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 | |
|---|---|---|---|---|---|---|
|
AXLL
551
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $48.6M | 0.04% |
1,285,866
-183,478
| -12% | -$7.66M |
|
552
Renasant Corp
RNST
$3.67B
| $48.5M | 0.04% |
1,784,503
+128,228
| +8% | +$3.4M |
|
|
WOOF
553
DELISTED
VCA Inc.
WOOF
| $48.5M | 0.04% |
1,764,833
+156,418
| +10% | +$4.37M |
|
554
Alexandria Real Estate Equities
ARE
$9.1B
| $48.3M | 0.04% |
756,825
+75,256
| +11% | +$4.96M |
|
|
CB
555
DELISTED
CHUBB CORPORATION
CB
| $48.3M | 0.04% |
541,212
+2,424
| +0.4% | +$210K |
|
556
Fortune Brands Innovations
FBIN
$4.69B
| $48.3M | 0.04% |
1,356,710
-240,858
| -15% | -$8.22M |
|
557
Halliburton
HAL
$28.6B
| $48.1M | 0.04% |
999,298
-13,262
| -1% | -$621K |
|
558
The Mosaic Company
MOS
$7.84B
| $48.1M | 0.04% |
1,118,209
+49,461
| +5% | +$2.3M |
|
|
FNFG
559
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $48M | 0.04% |
4,630,972
+494,760
| +12% | +$5.14M |
|
560
Accenture
ACN
$116B
| $47.9M | 0.04% |
651,044
+43,049
| +7% | +$3.19M |
|
561
Sensient Technologies
SXT
$5.44B
| $47.9M | 0.04% |
1,000,481
+34,540
| +4% | +$1.51M |
|
562
Federal Signal
FSS
$7.01B
| $47.8M | 0.04% |
3,716,888
-65,150
| -2% | -$715K |
|
563
Alamo Group
ALG
$2.03B
| $47.8M | 0.04% |
978,013
-1,088
| -0.1% | -$49K |
|
|
STFC
564
DELISTED
State Auto Financial Corp
STFC
| $47.8M | 0.04% |
2,282,668
+1,767
| +0.1% | +$35.3K |
|
565
Standex International
SXI
$3.18B
| $47.7M | 0.04% |
803,704
-1,749
| -0.2% | -$101K |
|
|
HEES
566
DELISTED
H&E Equipment Services
HEES
| $47.7M | 0.04% |
1,796,208
-28,938
| -2% | -$689K |
|
|
LPT
567
DELISTED
Liberty Property Trust
LPT
| $47.7M | 0.04% |
1,339,222
+119,537
| +10% | +$4.38M |
|
|
TFCF
568
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $47.5M | 0.04% |
+1,423,294
| New | +$44.9M |
|
|
TGNA
569
DELISTED
TEGNA Inc
TGNA
| $47.5M | 0.04% |
3,389,486
-542,667
| -14% | -$7.26M |
|
570
Sonida Senior Living
SNDA
$1.89B
| $47.4M | 0.04% |
149,546
-3,524
| -2% | -$1.19M |
|
|
JNPR
571
DELISTED
Juniper Networks
JNPR
| $47.4M | 0.04% |
2,388,393
+245,847
| +11% | +$5.07M |
|
572
Red Robin
RRGB
$139M
| $47.4M | 0.04% |
666,657
+12,810
| +2% | +$802K |
|
|
GTLS
573
DELISTED
Chart Industries
GTLS
| $47.4M | 0.04% |
385,190
-4,024
| -1% | -$452K |
|
574
Duke Energy
DUK
$91.7B
| $47.3M | 0.04% |
708,719
+12,239
| +2% | +$835K |
|
575
Regency Centers
REG
$13.3B
| $47.2M | 0.04% |
975,609
+55,018
| +6% | +$2.77M |
|
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.