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 | |
|---|---|---|---|---|---|---|
|
IO
1476
DELISTED
ION Geophysical Corporation
IO
| $19M | 0.02% |
243,134
-3,193
| -1% | -$262K |
|
1477
MYR Group
MYRG
$4.31B
| $19M | 0.02% |
780,375
-8,458
| -1% | -$187K |
|
1478
Avery Dennison
AVY
$13B
| $19M | 0.02% |
435,719
+8,548
| +2% | +$379K |
|
1479
Cintas
CTAS
$79.2B
| $18.9M | 0.02% |
1,480,280
+37,512
| +3% | +$455K |
|
|
CFNL
1480
DELISTED
Cardinal Financial Corp
CFNL
| $18.9M | 0.02% |
1,146,037
+2,817
| +0.2% | +$46.6K |
|
|
ABB
1481
DELISTED
ABB Ltd
ABB
| $18.9M | 0.02% |
802,847
+3,100
| +0.4% | +$69.9K |
|
1482
Team
TISI
$126M
| $18.9M | 0.02% |
47,606
-218
| -0.5% | -$86K |
|
|
FLIR
1483
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $18.9M | 0.02% |
601,702
+13,427
| +2% | +$419K |
|
1484
HEICO Corp
HEI
$41.4B
| $18.9M | 0.02% |
850,137
+845
| +0.1% | +$16.6K |
|
1485
W.W. Grainger
GWW
$59.5B
| $18.9M | 0.02% |
72,037
+1,662
| +2% | +$432K |
|
1486
Stride
LRN
$3.36B
| $18.8M | 0.02% |
609,222
+5,757
| +1% | +$184K |
|
1487
Commerce Bancshares
CBSH
$8.24B
| $18.8M | 0.02% |
809,598
+80,006
| +11% | +$1.9M |
|
|
CLP
1488
DELISTED
COLONIAL PROPERTIES TRUST
CLP
| $18.8M | 0.02% |
835,985
-12,476
| -1% | -$289K |
|
1489
Saga Communications
SGA
$58M
| $18.8M | 0.02% |
423,619
-7,094
| -2% | -$348K |
|
|
HGG
1490
DELISTED
hhgregg Inc.
HGG
| $18.8M | 0.02% |
1,048,973
-3,313
| -0.3% | -$57.1K |
|
|
ININ
1491
DELISTED
Interactive Intelligence Group, inc.
ININ
| $18.8M | 0.02% |
295,631
-3,368
| -1% | -$198K |
|
1492
Brink's
BCO
$4.39B
| $18.7M | 0.02% |
662,373
+41,970
| +7% | +$1.14M |
|
1493
Packaging Corp of America
PKG
$21B
| $18.7M | 0.02% |
327,909
+8,038
| +3% | +$435K |
|
|
TESO
1494
DELISTED
Tesco Corp
TESO
| $18.7M | 0.02% |
1,128,292
+206,100
| +22% | +$3.08M |
|
1495
Kforce
KFRC
$924M
| $18.7M | 0.02% |
1,056,473
-6,856
| -0.6% | -$113K |
|
1496
Akamai
AKAM
$15.4B
| $18.7M | 0.02% |
361,368
+24,206
| +7% | +$1.14M |
|
1497
Flowserve
FLS
$9.37B
| $18.7M | 0.02% |
299,347
-6,563
| -2% | -$380K |
|
1498
Henry Schein
HSIC
$9.48B
| $18.7M | 0.02% |
458,725
+36,843
| +9% | +$1.49M |
|
1499
Coca-Cola Femsa
KOF
$23.6B
| $18.6M | 0.02% |
147,882
-15,884
| -10% | -$2.18M |
|
|
NTUS
1500
DELISTED
Natus Medical Inc
NTUS
| $18.6M | 0.02% |
1,312,362
+82,018
| +7% | +$1.1M |
|
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.