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 | |
|---|---|---|---|---|---|---|
|
FARM
2101
DELISTED
Farmer Brothers
FARM
| $10.7M | 0.01% |
461,337
-38,501
| -8% | -$730K |
|
2102
Build-A-Bear
BBW
$314M
| $10.7M | 0.01% |
1,418,715
+4,700
| +0.3% | +$38.1K |
|
|
OPEN
2103
DELISTED
OPENTABLE,INC COMMON STOCK
OPEN
| $10.7M | 0.01% |
134,912
+118,117
| +703% | +$9.06M |
|
|
LNKD
2104
DELISTED
LinkedIn Corporation
LNKD
| $10.7M | 0.01% |
49,293
+4,836
| +11% | +$1.1M |
|
|
BEAT
2105
DELISTED
BioTelemetry, Inc.
BEAT
| $10.7M | 0.01% |
1,345,633
+12,180
| +0.9% | +$114K |
|
2106
ResMed
RMD
$33B
| $10.7M | 0.01% |
226,483
-2,666
| -1% | -$135K |
|
2107
C.H. Robinson
CHRW
$18B
| $10.7M | 0.01% |
182,681
+3,253
| +2% | +$191K |
|
2108
MDU Resources
MDU
$3.94B
| $10.7M | 0.01% |
917,283
+12,805
| +1% | +$144K |
|
2109
Axcelis
ACLS
$3.23B
| $10.7M | 0.01% |
1,091,252
+136,499
| +14% | +$1.24M |
|
|
IRC
2110
DELISTED
INLAND REAL ESTATE CORP
IRC
| $10.6M | 0.01% |
1,012,047
+47,435
| +5% | +$498K |
|
|
FSP
2111
Franklin Street Properties
FSP
$32.8M
| $10.6M | 0.01% |
889,176
+38,353
| +5% | +$488K |
|
2112
Monarch Casino & Resort
MCRI
$2.2B
| $10.6M | 0.01% |
528,502
+20,488
| +4% | +$384K |
|
2113
CRA International
CRAI
$1.04B
| $10.6M | 0.01% |
534,612
-300
| -0.1% | -$5.68K |
|
|
AUD
2114
DELISTED
Audacy, Inc.
AUD
| $10.6M | 0.01% |
1,005,486
+13,448
| +1% | +$127K |
|
2115
Intrepid Potash
IPI
$531M
| $10.6M | 0.01% |
66,658
-2,155
| -3% | -$335K |
|
|
UBNK
2116
DELISTED
United Financial Bancorp, Inc.
UBNK
| $10.6M | 0.01% |
742,656
+29,695
| +4% | +$409K |
|
2117
DHI Group
DHX
$217M
| $10.6M | 0.01% |
1,455,470
-14,325
| -1% | -$110K |
|
|
CPE
2118
DELISTED
Callon Petroleum Company
CPE
| $10.6M | 0.01% |
161,577
+35,596
| +28% | +$2.27M |
|
|
LDR
2119
DELISTED
Landauer Inc
LDR
| $10.5M | 0.01% |
199,968
-1,731
| -0.9% | -$87.3K |
|
2120
H&R Block
HRB
$5.52B
| $10.5M | 0.01% |
362,134
+8,446
| +2% | +$240K |
|
|
PNY
2121
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
| $10.5M | 0.01% |
317,080
+25,321
| +9% | +$836K |
|
2122
Verisk Analytics
VRSK
$23B
| $10.5M | 0.01% |
159,815
+4,281
| +3% | +$281K |
|
2123
CEMIG Preferred Shares
CIG
$6.15B
| $10.5M | 0.01% |
3,460,600
-8,427
| -0.2% | -$27.9K |
|
2124
Universal Logistics Holdings
ULH
$476M
| $10.5M | 0.01% |
343,468
-5,586
| -2% | -$156K |
|
2125
JB Hunt Transport Services
JBHT
$22.2B
| $10.5M | 0.01% |
135,399
+2,656
| +2% | +$198K |
|
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.