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 | |
|---|---|---|---|---|---|---|
951
United Natural Foods
UNFI
$2.82B
| $30M | 0.03% |
446,060
-7,167
| -2% | -$436K |
|
952
Scansource
SCSC
$1.16B
| $29.9M | 0.03% |
865,147
+63,823
| +8% | +$2.16M |
|
|
GTS
953
DELISTED
Triple-S Management Corporation
GTS
| $29.9M | 0.03% |
1,708,256
+99,875
| +6% | +$1.92M |
|
954
Zebra Technologies
ZBRA
$16.3B
| $29.9M | 0.03% |
655,899
+49,384
| +8% | +$2.28M |
|
|
AAMC
955
DELISTED
Altisource Asset Management Corp
AAMC
| $29.9M | 0.03% |
+95,236
| New | +$23.2M |
|
|
CLD
956
DELISTED
Cloud Peak Energy Inc
CLD
| $29.8M | 0.03% |
2,033,529
+389,828
| +24% | +$6.26M |
|
957
Fair Isaac
FICO
$20.9B
| $29.8M | 0.03% |
539,576
+11,852
| +2% | +$608K |
|
|
AVX
958
DELISTED
AVX Corporation
AVX
| $29.8M | 0.03% |
2,270,943
+162,812
| +8% | +$2.11M |
|
959
Williams Companies
WMB
$87.9B
| $29.8M | 0.03% |
820,003
+15,964
| +2% | +$559K |
|
960
Roper Technologies
ROP
$37.1B
| $29.8M | 0.03% |
224,345
+13,452
| +6% | +$1.73M |
|
961
Buckle
BKE
$2.07B
| $29.8M | 0.03% |
564,194
-6,422
| -1% | -$339K |
|
962
Carriage Services
CSV
$496M
| $29.8M | 0.03% |
1,533,869
-9,733
| -0.6% | -$179K |
|
963
Franklin Electric
FELE
$4.25B
| $29.7M | 0.03% |
755,093
-17,442
| -2% | -$657K |
|
|
WPP
964
DELISTED
WAUSAU PAPER CORP.
WPP
| $29.7M | 0.03% |
2,288,328
-14,439
| -0.6% | -$171K |
|
965
Jacobs Solutions
J
$16.9B
| $29.7M | 0.03% |
616,659
+35,350
| +6% | +$1.72M |
|
|
SAPE
966
DELISTED
SAPIENT CORP
SAPE
| $29.6M | 0.03% |
1,904,136
+112,848
| +6% | +$1.67M |
|
967
Haemonetics
HAE
$4.93B
| $29.6M | 0.03% |
743,306
+24,385
| +3% | +$1.02M |
|
|
AIMC
968
DELISTED
Altra Industrial Motion Corp
AIMC
| $29.6M | 0.03% |
1,100,939
-19,705
| -2% | -$530K |
|
|
SWN
969
DELISTED
Southwestern Energy Company
SWN
| $29.6M | 0.03% |
814,330
+77,090
| +10% | +$2.93M |
|
|
CPWR
970
DELISTED
COMPUWARE CORP
CPWR
| $29.5M | 0.03% |
2,745,771
-43,803
| -2% | -$461K |
|
|
POLY
971
DELISTED
Plantronics, Inc.
POLY
| $29.5M | 0.03% |
641,282
+27,233
| +4% | +$1.25M |
|
|
LHO
972
DELISTED
LaSalle Hotel Properties
LHO
| $29.5M | 0.03% |
1,035,220
+60,686
| +6% | +$1.65M |
|
973
Clearwater Paper
CLW
$343M
| $29.5M | 0.03% |
617,876
+15,230
| +3% | +$739K |
|
974
Coca-Cola Europacific Partners
CCEP
$44.7B
| $29.5M | 0.03% |
732,679
+20,588
| +3% | +$784K |
|
975
Sturm, Ruger & Co
RGR
$639M
| $29.4M | 0.03% |
469,384
-14,693
| -3% | -$790K |
|
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.