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 | |
|---|---|---|---|---|---|---|
|
MCRL
1826
DELISTED
MICREL INC
MCRL
| $13.6M | 0.01% |
1,494,866
+9,978
| +0.7% | +$99K |
|
|
JWN
1827
DELISTED
Nordstrom
JWN
| $13.6M | 0.01% |
242,116
+20,216
| +9% | +$1.19M |
|
1828
Global Payments
GPN
$22.6B
| $13.6M | 0.01% |
532,462
+20,844
| +4% | +$504K |
|
|
SIAL
1829
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $13.6M | 0.01% |
159,016
+9,480
| +6% | +$798K |
|
1830
Gentherm
THRM
$1.16B
| $13.5M | 0.01% |
710,062
+82,978
| +13% | +$1.55M |
|
1831
Liberty Global Class A
LBTYA
$3.51B
| $13.5M | 0.01% |
413,410
+31,754
| +8% | +$1.03M |
|
1832
Jack Henry & Associates
JKHY
$11B
| $13.5M | 0.01% |
261,778
+14,530
| +6% | +$725K |
|
1833
Goodyear
GT
$1.48B
| $13.5M | 0.01% |
601,508
+7,633
| +1% | +$146K |
|
|
KOG
1834
DELISTED
KODIAK OIL & GAS CORP
KOG
| $13.5M | 0.01% |
1,118,161
+186,340
| +20% | +$1.87M |
|
1835
World Kinect Corp
WKC
$1.83B
| $13.5M | 0.01% |
360,593
+9,782
| +3% | +$377K |
|
|
ASEI
1836
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
| $13.4M | 0.01% |
222,764
-1,651
| -0.7% | -$97.8K |
|
1837
AB InBev
BUD
$155B
| $13.4M | 0.01% |
135,428
| – | – |
|
|
PEI
1838
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $13.4M | 0.01% |
47,838
+5,686
| +13% | +$1.66M |
|
1839
Patrick Industries
PATK
$2.25B
| $13.4M | 0.01% |
1,505,952
+6,838
| +0.5% | +$51.9K |
|
1840
Richardson Electronics
RELL
$248M
| $13.4M | 0.01% |
1,178,958
-1,737
| -0.1% | -$20K |
|
1841
Repligen
RGEN
$10.1B
| $13.3M | 0.01% |
1,202,509
+28,126
| +2% | +$280K |
|
|
BGFV
1842
DELISTED
Big 5 Sporting Goods
BGFV
| $13.3M | 0.01% |
828,735
+87,614
| +12% | +$1.72M |
|
1843
Hershey
HSY
$33.8B
| $13.3M | 0.01% |
144,034
+1,613
| +1% | +$150K |
|
|
SHYF
1844
DELISTED
The Shyft Group
SHYF
| $13.3M | 0.01% |
2,193,351
-2,751
| -0.1% | -$16.7K |
|
1845
Armstrong World Industries
AWI
$6.76B
| $13.3M | 0.01% |
241,834
-21,100
| -8% | -$1.07M |
|
|
NUAN
1846
DELISTED
Nuance Communications, Inc.
NUAN
| $13.3M | 0.01% |
819,963
+179,141
| +28% | +$2.96M |
|
1847
AutoNation
AN
$5.78B
| $13.3M | 0.01% |
254,349
-15,125
| -6% | -$730K |
|
|
BKR
1848
DELISTED
BAKER MICHAEL CORP
BKR
| $13.3M | 0.01% |
327,884
-1,900
| -0.6% | -$70.2K |
|
|
BREW
1849
DELISTED
Craft Brew Alliance, Inc.
BREW
| $13.3M | 0.01% |
985,976
+14,087
| +1% | +$152K |
|
1850
Campbell Soup
CPB
$6.32B
| $13.2M | 0.01% |
324,792
+45,707
| +16% | +$2.05M |
|
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.