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 | |
|---|---|---|---|---|---|---|
|
PTRY
1176
DELISTED
PANTRY INC (THE)
PTRY
| $27.4M | 0.02% |
1,632,370
+38,241
| +2% | +$534K |
|
1177
B&G Foods
BGS
$303M
| $27.4M | 0.02% |
807,715
+37,027
| +5% | +$1.27M |
|
|
RAVN
1178
DELISTED
Raven Industries Inc
RAVN
| $27.4M | 0.02% |
665,638
+6,462
| +1% | +$233K |
|
|
DBD
1179
DELISTED
Diebold Nixdorf Incorporated
DBD
| $27.4M | 0.02% |
829,228
-59,606
| -7% | -$1.86M |
|
1180
ICU Medical
ICUI
$4.16B
| $27.3M | 0.02% |
428,354
+17,160
| +4% | +$1.1M |
|
1181
Evercore
EVR
$11.8B
| $27.3M | 0.02% |
456,442
+26,010
| +6% | +$1.38M |
|
1182
Ross Stores
ROST
$80.8B
| $27.3M | 0.02% |
727,808
+4,046
| +0.6% | +$152K |
|
1183
United Airlines
UAL
$38.8B
| $27.3M | 0.02% |
720,751
+2,942
| +0.4% | +$103K |
|
|
SEAC
1184
DELISTED
Seachange International Inc
SEAC
| $27.3M | 0.02% |
112,062
+2,072
| +2% | +$547K |
|
|
CNVR
1185
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
| $27.2M | 0.02% |
1,165,773
+33,932
| +3% | +$711K |
|
1186
Emergent Biosolutions
EBS
$379M
| $27.2M | 0.02% |
1,184,393
+99,847
| +9% | +$2.08M |
|
|
SWFT
1187
DELISTED
Swift Transportation Company
SWFT
| $27.2M | 0.02% |
1,225,053
-1,742
| -0.1% | -$38K |
|
|
SMA
1188
DELISTED
SYMMETRY MEDICAL INC
SMA
| $27.1M | 0.02% |
2,693,415
-31,011
| -1% | -$270K |
|
1189
Bath & Body Works
BBWI
$3.97B
| $27.1M | 0.02% |
543,001
-6,171
| -1% | -$308K |
|
|
MANT
1190
DELISTED
Mantech International Corp
MANT
| $27.1M | 0.02% |
906,546
+43,255
| +5% | +$1.24M |
|
|
TRW
1191
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $27.1M | 0.02% |
364,622
+9,901
| +3% | +$745K |
|
1192
Ducommun
DCO
$2.56B
| $27M | 0.02% |
906,855
+7,560
| +0.8% | +$205K |
|
|
CCMP
1193
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $27M | 0.02% |
591,203
+357
| +0.1% | +$15.1K |
|
1194
Usana Health Sciences
USNA
$419M
| $27M | 0.02% |
713,608
-11,200
| -2% | -$429K |
|
|
PRFT
1195
DELISTED
Perficient Inc
PRFT
| $26.9M | 0.02% |
1,150,288
+58,483
| +5% | +$1.2M |
|
|
JOSB
1196
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
| $26.9M | 0.02% |
490,926
+33,559
| +7% | +$1.72M |
|
|
LAYN
1197
DELISTED
Layne Christensen Co
LAYN
| $26.8M | 0.02% |
1,570,925
+59,190
| +4% | +$1.03M |
|
|
TESO
1198
DELISTED
Tesco Corp
TESO
| $26.8M | 0.02% |
1,355,658
+227,366
| +20% | +$4.1M |
|
|
CAS
1199
DELISTED
A M Castle & Co
CAS
| $26.8M | 0.02% |
1,815,233
-8,591
| -0.5% | -$125K |
|
1200
Simmons First National
SFNC
$3.39B
| $26.8M | 0.02% |
1,442,122
+26,636
| +2% | +$449K |
|
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.