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 | |
|---|---|---|---|---|---|---|
|
MTSC
1126
DELISTED
MTS Systems Corp
MTSC
| $28.6M | 0.02% |
401,328
+6,938
| +2% | +$459K |
|
1127
Mativ Holdings
MATV
$479M
| $28.6M | 0.02% |
555,547
+10,936
| +2% | +$605K |
|
1128
East-West Bancorp
EWBC
$17.8B
| $28.5M | 0.02% |
815,506
+25,271
| +3% | +$858K |
|
1129
ICF International
ICFI
$1.5B
| $28.5M | 0.02% |
820,692
+38,505
| +5% | +$1.32M |
|
|
ICA
1130
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
| $28.4M | 0.02% |
3,363,969
+39,332
| +1% | +$312K |
|
1131
Ciena
CIEN
$46.8B
| $28.4M | 0.02% |
1,186,597
+727,860
| +159% | +$17.3M |
|
1132
Fluor
FLR
$6.54B
| $28.4M | 0.02% |
353,474
+13,255
| +4% | +$1.01M |
|
|
WIN
1133
DELISTED
Windstream Holdings Inc
WIN
| $28.3M | 0.02% |
452,873
+115,641
| +34% | +$7.48M |
|
1134
Materion
MTRN
$3.94B
| $28.3M | 0.02% |
917,558
+68,097
| +8% | +$1.98M |
|
1135
Kirby Corp
KEX
$7.01B
| $28.3M | 0.02% |
285,006
+12,010
| +4% | +$1.1M |
|
|
WPP
1136
DELISTED
WAUSAU PAPER CORP.
WPP
| $28.3M | 0.02% |
2,230,465
-57,863
| -3% | -$711K |
|
1137
Toro Company
TTC
$8.79B
| $28.3M | 0.02% |
888,616
-82,444
| -8% | -$2.43M |
|
|
SONC
1138
DELISTED
Sonic Corp
SONC
| $28.2M | 0.02% |
1,398,999
+57,675
| +4% | +$1.12M |
|
1139
WD-40
WDFC
$2.98B
| $28.2M | 0.02% |
377,542
+8,444
| +2% | +$603K |
|
|
WIBC
1140
DELISTED
WILSHIRE BANCORP INC
WIBC
| $28.2M | 0.02% |
2,578,082
+210,114
| +9% | +$1.98M |
|
|
PTVCB
1141
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $28.2M | 0.02% |
1,030,760
+5,621
| +0.5% | +$149K |
|
|
TGH
1142
DELISTED
Textainer Group Holdings limited
TGH
| $28.1M | 0.02% |
699,173
+175
| +0% | +$6.7K |
|
|
GWR
1143
DELISTED
Genesee & Wyoming Inc.
GWR
| $28.1M | 0.02% |
292,279
+44,028
| +18% | +$4.24M |
|
|
RDEN
1144
DELISTED
ELIZABETH ARDEN INC
RDEN
| $28.1M | 0.02% |
791,864
+149
| +0% | +$5.55K |
|
|
EPAY
1145
DELISTED
Bottomline Technologies Inc
EPAY
| $28.1M | 0.02% |
776,034
-8,614
| -1% | -$279K |
|
1146
KB Home
KBH
$3.5B
| $28.1M | 0.02% |
1,534,506
-94,683
| -6% | -$1.63M |
|
1147
Progress Software
PRGS
$1.75B
| $28M | 0.02% |
1,085,220
+80,165
| +8% | +$2.07M |
|
1148
Allegiant Air
ALGT
$2.57B
| $28M | 0.02% |
265,682
-2,128
| -0.8% | -$226K |
|
1149
First Financial Bancorp
FFBC
$3.55B
| $28M | 0.02% |
1,605,969
+48,866
| +3% | +$782K |
|
|
CWEI
1150
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $27.9M | 0.02% |
340,630
+21,309
| +7% | +$1.58M |
|
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.