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 | |
|---|---|---|---|---|---|---|
|
DEL
1826
DELISTED
Deltic Timber
DEL
| $14.9M | 0.01% |
218,836
+2,617
| +1% | +$167K |
|
1827
Valmont Industries
VMI
$9.12B
| $14.8M | 0.01% |
99,484
+7,552
| +8% | +$1.07M |
|
1828
Oceaneering
OII
$4.6B
| $14.8M | 0.01% |
188,008
-1,421
| -0.8% | -$115K |
|
1829
St. Joe Company
JOE
$3.64B
| $14.8M | 0.01% |
772,489
-17,675
| -2% | -$328K |
|
|
AVHI
1830
DELISTED
A V Homes, Inc.
AVHI
| $14.8M | 0.01% |
815,741
-5,600
| -0.7% | -$105K |
|
|
SIMG
1831
DELISTED
SILICON IMAGE INC
SIMG
| $14.8M | 0.01% |
2,408,763
+138,864
| +6% | +$748K |
|
1832
Masco
MAS
$13.5B
| $14.8M | 0.01% |
739,541
-3,601
| -0.5% | -$67K |
|
|
PEI
1833
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $14.8M | 0.01% |
51,947
+4,109
| +9% | +$1.12M |
|
|
SHYF
1834
DELISTED
The Shyft Group
SHYF
| $14.8M | 0.01% |
2,204,801
+11,450
| +0.5% | +$75K |
|
1835
John Wiley & Sons Class A
WLY
$2.5B
| $14.8M | 0.01% |
267,558
+9,189
| +4% | +$465K |
|
1836
Sun Communities
SUI
$14B
| $14.7M | 0.01% |
345,865
+16,290
| +5% | +$693K |
|
1837
Autodesk
ADSK
$45.7B
| $14.7M | 0.01% |
292,866
+10,682
| +4% | +$468K |
|
1838
Aptiv
APTV
$9.06B
| $14.7M | 0.01% |
244,924
+3,093
| +1% | +$179K |
|
1839
Calix
CALX
$2.21B
| $14.7M | 0.01% |
1,527,379
+128,063
| +9% | +$1.37M |
|
1840
Polaris
PII
$3.17B
| $14.7M | 0.01% |
101,028
+2,081
| +2% | +$279K |
|
|
XCRA
1841
DELISTED
Xcerra Corporation
XCRA
| $14.7M | 0.01% |
1,838,380
+80,616
| +5% | +$550K |
|
|
MCRL
1842
DELISTED
MICREL INC
MCRL
| $14.7M | 0.01% |
1,487,684
-7,182
| -0.5% | -$67.4K |
|
1843
Unilever
UL
$134B
| $14.7M | 0.01% |
316,603
-6,246
| -2% | -$280K |
|
|
LLTC
1844
DELISTED
Linear Technology Corp
LLTC
| $14.7M | 0.01% |
322,003
+6,418
| +2% | +$268K |
|
|
BLT
1845
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
| $14.7M | 0.01% |
1,013,018
+49,107
| +5% | +$652K |
|
|
CTCT
1846
DELISTED
CONSTANT CONTACT, INC COM
CTCT
| $14.7M | 0.01% |
471,790
+78,865
| +20% | +$2.08M |
|
|
ROSE
1847
DELISTED
ROSETTA RESOURCES INC
ROSE
| $14.7M | 0.01% |
305,115
+74,375
| +32% | +$4.01M |
|
|
HGG
1848
DELISTED
hhgregg Inc.
HGG
| $14.6M | 0.01% |
1,048,142
-831
| -0.1% | -$13.3K |
|
1849
Vaalco Energy
EGY
$656M
| $14.6M | 0.01% |
2,124,308
+29,631
| +1% | +$177K |
|
1850
WEX
WEX
$6.65B
| $14.6M | 0.01% |
147,203
+822
| +0.6% | +$77.2K |
|
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.