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 | |
|---|---|---|---|---|---|---|
2426
Dolby
DLB
$5.43B
| $6.7M | 0.01% |
173,726
+325
| +0.2% | +$11.7K |
|
2427
Ligand Pharmaceuticals
LGND
$5.62B
| $6.66M | 0.01% |
203,079
+201,715
| +14,788% | +$6.57M |
|
|
LGTY
2428
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $6.66M | 0.01% |
674,245
+4,636
| +0.7% | +$43.1K |
|
|
HNP
2429
DELISTED
Huaneng Power Intl, Inc.
HNP
| $6.65M | 0.01% |
183,365
| – | – |
|
|
NBBC
2430
DELISTED
NEWBRIDGE BANCORP CLASS A COM STK (NC)
NBBC
| $6.6M | 0.01% |
880,288
+181,405
| +26% | +$1.31M |
|
2431
Graco
GGG
$12.3B
| $6.59M | 0.01% |
253,086
+5,109
| +2% | +$131K |
|
2432
Core Laboratories
CLB
$533M
| $6.59M | 0.01% |
34,508
+1,496
| +5% | +$278K |
|
|
THR
2433
DELISTED
Thermon Group Holdings
THR
| $6.59M | 0.01% |
241,065
+75,361
| +45% | +$1.96M |
|
2434
Bruker
BRKR
$9.63B
| $6.57M | 0.01% |
332,347
+12,053
| +4% | +$236K |
|
|
CPL
2435
DELISTED
CPFL Energia S.A.
CPL
| $6.57M | 0.01% |
433,739
+14,894
| +4% | +$237K |
|
|
FNGN
2436
DELISTED
Financial Engines, Inc.
FNGN
| $6.56M | 0.01% |
94,432
+7,509
| +9% | +$462K |
|
2437
Kite Realty
KRG
$5.13B
| $6.54M | 0.01% |
248,947
+24,410
| +11% | +$621K |
|
2438
Alliant Energy
LNT
$17.3B
| $6.54M | 0.01% |
253,300
+2,076
| +0.8% | +$53.6K |
|
2439
Vera Bradley
VRA
$119M
| $6.5M | 0.01% |
270,549
-18,726
| -6% | -$429K |
|
|
VGR
2440
DELISTED
Vector Group Ltd.
VGR
| $6.5M | 0.01% |
750,293
-7,592
| -1% | -$65.6K |
|
2441
Saic
SAIC
$5.62B
| $6.41M | 0.01% |
+193,951
| New | +$6.74M |
|
2442
Weyerhaeuser
WY
$15.7B
| $6.41M | 0.01% |
203,036
-422
| -0.2% | -$12.6K |
|
|
DYAX
2443
DELISTED
DYAX CORPORATION
DYAX
| $6.39M | 0.01% |
849,063
-3,700
| -0.4% | -$28.1K |
|
|
HSH
2444
DELISTED
HILLSHIRE BRANDS CO
HSH
| $6.39M | 0.01% |
191,195
-74,385
| -28% | -$2.41M |
|
|
FLOW
2445
DELISTED
FLOW INTL CORP
FLOW
| $6.38M | 0.01% |
1,578,539
-2,700
| -0.2% | -$10.8K |
|
|
UNAM
2446
DELISTED
Unico American Corp
UNAM
| $6.38M | 0.01% |
481,171
-840
| -0.2% | -$10.5K |
|
|
SLCA
2447
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $6.37M | 0.01% |
186,818
+61,400
| +49% | +$2.02M |
|
|
N
2448
DELISTED
Netsuite Inc
N
| $6.34M | ﹤0.01% |
61,546
+611
| +1% | +$61.2K |
|
2449
Pathward Financial
CASH
$1.62B
| $6.34M | ﹤0.01% |
471,360
+6,624
| +1% | +$83.3K |
|
2450
Idexx Laboratories
IDXX
$39.6B
| $6.33M | ﹤0.01% |
118,976
+2,970
| +3% | +$156K |
|
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.