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 | |
|---|---|---|---|---|---|---|
1101
Lattice Semiconductor
LSCC
$16B
| $28.9M | 0.02% |
5,249,309
-6,893
| -0.1% | -$35.6K |
|
|
FLG
1102
Flagstar Bank National Association
FLG
$5.87B
| $28.9M | 0.02% |
571,693
+13,814
| +2% | +$669K |
|
1103
Veeco
VECO
$2.62B
| $28.9M | 0.02% |
877,871
+39,728
| +5% | +$1.28M |
|
|
VRNT
1104
DELISTED
Verint Systems
VRNT
| $28.9M | 0.02% |
1,320,630
+137,100
| +12% | +$2.67M |
|
1105
News Corp Class A
NWSA
$15.6B
| $28.9M | 0.02% |
1,601,883
+161,218
| +11% | +$2.78M |
|
|
GES
1106
DELISTED
Guess Inc
GES
| $28.8M | 0.02% |
928,183
+205,081
| +28% | +$6.51M |
|
1107
NWPX Infrastructure Inc
NWPX
$1.19B
| $28.8M | 0.02% |
763,628
+12,850
| +2% | +$468K |
|
1108
Hancock Whitney
HWC
$6.19B
| $28.8M | 0.02% |
785,485
+160,304
| +26% | +$5.41M |
|
1109
M/I Homes
MHO
$3.95B
| $28.8M | 0.02% |
1,132,075
+7,278
| +0.6% | +$154K |
|
1110
Ingredion
INGR
$6.42B
| $28.8M | 0.02% |
420,748
+22,847
| +6% | +$1.55M |
|
|
MWW
1111
DELISTED
Monster Worldwide Inc
MWW
| $28.8M | 0.02% |
4,038,295
+689,738
| +21% | +$3.6M |
|
|
CCC
1112
DELISTED
Calgon Carbon Corp
CCC
| $28.8M | 0.02% |
1,398,400
+42,167
| +3% | +$842K |
|
|
TBI
1113
Trueblue
TBI
$227M
| $28.8M | 0.02% |
1,115,223
+20,766
| +2% | +$518K |
|
1114
Rogers Corp
ROG
$2.08B
| $28.7M | 0.02% |
467,324
+28,558
| +7% | +$1.72M |
|
1115
First Horizon
FHN
$12.2B
| $28.7M | 0.02% |
2,465,895
+883,655
| +56% | +$9.88M |
|
|
TYPE
1116
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $28.7M | 0.02% |
900,978
+56,843
| +7% | +$1.66M |
|
|
GG
1117
DELISTED
Goldcorp Inc
GG
| $28.7M | 0.02% |
1,323,989
+24,374
| +2% | +$572K |
|
1118
Agilent Technologies
A
$39.6B
| $28.7M | 0.02% |
701,252
+3,856
| +0.6% | +$147K |
|
1119
Buckle
BKE
$2.32B
| $28.7M | 0.02% |
558,965
-5,229
| -0.9% | -$259K |
|
|
WFM
1120
DELISTED
Whole Foods Market Inc
WFM
| $28.7M | 0.02% |
496,030
-4,132
| -0.8% | -$245K |
|
1121
MGE Energy Inc
MGEE
$3.03B
| $28.6M | 0.02% |
742,221
+3,840
| +0.5% | +$142K |
|
|
TMH
1122
DELISTED
Team Health Holdings Inc
TMH
| $28.6M | 0.02% |
628,630
-5,738
| -0.9% | -$255K |
|
1123
Cencora
COR
$62B
| $28.6M | 0.02% |
407,216
+12,865
| +3% | +$864K |
|
1124
CorVel
CRVL
$3.18B
| $28.6M | 0.02% |
1,839,312
-14,061
| -0.8% | -$199K |
|
1125
Capital Southwest
CSWC
$1.47B
| $28.6M | 0.02% |
2,235,045
+16,826
| +0.8% | +$206K |
|
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.