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 | |
|---|---|---|---|---|---|---|
|
EBTC
2801
DELISTED
Enterprise Bancorp
EBTC
| $2.44M | ﹤0.01% |
115,214
| – | – |
|
|
YDKN
2802
DELISTED
Yadkin Financial Corporation
YDKN
| $2.44M | ﹤0.01% |
143,012
+1,503
| +1% | +$25.5K |
|
2803
Methanex
MEOH
$4.05B
| $2.43M | ﹤0.01% |
41,095
+38,090
| +1,268% | +$2.2M |
|
|
SENEB
2804
Seneca Foods Class B
SENEB
| $2.41M | ﹤0.01% |
73,132
| – | – |
|
|
ACFN
2805
DELISTED
Acorn Energy Inc
ACFN
| $2.41M | ﹤0.01% |
591,115
-7,722
| -1% | -$28.9K |
|
2806
Bel Fuse Inc Class A
BELFA
$2.87B
| $2.39M | ﹤0.01% |
122,920
| – | – |
|
|
GGS
2807
DELISTED
GLOBAL GEOPHYSICAL SERVICES, INC COM STK
GGS
| $2.39M | ﹤0.01% |
1,482,107
+29,470
| +2% | +$58.9K |
|
|
PCO
2808
DELISTED
Pendrell Corporation - Class A
PCO
| $2.38M | ﹤0.01% |
1,185
+87
| +8% | +$179K |
|
2809
Allient
ALNT
$1.37B
| $2.38M | ﹤0.01% |
286,151
+843
| +0.3% | +$5.77K |
|
2810
KT
KT
$8.69B
| $2.36M | ﹤0.01% |
158,741
| – | – |
|
|
BWL.A
2811
DELISTED
Bowl America Incorporated
BWL.A
| $2.36M | ﹤0.01% |
164,817
| – | – |
|
2812
CSP Inc
CSPI
$83M
| $2.35M | ﹤0.01% |
582,952
| – | – |
|
|
GKNT
2813
DELISTED
GEEKNET INC COM NEW
GKNT
| $2.35M | ﹤0.01% |
129,665
+5,719
| +5% | +$106K |
|
2814
Amtech Systems
ASYS
$244M
| $2.34M | ﹤0.01% |
336,701
+5,221
| +2% | +$40.6K |
|
|
NIHD
2815
DELISTED
NII HOLDINGS INC CL B
NIHD
| $2.31M | ﹤0.01% |
841,079
-92,522
| -10% | -$341K |
|
2816
Gyre Therapeutics
GYRE
$637M
| $2.3M | ﹤0.01% |
704
+101
| +17% | +$398K |
|
|
HBOS
2817
DELISTED
HERITAGE FINANCIAL GROUP
HBOS
| $2.29M | ﹤0.01% |
119,055
+3,338
| +3% | +$59.8K |
|
2818
Transcat
TRNS
$762M
| $2.29M | ﹤0.01% |
286,447
-468
| -0.2% | -$3.75K |
|
2819
Thomson Reuters
TRI
$46.7B
| $2.28M | ﹤0.01% |
51,947
+11,765
| +29% | +$502K |
|
2820
Dime Commercial Bancshares
DCOM
$1.8B
| $2.28M | ﹤0.01% |
87,667
+840
| +1% | +$19.8K |
|
2821
Sun Life Financial
SLF
$45.8B
| $2.28M | ﹤0.01% |
64,478
-7,563
| -10% | -$257K |
|
|
BCA
2822
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
| $2.28M | ﹤0.01% |
107,614
+1,621
| +2% | +$29.6K |
|
|
TTSH
2823
DELISTED
Tile Shop Holdings
TTSH
| $2.26M | ﹤0.01% |
125,298
+37,557
| +43% | +$777K |
|
2824
Chefs' Warehouse
CHEF
$4.5B
| $2.26M | ﹤0.01% |
77,456
+54,039
| +231% | +$1.35M |
|
|
DHIL
2825
DELISTED
Diamond Hill
DHIL
| $2.25M | ﹤0.01% |
19,017
+1,200
| +7% | +$138K |
|
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.