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 | |
|---|---|---|---|---|---|---|
|
MTL
2301
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
| $8.28M | 0.01% |
1,617,552
+481,491
| +42% | +$2.64M |
|
2302
Ampco-Pittsburgh
AP
$176M
| $8.28M | 0.01% |
425,821
+5,612
| +1% | +$102K |
|
2303
OGE Energy
OGE
$9.56B
| $8.26M | 0.01% |
243,700
+4,175
| +2% | +$149K |
|
2304
Central Pacific Financial
CPF
$966M
| $8.24M | 0.01% |
410,629
+82,596
| +25% | +$1.56M |
|
2305
SiriusXM
SIRI
$9.42B
| $8.21M | 0.01% |
235,131
+301
| +0.1% | +$11.2K |
|
|
BFX
2306
DELISTED
BowFlex Inc.
BFX
| $8.21M | 0.01% |
973,304
-75,155
| -7% | -$568K |
|
|
PPIH
2307
Perma-Pipe International
PPIH
$251M
| $8.17M | 0.01% |
569,038
+8,700
| +2% | +$109K |
|
|
ESV
2308
DELISTED
Ensco Rowan plc
ESV
| $8.16M | 0.01% |
35,666
-1,010
| -3% | -$233K |
|
2309
Frequency Electronics
FEIM
$957M
| $8.15M | 0.01% |
698,293
+483
| +0.1% | +$5.43K |
|
2310
State Street SPDR S&P 500 ETF Trust
SPY
$804B
| $8.14M | 0.01% |
44,100
| – | – |
|
|
CLUB
2311
DELISTED
Town Sports International Holdings, Inc.
CLUB
| $8.14M | 0.01% |
551,403
+17,744
| +3% | +$234K |
|
2312
Walker & Dunlop
WD
$1.33B
| $8.13M | 0.01% |
502,839
+3,691
| +0.7% | +$52.9K |
|
|
CCH
2313
DELISTED
COCA-COLA HBC AG SPONSORED ADR(SWITZERLAND)
CCH
| $8.12M | 0.01% |
278,232
-4,958
| -2% | -$140K |
|
|
GNC
2314
DELISTED
GNC Holdings, Inc.
GNC
| $8.08M | 0.01% |
138,238
-2,120
| -2% | -$122K |
|
2315
Core Molding Technologies
CMT
$208M
| $8.07M | 0.01% |
589,034
+2,400
| +0.4% | +$26.3K |
|
2316
RCI Hospitality Holdings
RICK
$218M
| $8.05M | 0.01% |
695,622
+27,818
| +4% | +$311K |
|
2317
Aviat Networks
AVNW
$263M
| $8.04M | 0.01% |
593,044
+335
| +0.1% | +$4.41K |
|
|
UPL
2318
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $8.01M | 0.01% |
370,108
+1,153
| +0.3% | +$23.5K |
|
|
LMNX
2319
DELISTED
Luminex Corp
LMNX
| $8.01M | 0.01% |
412,820
+104,729
| +34% | +$1.98M |
|
|
TIBX
2320
DELISTED
TIBCO SOFTWARE INC
TIBX
| $8.01M | 0.01% |
356,145
+14,120
| +4% | +$346K |
|
|
WRES
2321
DELISTED
WARREN RESOURCES INC
WRES
| $7.99M | 0.01% |
2,545,470
+138,319
| +6% | +$432K |
|
2322
Urban Outfitters
URBN
$6.54B
| $7.94M | 0.01% |
213,999
-22
| -0% | -$824 |
|
|
POZN
2323
DELISTED
POZEN INC
POZN
| $7.93M | 0.01% |
985,948
-2,500
| -0.3% | -$17.8K |
|
|
CACH
2324
DELISTED
CACHE INC (DE)
CACH
| $7.9M | 0.01% |
1,455,605
-2,400
| -0.2% | -$13.4K |
|
|
CFNB
2325
DELISTED
California First National Banc
CFNB
| $7.9M | 0.01% |
523,155
-1,240
| -0.2% | -$20.5K |
|
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.