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 | |
|---|---|---|---|---|---|---|
|
CTRX
2526
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $5.33M | ﹤0.01% |
112,255
+40,744
| +57% | +$1.92M |
|
|
HIL
2527
DELISTED
Hill International, Inc. Common Stock
HIL
| $5.33M | ﹤0.01% |
1,348,220
+2,737
| +0.2% | +$9.81K |
|
2528
RELX
RELX
$59.6B
| $5.29M | ﹤0.01% |
352,668
+9,400
| +3% | +$132K |
|
|
HMSY
2529
DELISTED
HMS Holdings Corp.
HMSY
| $5.26M | ﹤0.01% |
231,236
+13,930
| +6% | +$302K |
|
|
FSL
2530
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $5.26M | ﹤0.01% |
327,550
+86,044
| +36% | +$1.33M |
|
|
HK
2531
DELISTED
Halcon Resources Corporation
HK
| $5.25M | ﹤0.01% |
7,896
-206
| -3% | -$160K |
|
|
OCLR
2532
DELISTED
Oclaro Inc.
OCLR
| $5.25M | ﹤0.01% |
2,108,477
+31,707
| +2% | +$67.7K |
|
2533
Peraso
PRSO
$6.92M
| $5.24M | ﹤0.01% |
119
-2
| -2% | -$72.6K |
|
2534
Lifeway Foods
LWAY
$369M
| $5.23M | ﹤0.01% |
327,434
-900
| -0.3% | -$13.3K |
|
|
THRD
2535
DELISTED
TF FINANCIAL CORP COM STK (PA)
THRD
| $5.22M | ﹤0.01% |
187,967
+2,136
| +1% | +$58.7K |
|
|
INFI
2536
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $5.22M | ﹤0.01% |
377,773
-9,566
| -2% | -$135K |
|
|
AIQ
2537
DELISTED
Alliance Healthcare Services
AIQ
| $5.19M | ﹤0.01% |
209,668
+9,957
| +5% | +$260K |
|
2538
Tenaris
TS
$28.4B
| $5.16M | ﹤0.01% |
118,146
-942
| -0.8% | -$42.7K |
|
|
ARX
2539
DELISTED
Aeroflex Holding Corp (DE)
ARX
| $5.15M | ﹤0.01% |
792,167
+6,800
| +0.9% | +$47.9K |
|
|
CSR
2540
Centerspace
CSR
$955M
| $5.14M | ﹤0.01% |
59,863
+4,299
| +8% | +$370K |
|
2541
Omega Flex
OFLX
$265M
| $5.13M | ﹤0.01% |
250,590
-654
| -0.3% | -$13.2K |
|
|
FBMI
2542
DELISTED
FIRSTBANK CORP (MICH)
FBMI
| $5.13M | ﹤0.01% |
265,063
| – | – |
|
2543
Eastern Company
EML
$152M
| $5.12M | ﹤0.01% |
321,555
+643
| +0.2% | +$10.8K |
|
|
INWK
2544
DELISTED
InnerWorkings, Inc.
INWK
| $5.11M | ﹤0.01% |
656,118
+45,806
| +8% | +$371K |
|
|
CACQ
2545
DELISTED
Caesars Acquisition Company
CACQ
| $5.11M | ﹤0.01% |
+423,428
| New | +$4.92M |
|
2546
Reading International Class A
RDI
$46.9M
| $5.09M | ﹤0.01% |
679,688
-4,955
| -0.7% | -$34.1K |
|
|
CBEY
2547
DELISTED
CBEYOND INC COM STK
CBEY
| $5.07M | ﹤0.01% |
734,498
+12,100
| +2% | +$76.7K |
|
2548
W.P. Carey
WPC
$15.2B
| $5.05M | ﹤0.01% |
84,116
+40,050
| +91% | +$2.52M |
|
|
GST
2549
DELISTED
Gastar Exploration Inc.
GST
| $5.05M | ﹤0.01% |
730,178
+492,247
| +207% | +$2.45M |
|
2550
AmeriServ Financial
ASRV
$82.9M
| $5.01M | ﹤0.01% |
1,653,918
| – | – |
|
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.