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 | |
|---|---|---|---|---|---|---|
|
NMRX
2576
DELISTED
Numerex Corp
NMRX
| $4.76M | ﹤0.01% |
367,494
-100
| -0% | -$1.26K |
|
2577
MGP Ingredients
MGPI
$308M
| $4.75M | ﹤0.01% |
915,965
-8,602
| -0.9% | -$43.7K |
|
2578
Nature's Sunshine
NATR
$230M
| $4.75M | ﹤0.01% |
274,288
| – | – |
|
|
YZC
2579
DELISTED
Yanzhou Coal Mining
YZC
| $4.74M | ﹤0.01% |
514,059
-19,994
| -4% | -$199K |
|
2580
Nice
NICE
$6.18B
| $4.71M | ﹤0.01% |
115,079
+3,993
| +4% | +$159K |
|
|
SWS
2581
DELISTED
SWS GROUP INC
SWS
| $4.71M | ﹤0.01% |
774,910
-400
| -0.1% | -$2.35K |
|
|
BAGL
2582
DELISTED
EINSTEIN NOAH RESTAURANT GROUP, INC CMN STK (DELAWARE)
BAGL
| $4.67M | ﹤0.01% |
322,275
+6,233
| +2% | +$104K |
|
2583
Dawson Geophysical
DWSN
$100M
| $4.65M | ﹤0.01% |
222,983
-864
| -0.4% | -$18K |
|
2584
York Water
YORW
$535M
| $4.64M | ﹤0.01% |
221,947
+3,219
| +1% | +$67K |
|
2585
SK Telecom
SKM
$13.6B
| $4.64M | ﹤0.01% |
114,497
-242
| -0.2% | -$9.54K |
|
|
MNTG
2586
DELISTED
M T R GAMING GROUP INC
MNTG
| $4.61M | ﹤0.01% |
893,458
-2,179
| -0.2% | -$11.5K |
|
|
BTM
2587
DELISTED
OI S.A. SPON ADR REPSTG 3 PFD SHS (BRA)
BTM
| $4.61M | ﹤0.01% |
2,897,030
-2,169
| -0.1% | -$3.45K |
|
|
FUBC
2588
DELISTED
1st United Bancorp (Florida)
FUBC
| $4.61M | ﹤0.01% |
605,067
+28,777
| +5% | +$222K |
|
|
CNH
2589
CNH Industrial
CNH
$21.7B
| $4.59M | ﹤0.01% |
+465,099
| New | +$4.67M |
|
2590
Brown-Forman Class A
BF.A
$12.1B
| $4.59M | ﹤0.01% |
155,543
| – | – |
|
|
PWOD
2591
DELISTED
Penns Woods Bancorp
PWOD
| $4.58M | ﹤0.01% |
134,691
+79
| +0.1% | +$2.65K |
|
|
EGLE
2592
DELISTED
Eagle Bulk Shipping Inc.
EGLE
| $4.57M | ﹤0.01% |
391
+1
| +0.3% | +$12.4K |
|
|
CIE
2593
DELISTED
Cobalt International Energy, Inc
CIE
| $4.57M | ﹤0.01% |
18,515
+335
| +2% | +$105K |
|
2594
Cogent Communications
CCOI
$444M
| $4.55M | ﹤0.01% |
112,495
+100,078
| +806% | +$3.64M |
|
2595
Comscore
SCOR
$78.4M
| $4.54M | ﹤0.01% |
7,934
-93
| -1% | -$51.2K |
|
|
ACGN
2596
DELISTED
Aceragen Inc
ACGN
| $4.53M | ﹤0.01% |
900
-4
| -0.4% | -$10.7K |
|
|
HRG
2597
DELISTED
HRG Group, Inc.
HRG
| $4.52M | ﹤0.01% |
381,625
-195,477
| -34% | -$2.16M |
|
|
TURN
2598
DELISTED
180 Degree Capital
TURN
| $4.52M | ﹤0.01% |
505,625
-366
| -0.1% | -$3.37K |
|
2599
Ascent Industries
ACNT
$134M
| $4.51M | ﹤0.01% |
293,599
+4,885
| +2% | +$78.2K |
|
|
SPDC
2600
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
| $4.5M | ﹤0.01% |
962,622
| – | – |
|
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.