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 | |
|---|---|---|---|---|---|---|
1776
Sonoco
SON
$4.84B
| $14.3M | 0.01% |
368,221
+9,553
| +3% | +$363K |
|
|
ALTR
1777
DELISTED
Altera Corp
ALTR
| $14.3M | 0.01% |
385,384
+24,540
| +7% | +$880K |
|
|
TTM
1778
DELISTED
Tata Motors Limited
TTM
| $14.3M | 0.01% |
537,183
+8,813
| +2% | +$217K |
|
1779
Church & Dwight Co
CHD
$22.5B
| $14.3M | 0.01% |
476,238
+25,710
| +6% | +$791K |
|
|
DELL
1780
DELISTED
DELL INC
DELL
| $14.3M | 0.01% |
1,038,060
-583,406
| -36% | -$7.9M |
|
|
TESS
1781
DELISTED
Tessco Technologies Inc
TESS
| $14.3M | 0.01% |
423,837
+5,021
| +1% | +$158K |
|
1782
Martin Marietta Materials
MLM
$34.9B
| $14.2M | 0.01% |
144,312
+2,926
| +2% | +$291K |
|
1783
Intuitive Surgical
ISRG
$139B
| $14.1M | 0.01% |
338,508
+999
| +0.3% | +$44.1K |
|
1784
Aptiv
APTV
$8.98B
| $14.1M | 0.01% |
241,831
+13,817
| +6% | +$768K |
|
|
PNX
1785
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
| $14.1M | 0.01% |
364,479
-1,726
| -0.5% | -$71K |
|
|
DEL
1786
DELISTED
Deltic Timber
DEL
| $14.1M | 0.01% |
216,219
-4,887
| -2% | -$308K |
|
|
ATRI
1787
DELISTED
Atrion Corp
ATRI
| $14.1M | 0.01% |
54,421
-395
| -0.7% | -$96.1K |
|
1788
FirstEnergy
FE
$26.3B
| $14.1M | 0.01% |
386,068
+6,528
| +2% | +$245K |
|
|
PSEM
1789
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
| $14.1M | 0.01% |
1,803,217
-1,027
| -0.1% | -$7.66K |
|
1790
Sun Communities
SUI
$14B
| $14M | 0.01% |
329,575
+40,360
| +14% | +$1.9M |
|
1791
AptarGroup
ATR
$7.97B
| $14M | 0.01% |
233,602
+12,345
| +6% | +$731K |
|
1792
Designer Brands
DBI
$320M
| $14M | 0.01% |
329,174
+5,288
| +2% | +$214K |
|
|
PCTI
1793
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $14M | 0.01% |
1,584,415
-3,023
| -0.2% | -$27.2K |
|
|
MCF
1794
DELISTED
Contango Oil & Gas Co.
MCF
| $14M | 0.01% |
381,402
+2,504
| +0.7% | +$94.4K |
|
1795
Unilever
UL
$133B
| $14M | 0.01% |
322,849
+21,704
| +7% | +$985K |
|
1796
Cousins Properties
CUZ
$4.66B
| $14M | 0.01% |
482,318
+115,259
| +31% | +$3.35M |
|
|
ALR
1797
DELISTED
AlerisLife Inc
ALR
| $14M | 0.01% |
270,798
+9,229
| +4% | +$512K |
|
|
TW
1798
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
| $14M | 0.01% |
130,846
+5,192
| +4% | +$457K |
|
1799
Titan Machinery
TITN
$553M
| $14M | 0.01% |
870,212
+64,521
| +8% | +$1.18M |
|
1800
MSCI
MSCI
$40B
| $14M | 0.01% |
347,260
+15,910
| +5% | +$594K |
|
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.