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 | |
|---|---|---|---|---|---|---|
2326
Builders FirstSource
BLDR
$6.21B
| $7.89M | 0.01% |
1,105,444
-120,345
| -10% | -$817K |
|
|
SCG
2327
DELISTED
Scana
SCG
| $7.87M | 0.01% |
167,609
-362
| -0.2% | -$16.9K |
|
|
AHT
2328
Ashford Hospitality Trust
AHT
$19.2M
| $7.83M | 0.01% |
1,013
-426
| -30% | -$3.35M |
|
|
POM
2329
DELISTED
PEPCO HOLDINGS, INC.
POM
| $7.82M | 0.01% |
408,551
+5,730
| +1% | +$109K |
|
2330
Pinnacle West Capital
PNW
$11.6B
| $7.81M | 0.01% |
147,625
-1,040
| -0.7% | -$57K |
|
2331
Mesa Laboratories
MLAB
$712M
| $7.81M | 0.01% |
99,410
+4,544
| +5% | +$331K |
|
2332
Capital City Bank Group
CCBG
$860M
| $7.8M | 0.01% |
662,980
+287
| +0% | +$3.44K |
|
|
NATI
2333
DELISTED
National Instruments Corp
NATI
| $7.79M | 0.01% |
243,500
+13,222
| +6% | +$408K |
|
2334
Rocky Brands
RCKY
$325M
| $7.79M | 0.01% |
534,527
+2,400
| +0.5% | +$39.3K |
|
|
SALM
2335
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $7.78M | 0.01% |
893,780
+16,812
| +2% | +$146K |
|
|
SNBC
2336
DELISTED
Sun Bancorp Inc
SNBC
| $7.77M | 0.01% |
441,606
+3,883
| +0.9% | +$68K |
|
2337
Hawaiian Electric Industries
HE
$1.76B
| $7.76M | 0.01% |
297,915
+69,600
| +30% | +$1.8M |
|
2338
Groupon
GRPN
$780M
| $7.75M | 0.01% |
32,932
+835
| +3% | +$172K |
|
|
UCTT
2339
Ultra Clean Holdings
UCTT
$3.09B
| $7.74M | 0.01% |
771,743
+72,891
| +10% | +$656K |
|
2340
CEVA Inc
CEVA
$827M
| $7.71M | 0.01% |
506,682
+26,291
| +5% | +$396K |
|
|
NES
2341
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
| $7.71M | 0.01% |
459,163
-17,302
| -4% | -$333K |
|
|
PULB
2342
DELISTED
PULASKI FINANCIAL CORP
PULB
| $7.7M | 0.01% |
683,697
+1,597
| +0.2% | +$17.3K |
|
|
MRC
2343
DELISTED
MRC Global
MRC
| $7.69M | 0.01% |
238,331
+179,535
| +305% | +$5.4M |
|
|
IVAC
2344
DELISTED
Intevac Inc
IVAC
| $7.68M | 0.01% |
1,034,112
+17,440
| +2% | +$106K |
|
|
SPIL
2345
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $7.68M | 0.01% |
1,284,826
-284
| -0% | -$1.67K |
|
|
SLH
2346
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
| $7.68M | 0.01% |
108,567
+304
| +0.3% | +$19K |
|
|
NATL
2347
DELISTED
National Interstate Corporation
NATL
| $7.67M | 0.01% |
333,648
+1,334
| +0.4% | +$35.9K |
|
|
TSYS
2348
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
| $7.66M | 0.01% |
3,300,559
+85,314
| +3% | +$200K |
|
2349
Toronto Dominion Bank
TD
$200B
| $7.65M | 0.01% |
162,334
+49,904
| +44% | +$2.27M |
|
|
BFS
2350
Saul Centers
BFS
$753M
| $7.63M | 0.01% |
159,960
+300
| +0.2% | +$14.4K |
|
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.