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 | |
|---|---|---|---|---|---|---|
|
COHR
351
DELISTED
Coherent Inc
COHR
| $71.8M | 0.06% |
1,169,182
-15,503
| -1% | -$910K |
|
352
Avient
AVNT
$3.76B
| $71.6M | 0.06% |
2,330,419
-433,468
| -16% | -$12.3M |
|
|
SPWR
353
DELISTED
SunPower Corporation Common Stock
SPWR
| $71.3M | 0.06% |
4,160,522
-6,346
| -0.2% | -$99K |
|
|
BBG
354
DELISTED
Bill Barrett Corp
BBG
| $71.2M | 0.06% |
2,834,216
+2,501
| +0.1% | +$56.2K |
|
355
The GEO Group
GEO
$4.11B
| $70.7M | 0.06% |
3,190,544
-604,447
| -16% | -$13.5M |
|
356
Liberty Media Series A
FWONA
$21.8B
| $70.7M | 0.06% |
2,703,786
+120,854
| +5% | +$3.04M |
|
|
AVTA
357
DELISTED
Avantax, Inc. Common Stock
AVTA
| $70.6M | 0.06% |
3,071,391
+65,956
| +2% | +$1.37M |
|
358
Federal Realty Investment Trust
FRT
$9.9B
| $70.6M | 0.06% |
695,560
+25,880
| +4% | +$2.65M |
|
|
BRFS
359
DELISTED
BRF SA
BRFS
| $70.5M | 0.06% |
2,874,196
-222,738
| -7% | -$5.11M |
|
360
Allstate
ALL
$65B
| $70.4M | 0.06% |
1,392,620
-761,872
| -35% | -$38.3M |
|
361
Tredegar Corp
TG
$239M
| $70.2M | 0.06% |
2,700,686
-26,533
| -1% | -$695K |
|
362
UFP Industries
UFPI
$4.55B
| $70.2M | 0.06% |
5,002,638
-35,829
| -0.7% | -$477K |
|
363
Regis Corp
RGS
$69.8M
| $69.9M | 0.06% |
237,978
-1,120
| -0.5% | -$371K |
|
364
Ford
F
$53.8B
| $69.9M | 0.06% |
4,141,712
+216,026
| +6% | +$3.65M |
|
365
AbbVie
ABBV
$465B
| $69.7M | 0.06% |
1,558,049
+100,424
| +7% | +$4.45M |
|
366
Ryder
R
$9.25B
| $69.5M | 0.06% |
1,164,793
+27,514
| +2% | +$1.65M |
|
|
B
367
Barrick Mining
B
$70.3B
| $69.5M | 0.06% |
3,730,727
+44,773
| +1% | +$790K |
|
368
E.W. Scripps
SSP
$297M
| $69.4M | 0.06% |
4,262,651
+51,888
| +1% | +$747K |
|
|
OVTI
369
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $69.2M | 0.06% |
4,519,491
+897,026
| +25% | +$14.9M |
|
370
Community Health Systems
CYH
$419M
| $69.1M | 0.06% |
2,016,333
+29,663
| +1% | +$1.05M |
|
371
EnerSys
ENS
$6.15B
| $69M | 0.06% |
1,138,216
-21,898
| -2% | -$1.18M |
|
372
Mastercard
MA
$502B
| $68.7M | 0.06% |
1,021,530
+19,940
| +2% | +$1.25M |
|
|
AUO
373
DELISTED
AU Optronics Corp
AUO
| $68.5M | 0.06% |
18,778,338
-65,947
| -0.3% | -$241K |
|
|
NAVG
374
DELISTED
Navigators Group Inc
NAVG
| $68.5M | 0.06% |
2,372,680
-7,652
| -0.3% | -$220K |
|
375
Integer Holdings
ITGR
$4.29B
| $68.5M | 0.06% |
2,207,730
+12,248
| +0.6% | +$397K |
|
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.