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 | |
|---|---|---|---|---|---|---|
|
CUTR
2026
DELISTED
Cutera, Inc.
CUTR
| $11.9M | 0.01% |
1,172,776
-710
| -0.1% | -$6.67K |
|
|
CAA
2027
DELISTED
CalAtlantic Group, Inc.
CAA
| $11.9M | 0.01% |
262,892
-19,710
| -7% | -$785K |
|
|
SRCI
2028
DELISTED
SRC Energy Inc
SRCI
| $11.9M | 0.01% |
1,283,835
+224,876
| +21% | +$2.22M |
|
|
DLA
2029
DELISTED
Delta Apparel Inc.
DLA
| $11.9M | 0.01% |
699,934
-3,100
| -0.4% | -$53.6K |
|
|
IMVP
2030
Invesco India ETF
IMVP
$102M
| $11.8M | 0.01% |
670,986
+127,388
| +23% | +$2.17M |
|
2031
Expeditors International
EXPD
$24.6B
| $11.8M | 0.01% |
266,086
+18,290
| +7% | +$798K |
|
2032
Destination XL Group
DXLG
$35.9M
| $11.7M | 0.01% |
1,788,319
+164,282
| +10% | +$1.08M |
|
2033
TFS Financial
TFSL
$4.71B
| $11.7M | 0.01% |
969,640
+29,066
| +3% | +$348K |
|
|
EIHI
2034
DELISTED
EASTERN INSURANCE HOLDINGS INC COM STK
EIHI
| $11.7M | 0.01% |
479,441
| – | – |
|
|
ATML
2035
DELISTED
ATMEL CORP
ATML
| $11.7M | 0.01% |
1,494,009
+3,773
| +0.3% | +$27.6K |
|
|
ITC
2036
DELISTED
ITC HOLDINGS CORP
ITC
| $11.7M | 0.01% |
365,994
+7,797
| +2% | +$249K |
|
2037
Ameren
AEE
$28.8B
| $11.7M | 0.01% |
322,917
+19,220
| +6% | +$690K |
|
|
AZPN
2038
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $11.7M | 0.01% |
279,027
-122,541
| -31% | -$5.12M |
|
|
HT
2039
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $11.7M | 0.01% |
523,223
+22,726
| +5% | +$515K |
|
|
SCNB
2040
DELISTED
Suffolk Bancorp
SCNB
| $11.6M | 0.01% |
558,844
-2,768
| -0.5% | -$53.7K |
|
|
CHS
2041
DELISTED
Chicos FAS, Inc.
CHS
| $11.6M | 0.01% |
616,912
+20,305
| +3% | +$359K |
|
2042
McCormick & Company Non-Voting
MKC
$13.4B
| $11.6M | 0.01% |
337,134
-3,076
| -0.9% | -$105K |
|
|
MCRS
2043
DELISTED
MICROS SYSTEMS INC
MCRS
| $11.6M | 0.01% |
202,479
+9,595
| +5% | +$511K |
|
2044
Stock Yards Bancorp
SYBT
$2.48B
| $11.6M | 0.01% |
545,843
+10,875
| +2% | +$222K |
|
2045
Motorcar Parts of America
MPAA
$200M
| $11.6M | 0.01% |
599,608
+49,253
| +9% | +$778K |
|
2046
Greif
GEF
$4.72B
| $11.6M | 0.01% |
220,833
+36,135
| +20% | +$1.9M |
|
|
ANSS
2047
DELISTED
Ansys
ANSS
| $11.6M | 0.01% |
132,592
-464
| -0.3% | -$39.8K |
|
|
DEG
2048
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
| $11.5M | 0.01% |
776,924
-6,444
| -0.8% | -$96.2K |
|
|
HWCC
2049
DELISTED
Houston Wire & Cable Company
HWCC
| $11.5M | 0.01% |
860,271
+1,236
| +0.1% | +$16.7K |
|
2050
Lamar Advertising Co
LAMR
$14.9B
| $11.5M | 0.01% |
219,827
+5,214
| +2% | +$255K |
|
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.