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 | |
|---|---|---|---|---|---|---|
|
LEAF
2551
DELISTED
Leaf Group Ltd.
LEAF
| $5M | ﹤0.01% |
436,818
+62,093
| +17% | +$668K |
|
|
QUMU
2552
DELISTED
Qumu Corp.
QUMU
| $5M | ﹤0.01% |
390,288
+5,381
| +1% | +$70.9K |
|
2553
PLDT
PHI
$3.88B
| $4.97M | ﹤0.01% |
82,808
+10,345
| +14% | +$659K |
|
|
BBRG
2554
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $4.97M | ﹤0.01% |
305,709
-2,843
| -0.9% | -$44.2K |
|
2555
Compañía de Minas Buenaventura
BVN
$8.4B
| $4.97M | ﹤0.01% |
443,091
+1,727
| +0.4% | +$21.4K |
|
2556
BlueLinx
BXC
$593M
| $4.96M | ﹤0.01% |
254,496
-3,474
| -1% | -$62K |
|
|
CLR
2557
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $4.96M | ﹤0.01% |
88,202
+600
| +0.7% | +$33.5K |
|
|
SLTM
2558
DELISTED
SOLTA MED INC (DE)
SLTM
| $4.95M | ﹤0.01% |
1,677,922
+10,059
| +0.6% | +$22K |
|
|
ARDNA
2559
DELISTED
ARDEN GROUP INC CL-A
ARDNA
| $4.95M | ﹤0.01% |
39,086
+1,931
| +5% | +$244K |
|
|
CCG
2560
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
| $4.94M | ﹤0.01% |
525,468
+106,126
| +25% | +$1.04M |
|
|
UHT
2561
Universal Health Realty Income Trust
UHT
$567M
| $4.93M | ﹤0.01% |
122,996
+1,000
| +0.8% | +$42.3K |
|
|
TNAV
2562
DELISTED
Telenav Inc.
TNAV
| $4.91M | ﹤0.01% |
744,700
+96,399
| +15% | +$645K |
|
|
KONA
2563
DELISTED
Kona Grill, Inc.
KONA
| $4.89M | ﹤0.01% |
264,022
-1,185
| -0.4% | -$17.3K |
|
|
AMNB
2564
DELISTED
American National Bankshares Inc
AMNB
| $4.88M | ﹤0.01% |
185,891
+3,089
| +2% | +$73.6K |
|
2565
Waterstone Financial
WSBF
$374M
| $4.86M | ﹤0.01% |
479,878
+4,861
| +1% | +$48.3K |
|
|
MXWL
2566
DELISTED
Maxwell Technologies Inc
MXWL
| $4.85M | ﹤0.01% |
624,670
+303,887
| +95% | +$2.37M |
|
|
VMW
2567
DELISTED
VMware, Inc
VMW
| $4.85M | ﹤0.01% |
54,060
+6,550
| +14% | +$541K |
|
|
FAC
2568
DELISTED
First Acceptance Corp.
FAC
| $4.81M | ﹤0.01% |
2,120,470
-9,599
| -0.5% | -$16.9K |
|
|
ORAN
2569
DELISTED
Orange
ORAN
| $4.8M | ﹤0.01% |
388,959
-2,398
| -0.6% | -$31K |
|
|
CCUR
2570
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $4.79M | ﹤0.01% |
586,843
-3,899
| -0.7% | -$29.1K |
|
2571
Napco Security Technologies
NSSC
$1.3B
| $4.79M | ﹤0.01% |
1,524,362
+1,750
| +0.1% | +$5.13K |
|
|
SGI
2572
DELISTED
Silicon Graphics Intl.
SGI
| $4.78M | ﹤0.01% |
356,780
-74,547
| -17% | -$1.01M |
|
2573
Preferred Bank
PFBC
$1.26B
| $4.78M | ﹤0.01% |
238,431
+1,121
| +0.5% | +$22.1K |
|
2574
Friedman Industries
FRD
$292M
| $4.78M | ﹤0.01% |
562,366
-1,230
| -0.2% | -$11.5K |
|
|
KMG
2575
DELISTED
KMG Chemicals Inc
KMG
| $4.76M | ﹤0.01% |
281,785
+1,900
| +0.7% | +$36.8K |
|
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.