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 | 19.45% |
| 2 | Industrials | 13.27% |
| 3 | Energy | 11.09% |
| 4 | Technology | 9.75% |
| 5 | Consumer Discretionary | 8.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
326
Delek US
DK
$3.93B
| $84.9M | 0.07% |
2,466,702
-101,521
| -4% | -$2.76M |
|
|
MW
327
DELISTED
THE MENS WAREHOUSE INC
MW
| $84.6M | 0.07% |
1,655,659
+39,258
| +2% | +$1.83M |
|
|
RKT
328
DELISTED
ROCK-TENN COMPANY CL-A
RKT
| $84.4M | 0.07% |
1,607,730
-19,644
| -1% | -$990K |
|
329
Altria Group
MO
$125B
| $84.3M | 0.07% |
2,195,563
+17,811
| +0.8% | +$658K |
|
330
Chubb
CB
$141B
| $84.2M | 0.07% |
813,600
+16,316
| +2% | +$1.6M |
|
331
AbbVie
ABBV
$470B
| $84.2M | 0.07% |
1,594,150
+36,101
| +2% | +$1.77M |
|
|
COHR
332
DELISTED
Coherent Inc
COHR
| $84M | 0.07% |
1,129,405
-39,777
| -3% | -$2.67M |
|
|
SPN
333
DELISTED
Superior Energy Services, Inc.
SPN
| $83.9M | 0.07% |
315,388
+15,121
| +5% | +$3.95M |
|
334
Everest Group
EG
$15.8B
| $83.5M | 0.07% |
535,892
-72,502
| -12% | -$11.1M |
|
|
HOLX
335
DELISTED
Hologic
HOLX
| $83.5M | 0.07% |
3,735,275
+141,516
| +4% | +$3.12M |
|
|
UNT
336
DELISTED
UNIT Corporation
UNT
| $83M | 0.06% |
1,608,185
+281,464
| +21% | +$14M |
|
337
Steel Dynamics
STLD
$37.1B
| $82.8M | 0.06% |
4,238,973
+269,371
| +7% | +$4.94M |
|
338
Sanmina
SANM
$9.11B
| $82.8M | 0.06% |
4,959,347
+839,159
| +20% | +$13.5M |
|
339
E.W. Scripps
SSP
$277M
| $82.8M | 0.06% |
4,295,866
+33,215
| +0.8% | +$573K |
|
|
WFT
340
DELISTED
Weatherford International plc
WFT
| $82.7M | 0.06% |
5,336,574
+642,717
| +14% | +$10.2M |
|
|
IPCC
341
DELISTED
Infinity Property & Casualty C
IPCC
| $82.3M | 0.06% |
1,146,554
+3,264
| +0.3% | +$223K |
|
342
Televisa
TV
$1.47B
| $82.2M | 0.06% |
2,718,588
-293,271
| -10% | -$8.66M |
|
343
Infosys
INFY
$49.8B
| $82.2M | 0.06% |
11,611,712
+1,353,312
| +13% | +$9.11M |
|
|
PKD
344
DELISTED
Parker Drilling Company
PKD
| $82.1M | 0.06% |
672,996
+22,867
| +4% | +$2.54M |
|
|
OVTI
345
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $82M | 0.06% |
4,767,437
+247,946
| +5% | +$3.76M |
|
346
Marvell Technology
MRVL
$157B
| $81.8M | 0.06% |
5,691,287
+1,206,835
| +27% | +$15.5M |
|
347
Fulton Financial
FULT
$4.72B
| $81.7M | 0.06% |
6,243,858
+561,855
| +10% | +$7.01M |
|
348
Mitsubishi UFJ Financial
MUFG
$252B
| $81.5M | 0.06% |
12,202,321
-43,728
| -0.4% | -$280K |
|
|
AAWW
349
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $81.3M | 0.06% |
1,975,022
+150,676
| +8% | +$6.15M |
|
350
Canadian Natural Resources
CNQ
$92.6B
| $81.2M | 0.06% |
4,966,103
-140,639
| -3% | -$2.19M |
|
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 19% of assets, up from 19% 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.