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 | |
|---|---|---|---|---|---|---|
|
JOY
1876
DELISTED
Joy Global Inc
JOY
| $14.2M | 0.01% |
242,444
+70,295
| +41% | +$3.87M |
|
1877
PTC
PTC
$14.6B
| $14.2M | 0.01% |
400,176
-2,171
| -0.5% | -$66.7K |
|
|
ENTR
1878
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
| $14.2M | 0.01% |
3,005,794
+672,692
| +29% | +$3.06M |
|
1879
Compass Minerals
CMP
$1B
| $14.1M | 0.01% |
175,943
-5,211
| -3% | -$390K |
|
|
DNB
1880
DELISTED
Dun & Bradstreet
DNB
| $14.1M | 0.01% |
114,612
+52
| +0% | +$5.83K |
|
1881
Onto Innovation
ONTO
$12.3B
| $14.1M | 0.01% |
737,935
+5,866
| +0.8% | +$103K |
|
1882
Chesapeake Utilities
CPK
$3.15B
| $14M | 0.01% |
350,220
+3,373
| +1% | +$126K |
|
1883
Hooker Furnishings Corp
HOFT
$140M
| $14M | 0.01% |
838,919
-1,787
| -0.2% | -$28.9K |
|
|
BELFB
1884
Bel Fuse Inc Class B
BELFB
$3.44B
| $14M | 0.01% |
655,657
+14,715
| +2% | +$299K |
|
1885
Entergy
ETR
$49.4B
| $14M | 0.01% |
441,440
+350
| +0.1% | +$11.2K |
|
1886
NCR Voyix
VYX
$958M
| $13.9M | 0.01% |
667,539
+5,480
| +0.8% | +$122K |
|
|
GTAT
1887
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
| $13.9M | 0.01% |
1,598,203
-7,399
| -0.5% | -$65.7K |
|
|
TBRG
1888
DELISTED
TruBridge
TBRG
| $13.9M | 0.01% |
225,453
+15,903
| +8% | +$960K |
|
1889
Campbell Soup
CPB
$6.32B
| $13.9M | 0.01% |
321,896
-2,896
| -0.9% | -$120K |
|
1890
Williams-Sonoma
WSM
$25.8B
| $13.9M | 0.01% |
477,996
+27,936
| +6% | +$781K |
|
|
QCOR
1891
DELISTED
QUESTCOR PHARMA INC
QCOR
| $13.9M | 0.01% |
255,829
+759
| +0.3% | +$44.9K |
|
|
BRSL
1892
Brightstar Lottery PLC
BRSL
$1.9B
| $13.9M | 0.01% |
766,810
+279,167
| +57% | +$5.04M |
|
1893
Brown-Forman Class B
BF.B
$12.2B
| $13.9M | 0.01% |
575,388
-881
| -0.2% | -$20.7K |
|
|
WBK
1894
DELISTED
Westpac Banking Corporation
WBK
| $13.9M | 0.01% |
478,715
-21,735
| -4% | -$664K |
|
1895
ON Semiconductor
ON
$26.6B
| $13.9M | 0.01% |
1,685,934
+21,765
| +1% | +$159K |
|
|
HDNG
1896
DELISTED
Hardinge Inc
HDNG
| $13.9M | 0.01% |
959,509
+14,993
| +2% | +$222K |
|
1897
Cameco
CCJ
$40.4B
| $13.9M | 0.01% |
667,070
+64,335
| +11% | +$1.25M |
|
1898
Valley National Bancorp
VLY
$7.55B
| $13.9M | 0.01% |
1,368,772
+71,294
| +5% | +$715K |
|
1899
Willis Towers Watson
WTW
$28.9B
| $13.8M | 0.01% |
116,564
+7,360
| +7% | +$870K |
|
|
DEST
1900
DELISTED
Destination Maternity Corporation
DEST
| $13.8M | 0.01% |
462,499
-1,866
| -0.4% | -$57.7K |
|
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.