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 | |
|---|---|---|---|---|---|---|
|
STS
2626
DELISTED
Supreme Industries Inc Class A
STS
| $4.22M | ﹤0.01% |
723,550
+19,751
| +3% | +$120K |
|
2627
PAR Technology
PAR
$666M
| $4.21M | ﹤0.01% |
771,536
-2,100
| -0.3% | -$11.3K |
|
2628
Nokia
NOK
$56.8B
| $4.18M | ﹤0.01% |
515,755
-6,154
| -1% | -$46.3K |
|
|
ZIPR
2629
DELISTED
ZIP REALTY, INC
ZIPR
| $4.16M | ﹤0.01% |
743,562
-2,500
| -0.3% | -$14.1K |
|
2630
QuinStreet
QNST
$1.05B
| $4.15M | ﹤0.01% |
477,967
+91,189
| +24% | +$808K |
|
2631
Royal Bank of Canada
RY
$280B
| $4.14M | ﹤0.01% |
61,661
+2,300
| +4% | +$153K |
|
2632
Orion Energy Systems
OESX
$114M
| $4.11M | ﹤0.01% |
60,444
+7,052
| +13% | +$374K |
|
2633
Bar Harbor Bankshares
BHB
$678M
| $4.11M | ﹤0.01% |
230,992
+3,193
| +1% | +$53.6K |
|
2634
Cineverse
CNVS
$50.9M
| $4.1M | ﹤0.01% |
10,155
+8,667
| +582% | +$3.29M |
|
2635
Digimarc Corp
DMRC
$111M
| $4.09M | ﹤0.01% |
212,610
-554
| -0.3% | -$10.7K |
|
2636
Teck Resources
TECK
$31.5B
| $4.08M | ﹤0.01% |
157,036
+15,020
| +11% | +$388K |
|
|
TST
2637
DELISTED
TheStreet, Inc.
TST
| $4.06M | ﹤0.01% |
179,594
+903
| +0.5% | +$20.3K |
|
|
WLT
2638
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
| $4.06M | ﹤0.01% |
244,033
-1,100
| -0.4% | -$17.2K |
|
2639
White Mountains Insurance
WTM
$4.92B
| $4.05M | ﹤0.01% |
6,716
| – | – |
|
|
PRO
2640
DELISTED
PROS Holdings
PRO
| $4.04M | ﹤0.01% |
101,371
-8,896
| -8% | -$319K |
|
|
CYBE
2641
DELISTED
Cyberoptics Corp
CYBE
| $3.99M | ﹤0.01% |
627,944
| – | – |
|
2642
iShares S&P India Nifty 50 Index Fund
INDY
$528M
| $3.99M | ﹤0.01% |
169,700
| – | – |
|
|
SWI
2643
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $3.98M | ﹤0.01% |
105,155
-1,100
| -1% | -$38.4K |
|
2644
STMicroelectronics
STM
$42.9B
| $3.97M | ﹤0.01% |
496,415
| – | – |
|
2645
Alphatec Holdings
ATEC
$1.62B
| $3.97M | ﹤0.01% |
164,490
-1,441
| -0.9% | -$33.3K |
|
|
GTY
2646
Getty Realty Corp
GTY
$1.86B
| $3.92M | ﹤0.01% |
216,242
+1,052
| +0.5% | +$19.4K |
|
|
BTH
2647
DELISTED
BLYTH,INC
BTH
| $3.92M | ﹤0.01% |
360,488
-12,891
| -3% | -$159K |
|
|
UBA
2648
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $3.92M | ﹤0.01% |
212,386
+5,178
| +2% | +$99.3K |
|
|
HPP
2649
Hudson Pacific Properties
HPP
$620M
| $3.91M | ﹤0.01% |
25,545
+3,821
| +18% | +$552K |
|
|
STRR
2650
DELISTED
Star Equity Holdings
STRR
| $3.9M | ﹤0.01% |
21,100
| – | – |
|
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.