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 | |
|---|---|---|---|---|---|---|
|
COCO
2451
DELISTED
CORINTHIAN COLLEGES INC
COCO
| $6.33M | ﹤0.01% |
3,553,231
+1,482
| +0% | +$2.88K |
|
|
PPBI
2452
DELISTED
Pacific Premier Bancorp
PPBI
| $6.29M | ﹤0.01% |
399,958
+1,927
| +0.5% | +$27.6K |
|
|
AUTO
2453
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $6.29M | ﹤0.01% |
415,770
| – | – |
|
|
GBNK
2454
DELISTED
Guaranty Bancorp
GBNK
| $6.29M | ﹤0.01% |
447,728
+927
| +0.2% | +$12.9K |
|
|
MCBC
2455
DELISTED
Macatawa Bank Corp
MCBC
| $6.29M | ﹤0.01% |
1,257,814
| – | – |
|
|
TIS
2456
DELISTED
Orchids Paper Products, Inc.
TIS
| $6.28M | ﹤0.01% |
191,065
+8,674
| +5% | +$264K |
|
|
TLM
2457
DELISTED
TALISMAN ENERGY INC
TLM
| $6.27M | ﹤0.01% |
537,937
+7,078
| +1% | +$85.1K |
|
|
ELLI
2458
DELISTED
Ellie Mae Inc
ELLI
| $6.26M | ﹤0.01% |
232,905
+59,406
| +34% | +$1.67M |
|
|
MFI
2459
DELISTED
MICROFINANCIAL INC
MFI
| $6.26M | ﹤0.01% |
731,656
+2,323
| +0.3% | +$19.9K |
|
|
ENVE
2460
DELISTED
ENVENTIS CORP COM STK
ENVE
| $6.23M | ﹤0.01% |
485,792
+4,500
| +0.9% | +$56.6K |
|
|
MFSF
2461
DELISTED
MutualFirst Financial Inc
MFSF
| $6.23M | ﹤0.01% |
363,537
+2,500
| +0.7% | +$41.7K |
|
|
DTLK
2462
DELISTED
Datalink Corp
DTLK
| $6.22M | ﹤0.01% |
570,743
+9,906
| +2% | +$111K |
|
|
GBL
2463
DELISTED
GAMCO Investors, Inc.
GBL
| $6.16M | ﹤0.01% |
131,594
+4,042
| +3% | +$166K |
|
|
RBCN
2464
DELISTED
Rubicon Technology, Inc.
RBCN
| $6.16M | ﹤0.01% |
61,906
+700
| +1% | +$67.9K |
|
|
ELP
2465
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $6.16M | ﹤0.01% |
1,172,073
+8,398
| +0.7% | +$45.9K |
|
|
SRT
2466
DELISTED
Startek Inc.
SRT
| $6.15M | ﹤0.01% |
948,167
| – | – |
|
|
DRCO
2467
DELISTED
DYNAMICS RESEARCH CORP
DRCO
| $6.14M | ﹤0.01% |
535,134
+3,300
| +0.6% | +$25.4K |
|
|
SGEN
2468
DELISTED
Seagen Inc. Common Stock
SGEN
| $6.13M | ﹤0.01% |
153,672
+787
| +0.5% | +$32.1K |
|
2469
Alpha and Omega Semiconductor
AOSL
$764M
| $6.13M | ﹤0.01% |
794,665
+1,132
| +0.1% | +$8.7K |
|
2470
Commault Systems
CVLT
$6.16B
| $6.13M | ﹤0.01% |
81,833
+630
| +0.8% | +$49.3K |
|
2471
Acadia Healthcare
ACHC
$2.66B
| $6.12M | ﹤0.01% |
129,362
+99,019
| +326% | +$4.3M |
|
2472
Addus HomeCare
ADUS
$2.19B
| $6.1M | ﹤0.01% |
271,696
+28,669
| +12% | +$768K |
|
|
HTCH
2473
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
| $6.07M | ﹤0.01% |
1,896,672
+58,873
| +3% | +$193K |
|
2474
Sociedad Química y Minera de Chile
SQM
$20.5B
| $6.05M | ﹤0.01% |
240,006
-6,001
| -2% | -$155K |
|
|
GDP
2475
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $6.02M | ﹤0.01% |
353,722
+351,623
| +16,752% | +$7.55M |
|
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.