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 | |
|---|---|---|---|---|---|---|
1076
Primoris Services
PRIM
$4.12B
| $26.7M | 0.02% |
1,046,520
+26,708
| +3% | +$605K |
|
|
RFMD
1077
DELISTED
RF MICRO DEVICES INC
RFMD
| $26.6M | 0.02% |
4,724,601
+224,161
| +5% | +$1.18M |
|
1078
B&G Foods
BGS
$247M
| $26.6M | 0.02% |
770,688
+27,369
| +4% | +$952K |
|
1079
LCI Industries
LCII
$2.1B
| $26.6M | 0.02% |
584,690
-7,569
| -1% | -$320K |
|
1080
Astec Industries
ASTE
$943M
| $26.6M | 0.02% |
739,800
+21,865
| +3% | +$778K |
|
1081
Aaon
AAON
$6.3B
| $26.6M | 0.02% |
2,253,319
+53,048
| +2% | +$574K |
|
|
KBAL
1082
DELISTED
Kimball International
KBAL
| $26.6M | 0.02% |
3,071,616
+13,808
| +0.5% | +$117K |
|
|
BIG
1083
DELISTED
Big Lots, Inc.
BIG
| $26.5M | 0.02% |
715,779
+42,414
| +6% | +$1.5M |
|
1084
Innospec
IOSP
$2.3B
| $26.5M | 0.02% |
568,679
+13,839
| +2% | +$596K |
|
|
PVA
1085
DELISTED
PENN VIRGINIA CORP
PVA
| $26.5M | 0.02% |
3,987,632
+742,969
| +23% | +$3.87M |
|
|
TGH
1086
DELISTED
Textainer Group Holdings limited
TGH
| $26.5M | 0.02% |
698,998
+19,051
| +3% | +$683K |
|
1087
Toro Company
TTC
$8.73B
| $26.4M | 0.02% |
971,060
-22,250
| -2% | -$565K |
|
1088
Ross Stores
ROST
$73.3B
| $26.3M | 0.02% |
723,762
+29,990
| +4% | +$1.02M |
|
1089
Ribbon Communications
RBBN
$299M
| $26.3M | 0.02% |
1,558,512
+62,900
| +4% | +$1.07M |
|
1090
Ingredion
INGR
$6.24B
| $26.3M | 0.02% |
397,901
+9,725
| +3% | +$635K |
|
1091
Myriad Genetics
MYGN
$396M
| $26.3M | 0.02% |
1,119,930
+244,306
| +28% | +$6.94M |
|
|
TBI
1092
Trueblue
TBI
$276M
| $26.3M | 0.02% |
1,094,457
+37,301
| +4% | +$931K |
|
|
PPS
1093
DELISTED
Post Properties
PPS
| $26.2M | 0.02% |
581,506
+19,863
| +4% | +$930K |
|
|
ITG
1094
DELISTED
Investment Technology Group Inc
ITG
| $26.2M | 0.02% |
1,664,391
-13,384
| -0.8% | -$212K |
|
1095
Lifecore Biomedical
LFCR
$169M
| $26.1M | 0.02% |
2,140,471
+5,219
| +0.2% | +$72.8K |
|
|
DNY
1096
DELISTED
DONNELLEY R R & SONS CO
DNY
| $26.1M | 0.02% |
1,652,348
-15,898
| -1% | -$251K |
|
1097
Rogers Corp
ROG
$2.34B
| $26.1M | 0.02% |
438,766
-3,109
| -0.7% | -$170K |
|
|
DBD
1098
DELISTED
Diebold Nixdorf Incorporated
DBD
| $26.1M | 0.02% |
888,834
+327,291
| +58% | +$10.3M |
|
|
GPX
1099
DELISTED
GP Strategies Corp.
GPX
| $26.1M | 0.02% |
995,178
-5,655
| -0.6% | -$146K |
|
1100
Jack in the Box
JACK
$254M
| $26.1M | 0.02% |
651,800
+19,022
| +3% | +$766K |
|
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.