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 |
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
|
+$137M |
| 2 |
Pfizer
PFE
|
+$114M |
| 3 |
JPMorgan Chase
JPM
|
+$107M |
| 4 |
ExxonMobil
XOM
|
+$93.3M |
| 5 |
ESRX
Express Scripts Holding Company
ESRX
|
+$86.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
FON
SPRINT CORP FON COM
FON
|
+$201M |
| 2 |
NWSA
NEWS CORPORATION CL-A
NWSA
|
+$182M |
| 3 |
Zoetis
ZTS
|
+$104M |
| 4 |
Goldman Sachs
GS
|
+$79.1M |
| 5 |
BKI
BUCKEYE TECHNOLOGY INC
BKI
|
+$74.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.71% |
| 2 | Industrials | 13.9% |
| 3 | Energy | 11.81% |
| 4 | Technology | 10.02% |
| 5 | Consumer Discretionary | 9.22% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1276
HNI Corp
HNI
$3.35B
| $22.4M | 0.02% |
619,620
+27,150
| +5% | +$1M |
|
1277
AeroVironment
AVAV
$8.3B
| $22.4M | 0.02% |
969,431
+16,841
| +2% | +$376K |
|
1278
Cognizant
CTSH
$27.9B
| $22.4M | 0.02% |
545,254
-804
| -0.1% | -$29.8K |
|
1279
Enovis
ENOV
$1.03B
| $22.4M | 0.02% |
230,070
-6,535
| -3% | -$602K |
|
1280
Global Indemnity Group
GBLI
$403M
| $22.4M | 0.02% |
878,178
+1,997
| +0.2% | +$50.2K |
|
1281
Mattel
MAT
$3.8B
| $22.4M | 0.02% |
533,995
+38,576
| +8% | +$1.65M |
|
1282
Cimpress
CMPR
$1.98B
| $22.4M | 0.02% |
395,475
-2,972
| -0.7% | -$158K |
|
1283
Tractor Supply
TSCO
$17.1B
| $22.3M | 0.02% |
1,663,400
-25,440
| -2% | -$314K |
|
|
VRNT
1284
DELISTED
Verint Systems
VRNT
| $22.3M | 0.02% |
1,183,530
+154,037
| +15% | +$2.82M |
|
|
BMS
1285
DELISTED
Bemis
BMS
| $22.3M | 0.02% |
572,655
+25,126
| +5% | +$1.02M |
|
1286
NorthWestern Energy
NWE
$4.26B
| $22.3M | 0.02% |
496,861
+24,884
| +5% | +$1.04M |
|
|
LIN
1287
DELISTED
LIN MEDIA LLC CLASS A COM
LIN
| $22.3M | 0.02% |
+1,099,680
| New | +$18.4M |
|
|
SMA
1288
DELISTED
SYMMETRY MEDICAL INC
SMA
| $22.2M | 0.02% |
2,724,426
+5,980
| +0.2% | +$50.6K |
|
|
GPOR
1289
DELISTED
Gulfport Energy Corp.
GPOR
| $22.2M | 0.02% |
345,419
-218,094
| -39% | -$12.2M |
|
|
WG
1290
DELISTED
Willbros Group
WG
| $22.2M | 0.02% |
2,417,210
+70,284
| +3% | +$591K |
|
1291
NN Inc
NNBR
$278M
| $22.2M | 0.02% |
1,425,995
+15,098
| +1% | +$203K |
|
|
HAR
1292
DELISTED
Harman International Industries
HAR
| $22.2M | 0.02% |
335,045
+4,713
| +1% | +$294K |
|
|
NP
1293
DELISTED
Neenah, Inc. Common Stock
NP
| $22.2M | 0.02% |
564,348
+7,689
| +1% | +$290K |
|
|
BBBY
1294
DELISTED
Bed Bath & Beyond Inc
BBBY
| $22.1M | 0.02% |
286,343
+13,757
| +5% | +$1.03M |
|
1295
DaVita
DVA
$11.7B
| $22.1M | 0.02% |
389,265
+66,353
| +21% | +$3.8M |
|
|
ENDP
1296
DELISTED
Endo International plc
ENDP
| $22.1M | 0.02% |
486,481
+21,646
| +5% | +$871K |
|
1297
Autoliv
ALV
$8.6B
| $22.1M | 0.02% |
351,118
+20,095
| +6% | +$1.2M |
|
|
BEAV
1298
DELISTED
B/E Aerospace Inc
BEAV
| $22.1M | 0.02% |
413,331
+11,903
| +3% | +$605K |
|
|
SYNT
1299
DELISTED
Syntel Inc
SYNT
| $22.1M | 0.02% |
550,938
-124,156
| -18% | -$4.51M |
|
1300
United Airlines
UAL
$34.9B
| $22M | 0.02% |
717,809
+35,162
| +5% | +$1.13M |
|
Similar funds
Dimensional Fund Advisors's Q3 2013 Portfolio in Review
As of Q3 2013, Dimensional Fund Advisors held 3,633 positions worth $116B, up 8.8% from $106B the previous quarter. Its ten largest holdings account for 8.5% of the portfolio.
Trading was light in Q3 2013: portfolio turnover was 2.7%. Dimensional Fund Advisors opened 48 new positions and exited 50, leaving the 3,633-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 20% of assets, down from 20% a quarter earlier, followed by Industrials and Energy.
- Dimensional Fund Advisors's largest Q3 2013 buy was Twenty-First Century Fox, Inc. Class A: 4,364,241 shares worth $146M.
- Dimensional Fund Advisors added most to Pfizer in Q3 2013, an estimated $114M increase.
- Dimensional Fund Advisors's biggest Q3 2013 reduction was Zoetis, cutting an estimated $104M.
- Dimensional Fund Advisors fully exited SPRINT CORP FON COM in Q3 2013, selling an estimated $201M.
- Dimensional Fund Advisors's ten largest holdings make up 8.5% of its $116B portfolio in Q3 2013.
- Dimensional Fund Advisors opened 48 new positions and closed 50 in Q3 2013.
- Dimensional Fund Advisors's portfolio value rose 8.8% quarter-over-quarter to $116B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2013, filed 13 Nov 2013.