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 | |
|---|---|---|---|---|---|---|
|
WLB
2701
DELISTED
Westmoreland Coal Company
WLB
| $3.41M | ﹤0.01% |
176,776
+3,100
| +2% | +$45.1K |
|
2702
Ubiquiti
UI
$34.5B
| $3.41M | ﹤0.01% |
74,151
+8,162
| +12% | +$325K |
|
|
MAG
2703
DELISTED
MAGNETEK INC COM STK NEW
MAG
| $3.4M | ﹤0.01% |
142,213
-5,502
| -4% | -$110K |
|
|
BBNK
2704
DELISTED
BRIDGE CAPITAL HOLDINGS
BBNK
| $3.4M | ﹤0.01% |
165,465
+2,802
| +2% | +$51.4K |
|
2705
Inseego
INSG
$67.5M
| $3.4M | ﹤0.01% |
143,296
+3,625
| +3% | +$90.5K |
|
|
RLD
2706
DELISTED
REALD INC COM STK
RLD
| $3.39M | ﹤0.01% |
397,373
-6,935
| -2% | -$54.3K |
|
2707
Rigel Pharmaceuticals
RIGL
$831M
| $3.38M | ﹤0.01% |
118,613
+16,419
| +16% | +$482K |
|
|
AIOT
2708
PowerFleet Inc
AIOT
$407M
| $3.36M | ﹤0.01% |
580,146
-4,246
| -0.7% | -$24.3K |
|
2709
Escalade
ESCA
$270M
| $3.36M | ﹤0.01% |
285,097
+16,652
| +6% | +$165K |
|
|
PTIX
2710
DELISTED
PERFORMANCE TECHNOLOGIES INC
PTIX
| $3.35M | ﹤0.01% |
897,257
+11,717
| +1% | +$36.1K |
|
2711
CNB Financial Corp
CCNE
$1.01B
| $3.35M | ﹤0.01% |
176,334
+5,088
| +3% | +$97.5K |
|
|
EMMS
2712
DELISTED
Emmis Communications Corp
EMMS
| $3.35M | ﹤0.01% |
331,285
+4,802
| +1% | +$44.4K |
|
|
AAT
2713
American Assets Trust
AAT
$1.34B
| $3.33M | ﹤0.01% |
106,046
+36,770
| +53% | +$1.18M |
|
|
BHR
2714
Braemar Hotels & Resorts
BHR
$124M
| $3.32M | ﹤0.01% |
+184,000
| New | +$3.6M |
|
|
IA
2715
Innovative Solutions & Support
IA
$330M
| $3.31M | ﹤0.01% |
454,305
| – | – |
|
2716
Fortinet
FTNT
$126B
| $3.31M | ﹤0.01% |
865,505
+181,520
| +27% | +$707K |
|
|
PRGX
2717
DELISTED
PRGX Global, Inc.
PRGX
| $3.31M | ﹤0.01% |
492,461
+36,019
| +8% | +$239K |
|
|
TOWR
2718
DELISTED
Tower International, Inc.
TOWR
| $3.31M | ﹤0.01% |
154,417
+115,959
| +302% | +$2.42M |
|
|
BNNY
2719
DELISTED
ANNIES INC COMMON STOCK (DE)
BNNY
| $3.3M | ﹤0.01% |
76,739
+73,954
| +2,655% | +$3.45M |
|
2720
Pan American Silver
PAAS
$19.7B
| $3.3M | ﹤0.01% |
282,231
-4,494
| -2% | -$47.9K |
|
|
EMKR
2721
DELISTED
Emcore Corp
EMKR
| $3.29M | ﹤0.01% |
64,349
-485
| -0.7% | -$24.4K |
|
|
ARIA
2722
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $3.28M | ﹤0.01% |
481,421
-23,422
| -5% | -$126K |
|
|
IBA
2723
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $3.27M | ﹤0.01% |
81,219
+7,657
| +10% | +$309K |
|
|
MBTF
2724
DELISTED
MBT Financial Corporation
MBTF
| $3.27M | ﹤0.01% |
766,557
| – | – |
|
2725
Independent Bank Corp
IBCP
$810M
| $3.25M | ﹤0.01% |
271,247
-21,235
| -7% | -$228K |
|
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.