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 | 19.45% |
| 2 | Industrials | 13.27% |
| 3 | Energy | 11.09% |
| 4 | Technology | 9.75% |
| 5 | Consumer Discretionary | 8.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
NEWS
726
DELISTED
NewStar Financial, Inc.
NEWS
| $43.2M | 0.03% |
2,430,408
-350
| -0% | -$5.88K |
|
|
BPFH
727
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $43.2M | 0.03% |
3,421,312
-1,197
| -0% | -$13.9K |
|
|
CIT
728
DELISTED
CIT Group Inc.
CIT
| $43.1M | 0.03% |
826,121
+23,056
| +3% | +$1.15M |
|
729
Alaska Air
ALK
$5.42B
| $43M | 0.03% |
1,172,888
+44,472
| +4% | +$1.58M |
|
730
J&J Snack Foods
JJSF
$1.49B
| $43M | 0.03% |
485,006
+1,788
| +0.4% | +$151K |
|
|
LL
731
DELISTED
LL Flooring Holdings, Inc.
LL
| $43M | 0.03% |
417,473
-20,047
| -5% | -$2.13M |
|
|
FINL
732
DELISTED
Finish Line
FINL
| $42.9M | 0.03% |
1,524,143
+113,002
| +8% | +$2.88M |
|
733
Banner Corp
BANR
$2.4B
| $42.8M | 0.03% |
955,636
-1,670
| -0.2% | -$67.4K |
|
|
SYKE
734
DELISTED
SYKES Enterprises Inc
SYKE
| $42.8M | 0.03% |
1,963,099
+138,122
| +8% | +$2.77M |
|
735
Pultegroup
PHM
$25.7B
| $42.8M | 0.03% |
2,101,754
+32,792
| +2% | +$581K |
|
736
Markel Group
MKL
$25.5B
| $42.8M | 0.03% |
73,736
-6,672
| -8% | -$3.62M |
|
737
UMB Financial
UMBF
$10.9B
| $42.7M | 0.03% |
664,961
+26,006
| +4% | +$1.58M |
|
738
Aecom
ACM
$9.57B
| $42.7M | 0.03% |
1,450,937
+20,261
| +1% | +$612K |
|
739
Old National Bancorp
ONB
$10.3B
| $42.7M | 0.03% |
2,777,729
+94,600
| +4% | +$1.41M |
|
|
FDML
740
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $42.6M | 0.03% |
2,166,312
+60,988
| +3% | +$1.16M |
|
|
EMBJ
741
Embraer S.A. ADS
EMBJ
$12.3B
| $42.6M | 0.03% |
1,323,995
+102,786
| +8% | +$3.26M |
|
|
BBOX
742
DELISTED
Black Box Corp
BBOX
| $42.6M | 0.03% |
1,429,061
-5,757
| -0.4% | -$160K |
|
743
The GEO Group
GEO
$4.11B
| $42.5M | 0.03% |
1,980,471
-1,210,073
| -38% | -$27.1M |
|
|
ACH
744
Accendra Health
ACH
$249M
| $42.5M | 0.03% |
1,163,023
+108,616
| +10% | +$3.99M |
|
|
CNW
745
DELISTED
CON-WAY INC.
CNW
| $42.4M | 0.03% |
1,067,229
+85,449
| +9% | +$3.58M |
|
|
PCP
746
DELISTED
PRECISION CASTPARTS CORP
PCP
| $42.4M | 0.03% |
157,324
+795
| +0.5% | +$200K |
|
747
Parker-Hannifin
PH
$125B
| $42.4M | 0.03% |
329,286
-4,580
| -1% | -$532K |
|
748
Trustmark
TRMK
$2.74B
| $42.3M | 0.03% |
1,577,017
+90,047
| +6% | +$2.43M |
|
749
Dover
DOV
$27.4B
| $42.3M | 0.03% |
653,940
-6,887
| -1% | -$421K |
|
|
PES
750
DELISTED
Pioneer Energy Services Corp.
PES
| $42.3M | 0.03% |
5,281,920
+47,743
| +0.9% | +$376K |
|
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 19% of assets, up from 19% 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.