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 | |
|---|---|---|---|---|---|---|
826
ePlus
PLUS
$2.42B
| $38.7M | 0.03% |
2,725,616
+2,424
| +0.1% | +$32.5K |
|
|
MDCO
827
DELISTED
Medicines Co
MDCO
| $38.7M | 0.03% |
1,002,447
+37,677
| +4% | +$1.35M |
|
828
Deckers Outdoor
DECK
$14.2B
| $38.7M | 0.03% |
2,747,628
+766,602
| +39% | +$9.46M |
|
829
Entegris
ENTG
$18B
| $38.7M | 0.03% |
3,332,316
+149,709
| +5% | +$1.58M |
|
830
TriMas Corp
TRS
$1.44B
| $38.6M | 0.03% |
1,213,940
-57,275
| -5% | -$1.74M |
|
831
AngioDynamics
ANGO
$593M
| $38.5M | 0.03% |
2,242,256
+130,647
| +6% | +$2.01M |
|
|
CA
832
DELISTED
CA, Inc.
CA
| $38.5M | 0.03% |
1,145,158
+99,775
| +10% | +$3.17M |
|
833
Kinder Morgan
KMI
$70.3B
| $38.5M | 0.03% |
1,069,169
-4,960
| -0.5% | -$174K |
|
834
Zebra Technologies
ZBRA
$13.5B
| $38.5M | 0.03% |
711,127
+55,228
| +8% | +$2.77M |
|
835
NVIDIA
NVDA
$4.77T
| $38.3M | 0.03% |
95,747,120
+9,432,840
| +11% | +$3.65M |
|
836
Prudential
PUK
$36.1B
| $38.3M | 0.03% |
877,202
+2,123
| +0.2% | +$84.2K |
|
|
BRKL
837
DELISTED
Brookline Bancorp
BRKL
| $38.2M | 0.03% |
3,991,865
+238,043
| +6% | +$2.17M |
|
|
SASR
838
DELISTED
Sandy Spring Bancorp Inc
SASR
| $38.2M | 0.03% |
1,354,878
+121,270
| +10% | +$3.18M |
|
839
Interactive Brokers
IBKR
$40.5B
| $38.1M | 0.03% |
6,265,096
+435,052
| +7% | +$2.43M |
|
|
AFFX
840
DELISTED
Affymetrix Inc
AFFX
| $38.1M | 0.03% |
4,442,853
+326,217
| +8% | +$2.5M |
|
841
Casey's General Stores
CASY
$31.7B
| $38M | 0.03% |
541,429
+12,627
| +2% | +$924K |
|
842
RLI Corp
RLI
$5.97B
| $37.9M | 0.03% |
1,556,604
+20,776
| +1% | +$493K |
|
843
Wolverine World Wide
WWW
$1.71B
| $37.8M | 0.03% |
1,114,480
-2,922
| -0.3% | -$90.3K |
|
844
Bank of Hawaii
BOH
$3.16B
| $37.8M | 0.03% |
639,764
+29,366
| +5% | +$1.69M |
|
|
KSU
845
DELISTED
Kansas City Southern
KSU
| $37.8M | 0.03% |
305,428
-1,224
| -0.4% | -$146K |
|
|
CODE
846
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
| $37.7M | 0.03% |
2,714,503
+221,514
| +9% | +$2.71M |
|
|
LTM
847
DELISTED
LIFE TIME FITNESS INC
LTM
| $37.6M | 0.03% |
800,587
+53,055
| +7% | +$2.54M |
|
848
Conagra Brands
CAG
$7.38B
| $37.4M | 0.03% |
1,426,836
+87,820
| +7% | +$2.2M |
|
|
NWLIA
849
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
| $37.4M | 0.03% |
167,382
+2,500
| +2% | +$559K |
|
|
FEIC
850
DELISTED
FEI COMPANY
FEIC
| $37.4M | 0.03% |
418,492
-64,350
| -13% | -$5.7M |
|
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.