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 | |
|---|---|---|---|---|---|---|
276
Lowe's Companies
LOW
$111B
| $87.2M | 0.08% |
1,830,925
-98,043
| -5% | -$4.45M |
|
277
MKS Inc
MKSI
$18.1B
| $86.5M | 0.07% |
3,254,876
+75,772
| +2% | +$2.02M |
|
278
Macerich
MAC
$6.41B
| $86.4M | 0.07% |
1,531,348
+105,810
| +7% | +$6.35M |
|
|
IRF
279
DELISTED
INTL RECTIFIER CORP
IRF
| $86.4M | 0.07% |
3,486,245
+334,915
| +11% | +$8.1M |
|
|
BOBE
280
DELISTED
Bob Evans Farms, Inc.
BOBE
| $86.3M | 0.07% |
1,507,504
-83,219
| -5% | -$4.29M |
|
281
Cigna
CI
$76.6B
| $86.3M | 0.07% |
1,122,167
-60,513
| -5% | -$4.73M |
|
|
EPL
282
DELISTED
EPL OIL & GAS, INC COMMON STK
EPL
| $86M | 0.07% |
2,316,907
+14,475
| +0.6% | +$483K |
|
|
WBA
283
DELISTED
Walgreens Boots Alliance
WBA
| $85.8M | 0.07% |
1,594,018
-1,465
| -0.1% | -$73.6K |
|
284
KeyCorp
KEY
$23.3B
| $85.7M | 0.07% |
7,517,580
-1,038,350
| -12% | -$12.4M |
|
285
MGIC Investment
MTG
$6.31B
| $85.7M | 0.07% |
11,770,471
-208,396
| -2% | -$1.48M |
|
286
Nucor
NUE
$58.9B
| $85.6M | 0.07% |
1,745,580
+77,532
| +5% | +$3.63M |
|
|
RTI
287
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
| $85.3M | 0.07% |
2,663,340
+30,188
| +1% | +$940K |
|
288
Graham Holdings Company
GHC
$4.94B
| $85M | 0.07% |
230,184
+5,923
| +3% | +$1.99M |
|
|
AOL
289
DELISTED
AOL INC COMMON STOCK
AOL
| $84.9M | 0.07% |
2,454,546
-132,304
| -5% | -$4.71M |
|
290
Travelers Companies
TRV
$78.9B
| $84.8M | 0.07% |
999,803
-33,351
| -3% | -$2.76M |
|
291
Bristol-Myers Squibb
BMY
$131B
| $84.7M | 0.07% |
1,830,713
+17,353
| +1% | +$762K |
|
292
Molson Coors Class B
TAP
$7.29B
| $84.5M | 0.07% |
1,685,558
+22,349
| +1% | +$1.12M |
|
293
Televisa
TV
$1.25B
| $84.2M | 0.07% |
3,011,859
-291,987
| -9% | -$7.81M |
|
|
AAWW
294
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $84.1M | 0.07% |
1,824,346
+49,317
| +3% | +$2.23M |
|
295
Hain Celestial
HAIN
$54.2M
| $84.1M | 0.07% |
2,180,248
-435,402
| -17% | -$16.4M |
|
|
BEL
296
DELISTED
Belmond Ltd.
BEL
| $84M | 0.07% |
6,468,228
-23,761
| -0.4% | -$298K |
|
|
ATVI
297
DELISTED
Activision Blizzard
ATVI
| $83.9M | 0.07% |
5,031,756
+3,489
| +0.1% | +$57.7K |
|
298
Principal Financial Group
PFG
$25B
| $83.8M | 0.07% |
1,956,073
+38,167
| +2% | +$1.59M |
|
|
TQNT
299
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
| $83.3M | 0.07% |
10,249,823
+1,789,694
| +21% | +$13.7M |
|
|
VPHM
300
DELISTED
VIROPHARMA INC
VPHM
| $82.6M | 0.07% |
2,102,876
-307,643
| -13% | -$10.1M |
|
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.