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 | |
|---|---|---|---|---|---|---|
1626
Jones Lang LaSalle
JLL
$15.5B
| $16.8M | 0.01% |
192,047
+12,127
| +7% | +$1.08M |
|
|
CWEI
1627
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $16.8M | 0.01% |
319,321
+12,475
| +4% | +$649K |
|
|
SEM
1628
DELISTED
Select Medical
SEM
| $16.7M | 0.01% |
3,850,946
+436,266
| +13% | +$1.99M |
|
|
KNL
1629
DELISTED
Knoll, Inc.
KNL
| $16.7M | 0.01% |
988,440
-14,263
| -1% | -$230K |
|
|
CBST
1630
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
| $16.7M | 0.01% |
263,327
+8,765
| +3% | +$530K |
|
1631
National Grid
NGG
$78B
| $16.7M | 0.01% |
293,602
+10,125
| +4% | +$571K |
|
|
NXGN
1632
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $16.7M | 0.01% |
769,471
+209,177
| +37% | +$4.46M |
|
1633
LSB Industries
LXU
$811M
| $16.7M | 0.01% |
647,758
-1,914
| -0.3% | -$47.5K |
|
1634
Amphenol
APH
$193B
| $16.7M | 0.01% |
3,453,920
+266,256
| +8% | +$1.3M |
|
|
ISH
1635
DELISTED
INTL SHIPHOLDING CORP
ISH
| $16.7M | 0.01% |
608,326
-863
| -0.1% | -$21.7K |
|
|
UBNK
1636
DELISTED
UNITIED FINANCIAL BANCORP INC
UBNK
| $16.7M | 0.01% |
1,032,180
+2,439
| +0.2% | +$39.1K |
|
1637
Hormel Foods
HRL
$11.4B
| $16.7M | 0.01% |
791,538
+30,924
| +4% | +$650K |
|
|
LHCG
1638
DELISTED
LHC Group LLC
LHCG
| $16.7M | 0.01% |
710,218
+12,073
| +2% | +$277K |
|
1639
Northern Oil and Gas
NOG
$2.68B
| $16.7M | 0.01% |
115,425
+33,919
| +42% | +$4.52M |
|
|
RAD
1640
DELISTED
Rite Aid Corporation
RAD
| $16.6M | 0.01% |
174,930
+19,478
| +13% | +$1.33M |
|
1641
Hecla Mining
HL
$12.7B
| $16.6M | 0.01% |
5,301,241
-452,211
| -8% | -$1.48M |
|
1642
Fastenal
FAST
$56.4B
| $16.6M | 0.01% |
1,323,200
+62,916
| +5% | +$745K |
|
1643
A.O. Smith
AOS
$7.74B
| $16.6M | 0.01% |
735,076
-31,140
| -4% | -$651K |
|
|
IPCM
1644
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
| $16.6M | 0.01% |
325,568
+21,585
| +7% | +$1.12M |
|
1645
RPM International
RPM
$12.7B
| $16.6M | 0.01% |
457,915
+17,706
| +4% | +$617K |
|
|
LEG
1646
DELISTED
Leggett & Platt
LEG
| $16.5M | 0.01% |
548,588
+13,413
| +3% | +$412K |
|
|
EA
1647
DELISTED
Electronic Arts
EA
| $16.5M | 0.01% |
647,219
+19,879
| +3% | +$516K |
|
|
REGI
1648
DELISTED
Renewable Energy Group, Inc.
REGI
| $16.5M | 0.01% |
1,089,517
+618,769
| +131% | +$9.24M |
|
|
AXON
1649
Axon Enterprise
AXON
$36.8B
| $16.5M | 0.01% |
1,105,267
+8,335
| +0.8% | +$89.5K |
|
1650
Cavco Industries
CVCO
$4.12B
| $16.5M | 0.01% |
289,292
-2,033
| -0.7% | -$111K |
|
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.