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 | |
|---|---|---|---|---|---|---|
|
VASC
2151
DELISTED
Vascular Solutions Inc
VASC
| $10.2M | 0.01% |
439,669
+1,873
| +0.4% | +$36.7K |
|
2152
Univest Financial
UVSP
$1.17B
| $10.2M | 0.01% |
491,537
+26,162
| +6% | +$521K |
|
|
OMN
2153
DELISTED
OMNOVA Solutions Inc.
OMN
| $10.2M | 0.01% |
1,115,402
+28,797
| +3% | +$247K |
|
|
GLBR
2154
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
| $10.1M | 0.01% |
56,892
+5,999
| +12% | +$1.01M |
|
2155
Copart
CPRT
$27.5B
| $10.1M | 0.01% |
2,212,368
+3,560
| +0.2% | +$14.9K |
|
|
VIVO
2156
DELISTED
Meridian Bioscience Inc
VIVO
| $10.1M | 0.01% |
382,029
+91,765
| +32% | +$2.26M |
|
2157
Marchex
MCHX
$60.3M
| $10.1M | 0.01% |
1,171,388
+3,466
| +0.3% | +$30K |
|
2158
West Bancorporation
WTBA
$504M
| $10.1M | 0.01% |
640,408
+2,355
| +0.4% | +$34.1K |
|
|
PACR
2159
DELISTED
PACER INTL INC TENN
PACR
| $10.1M | 0.01% |
1,225,868
+112,807
| +10% | +$875K |
|
2160
Atmos Energy
ATO
$27.4B
| $10.1M | 0.01% |
222,880
+16,013
| +8% | +$707K |
|
2161
Hawkins
HWKN
$2.54B
| $10.1M | 0.01% |
544,150
+260
| +0% | +$4.76K |
|
|
SPRT
2162
DELISTED
support.com, Inc.
SPRT
| $10.1M | 0.01% |
889,495
+9,193
| +1% | +$123K |
|
2163
Hasbro
HAS
$12.5B
| $10.1M | 0.01% |
183,843
+2,835
| +2% | +$145K |
|
2164
American Eagle Outfitters
AEO
$2.5B
| $10.1M | 0.01% |
702,184
-10,960
| -2% | -$163K |
|
|
QLTY
2165
DELISTED
QUALITY DISTR INC FLA
QLTY
| $10.1M | 0.01% |
787,591
+48,717
| +7% | +$550K |
|
2166
KVH Industries
KVHI
$130M
| $10.1M | 0.01% |
775,221
+1,600
| +0.2% | +$21.7K |
|
2167
ASML
ASML
$626B
| $10.1M | 0.01% |
107,589
-12,101
| -10% | -$1.12M |
|
2168
National Health Investors
NHI
$3.4B
| $10.1M | 0.01% |
179,548
+13,701
| +8% | +$815K |
|
2169
F5
FFIV
$24.6B
| $10.1M | 0.01% |
110,711
+3,089
| +3% | +$263K |
|
2170
Clarus
CLAR
$137M
| $10.1M | 0.01% |
757,712
-831
| -0.1% | -$11K |
|
|
TUP
2171
DELISTED
Tupperware Brands Corporation
TUP
| $10.1M | 0.01% |
106,361
+914
| +0.9% | +$83K |
|
|
MASC
2172
DELISTED
MATERIAL SCIENCES CORP
MASC
| $10M | 0.01% |
850,349
-3,600
| -0.4% | -$35.3K |
|
|
WTSL
2173
DELISTED
WET SEAL INC CL-A
WTSL
| $10M | 0.01% |
3,678,504
-75,431
| -2% | -$242K |
|
|
EOX
2174
DELISTED
EMERALD OIL INC (MT)
EOX
| $10M | 0.01% |
65,545
+9,228
| +16% | +$1.43M |
|
2175
Northrim BanCorp
NRIM
$567M
| $10M | 0.01% |
1,529,544
-1,104
| -0.1% | -$6.91K |
|
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.