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 | |
|---|---|---|---|---|---|---|
1526
Paychex
PAYX
$41.3B
| $20.4M | 0.02% |
447,989
+17,453
| +4% | +$745K |
|
1527
Resources Connection
RGP
$137M
| $20.4M | 0.02% |
1,422,725
+99,453
| +8% | +$1.31M |
|
1528
Geospace Technologies
GEOS
$65.7M
| $20.3M | 0.02% |
214,541
+19,648
| +10% | +$1.81M |
|
|
VRE
1529
DELISTED
Veris Residential
VRE
| $20.3M | 0.02% |
946,829
+45,076
| +5% | +$945K |
|
|
OPLK
1530
DELISTED
OPLINK COMMUNICATIONS INC
OPLK
| $20.3M | 0.02% |
1,091,079
+1,968
| +0.2% | +$34.4K |
|
1531
Jones Lang LaSalle
JLL
$15.4B
| $20.3M | 0.02% |
197,882
+5,835
| +3% | +$548K |
|
1532
HCI Group
HCI
$2.31B
| $20.2M | 0.02% |
378,437
+15,535
| +4% | +$710K |
|
|
HOT
1533
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $20.2M | 0.02% |
254,839
+997
| +0.4% | +$72.9K |
|
1534
WisdomTree India Earnings Fund ETF
EPI
$1.97B
| $20.2M | 0.02% |
1,160,465
+743,465
| +178% | +$12.4M |
|
1535
FormFactor
FORM
$9.08B
| $20.2M | 0.02% |
3,354,922
+229,430
| +7% | +$1.31M |
|
|
LABL
1536
DELISTED
Multi-Color Corp
LABL
| $20.2M | 0.02% |
534,958
+15,015
| +3% | +$540K |
|
|
ATX
1537
DELISTED
COSTA INC CL A
ATX
| $20.2M | 0.02% |
929,068
+2,100
| +0.2% | +$43.7K |
|
|
AXON
1538
Axon Enterprise
AXON
$36.6B
| $20.2M | 0.02% |
1,270,210
+164,943
| +15% | +$2.68M |
|
1539
Visteon
VC
$2.53B
| $20.2M | 0.02% |
246,350
+19,442
| +9% | +$1.5M |
|
1540
Sherwin-Williams
SHW
$77.5B
| $20.2M | 0.02% |
329,700
-12,036
| -4% | -$737K |
|
1541
EXL Service
EXLS
$5.33B
| $20.1M | 0.02% |
3,645,985
-52,070
| -1% | -$285K |
|
1542
Packaging Corp of America
PKG
$20.8B
| $20.1M | 0.02% |
317,256
-10,653
| -3% | -$647K |
|
|
HF
1543
DELISTED
HFF Inc.
HF
| $20.1M | 0.02% |
796,023
+66,394
| +9% | +$1.57M |
|
|
OKSB
1544
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $20M | 0.02% |
1,259,291
+14,141
| +1% | +$223K |
|
|
IPCM
1545
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
| $20M | 0.02% |
337,424
+11,856
| +4% | +$672K |
|
|
MGAM
1546
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
| $20M | 0.02% |
638,663
-63,204
| -9% | -$1.97M |
|
1547
Cavco Industries
CVCO
$4.04B
| $20M | 0.02% |
291,113
+1,821
| +0.6% | +$111K |
|
|
SBNY
1548
DELISTED
Signature Bank
SBNY
| $20M | 0.02% |
186,037
-22
| -0% | -$2.25K |
|
1549
HEICO Corp
HEI
$41.4B
| $20M | 0.02% |
841,538
-8,599
| -1% | -$194K |
|
|
ROC
1550
DELISTED
ROCKWOOD HLDGS INC
ROC
| $19.9M | 0.02% |
277,355
+1,677
| +0.6% | +$114K |
|
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.