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 | |
|---|---|---|---|---|---|---|
|
TWGP
2176
DELISTED
TOWER GROUP INTL LTD COM STK (BERMUDA)
TWGP
| $10M | 0.01% |
2,965,726
-128,819
| -4% | -$528K |
|
|
LF
2177
DELISTED
LEAPFROG ENTERPRISES INC.
LF
| $10M | 0.01% |
1,262,176
-9,000
| -0.7% | -$76.3K |
|
|
VAR
2178
DELISTED
Varian Medical Systems, Inc.
VAR
| $10M | 0.01% |
146,989
-1,777
| -1% | -$118K |
|
|
CVC
2179
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $10M | 0.01% |
557,767
+43,514
| +8% | +$703K |
|
2180
Trimble
TRMB
$13.4B
| $9.98M | 0.01% |
287,595
+5,693
| +2% | +$180K |
|
|
CBI
2181
DELISTED
Chicago Bridge & Iron Nv
CBI
| $9.98M | 0.01% |
120,043
+15,760
| +15% | +$1.19M |
|
|
VER
2182
DELISTED
VEREIT, Inc.
VER
| $9.97M | 0.01% |
155,002
+13,107
| +9% | +$848K |
|
|
NTRI
2183
DELISTED
NutriSystem, Inc.
NTRI
| $9.91M | 0.01% |
602,642
+132,934
| +28% | +$2.33M |
|
|
RLH
2184
DELISTED
Red Lions Hotel Corporation
RLH
| $9.85M | 0.01% |
1,627,793
-6,130
| -0.4% | -$35.2K |
|
|
PNRA
2185
DELISTED
Panera Bread Co
PNRA
| $9.84M | 0.01% |
55,684
-46
| -0.1% | -$7.72K |
|
2186
Erie Indemnity
ERIE
$12.8B
| $9.83M | 0.01% |
134,399
+526
| +0.4% | +$37.5K |
|
2187
AMC Global Media
AMCX
$486M
| $9.82M | 0.01% |
144,264
+7,619
| +6% | +$508K |
|
2188
Nordson
NDSN
$17.4B
| $9.82M | 0.01% |
132,167
+652
| +0.5% | +$47.5K |
|
2189
International Flavors & Fragrances
IFF
$21.7B
| $9.82M | 0.01% |
114,167
+3,025
| +3% | +$257K |
|
|
DALN
2190
DELISTED
DallasNews
DALN
| $9.73M | 0.01% |
325,605
+1,818
| +0.6% | +$56.2K |
|
|
CCF
2191
DELISTED
Chase Corporation
CCF
| $9.72M | 0.01% |
275,312
+1,598
| +0.6% | +$48.8K |
|
2192
Orion Group Holdings
ORN
$366M
| $9.71M | 0.01% |
806,958
+21,224
| +3% | +$247K |
|
2193
Advance Auto Parts
AAP
$2.53B
| $9.71M | 0.01% |
87,705
+2,446
| +3% | +$243K |
|
2194
Key Tronic
KTCC
$25.8M
| $9.7M | 0.01% |
880,245
-3,807
| -0.4% | -$40.6K |
|
|
WR
2195
DELISTED
Westar Energy Inc
WR
| $9.67M | 0.01% |
300,668
+12,189
| +4% | +$385K |
|
|
NXH
2196
Neighborhood Intelligence Inc
NXH
$327M
| $9.66M | 0.01% |
417,733
+120,792
| +41% | +$2.44M |
|
|
WDR
2197
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $9.65M | 0.01% |
148,230
+364
| +0.2% | +$22.3K |
|
2198
Teradata
TDC
$2.72B
| $9.64M | 0.01% |
211,872
-1,817
| -0.9% | -$82.4K |
|
2199
German American Bancorp
GABC
$1.85B
| $9.63M | 0.01% |
506,765
+7,037
| +1% | +$127K |
|
2200
British American Tobacco
BTI
$121B
| $9.6M | 0.01% |
178,704
-9,120
| -5% | -$485K |
|
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.