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 | 19.45% |
| 2 | Industrials | 13.27% |
| 3 | Energy | 11.09% |
| 4 | Technology | 9.75% |
| 5 | Consumer Discretionary | 8.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SMPL
2751
DELISTED
SIMPLICITY BANCORP INC
SMPL
| $2.95M | ﹤0.01% |
182,487
+1,940
| +1% | +$30.6K |
|
|
MOCO
2752
DELISTED
Mocon Inc
MOCO
| $2.94M | ﹤0.01% |
186,412
+2,195
| +1% | +$31K |
|
2753
Eldorado Gold
EGO
$8.4B
| $2.94M | ﹤0.01% |
103,185
-1,527
| -1% | -$46.8K |
|
|
DGAS
2754
DELISTED
Delta Natural Gas Co Inc
DGAS
| $2.93M | ﹤0.01% |
130,904
+689
| +0.5% | +$15.1K |
|
2755
Bausch Health
BHC
$1.69B
| $2.93M | ﹤0.01% |
24,942
-5,034
| -17% | -$552K |
|
|
INSY
2756
DELISTED
Insys Therapeutics, Inc.
INSY
| $2.91M | ﹤0.01% |
+225,756
| New | +$3.13M |
|
|
MSON
2757
DELISTED
Misonix Inc
MSON
| $2.86M | ﹤0.01% |
508,949
| – | – |
|
|
SGNT
2758
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
| $2.85M | ﹤0.01% |
112,182
+47,071
| +72% | +$1.06M |
|
|
BKYF
2759
DELISTED
BK KY FINL CORP
BKYF
| $2.82M | ﹤0.01% |
76,355
+2,619
| +4% | +$82.4K |
|
|
PKT
2760
DELISTED
PROCERA NETWORKS INC NEW COM STK (DE)
PKT
| $2.81M | ﹤0.01% |
187,448
+87,345
| +87% | +$1.27M |
|
|
PMBC
2761
DELISTED
Pacific Mercantile Bancorp
PMBC
| $2.8M | ﹤0.01% |
449,917
+6,199
| +1% | +$38.4K |
|
|
WP
2762
DELISTED
Worldpay, Inc.
WP
| $2.79M | ﹤0.01% |
85,692
+31,215
| +57% | +$904K |
|
|
PMFG
2763
DELISTED
PMFG INC COM STK (DE)
PMFG
| $2.79M | ﹤0.01% |
308,104
+22,023
| +8% | +$172K |
|
2764
Transact Technologies
TACT
$50.5M
| $2.79M | ﹤0.01% |
222,249
+2,052
| +0.9% | +$26.8K |
|
2765
RF Industries
RFIL
$122M
| $2.78M | ﹤0.01% |
302,453
+5,390
| +2% | +$50.7K |
|
|
BSF
2766
DELISTED
Bear State Financial, Inc.
BSF
| $2.77M | ﹤0.01% |
353,973
-889
| -0.3% | -$7.24K |
|
2767
Northern Technologies International Corp
NTIC
$76.4M
| $2.77M | ﹤0.01% |
298,664
+11,000
| +4% | +$97.6K |
|
|
MESG
2768
DELISTED
XURA INC COM (DE)
MESG
| $2.77M | ﹤0.01% |
71,285
+27,978
| +65% | +$944K |
|
|
APEX
2769
DELISTED
Apex Global Brands Inc. Common Stock
APEX
| $2.74M | ﹤0.01% |
6,618
+76
| +1% | +$31.3K |
|
2770
BCB Bancorp
BCBP
$186M
| $2.74M | ﹤0.01% |
203,631
+3,069
| +2% | +$37.1K |
|
|
FLNA
2771
Filana Therapeutics
FLNA
$42.7M
| $2.73M | ﹤0.01% |
80,317
-5,108
| -6% | -$136K |
|
|
DCM
2772
DELISTED
NTT DOCOMO, Inc.
DCM
| $2.73M | ﹤0.01% |
165,210
+2,000
| +1% | +$32K |
|
2773
OraSure Technologies
OSUR
$277M
| $2.71M | ﹤0.01% |
430,581
+179,009
| +71% | +$1.12M |
|
|
STRP
2774
DELISTED
Straight Path Communications Inc.
STRP
| $2.69M | ﹤0.01% |
328,911
-13,829
| -4% | -$90.6K |
|
2775
Clear Channel Outdoor Holdings
CCO
$1.23B
| $2.68M | ﹤0.01% |
264,396
-27,325
| -9% | -$253K |
|
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 19% of assets, up from 19% 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.