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 | |
|---|---|---|---|---|---|---|
1851
Mercury Systems
MRCY
$5.18B
| $14.6M | 0.01% |
1,330,791
+253,972
| +24% | +$2.54M |
|
1852
Goodyear
GT
$1.48B
| $14.5M | 0.01% |
609,768
+8,260
| +1% | +$183K |
|
1853
Tootsie Roll Industries
TR
$2.83B
| $14.5M | 0.01% |
655,145
-3,792
| -0.6% | -$82.3K |
|
1854
Bassett Furniture
BSET
$151M
| $14.5M | 0.01% |
949,709
| – | – |
|
1855
Cass Information Systems
CASS
$710M
| $14.5M | 0.01% |
284,088
+3,606
| +1% | +$161K |
|
1856
Hershey
HSY
$33.8B
| $14.5M | 0.01% |
148,805
+4,771
| +3% | +$459K |
|
1857
Southside Bancshares
SBSI
$940M
| $14.5M | 0.01% |
627,900
+13,763
| +2% | +$316K |
|
1858
Ralph Lauren
RL
$19.8B
| $14.4M | 0.01% |
81,804
+3,321
| +4% | +$566K |
|
1859
Neogen
NEOG
$2.8B
| $14.4M | 0.01% |
838,923
+38,095
| +5% | +$662K |
|
|
CBB
1860
DELISTED
Cincinnati Bell Inc.
CBB
| $14.4M | 0.01% |
806,826
+17,370
| +2% | +$271K |
|
1861
Telefônica Brasil
VIV
$19.2B
| $14.4M | 0.01% |
746,711
-6,414
| -0.9% | -$130K |
|
1862
Intuitive Surgical
ISRG
$135B
| $14.3M | 0.01% |
336,186
-2,322
| -0.7% | -$97.7K |
|
|
UNTD
1863
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $14.3M | 0.01% |
1,040,837
+90,421
| +10% | +$2.76M |
|
|
BCR
1864
DELISTED
CR Bard Inc.
BCR
| $14.3M | 0.01% |
106,824
+5,486
| +5% | +$723K |
|
|
HTLF
1865
DELISTED
Heartland Financial USA, Inc.
HTLF
| $14.3M | 0.01% |
496,863
+5,153
| +1% | +$144K |
|
|
XOXO
1866
DELISTED
Xo Group Inc
XOXO
| $14.3M | 0.01% |
962,440
+13,916
| +1% | +$197K |
|
|
IMN
1867
DELISTED
Imation
IMN
| $14.3M | 0.01% |
3,054,254
+4,902
| +0.2% | +$21.3K |
|
|
PSTB
1868
DELISTED
Park Sterling Corp.
PSTB
| $14.3M | 0.01% |
1,999,153
+23,515
| +1% | +$154K |
|
1869
Alnylam Pharmaceuticals
ALNY
$32.9B
| $14.2M | 0.01% |
221,451
-5,702
| -3% | -$340K |
|
1870
Designer Brands
DBI
$311M
| $14.2M | 0.01% |
333,035
+3,861
| +1% | +$167K |
|
1871
Stride
LRN
$3.36B
| $14.2M | 0.01% |
654,102
+44,880
| +7% | +$935K |
|
|
HNR
1872
DELISTED
Harvest Natural Resources
HNR
| $14.2M | 0.01% |
786,599
+984
| +0.1% | +$17.6K |
|
|
BT
1873
DELISTED
BT Group plc (ADR)
BT
| $14.2M | 0.01% |
450,438
-720
| -0.2% | -$21.5K |
|
1874
Chord Energy
CHRD
$8B
| $14.2M | 0.01% |
302,630
+99,750
| +49% | +$4.95M |
|
1875
TriCo Bancshares
TCBK
$1.72B
| $14.2M | 0.01% |
500,715
+10,038
| +2% | +$258K |
|
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.