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 | |
|---|---|---|---|---|---|---|
|
CLGX
501
DELISTED
Corelogic, Inc.
CLGX
| $59.9M | 0.05% |
1,687,005
+40,473
| +2% | +$1.32M |
|
|
WOOF
502
DELISTED
VCA Inc.
WOOF
| $59.9M | 0.05% |
1,909,670
+144,837
| +8% | +$4.22M |
|
|
AXLL
503
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $59.8M | 0.05% |
1,261,097
-24,769
| -2% | -$1.07M |
|
504
Alamo Group
ALG
$2B
| $59.8M | 0.05% |
985,175
+7,162
| +0.7% | +$371K |
|
|
STL
505
DELISTED
Sterling Bancorp
STL
| $59.5M | 0.05% |
4,447,532
+1,198,316
| +37% | +$14.6M |
|
506
Safety Insurance
SAFT
$1.51B
| $59.2M | 0.05% |
1,051,662
+6,113
| +0.6% | +$336K |
|
|
QEP
507
DELISTED
QEP RESOURCES, INC.
QEP
| $59.1M | 0.05% |
1,929,862
+323,489
| +20% | +$10.1M |
|
508
ManpowerGroup
MAN
$2.58B
| $59M | 0.05% |
686,869
+2,238
| +0.3% | +$179K |
|
|
SUSS
509
DELISTED
SUSSER HOLDINGS CORPORATION COMMON STOCK
SUSS
| $59M | 0.05% |
900,398
+20,293
| +2% | +$1.2M |
|
|
PLCM
510
DELISTED
POLYCOM INC
PLCM
| $58.9M | 0.05% |
5,240,636
+1,089,647
| +26% | +$11.8M |
|
|
AUO
511
DELISTED
AU Optronics Corp
AUO
| $58.7M | 0.05% |
18,826,510
+48,172
| +0.3% | +$151K |
|
512
TotalEnergies
TTE
$187B
| $58.6M | 0.05% |
956,942
-7,184
| -0.7% | -$428K |
|
513
First Commonwealth Financial
FCF
$2.17B
| $58.5M | 0.05% |
6,631,375
+196,070
| +3% | +$1.69M |
|
514
Colgate-Palmolive
CL
$74.2B
| $58.4M | 0.05% |
894,772
+15,153
| +2% | +$970K |
|
515
Korn Ferry
KFY
$4.26B
| $58.3M | 0.05% |
2,231,501
+137,474
| +7% | +$3.26M |
|
|
TCF
516
DELISTED
TCF Financial Corporation Common Stock
TCF
| $58.2M | 0.05% |
1,836,238
-20,150
| -1% | -$602K |
|
|
TUES
517
DELISTED
Tuesday Morning Corp
TUES
| $58M | 0.05% |
3,634,964
+2,031
| +0.1% | +$28.7K |
|
518
Starbucks
SBUX
$118B
| $58M | 0.05% |
1,479,074
+26,436
| +2% | +$1.05M |
|
519
Columbia Banking Systems
COLB
$8.84B
| $57.9M | 0.05% |
2,104,426
+101,652
| +5% | +$2.66M |
|
|
ENLC
520
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $57.8M | 0.05% |
1,597,872
-660
| -0% | -$19.7K |
|
521
Invesco
IVZ
$13B
| $57.7M | 0.04% |
1,583,830
+6,696
| +0.4% | +$227K |
|
|
FRED
522
DELISTED
Fred's Inc
FRED
| $57.6M | 0.04% |
3,109,756
-8,323
| -0.3% | -$138K |
|
|
NPBC
523
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $57.5M | 0.04% |
5,072,965
+28,373
| +0.6% | +$302K |
|
524
Nike
NKE
$63.9B
| $57.3M | 0.04% |
1,456,062
+6,556
| +0.5% | +$251K |
|
525
FNB Corp
FNB
$6.81B
| $57.1M | 0.04% |
4,522,268
+316,575
| +8% | +$3.94M |
|
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.