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 | |
|---|---|---|---|---|---|---|
|
AMAG
2276
DELISTED
AMAG Pharmaceuticals
AMAG
| $8.61M | 0.01% |
354,777
-13,125
| -4% | -$309K |
|
|
ZEP
2277
DELISTED
ZEP INC COM STK (DE)
ZEP
| $8.61M | 0.01% |
474,037
+29,250
| +7% | +$550K |
|
2278
Kearny Financial
KRNY
$614M
| $8.59M | 0.01% |
1,019,084
+20,712
| +2% | +$159K |
|
2279
Mettler-Toledo International
MTD
$28.3B
| $8.56M | 0.01% |
35,306
+376
| +1% | +$91.8K |
|
2280
Nathan's Famous
NATH
$404M
| $8.55M | 0.01% |
169,534
-2,212
| -1% | -$115K |
|
|
OABC
2281
DELISTED
OMNIAMERICAN BANCORP INC COM STK (TX)
OABC
| $8.53M | 0.01% |
398,906
-1,828
| -0.5% | -$40.4K |
|
|
NILE
2282
DELISTED
Blue Nile, Inc.
NILE
| $8.51M | 0.01% |
180,690
+43,901
| +32% | +$1.9M |
|
|
ESBF
2283
DELISTED
E S B FINL CORP
ESBF
| $8.49M | 0.01% |
597,617
+4,252
| +0.7% | +$57.3K |
|
|
ACH
2284
DELISTED
Alum Corp of China Ltd
ACH
| $8.48M | 0.01% |
974,893
-9,050
| -0.9% | -$82.1K |
|
|
FNHC
2285
DELISTED
FedNat Holding Company Common Stock
FNHC
| $8.48M | 0.01% |
579,646
+20,326
| +4% | +$245K |
|
2286
Pegasystems
PEGA
$5.89B
| $8.47M | 0.01% |
688,776
+281,008
| +69% | +$3.08M |
|
2287
Alico
ALCO
$289M
| $8.46M | 0.01% |
217,535
-900
| -0.4% | -$35.1K |
|
2288
Covenant Logistics
CVLG
$863M
| $8.42M | 0.01% |
2,051,482
+5,646
| +0.3% | +$20.1K |
|
|
WSTL
2289
DELISTED
Westell Technologies Inc
WSTL
| $8.4M | 0.01% |
518,699
+12,388
| +2% | +$187K |
|
2290
Universal Technical Institute
UTI
$1.15B
| $8.38M | 0.01% |
602,776
+16,156
| +3% | +$215K |
|
|
AEPI
2291
DELISTED
AEP Industries Inc
AEPI
| $8.37M | 0.01% |
158,455
-5,626
| -3% | -$317K |
|
2292
Consumer Portfolio Services
CPSS
$207M
| $8.37M | 0.01% |
891,336
-13,817
| -2% | -$99.5K |
|
2293
Cadence Design Systems
CDNS
$76.9B
| $8.36M | 0.01% |
596,500
+22,798
| +4% | +$306K |
|
|
UCFC
2294
DELISTED
United Community Financial Corp
UCFC
| $8.36M | 0.01% |
2,341,309
+20,361
| +0.9% | +$75.9K |
|
|
ECHO
2295
DELISTED
Echo Global Logistics, Inc.
ECHO
| $8.35M | 0.01% |
388,592
+45,974
| +13% | +$924K |
|
|
CTWS
2296
DELISTED
Connecticut Water Service Inc
CTWS
| $8.34M | 0.01% |
234,974
+3,380
| +1% | +$112K |
|
2297
Utah Medical Products
UTMD
$238M
| $8.33M | 0.01% |
145,660
-1,897
| -1% | -$104K |
|
2298
1-800-Flowers.com
FLWS
$164M
| $8.31M | 0.01% |
1,535,426
-19,126
| -1% | -$97.2K |
|
2299
Superior Group of Companies
SGC
$202M
| $8.3M | 0.01% |
1,072,866
-7,926
| -0.7% | -$59K |
|
2300
Distribution Solutions Group
DSGR
$1.61B
| $8.29M | 0.01% |
1,352,692
-400
| -0% | -$2.47K |
|
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.