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 | |
|---|---|---|---|---|---|---|
2201
Gartner
IT
$11.9B
| $9.6M | 0.01% |
135,052
+230
| +0.2% | +$14.5K |
|
|
IHS
2202
DELISTED
IHS INC CL-A COM STK
IHS
| $9.58M | 0.01% |
80,014
+3,616
| +5% | +$410K |
|
2203
OceanFirst Financial
OCFC
$1.75B
| $9.55M | 0.01% |
557,625
+9,959
| +2% | +$176K |
|
|
ENV
2204
DELISTED
ENVESTNET, INC.
ENV
| $9.54M | 0.01% |
236,810
-1,578
| -0.7% | -$57.5K |
|
2205
Medifast
MED
$134M
| $9.54M | 0.01% |
364,979
+16,023
| +5% | +$411K |
|
2206
Murphy USA
MUSA
$9.61B
| $9.51M | 0.01% |
228,655
-204,676
| -47% | -$8.68M |
|
|
VVTV
2207
DELISTED
VALUEVISION MEDIA INC
VVTV
| $9.51M | 0.01% |
1,359,925
+8,835
| +0.7% | +$49.1K |
|
|
DISH
2208
DELISTED
DISH Network Corp.
DISH
| $9.5M | 0.01% |
163,983
+3,920
| +2% | +$201K |
|
2209
Manulife Financial
MFC
$73B
| $9.48M | 0.01% |
480,422
-5,561
| -1% | -$102K |
|
2210
Orthofix Medical
OFIX
$352M
| $9.47M | 0.01% |
414,945
+31,103
| +8% | +$650K |
|
|
CSCD
2211
DELISTED
CASCADE MICROTECH, INC.
CSCD
| $9.46M | 0.01% |
1,015,463
+23,138
| +2% | +$236K |
|
|
LMOS
2212
DELISTED
Lumos Networks Corp
LMOS
| $9.45M | 0.01% |
449,982
+44,921
| +11% | +$991K |
|
2213
Center Bancorp
CNOB
$1.59B
| $9.44M | 0.01% |
503,362
-185
| -0% | -$2.99K |
|
2214
Mistras Group
MG
$632M
| $9.43M | 0.01% |
451,591
+17,318
| +4% | +$333K |
|
|
DISCK
2215
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $9.41M | 0.01% |
224,328
-6,342
| -3% | -$248K |
|
|
ASIA
2216
DELISTED
ASIAINFO-LINKAGE INC COM STK (DE)
ASIA
| $9.38M | 0.01% |
784,062
-4,553
| -0.6% | -$53.2K |
|
2217
Aware
AWRE
$26.2M
| $9.37M | 0.01% |
1,533,321
+13,872
| +0.9% | +$77.9K |
|
|
BVH
2218
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $9.34M | 0.01% |
119,765
| – | – |
|
2219
EPAM Systems
EPAM
$6.04B
| $9.34M | 0.01% |
267,212
+235,470
| +742% | +$8.42M |
|
|
FFNW
2220
DELISTED
First Financial Northwest, Inc
FFNW
| $9.33M | 0.01% |
899,916
+15,620
| +2% | +$166K |
|
2221
Essential Utilities
WTRG
$11.8B
| $9.32M | 0.01% |
395,200
+2,679
| +0.7% | +$65.3K |
|
|
STRS
2222
DELISTED
STRATUS PPTYS INC
STRS
| $9.31M | 0.01% |
543,812
-1,614
| -0.3% | -$24.7K |
|
|
MFLX
2223
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
| $9.3M | 0.01% |
669,643
+14,889
| +2% | +$204K |
|
2224
Turkcell
TKC
$4.44B
| $9.29M | 0.01% |
695,769
-6,329
| -0.9% | -$95.7K |
|
2225
Weyco Group
WEYS
$425M
| $9.29M | 0.01% |
315,670
+4,410
| +1% | +$126K |
|
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.