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 | |
|---|---|---|---|---|---|---|
2776
Ultralife
ULBI
$89.3M
| $2.66M | ﹤0.01% |
749,362
| – | – |
|
2777
Ark Restaurants
ARKR
$20.6M
| $2.64M | ﹤0.01% |
119,331
| – | – |
|
2778
C&F Financial
CFFI
$271M
| $2.63M | ﹤0.01% |
57,553
+3,198
| +6% | +$162K |
|
|
OLP
2779
One Liberty Properties
OLP
$547M
| $2.62M | ﹤0.01% |
129,919
+3,018
| +2% | +$62.4K |
|
2780
Lincoln Educational Services
LINC
$1.33B
| $2.61M | ﹤0.01% |
524,346
+10,634
| +2% | +$52.7K |
|
|
MOFG
2781
DELISTED
MidWestOne Financial Group
MOFG
| $2.6M | ﹤0.01% |
95,743
+2,347
| +3% | +$61.8K |
|
|
LOJN
2782
DELISTED
LO JACK CORP
LOJN
| $2.6M | ﹤0.01% |
719,368
-7,500
| -1% | -$31.5K |
|
2783
Bridgford Foods
BRID
$58.6M
| $2.59M | ﹤0.01% |
270,389
| – | – |
|
2784
Chicago Rivet & Machine Co
CVR
$10M
| $2.59M | ﹤0.01% |
78,037
+400
| +0.5% | +$14.3K |
|
2785
Comp X International
CIX
$346M
| $2.58M | ﹤0.01% |
183,280
| – | – |
|
2786
Zurn Elkay Water Solutions
ZWS
$8.23B
| $2.55M | ﹤0.01% |
196,161
+151,145
| +336% | +$1.71M |
|
|
PCL
2787
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $2.55M | ﹤0.01% |
54,837
+4,315
| +9% | +$197K |
|
2788
Emerson Radio
MSN
$8.19M
| $2.55M | ﹤0.01% |
1,339,944
| – | – |
|
2789
Tandy Leather Factory
TLF
$19.4M
| $2.54M | ﹤0.01% |
260,147
+2,890
| +1% | +$24.4K |
|
2790
Atlantic American Corp
AAME
$32.6M
| $2.54M | ﹤0.01% |
619,966
+3,700
| +0.6% | +$14.9K |
|
2791
First Business Financial Services
FBIZ
$574M
| $2.53M | ﹤0.01% |
134,636
+3,166
| +2% | +$56.3K |
|
|
CBNK
2792
DELISTED
CHICOPEE BANCORP INC COM STK
CBNK
| $2.53M | ﹤0.01% |
145,297
+2,616
| +2% | +$46.2K |
|
|
AXAS
2793
DELISTED
Abraxas Petroleum Corp
AXAS
| $2.5M | ﹤0.01% |
38,190
-175
| -0.5% | -$11.3K |
|
|
CTHR
2794
DELISTED
Charles & Colvard Ltd
CTHR
| $2.49M | ﹤0.01% |
49,386
+5,469
| +12% | +$307K |
|
2795
Kosmos Energy
KOS
$1.39B
| $2.48M | ﹤0.01% |
221,604
+64,866
| +41% | +$694K |
|
2796
Southern First Bancshares
SFST
$592M
| $2.47M | ﹤0.01% |
185,115
| – | – |
|
|
SNMX
2797
DELISTED
Senomyx, Inc.
SNMX
| $2.45M | ﹤0.01% |
484,862
| – | – |
|
|
AUY
2798
DELISTED
Yamana Gold, Inc.
AUY
| $2.45M | ﹤0.01% |
284,359
| – | – |
|
|
HFBC
2799
DELISTED
HopFed Bancorp Inc
HFBC
| $2.45M | ﹤0.01% |
215,209
+3,683
| +2% | +$41K |
|
|
NPSP
2800
DELISTED
NPS PHARMACEUTICALS INC
NPSP
| $2.45M | ﹤0.01% |
80,730
+12,933
| +19% | +$356K |
|
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.