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 | |
|---|---|---|---|---|---|---|
851
Monro
MNRO
$491M
| $37.4M | 0.03% |
663,168
+1,994
| +0.3% | +$98.4K |
|
852
Enviri
NVRI
$627M
| $37.4M | 0.03% |
1,333,100
-14,434
| -1% | -$387K |
|
|
ACC
853
DELISTED
American Campus Communities, Inc.
ACC
| $37.3M | 0.03% |
1,158,707
+38,033
| +3% | +$1.28M |
|
|
RYL
854
DELISTED
RYLAND GROUP INC
RYL
| $37.3M | 0.03% |
859,786
+47,789
| +6% | +$1.9M |
|
|
AIMC
855
DELISTED
Altra Industrial Motion Corp
AIMC
| $37.3M | 0.03% |
1,090,402
-10,537
| -1% | -$317K |
|
|
KBAL
856
DELISTED
Kimball International
KBAL
| $37.1M | 0.03% |
3,163,711
+92,095
| +3% | +$924K |
|
|
PAY
857
DELISTED
Verifone Systems Inc
PAY
| $37.1M | 0.03% |
1,383,409
+734,066
| +113% | +$17.5M |
|
858
Huntsman Corp
HUN
$2.03B
| $37M | 0.03% |
1,505,197
-80,807
| -5% | -$1.84M |
|
859
MarketAxess Holdings
MKTX
$4.35B
| $37M | 0.03% |
553,591
+24,774
| +5% | +$1.63M |
|
860
Applied Materials
AMAT
$360B
| $37M | 0.03% |
2,091,030
-24,757
| -1% | -$431K |
|
861
First Citizens BancShares
FCNCA
$25B
| $37M | 0.03% |
166,096
+3,735
| +2% | +$806K |
|
|
COV
862
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $36.9M | 0.03% |
542,379
+13,369
| +3% | +$870K |
|
|
MDR
863
DELISTED
McDermott International
MDR
| $36.9M | 0.03% |
1,343,079
+388,754
| +41% | +$9.1M |
|
864
Ecolab
ECL
$80B
| $36.9M | 0.03% |
353,830
+845
| +0.2% | +$87.8K |
|
|
MDAS
865
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
| $36.9M | 0.03% |
1,859,369
+128,108
| +7% | +$2.88M |
|
866
Credicorp
BAP
$30.7B
| $36.8M | 0.03% |
288,272
+5,744
| +2% | +$732K |
|
|
ECHO
867
EchoStar
ECHO
$24.6B
| $36.8M | 0.03% |
913,039
+31,149
| +4% | +$1.22M |
|
868
DXP Enterprises
DXPE
$2.42B
| $36.7M | 0.03% |
318,679
+7,310
| +2% | +$687K |
|
|
BWLD
869
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $36.6M | 0.03% |
248,785
-3,673
| -1% | -$505K |
|
|
BYI
870
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $36.6M | 0.03% |
466,803
-5,403
| -1% | -$393K |
|
|
ILG
871
DELISTED
ILG, Inc Common Stock
ILG
| $36.6M | 0.03% |
1,184,944
+18,096
| +2% | +$475K |
|
|
RT
872
DELISTED
Ruby Tuesday Georgia
RT
| $36.5M | 0.03% |
5,270,896
+72,917
| +1% | +$482K |
|
873
Charles River Laboratories
CRL
$11.6B
| $36.5M | 0.03% |
688,137
+23,488
| +4% | +$1.18M |
|
874
Cal-Maine
CALM
$4.45B
| $36.5M | 0.03% |
1,211,382
+13,354
| +1% | +$355K |
|
|
KAMN
875
DELISTED
Kaman Corp
KAMN
| $36.4M | 0.03% |
916,730
+48,731
| +6% | +$1.86M |
|
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.