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 | |
|---|---|---|---|---|---|---|
|
SPR
1276
DELISTED
Spirit AeroSystems
SPR
| $25.3M | 0.02% |
743,846
+16,002
| +2% | +$471K |
|
1277
Mattel
MAT
$4.47B
| $25.3M | 0.02% |
532,058
-1,937
| -0.4% | -$86.3K |
|
1278
Regal Rexnord
RRX
$12.5B
| $25.3M | 0.02% |
343,146
+84,253
| +33% | +$6.11M |
|
|
CDI
1279
DELISTED
CDI Corp.
CDI
| $25.3M | 0.02% |
1,365,016
+21,177
| +2% | +$344K |
|
|
LDL
1280
DELISTED
Lydall, Inc.
LDL
| $25.3M | 0.02% |
1,434,474
-1,400
| -0.1% | -$24.1K |
|
1281
Nu Skin
NUS
$257M
| $25.2M | 0.02% |
182,612
-2,605
| -1% | -$307K |
|
1282
First Financial Corp
THFF
$948M
| $25.2M | 0.02% |
690,277
+1,613
| +0.2% | +$55.6K |
|
1283
Semtech
SMTC
$9.65B
| $25.2M | 0.02% |
997,454
-3,993
| -0.4% | -$118K |
|
1284
The Bancorp
TBBK
$2.81B
| $25.2M | 0.02% |
1,406,925
+64,505
| +5% | +$1.13M |
|
|
CYN
1285
DELISTED
CITY NATIONAL CORPORATION
CYN
| $25.2M | 0.02% |
317,948
+5,155
| +2% | +$380K |
|
1286
Matrix Service
MTRX
$312M
| $25.1M | 0.02% |
1,025,806
+37,113
| +4% | +$792K |
|
1287
KLA
KLAC
$222B
| $25.1M | 0.02% |
3,891,790
+20,280
| +0.5% | +$128K |
|
1288
Leidos
LDOS
$14.4B
| $25.1M | 0.02% |
539,016
+153,249
| +40% | +$7.07M |
|
1289
Eastman Chemical
EMN
$7.69B
| $25M | 0.02% |
310,356
+18,454
| +6% | +$1.43M |
|
1290
Teva Pharmaceuticals
TEVA
$40.4B
| $25M | 0.02% |
624,221
+67,659
| +12% | +$2.66M |
|
1291
Agilysys
AGYS
$3.21B
| $25M | 0.02% |
1,797,110
-32,357
| -2% | -$397K |
|
|
CAM
1292
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $25M | 0.02% |
420,290
+14,188
| +3% | +$818K |
|
|
SE
1293
DELISTED
Spectra Energy Corp Wi
SE
| $25M | 0.02% |
702,266
+24,474
| +4% | +$842K |
|
1294
First Financial Bankshares
FFIN
$5.05B
| $25M | 0.02% |
1,507,824
-152,260
| -9% | -$2.38M |
|
|
IRBT
1295
DELISTED
iRobot
IRBT
| $25M | 0.02% |
718,427
+70,157
| +11% | +$2.39M |
|
1296
Harley-Davidson
HOG
$2.61B
| $25M | 0.02% |
360,695
+6,746
| +2% | +$447K |
|
1297
DaVita
DVA
$15.5B
| $24.9M | 0.02% |
392,973
+3,708
| +1% | +$218K |
|
|
MCF
1298
DELISTED
Contango Oil & Gas Co.
MCF
| $24.9M | 0.02% |
526,895
+145,493
| +38% | +$6.39M |
|
1299
Jazz Pharmaceuticals
JAZZ
$16.1B
| $24.9M | 0.02% |
196,446
-21
| -0% | -$2.17K |
|
|
NP
1300
DELISTED
Neenah, Inc. Common Stock
NP
| $24.9M | 0.02% |
581,133
+16,785
| +3% | +$689K |
|
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.