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 | |
|---|---|---|---|---|---|---|
|
BRLI
1901
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
| $13.8M | 0.01% |
540,586
-9,467
| -2% | -$292K |
|
1902
Winmark
WINA
$1.06B
| $13.8M | 0.01% |
149,002
-1,374
| -0.9% | -$108K |
|
|
SIRO
1903
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $13.8M | 0.01% |
196,545
+2,142
| +1% | +$149K |
|
|
CTXS
1904
DELISTED
Citrix Systems Inc
CTXS
| $13.8M | 0.01% |
273,489
+4,880
| +2% | +$232K |
|
|
SNI
1905
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $13.7M | 0.01% |
158,576
+3,035
| +2% | +$238K |
|
|
RHT
1906
DELISTED
Red Hat Inc
RHT
| $13.7M | 0.01% |
244,374
-2,668
| -1% | -$124K |
|
|
HBI
1907
DELISTED
Hanesbrands
HBI
| $13.7M | 0.01% |
777,688
+5,172
| +0.7% | +$86.1K |
|
|
FRM
1908
DELISTED
FURMANITE CORPORATION COM
FRM
| $13.7M | 0.01% |
1,286,252
+53,772
| +4% | +$570K |
|
1909
Herbalife
HLF
$1.23B
| $13.7M | 0.01% |
347,088
+55,170
| +19% | +$1.91M |
|
1910
Equinor
EQNR
$105B
| $13.6M | 0.01% |
565,571
-675
| -0.1% | -$15.6K |
|
1911
Crane NXT
CXT
$2.61B
| $13.6M | 0.01% |
583,283
+8,174
| +1% | +$179K |
|
1912
NiSource
NI
$19.6B
| $13.6M | 0.01% |
1,054,070
+86,924
| +9% | +$1.08M |
|
|
CTG
1913
DELISTED
Computer Task Group, Inc.
CTG
| $13.6M | 0.01% |
719,852
-15,655
| -2% | -$281K |
|
1914
Targa Resources
TRGP
$61.1B
| $13.6M | 0.01% |
154,096
-21,243
| -12% | -$1.68M |
|
1915
Patrick Industries
PATK
$2.25B
| $13.5M | 0.01% |
1,580,577
+74,625
| +5% | +$660K |
|
1916
Accuray
ARAY
$28.8M
| $13.5M | 0.01% |
1,552,192
-8,252
| -0.5% | -$64K |
|
|
CHA
1917
DELISTED
China Telecom Corporation, LTD
CHA
| $13.5M | 0.01% |
267,113
+320
| +0.1% | +$16.6K |
|
1918
Oil-Dri
ODC
$1.27B
| $13.5M | 0.01% |
713,814
-2,006
| -0.3% | -$36.5K |
|
|
RUTH
1919
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $13.5M | 0.01% |
949,720
-35,667
| -4% | -$469K |
|
|
DXYN
1920
DELISTED
Dixie Group Inc
DXYN
| $13.5M | 0.01% |
1,022,142
+829
| +0.1% | +$9.75K |
|
|
NUTR
1921
DELISTED
Nutraceutical International Co
NUTR
| $13.5M | 0.01% |
503,455
+6,178
| +1% | +$153K |
|
|
ENOC
1922
DELISTED
EnerNOC, Inc.
ENOC
| $13.5M | 0.01% |
782,645
-15,572
| -2% | -$257K |
|
|
STR
1923
DELISTED
QUESTAR CORP
STR
| $13.5M | 0.01% |
585,874
-1,615
| -0.3% | -$37.1K |
|
1924
Dr. Reddy's Laboratories
RDY
$10.2B
| $13.4M | 0.01% |
1,634,975
-1,920
| -0.1% | -$15.2K |
|
1925
Beazer Homes USA
BZH
$889M
| $13.4M | 0.01% |
548,967
-15,133
| -3% | -$300K |
|
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.