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 | |
|---|---|---|---|---|---|---|
|
KDN
876
DELISTED
KAYDON CORP
KDN
| $32.7M | 0.03% |
919,381
+11,877
| +1% | +$367K |
|
877
VEON
VEON
$4.72B
| $32.6M | 0.03% |
111,135
+11,025
| +11% | +$2.94M |
|
|
CBL
878
DELISTED
CBL& Associates Properties, Inc.
CBL
| $32.6M | 0.03% |
1,705,583
+86,954
| +5% | +$1.83M |
|
879
Highwoods Properties
HIW
$3.39B
| $32.6M | 0.03% |
922,276
+75,593
| +9% | +$2.69M |
|
|
PMCS
880
DELISTED
P M C SIERRA INC
PMCS
| $32.5M | 0.03% |
4,916,802
-39,217
| -0.8% | -$257K |
|
881
Werner Enterprises
WERN
$2.15B
| $32.5M | 0.03% |
1,394,987
+68,374
| +5% | +$1.63M |
|
882
Wolverine World Wide
WWW
$1.58B
| $32.5M | 0.03% |
1,117,402
-26,666
| -2% | -$760K |
|
|
TEN
883
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $32.5M | 0.03% |
643,784
-13,340
| -2% | -$651K |
|
884
Tanger
SKT
$4.11B
| $32.4M | 0.03% |
992,801
+34,200
| +4% | +$1.12M |
|
885
ESCO Technologies
ESE
$6.71B
| $32.4M | 0.03% |
974,025
+848
| +0.1% | +$28K |
|
|
MDCO
886
DELISTED
Medicines Co
MDCO
| $32.3M | 0.03% |
964,770
-1,568
| -0.2% | -$49.9K |
|
887
Entegris
ENTG
$19.9B
| $32.3M | 0.03% |
3,182,607
-7,448
| -0.2% | -$72.1K |
|
|
LNCE
888
DELISTED
Snyders-Lance, Inc.
LNCE
| $32.3M | 0.03% |
1,118,673
+81,192
| +8% | +$2.35M |
|
|
COV
889
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $32.2M | 0.03% |
529,010
-43,316
| -8% | -$2.64M |
|
|
ALOG
890
DELISTED
Analogic Corp
ALOG
| $32.2M | 0.03% |
389,953
-9,977
| -2% | -$749K |
|
|
AMED
891
DELISTED
Amedisys
AMED
| $32.1M | 0.03% |
1,866,417
+244,781
| +15% | +$3.63M |
|
892
CF Industries
CF
$20B
| $32M | 0.03% |
758,205
+40,115
| +6% | +$1.54M |
|
|
X
893
DELISTED
US Steel
X
| $32M | 0.03% |
1,552,515
-915
| -0.1% | -$17.2K |
|
894
Synaptics
SYNA
$3.54B
| $31.8M | 0.03% |
718,973
+39,697
| +6% | +$1.62M |
|
895
Cooper Companies
COO
$10.4B
| $31.8M | 0.03% |
979,432
-113,328
| -10% | -$3.66M |
|
896
MarketAxess Holdings
MKTX
$5.75B
| $31.8M | 0.03% |
528,817
+5,586
| +1% | +$299K |
|
|
ACET
897
DELISTED
Aceto Corp
ACET
| $31.7M | 0.03% |
2,030,027
+47,359
| +2% | +$725K |
|
898
Prudential
PUK
$32.5B
| $31.7M | 0.03% |
875,079
-12,955
| -1% | -$451K |
|
899
Huron Consulting
HURN
$2.45B
| $31.6M | 0.03% |
601,512
+23,528
| +4% | +$1.16M |
|
900
Viatris
VTRS
$19.5B
| $31.6M | 0.03% |
828,920
-99,611
| -11% | -$3.51M |
|
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.