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 | |
|---|---|---|---|---|---|---|
|
ZLC
651
DELISTED
ZALE CORPORATION
ZLC
| $42M | 0.04% |
2,760,850
+73,900
| +3% | +$808K |
|
652
CoStar Group
CSGP
$12.3B
| $41.9M | 0.04% |
2,497,900
-56,400
| -2% | -$865K |
|
|
BBT
653
Beacon Financial Corp
BBT
$2.61B
| $41.9M | 0.04% |
1,668,572
+41,324
| +3% | +$1.08M |
|
654
Dine Brands
DIN
$348M
| $41.9M | 0.04% |
606,652
+3,693
| +0.6% | +$253K |
|
655
H.B. Fuller
FUL
$2.73B
| $41.8M | 0.04% |
925,942
+7,688
| +0.8% | +$307K |
|
|
CHMT
656
DELISTED
Chemtura Corporation
CHMT
| $41.8M | 0.04% |
1,818,170
+42,398
| +2% | +$959K |
|
|
LIFE
657
DELISTED
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
| $41.8M | 0.04% |
558,573
-123,225
| -18% | -$9.19M |
|
|
BRE
658
DELISTED
BRE PROPERTIES INC CL A
BRE
| $41.8M | 0.04% |
822,749
+26,955
| +3% | +$1.36M |
|
659
Community Bank
CBU
$3.3B
| $41.7M | 0.04% |
1,222,542
-9,297
| -0.8% | -$311K |
|
660
Markel Group
MKL
$22.1B
| $41.6M | 0.04% |
80,408
-12,650
| -14% | -$6.65M |
|
661
MasTec
MTZ
$18.1B
| $41.5M | 0.04% |
1,370,159
+19,028
| +1% | +$625K |
|
662
Kulicke & Soffa
KLIC
$4.16B
| $41.5M | 0.04% |
3,593,784
+484,339
| +16% | +$5.51M |
|
663
OFG Bancorp
OFG
$2.22B
| $41.4M | 0.04% |
2,556,983
+156,290
| +7% | +$2.8M |
|
|
LORL
664
DELISTED
Loral Space and Communications, Inc.
LORL
| $41.3M | 0.04% |
609,699
-8,331
| -1% | -$540K |
|
665
Glacier Bancorp
GBCI
$5.85B
| $41.2M | 0.04% |
1,668,445
+57,291
| +4% | +$1.37M |
|
666
Encore Capital Group
ECPG
$2.12B
| $41.2M | 0.04% |
898,461
+1,494
| +0.2% | +$60.5K |
|
|
SUP
667
DELISTED
Superior Industries International
SUP
| $41.2M | 0.04% |
2,310,813
-9,287
| -0.4% | -$167K |
|
|
LFC
668
DELISTED
China Life Insurance Company Ltd.
LFC
| $41.2M | 0.04% |
3,176,589
-90,294
| -3% | -$1.13M |
|
|
CMD
669
DELISTED
Cantel Medical Corporation
CMD
| $41.1M | 0.04% |
1,291,994
-9,682
| -0.7% | -$257K |
|
670
PVH
PVH
$3.31B
| $41.1M | 0.04% |
346,687
+14,696
| +4% | +$1.89M |
|
671
Macy's
M
$5.7B
| $41.1M | 0.04% |
950,810
-13,129
| -1% | -$613K |
|
672
Green Plains
GPRE
$1.06B
| $41.1M | 0.04% |
2,561,649
+16,006
| +0.6% | +$258K |
|
673
TJX Companies
TJX
$135B
| $41M | 0.04% |
1,455,494
+50,236
| +4% | +$1.34M |
|
674
LyondellBasell Industries
LYB
$21B
| $41M | 0.04% |
560,136
+21,753
| +4% | +$1.51M |
|
675
NNN REIT
NNN
$7.99B
| $41M | 0.04% |
1,288,939
+109,192
| +9% | +$3.64M |
|
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.