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 | |
|---|---|---|---|---|---|---|
|
FRS
2401
DELISTED
FRISCH'S RESTAURANTS INC
FRS
| $6.97M | 0.01% |
272,042
+1,190
| +0.4% | +$28.6K |
|
|
GNK
2402
DELISTED
GENCO SHIPPING & TRADING LTD
GNK
| $6.97M | 0.01% |
2,788,346
+12,651
| +0.5% | +$33.8K |
|
2403
Crown Holdings
CCK
$12B
| $6.97M | 0.01% |
156,299
-3,015
| -2% | -$129K |
|
2404
News Corp Class B
NWS
$18B
| $6.95M | 0.01% |
389,614
+42,922
| +12% | +$749K |
|
|
EDGW
2405
DELISTED
Edgewater Technology Inc
EDGW
| $6.92M | 0.01% |
990,366
-2,900
| -0.3% | -$19.6K |
|
2406
Donaldson
DCI
$9.98B
| $6.91M | 0.01% |
158,957
+1,916
| +1% | +$78.1K |
|
|
INDT
2407
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $6.88M | 0.01% |
206,207
+355
| +0.2% | +$11.5K |
|
|
CSFL
2408
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $6.86M | 0.01% |
675,996
+31,539
| +5% | +$323K |
|
|
LION
2409
DELISTED
Fidelity Southern Corporation
LION
| $6.86M | 0.01% |
414,618
+13,858
| +3% | +$219K |
|
|
CCIX
2410
DELISTED
COLEMAN CABLE IN COM
CCIX
| $6.85M | 0.01% |
261,383
+12,629
| +5% | +$292K |
|
|
RAX
2411
DELISTED
Rackspace Hosting Inc
RAX
| $6.83M | 0.01% |
174,634
+70,588
| +68% | +$3.07M |
|
|
RST
2412
DELISTED
ROSETTA STONE INC
RST
| $6.83M | 0.01% |
558,706
-1,046
| -0.2% | -$14.3K |
|
2413
Bio-Techne
TECH
$11.4B
| $6.82M | 0.01% |
288,124
+12,636
| +5% | +$274K |
|
|
NTLS
2414
DELISTED
NTELOS HLDGS CORP COM
NTLS
| $6.8M | 0.01% |
335,975
+105,257
| +46% | +$2.11M |
|
|
ALOT
2415
DELISTED
AstroNova
ALOT
| $6.79M | 0.01% |
503,691
+600
| +0.1% | +$7.68K |
|
|
ABAX
2416
DELISTED
Abaxis Inc
ABAX
| $6.79M | 0.01% |
169,541
-1,709
| -1% | -$63.1K |
|
|
VVC
2417
DELISTED
Vectren Corporation
VVC
| $6.78M | 0.01% |
190,961
+6,506
| +4% | +$225K |
|
2418
Factset
FDS
$9.96B
| $6.77M | 0.01% |
62,378
+65
| +0.1% | +$7.21K |
|
|
GSIG
2419
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
| $6.76M | 0.01% |
601,094
+20,123
| +3% | +$209K |
|
2420
BlackBerry
BB
$4.75B
| $6.75M | 0.01% |
906,754
| – | – |
|
2421
Peapack-Gladstone Financial
PGC
$803M
| $6.75M | 0.01% |
353,281
+77,103
| +28% | +$1.41M |
|
|
SLI
2422
DELISTED
S L INDUSTRIES INC (DELAWARE)
SLI
| $6.73M | 0.01% |
248,399
+399
| +0.2% | +$10.6K |
|
|
ERF
2423
DELISTED
Enerplus Corporation
ERF
| $6.71M | 0.01% |
371,779
+68,260
| +22% | +$1.19M |
|
|
EBSB
2424
DELISTED
Meridian Bancorp, Inc.
EBSB
| $6.71M | 0.01% |
726,865
+7,479
| +1% | +$68.6K |
|
2425
MSC Industrial Direct
MSM
$6.82B
| $6.7M | 0.01% |
82,864
+26,157
| +46% | +$2.07M |
|
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.