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 | |
|---|---|---|---|---|---|---|
951
O'Reilly Automotive
ORLY
$75.5B
| $33.8M | 0.03% |
3,933,525
-18,195
| -0.5% | -$153K |
|
|
CRAY
952
DELISTED
Cray, Inc.
CRAY
| $33.7M | 0.03% |
1,227,159
-22,481
| -2% | -$529K |
|
953
Primoris Services
PRIM
$4.15B
| $33.7M | 0.03% |
1,082,225
+35,705
| +3% | +$979K |
|
|
LNCE
954
DELISTED
Snyders-Lance, Inc.
LNCE
| $33.7M | 0.03% |
1,172,884
+54,211
| +5% | +$1.55M |
|
955
Tanger
SKT
$4.81B
| $33.7M | 0.03% |
1,051,745
+58,944
| +6% | +$1.97M |
|
956
Weis Markets
WMK
$1.93B
| $33.6M | 0.03% |
639,254
+6,821
| +1% | +$344K |
|
|
ELRC
957
DELISTED
ELECTRO RENT CORP
ELRC
| $33.6M | 0.03% |
1,813,156
+6,849
| +0.4% | +$129K |
|
958
Deere & Co
DE
$165B
| $33.6M | 0.03% |
367,425
-1,082
| -0.3% | -$91.6K |
|
|
CAMP
959
DELISTED
CalAmp Corp.
CAMP
| $33.5M | 0.03% |
52,125
-214
| -0.4% | -$119K |
|
|
LIN
960
DELISTED
LIN MEDIA LLC CLASS A COM
LIN
| $33.5M | 0.03% |
1,167,279
+67,599
| +6% | +$1.7M |
|
|
LTXB
961
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $33.5M | 0.03% |
1,220,588
+90,140
| +8% | +$2.11M |
|
962
Clearwater Paper
CLW
$341M
| $33.5M | 0.03% |
637,747
+19,871
| +3% | +$1.02M |
|
|
CMLS
963
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $33.4M | 0.03% |
539,925
+133,744
| +33% | +$6.86M |
|
|
EMCI
964
DELISTED
EMC INS Group Inc
EMCI
| $33.4M | 0.03% |
1,635,545
+4,565
| +0.3% | +$95.9K |
|
965
Huntington Bancshares
HBAN
$34.3B
| $33.4M | 0.03% |
3,458,782
+171,335
| +5% | +$1.54M |
|
966
Viasat
VSAT
$9.8B
| $33.3M | 0.03% |
531,784
-13,512
| -2% | -$851K |
|
|
PMCS
967
DELISTED
P M C SIERRA INC
PMCS
| $33.3M | 0.03% |
5,177,141
+260,339
| +5% | +$1.61M |
|
968
Simpson Manufacturing
SSD
$7.84B
| $33.3M | 0.03% |
906,289
+59,001
| +7% | +$2.05M |
|
969
Newmont
NEM
$93.8B
| $33.2M | 0.03% |
1,443,556
+7,378
| +0.5% | +$189K |
|
970
Jack in the Box
JACK
$319M
| $33.2M | 0.03% |
664,035
+12,235
| +2% | +$539K |
|
971
United Natural Foods
UNFI
$3.07B
| $33.2M | 0.03% |
440,437
-5,623
| -1% | -$397K |
|
972
Analog Devices
ADI
$173B
| $33.1M | 0.03% |
650,719
+51,409
| +9% | +$2.5M |
|
973
SLM Corp
SLM
$4.77B
| $33.1M | 0.03% |
3,524,509
+64,334
| +2% | +$592K |
|
|
DNY
974
DELISTED
DONNELLEY R R & SONS CO
DNY
| $33.1M | 0.03% |
1,629,713
-22,635
| -1% | -$459K |
|
975
Align Technology
ALGN
$12.8B
| $33M | 0.03% |
578,101
-9,762
| -2% | -$525K |
|
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.