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 | |
|---|---|---|---|---|---|---|
|
KCG
2651
DELISTED
KCG Holdings, Inc.
KCG
| $3.89M | ﹤0.01% |
325,570
-40,501
| -11% | -$411K |
|
|
CLCT
2652
DELISTED
Collectors Universe
CLCT
| $3.89M | ﹤0.01% |
227,020
-827
| -0.4% | -$13.2K |
|
2653
Gaia
GAIA
$31.5M
| $3.88M | ﹤0.01% |
585,618
+1,598
| +0.3% | +$9.62K |
|
|
NTT
2654
DELISTED
Nippon Telegraph & Telephone
NTT
| $3.86M | ﹤0.01% |
142,854
-5,100
| -3% | -$134K |
|
2655
Commercial Vehicle Group
CVGI
$124M
| $3.86M | ﹤0.01% |
531,231
-6,960
| -1% | -$52.8K |
|
2656
Cohen & Steers
CNS
$3.69B
| $3.84M | ﹤0.01% |
95,843
+2,091
| +2% | +$80.4K |
|
|
ANV
2657
DELISTED
Allied Nevada Gold Corp
ANV
| $3.81M | ﹤0.01% |
1,074,516
+103,768
| +11% | +$389K |
|
2658
Geron
GERN
$829M
| $3.81M | ﹤0.01% |
849,924
+34,279
| +4% | +$147K |
|
2659
InterContinental Hotels
IHG
$22.5B
| $3.79M | ﹤0.01% |
79,437
-1,100
| -1% | -$47.7K |
|
|
PGNX
2660
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $3.79M | ﹤0.01% |
710,364
+1,161
| +0.2% | +$5.11K |
|
|
MEA
2661
DELISTED
METALICO INC
MEA
| $3.78M | ﹤0.01% |
1,827,912
| – | – |
|
|
PLNR
2662
DELISTED
PLANAR SYSTEMS INC
PLNR
| $3.77M | ﹤0.01% |
1,484,448
| – | – |
|
|
FFKT
2663
DELISTED
Farmers Capital Bank Corp
FFKT
| $3.75M | ﹤0.01% |
172,484
+698
| +0.4% | +$14.9K |
|
|
ANCX
2664
DELISTED
Access National Corp
ANCX
| $3.75M | ﹤0.01% |
250,682
+2,741
| +1% | +$40.7K |
|
2665
Agree Realty
ADC
$8.52B
| $3.74M | ﹤0.01% |
129,013
+9,875
| +8% | +$297K |
|
|
FUR
2666
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
| $3.74M | ﹤0.01% |
338,643
+21,095
| +7% | +$239K |
|
2667
Cumberland Pharmaceuticals
CPIX
$105M
| $3.73M | ﹤0.01% |
729,006
-7,403
| -1% | -$36.1K |
|
|
WW
2668
DELISTED
WW International
WW
| $3.72M | ﹤0.01% |
113,008
-1,037
| -0.9% | -$36.2K |
|
|
PLXT
2669
DELISTED
PLX TECHNOLOGY INC
PLXT
| $3.71M | ﹤0.01% |
563,083
+41,220
| +8% | +$258K |
|
2670
Beasley Broadcasting Group
BBGI
$31.3M
| $3.69M | ﹤0.01% |
21,133
-62
| -0.3% | -$10.5K |
|
2671
CPI Aerostructures
CVU
$66.2M
| $3.67M | ﹤0.01% |
243,826
+12,015
| +5% | +$162K |
|
|
HMNF
2672
DELISTED
HMN Financial Inc
HMNF
| $3.66M | ﹤0.01% |
348,628
-1,400
| -0.4% | -$12.5K |
|
|
EXL
2673
DELISTED
EXCEL TRUST , INC COM STK
EXL
| $3.65M | ﹤0.01% |
320,339
+48,459
| +18% | +$573K |
|
|
UN
2674
DELISTED
Unilever NV New York Registry Shares
UN
| $3.65M | ﹤0.01% |
90,655
-3,600
| -4% | -$140K |
|
2675
Copa Holdings
CPA
$5.23B
| $3.64M | ﹤0.01% |
22,763
+1,485
| +7% | +$224K |
|
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.