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 | |
|---|---|---|---|---|---|---|
|
KATE
1551
DELISTED
Kate Spade & Company
KATE
| $19.9M | 0.02% |
621,366
+10,439
| +2% | +$308K |
|
|
CBD
1552
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $19.9M | 0.02% |
445,805
-12,510
| -3% | -$591K |
|
1553
Johnson Outdoors
JOUT
$467M
| $19.9M | 0.02% |
738,207
+2,136
| +0.3% | +$58.3K |
|
|
ANK
1554
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
| $19.9M | 0.02% |
351,634
+4,663
| +1% | +$264K |
|
|
NFBK
1555
DELISTED
Northfield Bancorp
NFBK
| $19.9M | 0.02% |
1,506,864
+166,396
| +12% | +$2.12M |
|
|
GPOR
1556
DELISTED
Gulfport Energy Corp.
GPOR
| $19.9M | 0.02% |
314,976
-30,443
| -9% | -$1.84M |
|
|
TRST
1557
Trustco Bank Corp NY
TRST
$943M
| $19.9M | 0.02% |
553,879
+24,866
| +5% | +$850K |
|
|
OME
1558
DELISTED
Omega Protein
OME
| $19.9M | 0.02% |
1,617,514
+8,994
| +0.6% | +$106K |
|
|
ACI
1559
DELISTED
ARCH COAL, INC.
ACI
| $19.9M | 0.02% |
446,583
-22,379
| -5% | -$939K |
|
|
ACCL
1560
DELISTED
Accelrys Inc
ACCL
| $19.9M | 0.02% |
2,082,545
+28,058
| +1% | +$264K |
|
1561
Harte-Hanks
HHS
$34.5M
| $19.9M | 0.02% |
253,893
+12,430
| +5% | +$1.01M |
|
|
JBTM
1562
JBT Marel
JBTM
$5.77B
| $19.8M | 0.02% |
676,512
+24,422
| +4% | +$678K |
|
|
AMCC
1563
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $19.8M | 0.02% |
1,483,048
-27,500
| -2% | -$340K |
|
|
ACOR
1564
DELISTED
Acorda Therapeutics
ACOR
| $19.8M | 0.02% |
5,660
+18
| +0.3% | +$70.2K |
|
|
CGI
1565
DELISTED
Celadon Group Inc
CGI
| $19.8M | 0.02% |
1,014,687
+54,753
| +6% | +$1.04M |
|
|
BRCM
1566
DELISTED
BROADCOM CORP CL-A
BRCM
| $19.8M | 0.02% |
666,907
+50,164
| +8% | +$1.37M |
|
|
MJN
1567
DELISTED
Mead Johnson Nutrition Company
MJN
| $19.8M | 0.02% |
235,922
-1,465
| -0.6% | -$119K |
|
1568
AMN Healthcare
AMN
$1.32B
| $19.7M | 0.02% |
1,343,225
-65,613
| -5% | -$888K |
|
1569
Option Care Health
OPCH
$3.63B
| $19.7M | 0.02% |
665,685
+77,694
| +13% | +$2.2M |
|
1570
EastGroup Properties
EGP
$10.8B
| $19.7M | 0.02% |
340,062
+13,432
| +4% | +$816K |
|
|
RTEC
1571
DELISTED
Rudolph Technologies Inc
RTEC
| $19.7M | 0.02% |
1,677,655
+52,145
| +3% | +$569K |
|
1572
A.O. Smith
AOS
$7.73B
| $19.7M | 0.02% |
730,062
-5,014
| -0.7% | -$128K |
|
|
UBNK
1573
DELISTED
UNITIED FINANCIAL BANCORP INC
UBNK
| $19.7M | 0.02% |
1,040,903
+8,723
| +0.8% | +$153K |
|
1574
Estee Lauder
EL
$34.1B
| $19.6M | 0.02% |
260,409
+1,899
| +0.7% | +$138K |
|
|
FCE.A
1575
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $19.6M | 0.02% |
1,026,286
+48,123
| +5% | +$936K |
|
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.