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 | |
|---|---|---|---|---|---|---|
|
AMWD
1726
DELISTED
American Woodmark
AMWD
| $16.6M | 0.01% |
419,033
-33,728
| -7% | -$1.17M |
|
1727
Repligen
RGEN
$10.1B
| $16.5M | 0.01% |
1,213,137
+10,628
| +0.9% | +$127K |
|
|
PSB
1728
DELISTED
PS Business Parks, Inc.
PSB
| $16.5M | 0.01% |
216,509
+7,538
| +4% | +$586K |
|
1729
Astronics
ATRO
$2.79B
| $16.5M | 0.01% |
710,497
-153,983
| -18% | -$3.38M |
|
1730
Monster Beverage
MNST
$87.2B
| $16.5M | 0.01% |
2,926,308
+27,276
| +0.9% | +$134K |
|
1731
Newell Brands
NWL
$2.39B
| $16.5M | 0.01% |
509,659
+7,961
| +2% | +$237K |
|
1732
Synopsys
SNPS
$73B
| $16.5M | 0.01% |
407,071
+3,779
| +0.9% | +$141K |
|
|
TTM
1733
DELISTED
Tata Motors Limited
TTM
| $16.5M | 0.01% |
535,880
-1,303
| -0.2% | -$39.9K |
|
1734
Ultrapar
UGP
$8.08B
| $16.5M | 0.01% |
1,391,384
-800
| -0.1% | -$10.2K |
|
1735
Hexcel
HXL
$6.66B
| $16.4M | 0.01% |
368,022
-4,184
| -1% | -$177K |
|
|
LBAI
1736
DELISTED
Lakeland Bancorp Inc
LBAI
| $16.4M | 0.01% |
1,394,127
+6,169
| +0.4% | +$69.9K |
|
1737
Kratos Defense & Security Solutions
KTOS
$8.95B
| $16.4M | 0.01% |
2,138,353
+379,453
| +22% | +$2.86M |
|
1738
Expedia Group
EXPE
$34.2B
| $16.3M | 0.01% |
234,393
+400
| +0.2% | +$23.5K |
|
|
RFP
1739
DELISTED
Resolute Forest Products Inc.
RFP
| $16.3M | 0.01% |
1,018,220
+130,952
| +15% | +$1.93M |
|
|
BREW
1740
DELISTED
Craft Brew Alliance, Inc.
BREW
| $16.3M | 0.01% |
992,685
+6,709
| +0.7% | +$104K |
|
|
MTOR
1741
DELISTED
MERITOR, Inc.
MTOR
| $16.3M | 0.01% |
1,560,936
+458,580
| +42% | +$3.58M |
|
|
AGU
1742
DELISTED
Agrium
AGU
| $16.3M | 0.01% |
177,851
+113,924
| +178% | +$10.1M |
|
|
ATRI
1743
DELISTED
Atrion Corp
ATRI
| $16.3M | 0.01% |
54,880
+459
| +0.8% | +$125K |
|
1744
Lifetime Brands
LCUT
$193M
| $16.3M | 0.01% |
1,033,490
+8,131
| +0.8% | +$123K |
|
|
BGFV
1745
DELISTED
Big 5 Sporting Goods
BGFV
| $16.2M | 0.01% |
818,702
-10,033
| -1% | -$178K |
|
1746
Titan Machinery
TITN
$565M
| $16.2M | 0.01% |
909,868
+39,656
| +5% | +$669K |
|
|
LUB
1747
DELISTED
Luby's Inc.
LUB
| $16.2M | 0.01% |
2,098,693
-139
| -0% | -$1.05K |
|
1748
Cinemark Holdings
CNK
$4B
| $16.2M | 0.01% |
485,960
+7,208
| +2% | +$236K |
|
1749
Cousins Properties
CUZ
$4.66B
| $16.2M | 0.01% |
556,711
+74,393
| +15% | +$2.24M |
|
|
PSEM
1750
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
| $16.2M | 0.01% |
1,826,459
+23,242
| +1% | +$197K |
|
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.