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 | |
|---|---|---|---|---|---|---|
|
ASFI
2476
DELISTED
Asta Funding Inc
ASFI
| $6.02M | ﹤0.01% |
714,717
-381
| -0.1% | -$3.22K |
|
|
BPZ
2477
DELISTED
BPZ RESOURCES INC COM STK
BPZ
| $6.01M | ﹤0.01% |
3,301,989
-34,497
| -1% | -$69.2K |
|
|
LNBB
2478
DELISTED
L N B BANCORP INC
LNBB
| $6M | ﹤0.01% |
598,426
+3,366
| +0.6% | +$33.1K |
|
2479
Healthcare Services Group
HCSG
$1.5B
| $6M | ﹤0.01% |
211,484
+167,658
| +383% | +$4.59M |
|
2480
Sierra Bancorp
BSRR
$526M
| $5.96M | ﹤0.01% |
370,697
+3,086
| +0.8% | +$53K |
|
2481
LeMaitre Vascular
LMAT
$1.84B
| $5.96M | ﹤0.01% |
744,061
+11,892
| +2% | +$92K |
|
2482
National Fuel Gas
NFG
$7.64B
| $5.95M | ﹤0.01% |
83,372
+4,206
| +5% | +$292K |
|
2483
STAAR Surgical
STAA
$1.12B
| $5.93M | ﹤0.01% |
366,516
| – | – |
|
|
HPOL
2484
DELISTED
HARRIS INTERACTIVE INC
HPOL
| $5.9M | ﹤0.01% |
2,948,886
-65,097
| -2% | -$129K |
|
|
EGIO
2485
DELISTED
Edgio, Inc. Common Stock
EGIO
| $5.89M | ﹤0.01% |
74,406
-352
| -0.5% | -$27.4K |
|
2486
WisdomTree
WT
$3.37B
| $5.88M | ﹤0.01% |
331,967
+300,811
| +965% | +$4.28M |
|
|
ZIXI
2487
DELISTED
Zix Corporation
ZIXI
| $5.87M | ﹤0.01% |
1,287,981
-19,057
| -1% | -$85.8K |
|
2488
Cboe Global Markets
CBOE
$28.2B
| $5.87M | ﹤0.01% |
112,961
+4,707
| +4% | +$237K |
|
2489
Boston Beer
SAM
$1.75B
| $5.85M | ﹤0.01% |
24,213
-1,000
| -4% | -$240K |
|
|
PACD
2490
DELISTED
Pacific Drilling S A
PACD
| $5.84M | ﹤0.01% |
51,004
+32,963
| +183% | +$3.76M |
|
|
END
2491
DELISTED
ENDEAVOUR INTERNATIONAL CORP NEW (NV)
END
| $5.79M | ﹤0.01% |
1,102,541
+28,506
| +3% | +$153K |
|
|
ATHN
2492
DELISTED
Athenahealth, Inc.
ATHN
| $5.77M | ﹤0.01% |
42,918
+366
| +0.9% | +$47K |
|
2493
Agnico Eagle Mines
AEM
$99B
| $5.77M | ﹤0.01% |
218,647
+134,958
| +161% | +$3.62M |
|
|
PHX
2494
DELISTED
PHX Minerals
PHX
| $5.75M | ﹤0.01% |
344,526
+5,510
| +2% | +$87.5K |
|
|
ENZ
2495
DELISTED
Enzo Biochem, Inc.
ENZ
| $5.75M | ﹤0.01% |
1,969,685
-931
| -0% | -$2.31K |
|
2496
Timberland Bancorp
TSBK
$359M
| $5.73M | ﹤0.01% |
595,956
| – | – |
|
|
STRR
2497
Star Equity Holdings
STRR
$37.1M
| $5.72M | ﹤0.01% |
142,335
+272
| +0.2% | +$9.43K |
|
|
TAST
2498
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $5.68M | ﹤0.01% |
859,884
-1,705
| -0.2% | -$10.3K |
|
2499
Allison Transmission
ALSN
$9.8B
| $5.68M | ﹤0.01% |
205,811
+119,834
| +139% | +$3.1M |
|
|
CTO
2500
CTO Realty Growth
CTO
$776M
| $5.67M | ﹤0.01% |
575,658
-615
| -0.1% | -$6.15K |
|
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.