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 20% a quarter earlier, followed by Industrials and Energy.
- Dimensional Fund Advisors's largest Q4 2013 buy was Ambev: 10,360,938 shares worth $76.2M.
- Dimensional Fund Advisors added most to Express Scripts Holding Company in Q4 2013, an estimated $124M increase.
- Dimensional Fund Advisors's biggest Q4 2013 reduction was GE Aerospace, cutting an estimated $324M.
- Dimensional Fund Advisors fully exited SMITHFIELD FOODS,INC in Q4 2013, selling an estimated $117M.
- Dimensional Fund Advisors's ten largest holdings make up 8.3% of its $128B portfolio in Q4 2013.
- Dimensional Fund Advisors opened 41 new positions and closed 82 in Q4 2013.
- Dimensional Fund Advisors's portfolio value rose 11% quarter-over-quarter to $128B.
Based on Dimensional Fund Advisors's 13F filing for Q4 2013, filed 12 Feb 2014.