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 | |
|---|---|---|---|---|---|---|
|
UIL
1326
DELISTED
UIL HOLDINGS
UIL
| $24.3M | 0.02% |
626,617
+14,659
| +2% | +$555K |
|
1327
Integra LifeSciences
IART
$1.17B
| $24.3M | 0.02% |
1,244,481
+163,610
| +15% | +$3M |
|
1328
Modine Manufacturing
MOD
$9.82B
| $24.2M | 0.02% |
1,888,499
+107,439
| +6% | +$1.44M |
|
1329
Franklin Covey
FC
$198M
| $24.2M | 0.02% |
1,216,486
-31
| -0% | -$604 |
|
1330
Las Vegas Sands
LVS
$26.3B
| $24.2M | 0.02% |
306,647
+6,823
| +2% | +$491K |
|
1331
The Ensign Group
ENSG
$10.2B
| $24.2M | 0.02% |
2,140,725
+90,944
| +4% | +$1M |
|
|
UCB
1332
United Community Banks
UCB
$4.18B
| $24.2M | 0.02% |
1,361,270
+162,479
| +14% | +$2.69M |
|
|
SPA
1333
DELISTED
Sparton
SPA
| $24.1M | 0.02% |
861,557
| – | – |
|
1334
Cullen/Frost Bankers
CFR
$9.92B
| $24.1M | 0.02% |
323,297
+23,879
| +8% | +$1.71M |
|
1335
Affiliated Managers Group
AMG
$9.11B
| $24M | 0.02% |
110,636
-1,616
| -1% | -$322K |
|
1336
Tesla
TSLA
$1.45T
| $24M | 0.02% |
2,392,635
-21,105
| -0.9% | -$216K |
|
1337
Ingles Markets
IMKTA
$1.58B
| $24M | 0.02% |
884,304
+11,494
| +1% | +$301K |
|
1338
Pediatrix Medical
MD
$2.07B
| $24M | 0.02% |
448,830
+12,094
| +3% | +$649K |
|
1339
W&T Offshore
WTI
$592M
| $23.9M | 0.02% |
1,496,477
+372,070
| +33% | +$6.65M |
|
1340
CubeSmart
CUBE
$9.05B
| $23.9M | 0.02% |
1,500,913
+108,648
| +8% | +$1.86M |
|
1341
Diageo
DEO
$48.2B
| $23.8M | 0.02% |
179,943
+1,822
| +1% | +$233K |
|
1342
Helios Technologies
HLIO
$2.24B
| $23.8M | 0.02% |
583,192
+3,383
| +0.6% | +$133K |
|
1343
New Jersey Resources
NJR
$5.43B
| $23.8M | 0.02% |
1,029,468
+47,298
| +5% | +$1.06M |
|
1344
Kennametal
KMT
$2.28B
| $23.8M | 0.02% |
457,048
+14,956
| +3% | +$708K |
|
1345
Howard Hughes
HHH
$3.68B
| $23.8M | 0.02% |
207,745
+9,928
| +5% | +$1.08M |
|
1346
Stratasys
SSYS
$701M
| $23.7M | 0.02% |
176,218
-1,102
| -0.6% | -$127K |
|
|
GTIV
1347
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
| $23.7M | 0.02% |
1,909,924
-209,267
| -10% | -$2.52M |
|
|
WBMD
1348
DELISTED
WebMD Health Corp.
WBMD
| $23.7M | 0.02% |
600,048
+65,855
| +12% | +$2.38M |
|
1349
Forestar Group
FOR
$1.33B
| $23.6M | 0.02% |
1,109,007
+51,260
| +5% | +$1.07M |
|
1350
Universal Insurance Holdings
UVE
$1.24B
| $23.6M | 0.02% |
1,627,075
+52,575
| +3% | +$505K |
|
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.