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 | |
|---|---|---|---|---|---|---|
|
BGG
376
DELISTED
Briggs & Stratton Corp.
BGG
| $67.9M | 0.06% |
3,373,653
+6,440
| +0.2% | +$130K |
|
377
Abbott
ABT
$177B
| $67.5M | 0.06% |
2,033,314
+156,985
| +8% | +$5.51M |
|
|
ABV
378
DELISTED
COMPANHIA BEBIDA ADS EACH REPSTG 1 PFD SH
ABV
| $67.4M | 0.06% |
1,757,678
-46,001
| -3% | -$1.69M |
|
|
CADE
379
DELISTED
Cadence Bank
CADE
| $67.2M | 0.06% |
3,371,536
+64,723
| +2% | +$1.27M |
|
380
WesBanco
WSBC
$3.87B
| $67.1M | 0.06% |
2,258,012
+3,714
| +0.2% | +$108K |
|
381
Grupo Aeroportuario del Pacifico
PAC
$12.1B
| $66.6M | 0.06% |
1,301,959
+38,947
| +3% | +$2.03M |
|
|
NE
382
DELISTED
Noble Corporation
NE
| $66.6M | 0.06% |
2,017,113
+100,308
| +5% | +$3.41M |
|
|
PBCT
383
DELISTED
People's United Financial Inc
PBCT
| $66.6M | 0.06% |
4,629,037
+143,633
| +3% | +$2.13M |
|
384
Fulton Financial
FULT
$4.53B
| $66.4M | 0.06% |
5,682,003
+501,823
| +10% | +$6.12M |
|
385
Steel Dynamics
STLD
$34.3B
| $66.3M | 0.06% |
3,969,602
+205,244
| +5% | +$3.26M |
|
|
BDBD
386
DELISTED
BOULDER BRANDS INC
BDBD
| $66.3M | 0.06% |
4,131,724
-112,983
| -3% | -$1.72M |
|
387
Medtronic
MDT
$120B
| $66.1M | 0.06% |
1,240,935
+51,794
| +4% | +$2.79M |
|
388
Popular Inc
BPOP
$10.5B
| $66M | 0.06% |
2,514,635
-140,949
| -5% | -$4.44M |
|
389
United Fire Group
UFCS
$1.41B
| $65.5M | 0.06% |
2,150,317
-3,312
| -0.2% | -$95.2K |
|
390
Comstock Resources
CRK
$4.2B
| $65.3M | 0.06% |
820,276
+91,791
| +13% | +$7.35M |
|
|
SWY
391
DELISTED
SAFEWAY INC
SWY
| $65.2M | 0.06% |
2,277,683
-255,196
| -10% | -$6.08M |
|
392
AGCO
AGCO
$8.67B
| $65M | 0.06% |
1,076,524
+174,379
| +19% | +$9.88M |
|
|
ETFC
393
DELISTED
E*Trade Financial Corporation
ETFC
| $65M | 0.06% |
3,939,096
+306,840
| +8% | +$4.58M |
|
|
AEGN
394
DELISTED
Aegion Corp
AEGN
| $64.6M | 0.06% |
2,721,636
+73,954
| +3% | +$1.71M |
|
395
Matsons
MATX
$7.13B
| $64.6M | 0.06% |
2,461,501
-140,844
| -5% | -$3.9M |
|
396
Saia
SAIA
$9.41B
| $64.5M | 0.06% |
2,069,615
+6,473
| +0.3% | +$201K |
|
|
FMBI
397
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $64.5M | 0.06% |
4,267,272
+42,717
| +1% | +$648K |
|
|
DWA
398
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $64.3M | 0.06% |
2,259,133
+155,599
| +7% | +$4.25M |
|
399
Honeywell
HON
$64.5B
| $64.3M | 0.06% |
861,326
+25,155
| +3% | +$1.87M |
|
|
DNR
400
DELISTED
Denbury Resources, Inc.
DNR
| $64.3M | 0.06% |
3,490,428
+40,550
| +1% | +$714K |
|
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.