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 | |
|---|---|---|---|---|---|---|
|
VAL
1551
DELISTED
Valspar
VAL
| $17.8M | 0.02% |
280,908
-77,524
| -22% | -$5.08M |
|
1552
Calix
CALX
$2.21B
| $17.8M | 0.02% |
1,399,316
+143,008
| +11% | +$1.75M |
|
1553
Integra LifeSciences
IART
$1.17B
| $17.8M | 0.02% |
1,080,871
+26,104
| +2% | +$419K |
|
1554
Badger Meter
BMI
$3.7B
| $17.8M | 0.02% |
1,528,776
-16,512
| -1% | -$194K |
|
1555
Wabtec
WAB
$47.1B
| $17.8M | 0.02% |
282,614
+5,168
| +2% | +$303K |
|
1556
American Vanguard Corp
AVD
$64.3M
| $17.7M | 0.02% |
659,128
-19,401
| -3% | -$491K |
|
1557
NLI Holdings
NL
$344M
| $17.7M | 0.02% |
1,563,079
-8,459
| -0.5% | -$93.5K |
|
1558
Nu Skin
NUS
$224M
| $17.7M | 0.02% |
185,217
+3,938
| +2% | +$334K |
|
|
ELME
1559
Elme Communities
ELME
$147M
| $17.7M | 0.02% |
700,991
+27,399
| +4% | +$712K |
|
1560
PG&E
PCG
$29.5B
| $17.7M | 0.02% |
432,648
+12,513
| +3% | +$544K |
|
1561
O-I Glass
OI
$953M
| $17.7M | 0.02% |
589,436
+16,472
| +3% | +$489K |
|
|
USG
1562
DELISTED
Usg
USG
| $17.7M | 0.02% |
619,199
-75,659
| -11% | -$1.92M |
|
1563
Columbus McKinnon
CMCO
$454M
| $17.7M | 0.02% |
735,479
+16,038
| +2% | +$368K |
|
|
PTRY
1564
DELISTED
PANTRY INC (THE)
PTRY
| $17.7M | 0.02% |
1,594,129
+18,623
| +1% | +$223K |
|
1565
3D Systems Corp
DDD
$588M
| $17.7M | 0.02% |
326,951
-598,498
| -65% | -$29.6M |
|
|
ZIGO
1566
DELISTED
ZYGO CORP
ZIGO
| $17.6M | 0.02% |
1,104,333
-7,653
| -0.7% | -$119K |
|
|
LABL
1567
DELISTED
Multi-Color Corp
LABL
| $17.6M | 0.02% |
519,943
+6,403
| +1% | +$210K |
|
|
SPR
1568
DELISTED
Spirit AeroSystems
SPR
| $17.6M | 0.02% |
727,844
+80,687
| +12% | +$1.92M |
|
1569
Crocs
CROX
$5.9B
| $17.6M | 0.02% |
1,295,588
+26,447
| +2% | +$384K |
|
|
ATX
1570
DELISTED
COSTA INC CL A
ATX
| $17.6M | 0.02% |
926,968
+4,841
| +0.5% | +$91.5K |
|
|
MJN
1571
DELISTED
Mead Johnson Nutrition Company
MJN
| $17.6M | 0.02% |
237,387
+35,360
| +18% | +$2.65M |
|
1572
Textron
TXT
$13.9B
| $17.6M | 0.02% |
638,051
+19,668
| +3% | +$548K |
|
1573
Raymond James Financial
RJF
$31.5B
| $17.6M | 0.02% |
633,842
+11,327
| +2% | +$327K |
|
1574
Regal Rexnord
RRX
$9.85B
| $17.6M | 0.02% |
258,893
+2,744
| +1% | +$182K |
|
1575
Rambus
RMBS
$9.31B
| $17.6M | 0.02% |
1,868,331
+427,617
| +30% | +$3.92M |
|
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.