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 | |
|---|---|---|---|---|---|---|
|
HAYN
1626
DELISTED
Haynes International, Inc.
HAYN
| $18.6M | 0.01% |
336,849
+6,700
| +2% | +$350K |
|
1627
Koppers
KOP
$873M
| $18.6M | 0.01% |
406,489
+22,072
| +6% | +$1M |
|
1628
Eversource Energy
ES
$26B
| $18.6M | 0.01% |
438,516
-1,959
| -0.4% | -$82.2K |
|
1629
ENI
E
$79.6B
| $18.6M | 0.01% |
383,018
-6,049
| -2% | -$289K |
|
1630
BOK Financial
BOKF
$8.08B
| $18.5M | 0.01% |
279,135
+14,153
| +5% | +$895K |
|
1631
Preformed Line Products
PLPC
$2.02B
| $18.5M | 0.01% |
252,937
+776
| +0.3% | +$56.7K |
|
1632
Wabash National
WNC
$493M
| $18.5M | 0.01% |
1,497,075
+122,517
| +9% | +$1.46M |
|
1633
Lakeland Financial Corp
LKFN
$1.48B
| $18.5M | 0.01% |
710,702
+20,550
| +3% | +$493K |
|
|
EXAM
1634
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $18.5M | 0.01% |
618,617
+5,102
| +0.8% | +$142K |
|
|
MNTA
1635
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $18.5M | 0.01% |
1,044,296
-55,413
| -5% | -$931K |
|
1636
Entravision Communication
EVC
$717M
| $18.5M | 0.01% |
3,031,400
+58,192
| +2% | +$361K |
|
|
STRZA
1637
DELISTED
Starz - Series A
STRZA
| $18.5M | 0.01% |
631,152
-122,025
| -16% | -$3.5M |
|
|
HSP
1638
DELISTED
HOSPIRA INC
HSP
| $18.5M | 0.01% |
447,023
+13,913
| +3% | +$560K |
|
|
NXGN
1639
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $18.4M | 0.01% |
875,950
+106,479
| +14% | +$2.4M |
|
|
ASNA
1640
DELISTED
Ascena Retail Group, Inc.
ASNA
| $18.4M | 0.01% |
43,444
+1,320
| +3% | +$539K |
|
|
RAD
1641
DELISTED
Rite Aid Corporation
RAD
| $18.4M | 0.01% |
181,640
+6,710
| +4% | +$714K |
|
|
PPO
1642
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
| $18.4M | 0.01% |
472,269
-7,453
| -2% | -$294K |
|
|
ECOL
1643
DELISTED
US Ecology, Inc.
ECOL
| $18.4M | 0.01% |
493,990
+17,354
| +4% | +$600K |
|
|
ALTR
1644
DELISTED
Altera Corp
ALTR
| $18.3M | 0.01% |
563,904
+178,520
| +46% | +$5.98M |
|
|
BEBE
1645
DELISTED
Bebe Stores Inc
BEBE
| $18.3M | 0.01% |
344,679
+3,809
| +1% | +$214K |
|
|
SNBR
1646
DELISTED
Sleep Number
SNBR
| $18.3M | 0.01% |
867,151
+62,710
| +8% | +$1.32M |
|
1647
Tompkins Financial
TMP
$1.41B
| $18.3M | 0.01% |
355,575
+12,445
| +4% | +$606K |
|
|
VG
1648
DELISTED
Vonage Holdings Corporation
VG
| $18.2M | 0.01% |
5,479,617
+414,242
| +8% | +$1.39M |
|
|
CPLA
1649
DELISTED
Capella Education Company
CPLA
| $18.2M | 0.01% |
274,629
+17,758
| +7% | +$1.11M |
|
|
FLIR
1650
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $18.2M | 0.01% |
604,841
+3,139
| +0.5% | +$92.8K |
|
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.