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 | |
|---|---|---|---|---|---|---|
1301
Stryker
SYK
$135B
| $24.9M | 0.02% |
330,777
+4,660
| +1% | +$340K |
|
|
SGI
1302
Somnigroup International
SGI
$14.4B
| $24.9M | 0.02% |
1,842,228
-12,852
| -0.7% | -$148K |
|
|
BIG
1303
DELISTED
Big Lots, Inc.
BIG
| $24.8M | 0.02% |
769,554
+53,775
| +8% | +$1.91M |
|
1304
Enovis
ENOV
$1.74B
| $24.8M | 0.02% |
226,603
-3,467
| -2% | -$347K |
|
|
TXNM
1305
TXNM Energy Inc
TXNM
$6.39B
| $24.8M | 0.02% |
1,029,814
+27,625
| +3% | +$646K |
|
|
DRIV
1306
DELISTED
DIGITAL RIVER INC.
DRIV
| $24.8M | 0.02% |
1,339,240
+220,968
| +20% | +$3.95M |
|
|
ARTC
1307
DELISTED
ARTHROCARE CORP
ARTC
| $24.7M | 0.02% |
614,640
+30,026
| +5% | +$1.11M |
|
1308
Natural Gas Services Group
NGS
$457M
| $24.7M | 0.02% |
896,423
+12,416
| +1% | +$348K |
|
1309
Chipotle Mexican Grill
CMG
$43.9B
| $24.7M | 0.02% |
2,316,050
-6,100
| -0.3% | -$62K |
|
1310
Park-Ohio Holdings
PKOH
$550M
| $24.6M | 0.02% |
470,319
-9,833
| -2% | -$416K |
|
1311
Credit Acceptance
CACC
$5.82B
| $24.6M | 0.02% |
189,493
-1,956
| -1% | -$238K |
|
1312
Atlantic Union Bankshares
AUB
$6.05B
| $24.6M | 0.02% |
992,814
-25,104
| -2% | -$619K |
|
|
MRLN
1313
DELISTED
Marlin Business Services Corp
MRLN
| $24.6M | 0.02% |
977,202
+3,117
| +0.3% | +$78.4K |
|
1314
Rush Enterprises Class B
RUSHB
$6.14B
| $24.6M | 0.02% |
2,168,635
-5,506
| -0.3% | -$59.2K |
|
1315
Universal Health Services
UHS
$10.2B
| $24.6M | 0.02% |
302,512
-4,371
| -1% | -$349K |
|
1316
Community Trust Bancorp
CTBI
$1.42B
| $24.6M | 0.02% |
598,348
+6,696
| +1% | +$262K |
|
1317
OSI Systems
OSIS
$3.53B
| $24.5M | 0.02% |
462,056
+11,841
| +3% | +$810K |
|
|
LPS
1318
DELISTED
LENDER PROCESSING SERVICES INC
LPS
| $24.4M | 0.02% |
653,695
-1,491
| -0.2% | -$51.6K |
|
|
ABCO
1319
DELISTED
Advisory Board Co
ABCO
| $24.4M | 0.02% |
383,654
+83,182
| +28% | +$5.29M |
|
|
BMS
1320
DELISTED
Bemis
BMS
| $24.4M | 0.02% |
596,287
+23,632
| +4% | +$929K |
|
1321
Brink's
BCO
$5.01B
| $24.4M | 0.02% |
714,728
+52,355
| +8% | +$1.65M |
|
1322
Boyd Gaming
BYD
$6.75B
| $24.3M | 0.02% |
2,162,141
-31,616
| -1% | -$374K |
|
1323
Range Resources
RRC
$9.33B
| $24.3M | 0.02% |
288,714
-662
| -0.2% | -$51.5K |
|
|
CTCM
1324
DELISTED
CTC MEDIA INC COM STK
CTCM
| $24.3M | 0.02% |
1,749,939
+13,592
| +0.8% | +$168K |
|
1325
Forrester Research
FORR
$199M
| $24.3M | 0.02% |
635,426
+3,706
| +0.6% | +$142K |
|
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.