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 | |
|---|---|---|---|---|---|---|
|
VCI
926
DELISTED
VALASSIS COMMUNICATIONS INC
VCI
| $34.8M | 0.03% |
1,015,373
+6,126
| +0.6% | +$181K |
|
|
LHO
927
DELISTED
LaSalle Hotel Properties
LHO
| $34.7M | 0.03% |
1,125,460
+90,240
| +9% | +$2.76M |
|
|
WRI
928
DELISTED
Weingarten Realty Investors
WRI
| $34.7M | 0.03% |
1,265,763
+52,662
| +4% | +$1.56M |
|
|
SAPE
929
DELISTED
SAPIENT CORP
SAPE
| $34.7M | 0.03% |
1,999,039
+94,903
| +5% | +$1.51M |
|
930
Steven Madden
SHOO
$3.13B
| $34.7M | 0.03% |
1,421,453
+44,858
| +3% | +$1.09M |
|
|
ALOG
931
DELISTED
Analogic Corp
ALOG
| $34.7M | 0.03% |
391,433
+1,480
| +0.4% | +$135K |
|
|
CYT
932
DELISTED
CYTEC INDS INC
CYT
| $34.6M | 0.03% |
743,710
-63,676
| -8% | -$2.76M |
|
933
Waste Management
WM
$97.2B
| $34.5M | 0.03% |
768,423
+68,285
| +10% | +$2.98M |
|
934
Interparfums
IPAR
$4.04B
| $34.4M | 0.03% |
961,572
+5,980
| +0.6% | +$206K |
|
935
ESCO Technologies
ESE
$7.89B
| $34.4M | 0.03% |
1,004,679
+30,654
| +3% | +$1.06M |
|
|
ELX
936
DELISTED
EMULEX CORP
ELX
| $34.3M | 0.03% |
4,791,343
+772,061
| +19% | +$5.73M |
|
937
Synaptics
SYNA
$4.18B
| $34.3M | 0.03% |
662,085
-56,888
| -8% | -$2.79M |
|
938
Employers Holdings
EIG
$904M
| $34.3M | 0.03% |
1,082,955
+46,321
| +4% | +$1.43M |
|
939
RBC Bearings
RBC
$17.7B
| $34.3M | 0.03% |
484,302
+15,992
| +3% | +$1.07M |
|
|
UTIW
940
DELISTED
UTI WORLDWIDE INC
UTIW
| $34.2M | 0.03% |
1,949,093
+95,444
| +5% | +$1.5M |
|
|
AVX
941
DELISTED
AVX Corporation
AVX
| $34.2M | 0.03% |
2,452,811
+181,868
| +8% | +$2.47M |
|
|
AFSI
942
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $34.2M | 0.03% |
2,090,200
-6,012
| -0.3% | -$114K |
|
943
Pricesmart
PSMT
$5.87B
| $34.1M | 0.03% |
294,997
-6,963
| -2% | -$783K |
|
944
Sturm, Ruger & Co
RGR
$609M
| $34.1M | 0.03% |
466,157
-3,227
| -0.7% | -$228K |
|
|
HME
945
DELISTED
HOME PROPERTIES, INC
HME
| $34M | 0.03% |
634,924
+37,226
| +6% | +$2.09M |
|
|
CKP
946
DELISTED
CHECKPOINT SYSTEMS INC
CKP
| $34M | 0.03% |
2,156,708
+89,871
| +4% | +$1.41M |
|
947
Children's Place
PLCE
$53.8M
| $34M | 0.03% |
596,040
+90,287
| +18% | +$4.89M |
|
|
NLSN
948
DELISTED
Nielsen Holdings plc
NLSN
| $33.9M | 0.03% |
738,853
+166,962
| +29% | +$6.82M |
|
949
Pilgrim's Pride
PPC
$7.09B
| $33.9M | 0.03% |
2,084,208
-139,425
| -6% | -$2.18M |
|
|
CYBX
950
DELISTED
CYBERONICS INC
CYBX
| $33.8M | 0.03% |
516,466
-10,906
| -2% | -$661K |
|
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.