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 | |
|---|---|---|---|---|---|---|
|
EDR
2026
DELISTED
Education Realty Trust Inc
EDR
| $11.1M | 0.01% |
405,968
+30,617
| +8% | +$868K |
|
2027
First Community Bankshares
FCBC
$884M
| $11M | 0.01% |
675,593
+4,326
| +0.6% | +$69.2K |
|
2028
McCormick & Company Non-Voting
MKC
$13.4B
| $11M | 0.01% |
340,210
+23,570
| +7% | +$826K |
|
|
PAMT
2029
PAMT Corp
PAMT
$258M
| $11M | 0.01% |
2,515,692
-23,036
| -0.9% | -$73.3K |
|
2030
Edwards Lifesciences
EW
$50.9B
| $11M | 0.01% |
944,772
+22,920
| +2% | +$268K |
|
|
SP
2031
DELISTED
SP Plus Corporation
SP
| $11M | 0.01% |
407,283
+9,334
| +2% | +$216K |
|
|
AVP
2032
DELISTED
Avon Products, Inc.
AVP
| $10.9M | 0.01% |
530,983
+48,733
| +10% | +$1.04M |
|
|
LNKD
2033
DELISTED
LinkedIn Corporation
LNKD
| $10.9M | 0.01% |
44,457
+1,603
| +4% | +$361K |
|
|
PGTI
2034
DELISTED
PGT, Inc.
PGTI
| $10.9M | 0.01% |
1,102,506
+123,438
| +13% | +$1.24M |
|
|
TWTC
2035
DELISTED
TW TELECOM INC CL A COM
TWTC
| $10.9M | 0.01% |
365,901
+18,539
| +5% | +$546K |
|
2036
Expeditors International
EXPD
$24.6B
| $10.9M | 0.01% |
247,796
+17,160
| +7% | +$712K |
|
|
NES
2037
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
| $10.9M | 0.01% |
476,465
-11,892
| -2% | -$336K |
|
|
GNK
2038
DELISTED
GENCO SHIPPING & TRADING LTD
GNK
| $10.9M | 0.01% |
2,775,695
-18,334
| -0.7% | -$49.5K |
|
2039
Darden Restaurants
DRI
$23.5B
| $10.9M | 0.01% |
263,392
+24,813
| +10% | +$1.08M |
|
2040
Cameco
CCJ
$40.4B
| $10.9M | 0.01% |
602,735
+15,217
| +3% | +$305K |
|
2041
MIND Technology
MIND
$37.8M
| $10.9M | 0.01% |
71,203
+753
| +1% | +$127K |
|
|
OPAY
2042
DELISTED
OFFICIAL PAYMENTS HLDGS INC
OPAY
| $10.9M | 0.01% |
1,306,366
-645
| -0% | -$5K |
|
|
FSP
2043
Franklin Street Properties
FSP
$32.8M
| $10.8M | 0.01% |
850,823
+79,719
| +10% | +$1.04M |
|
|
SCLN
2044
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $10.8M | 0.01% |
2,136,518
+72,465
| +4% | +$403K |
|
|
PLL
2045
DELISTED
PALL CORP
PLL
| $10.8M | 0.01% |
140,552
+7,642
| +6% | +$547K |
|
|
BKMU
2046
DELISTED
Bank Mutual Corp
BKMU
| $10.8M | 0.01% |
1,721,095
+29,704
| +2% | +$184K |
|
2047
Intrepid Potash
IPI
$531M
| $10.8M | 0.01% |
68,813
+3,270
| +5% | +$501K |
|
|
CVGW
2048
DELISTED
Calavo Growers
CVGW
| $10.8M | 0.01% |
356,438
-4,316
| -1% | -$119K |
|
|
HOME
2049
DELISTED
HOME FED BANCORP INC COM STK NEW (MD)
HOME
| $10.8M | 0.01% |
856,748
+5,242
| +0.6% | +$70.6K |
|
2050
ArcelorMittal
MT
$56.6B
| $10.8M | 0.01% |
344,648
-548
| -0.2% | -$16.4K |
|
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.