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 | |
|---|---|---|---|---|---|---|
926
SLM Corp
SLM
$4.72B
| $30.8M | 0.03% |
3,460,175
+173,619
| +5% | +$1.52M |
|
|
PDM
927
Piedmont Realty Trust
PDM
$1.17B
| $30.7M | 0.03% |
1,771,166
+72,821
| +4% | +$1.3M |
|
928
Charles River Laboratories
CRL
$13.6B
| $30.7M | 0.03% |
664,649
+25,502
| +4% | +$1.17M |
|
929
Monro
MNRO
$385M
| $30.7M | 0.03% |
661,174
+18,756
| +3% | +$856K |
|
930
Plexus
PLXS
$6.57B
| $30.6M | 0.03% |
823,380
+105,154
| +15% | +$3.58M |
|
|
INFN
931
DELISTED
Infinera Corporation Common Stock
INFN
| $30.6M | 0.03% |
2,708,028
+265,547
| +11% | +$2.91M |
|
|
PIR
932
DELISTED
Pier 1 Imports, Inc.
PIR
| $30.6M | 0.03% |
78,427
+1,912
| +2% | +$865K |
|
933
Tetra Tech
TTEK
$9.23B
| $30.6M | 0.03% |
5,910,725
+138,025
| +2% | +$662K |
|
934
Yum! Brands
YUM
$37.5B
| $30.5M | 0.03% |
593,662
+21,524
| +4% | +$1.12M |
|
935
Teledyne Technologies
TDY
$27.9B
| $30.4M | 0.03% |
357,828
-36,139
| -9% | -$2.93M |
|
936
Brady Corp
BRC
$3.99B
| $30.4M | 0.03% |
996,020
-10,326
| -1% | -$339K |
|
|
WMS
937
DELISTED
WMS INDS INC
WMS
| $30.4M | 0.03% |
1,170,461
-9,422
| -0.8% | -$243K |
|
938
Advanced Energy
AEIS
$10.1B
| $30.4M | 0.03% |
1,732,301
+20,996
| +1% | +$413K |
|
|
BECN
939
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $30.2M | 0.03% |
820,114
+6,031
| +0.7% | +$230K |
|
940
ATI
ATI
$24.8B
| $30.2M | 0.03% |
989,940
+13,513
| +1% | +$378K |
|
|
LAYN
941
DELISTED
Layne Christensen Co
LAYN
| $30.2M | 0.03% |
1,511,735
-7,150
| -0.5% | -$141K |
|
942
Kroger
KR
$36.2B
| $30.2M | 0.03% |
1,495,690
+84,246
| +6% | +$1.62M |
|
|
HRC
943
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $30.1M | 0.03% |
840,533
+54,568
| +7% | +$1.93M |
|
|
CRAY
944
DELISTED
Cray, Inc.
CRAY
| $30.1M | 0.03% |
1,249,640
+19,150
| +2% | +$466K |
|
945
Semtech
SMTC
$16.8B
| $30M | 0.03% |
1,001,447
+33,502
| +3% | +$1.06M |
|
|
BBL
946
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $30M | 0.03% |
510,134
+1,520
| +0.3% | +$88.5K |
|
|
SHFL
947
DELISTED
SHFL ENTMT INC
SHFL
| $30M | 0.03% |
1,305,220
-297
| -0% | -$6.55K |
|
948
Chunghwa Telecom
CHT
$35.5B
| $30M | 0.03% |
950,553
-10,067
| -1% | -$321K |
|
949
Deere & Co
DE
$184B
| $30M | 0.03% |
368,507
-2,171
| -0.6% | -$181K |
|
950
Cabot Corp
CBT
$4.05B
| $30M | 0.03% |
702,172
+77,336
| +12% | +$3.12M |
|
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.