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 | |
|---|---|---|---|---|---|---|
1451
Genuine Parts
GPC
$17.8B
| $21.7M | 0.02% |
261,341
+161
| +0.1% | +$13K |
|
|
WG
1452
DELISTED
Willbros Group
WG
| $21.7M | 0.02% |
2,304,813
-112,397
| -5% | -$1.02M |
|
1453
Kforce
KFRC
$904M
| $21.7M | 0.02% |
1,060,879
+4,406
| +0.4% | +$84.6K |
|
1454
First Industrial Realty Trust
FR
$8.19B
| $21.7M | 0.02% |
1,243,771
+51,078
| +4% | +$891K |
|
1455
T. Rowe Price
TROW
$21.9B
| $21.7M | 0.02% |
259,070
+6,558
| +3% | +$513K |
|
1456
MYR Group
MYRG
$4.3B
| $21.7M | 0.02% |
864,503
+84,128
| +11% | +$2.11M |
|
|
PKY
1457
DELISTED
Parkway, Inc.
PKY
| $21.7M | 0.02% |
1,122,494
+721,160
| +180% | +$12.9M |
|
1458
Ametek
AME
$54B
| $21.6M | 0.02% |
411,004
+97,131
| +31% | +$4.69M |
|
|
XXIA
1459
DELISTED
Ixia
XXIA
| $21.6M | 0.02% |
1,624,415
+63,892
| +4% | +$889K |
|
1460
Matador Resources
MTDR
$7.07B
| $21.6M | 0.02% |
1,159,276
+446,813
| +63% | +$8.77M |
|
1461
Brown & Brown
BRO
$21.6B
| $21.6M | 0.02% |
1,376,414
+104,582
| +8% | +$1.66M |
|
1462
W.R. Berkley
WRB
$25.8B
| $21.6M | 0.02% |
1,679,883
+85,722
| +5% | +$1.1M |
|
1463
Universal Electronics
UEIC
$70.7M
| $21.6M | 0.02% |
566,318
+29,734
| +6% | +$1.11M |
|
1464
Wynn Resorts
WYNN
$8.49B
| $21.6M | 0.02% |
111,099
-2,988
| -3% | -$509K |
|
1465
Omnicom Group
OMC
$21.1B
| $21.6M | 0.02% |
290,015
-1,188
| -0.4% | -$81.7K |
|
1466
Alkermes
ALKS
$7.67B
| $21.5M | 0.02% |
529,819
-143,615
| -21% | -$5.3M |
|
1467
Avista
AVA
$3.04B
| $21.5M | 0.02% |
763,734
+16,378
| +2% | +$449K |
|
|
CJES
1468
DELISTED
C&J ENERGY SVCS LTD
CJES
| $21.5M | 0.02% |
931,987
+37,947
| +4% | +$867K |
|
1469
Scorpio Tankers
STNG
$4.42B
| $21.5M | 0.02% |
182,451
+96,402
| +112% | +$10.8M |
|
|
TAYC
1470
DELISTED
TAYLOR CAPITAL GROUP INC
TAYC
| $21.5M | 0.02% |
809,015
-466
| -0.1% | -$11.1K |
|
1471
National Beverage
FIZZ
$2.95B
| $21.5M | 0.02% |
2,132,902
+986
| +0% | +$9.48K |
|
1472
O-I Glass
OI
$948M
| $21.5M | 0.02% |
600,194
+10,758
| +2% | +$347K |
|
|
DWSN
1473
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
| $21.5M | 0.02% |
634,853
+3,098
| +0.5% | +$96.7K |
|
|
CFNL
1474
DELISTED
Cardinal Financial Corp
CFNL
| $21.5M | 0.02% |
1,192,728
+46,691
| +4% | +$796K |
|
|
RATE
1475
DELISTED
Bankrate Inc
RATE
| $21.5M | 0.02% |
1,196,228
+404,304
| +51% | +$7.8M |
|
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.