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 | |
|---|---|---|---|---|---|---|
776
McGrath RentCorp
MGRC
$2.72B
| $36.4M | 0.03% |
1,020,138
-958
| -0.1% | -$33.3K |
|
777
Parker-Hannifin
PH
$116B
| $36.3M | 0.03% |
333,866
+35,010
| +12% | +$3.6M |
|
778
Meritage Homes
MTH
$4.17B
| $36.3M | 0.03% |
1,688,774
-86,008
| -5% | -$1.85M |
|
|
KKD
779
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $36.2M | 0.03% |
1,873,043
+3,215
| +0.2% | +$65.3K |
|
|
SAFM
780
DELISTED
Sanderson Farms Inc
SAFM
| $36.2M | 0.03% |
554,408
+3,609
| +0.7% | +$250K |
|
781
Southern Company
SO
$99.2B
| $36.1M | 0.03% |
876,663
+20,846
| +2% | +$898K |
|
|
HNGR
782
DELISTED
Hanger Inc.
HNGR
| $36M | 0.03% |
1,066,514
+53,252
| +5% | +$1.77M |
|
|
NCI
783
DELISTED
Navigant Consulting, Inc.
NCI
| $35.9M | 0.03% |
2,320,972
+143,085
| +7% | +$2.01M |
|
784
AstraZeneca
AZN
$253B
| $35.8M | 0.03% |
690,243
+23,768
| +4% | +$1.19M |
|
|
MDC
785
DELISTED
M.D.C. Holdings, Inc.
MDC
| $35.8M | 0.03% |
1,658,344
+178,960
| +12% | +$3.94M |
|
786
Kimberly-Clark
KMB
$32.6B
| $35.8M | 0.03% |
396,156
+14,240
| +4% | +$1.32M |
|
787
Hope Bancorp
HOPE
$1.78B
| $35.8M | 0.03% |
2,599,444
+93,612
| +4% | +$1.35M |
|
|
VRTU
788
DELISTED
Virtusa Corporation
VRTU
| $35.7M | 0.03% |
1,229,802
+9,008
| +0.7% | +$240K |
|
|
HTSI
789
DELISTED
HARRIS TEETER SUPERMARKETS INC COM STK (NC)
HTSI
| $35.7M | 0.03% |
725,276
-4,456
| -0.6% | -$219K |
|
|
TYC
790
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $35.6M | 0.03% |
972,051
-66,617
| -6% | -$2.41M |
|
|
WRI
791
DELISTED
Weingarten Realty Investors
WRI
| $35.6M | 0.03% |
1,213,101
+31,771
| +3% | +$965K |
|
792
Revvity
RVTY
$16.3B
| $35.6M | 0.03% |
942,514
-79,521
| -8% | -$2.85M |
|
|
PCP
793
DELISTED
PRECISION CASTPARTS CORP
PCP
| $35.6M | 0.03% |
156,529
+5,932
| +4% | +$1.34M |
|
|
XLS
794
DELISTED
EXELIS INC COM STK
XLS
| $35.5M | 0.03% |
2,418,774
-44,382
| -2% | -$621K |
|
|
STL
795
DELISTED
Sterling Bancorp
STL
| $35.4M | 0.03% |
3,249,216
-3,410
| -0.1% | -$36.2K |
|
796
Harmony Gold Mining
HMY
$12B
| $35.4M | 0.03% |
10,460,112
+633,920
| +6% | +$2.36M |
|
|
FDML
797
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $35.3M | 0.03% |
2,105,324
+216,274
| +11% | +$3.24M |
|
798
Alaska Air
ALK
$4.43B
| $35.3M | 0.03% |
1,128,416
+17,074
| +2% | +$510K |
|
|
BRKL
799
DELISTED
Brookline Bancorp
BRKL
| $35.3M | 0.03% |
3,753,822
+143,873
| +4% | +$1.36M |
|
800
Lear
LEA
$6.08B
| $35.3M | 0.03% |
492,833
+61,328
| +14% | +$4.22M |
|
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.