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 | |
|---|---|---|---|---|---|---|
|
MWIV
1651
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
| $18.2M | 0.01% |
106,551
+1,370
| +1% | +$227K |
|
1652
Labcorp
LH
$26.2B
| $18.1M | 0.01% |
231,026
+1,599
| +0.7% | +$136K |
|
|
ISH
1653
DELISTED
INTL SHIPHOLDING CORP
ISH
| $18.1M | 0.01% |
613,223
+4,897
| +0.8% | +$134K |
|
|
DSPG
1654
DELISTED
DSP Group Inc
DSPG
| $18M | 0.01% |
1,858,364
+8,378
| +0.5% | +$68.3K |
|
1655
Edgewell Personal Care
EPC
$1.26B
| $18M | 0.01% |
224,741
+7,275
| +3% | +$554K |
|
|
HITK
1656
DELISTED
HI-TECH PHARMACAL INC
HITK
| $18M | 0.01% |
415,173
-1,599
| -0.4% | -$69.1K |
|
|
CVD
1657
DELISTED
COVANCE INC.
CVD
| $18M | 0.01% |
204,543
+1,650
| +0.8% | +$143K |
|
|
UTEK
1658
DELISTED
Ultratech Inc.
UTEK
| $18M | 0.01% |
620,929
-8,779
| -1% | -$233K |
|
1659
Abercrombie & Fitch
ANF
$5.88B
| $17.9M | 0.01% |
545,085
+214,905
| +65% | +$7.41M |
|
1660
Flexsteel Industries
FLXS
$325M
| $17.9M | 0.01% |
583,332
+5,044
| +0.9% | +$137K |
|
|
EOCC
1661
DELISTED
Enel Generacion Chile S.A.
EOCC
| $17.9M | 0.01% |
580,975
+2,292
| +0.4% | +$70K |
|
1662
Dollar General
DG
$27.6B
| $17.9M | 0.01% |
297,044
+9,200
| +3% | +$540K |
|
1663
Carter's
CRI
$1.09B
| $17.9M | 0.01% |
249,237
-1,603
| -0.6% | -$114K |
|
|
DFT
1664
DELISTED
DuPont Fabros Technology Inc.
DFT
| $17.9M | 0.01% |
723,793
+30,213
| +4% | +$735K |
|
1665
RLJ Lodging Trust
RLJ
$1.66B
| $17.9M | 0.01% |
734,735
+87,911
| +14% | +$2.12M |
|
|
CAI
1666
DELISTED
CAI International, Inc.
CAI
| $17.8M | 0.01% |
756,070
+8,696
| +1% | +$200K |
|
|
ZIGO
1667
DELISTED
ZYGO CORP
ZIGO
| $17.8M | 0.01% |
1,205,243
+100,910
| +9% | +$1.54M |
|
|
RNWK
1668
DELISTED
RealNetworks Inc
RNWK
| $17.8M | 0.01% |
2,357,754
+19,884
| +0.9% | +$156K |
|
1669
Clean Energy Fuels
CLNE
$384M
| $17.8M | 0.01% |
1,381,625
-44,375
| -3% | -$541K |
|
|
GMCR
1670
DELISTED
KEURIG GREEN MTN INC
GMCR
| $17.7M | 0.01% |
234,076
+10,618
| +5% | +$722K |
|
|
USG
1671
DELISTED
Usg
USG
| $17.7M | 0.01% |
623,175
+3,976
| +0.6% | +$108K |
|
1672
Tapestry
TPR
$23.1B
| $17.7M | 0.01% |
314,763
+17,170
| +6% | +$928K |
|
1673
Hormel Foods
HRL
$11.4B
| $17.6M | 0.01% |
780,368
-11,170
| -1% | -$245K |
|
1674
Global Payments
GPN
$22.6B
| $17.6M | 0.01% |
541,358
+8,896
| +2% | +$270K |
|
|
SGK
1675
DELISTED
SCHAWK INC CL-A
SGK
| $17.6M | 0.01% |
1,181,959
+9,397
| +0.8% | +$144K |
|
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.