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 | |
|---|---|---|---|---|---|---|
|
FBC
1476
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $21.5M | 0.02% |
1,093,829
+201,294
| +23% | +$3.42M |
|
|
ISSI
1477
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
| $21.4M | 0.02% |
1,774,021
+21,232
| +1% | +$244K |
|
1478
HEICO Corp Class A
HEI.A
$30.8B
| $21.4M | 0.02% |
1,238,335
-352
| -0% | -$5.75K |
|
1479
PDF Solutions
PDFS
$1.85B
| $21.4M | 0.02% |
833,666
+12,732
| +2% | +$293K |
|
1480
Commerce Bancshares
CBSH
$8.17B
| $21.3M | 0.02% |
852,256
+42,658
| +5% | +$1.05M |
|
|
TPLM
1481
DELISTED
Triangle Petroleum Corporation
TPLM
| $21.3M | 0.02% |
2,560,775
+572,586
| +29% | +$5.81M |
|
1482
Quest Diagnostics
DGX
$27.2B
| $21.3M | 0.02% |
397,849
-1,916
| -0.5% | -$114K |
|
|
AVID
1483
DELISTED
Avid Technology Inc
AVID
| $21.3M | 0.02% |
2,611,800
+73,159
| +3% | +$559K |
|
1484
Otter Tail
OTTR
$3.67B
| $21.3M | 0.02% |
726,516
+297
| +0% | +$8.65K |
|
1485
Saga Communications
SGA
$57.8M
| $21.2M | 0.02% |
422,387
-1,232
| -0.3% | -$59.1K |
|
1486
eHealth
EHTH
$27.1M
| $21.2M | 0.02% |
456,753
-1,800
| -0.4% | -$75K |
|
1487
Adtran
ADTN
$584M
| $21.2M | 0.02% |
785,488
+48,009
| +7% | +$1.21M |
|
|
ABB
1488
DELISTED
ABB Ltd
ABB
| $21.2M | 0.02% |
798,047
-4,800
| -0.6% | -$120K |
|
1489
Teradyne
TER
$56.7B
| $21.2M | 0.02% |
1,201,871
+98,838
| +9% | +$1.67M |
|
|
GRMN
1490
Garmin
GRMN
$52.5B
| $21.2M | 0.02% |
458,070
-254
| -0.1% | -$12K |
|
1491
CarMax
KMX
$8.33B
| $21.2M | 0.02% |
450,303
+47,571
| +12% | +$2.33M |
|
|
POWR
1492
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
| $21.2M | 0.02% |
1,232,349
+34,119
| +3% | +$586K |
|
1493
Badger Meter
BMI
$3.84B
| $21.2M | 0.02% |
1,552,836
+24,060
| +2% | +$312K |
|
1494
Amdocs
DOX
$6.22B
| $21.2M | 0.02% |
513,094
+11,278
| +2% | +$444K |
|
1495
Equifax
EFX
$18.9B
| $21.2M | 0.02% |
306,216
+1,934
| +0.6% | +$126K |
|
1496
Tronox
TROX
$668M
| $21.1M | 0.02% |
915,623
+322,181
| +54% | +$7.33M |
|
|
RSTI
1497
DELISTED
Rofin-Sinar Technologies Inc
RSTI
| $21M | 0.02% |
778,805
+26,922
| +4% | +$675K |
|
1498
Jabil
JBL
$31.2B
| $21M | 0.02% |
1,206,474
+191,717
| +19% | +$3.89M |
|
|
EDE
1499
DELISTED
Empire District Electric
EDE
| $21M | 0.02% |
926,094
+14,205
| +2% | +$319K |
|
|
LNCO
1500
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
| $21M | 0.02% |
+681,252
| New | +$20.8M |
|
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.