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 | |
|---|---|---|---|---|---|---|
|
ARB
1376
DELISTED
ARBITRON INC (NEW)
ARB
| $20.8M | 0.02% |
432,697
-4,843
| -1% | -$226K |
|
1377
Ethan Allen Interiors
ETD
$541M
| $20.8M | 0.02% |
745,136
+30,029
| +4% | +$855K |
|
|
BEBE
1378
DELISTED
Bebe Stores Inc
BEBE
| $20.8M | 0.02% |
340,870
+22,591
| +7% | +$1.32M |
|
1379
Sherwin-Williams
SHW
$77.9B
| $20.8M | 0.02% |
341,736
+3,630
| +1% | +$213K |
|
1380
Gorman-Rupp
GRC
$1.9B
| $20.7M | 0.02% |
645,480
-5,626
| -0.9% | -$162K |
|
|
GRMN
1381
Garmin
GRMN
$53.1B
| $20.7M | 0.02% |
458,324
+69,185
| +18% | +$2.75M |
|
1382
IDEX
IEX
$16.4B
| $20.7M | 0.02% |
317,104
-1,352
| -0.4% | -$81.7K |
|
1383
Emergent Biosolutions
EBS
$360M
| $20.7M | 0.02% |
1,084,546
+33,490
| +3% | +$598K |
|
1384
Option Care Health
OPCH
$3.67B
| $20.6M | 0.02% |
587,991
+18,532
| +3% | +$1.02M |
|
|
CDI
1385
DELISTED
CDI Corp.
CDI
| $20.6M | 0.02% |
1,343,839
-6,607
| -0.5% | -$98.4K |
|
1386
American Electric Power
AEP
$66.2B
| $20.6M | 0.02% |
474,330
+3,253
| +0.7% | +$145K |
|
|
VCBI
1387
DELISTED
VIRGINIA COMMERCE BANCORP
VCBI
| $20.5M | 0.02% |
1,323,021
-7,540
| -0.6% | -$114K |
|
|
DWSN
1388
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
| $20.5M | 0.02% |
631,755
+20,846
| +3% | +$765K |
|
1389
Affiliated Managers Group
AMG
$9.11B
| $20.5M | 0.02% |
112,252
+3,402
| +3% | +$604K |
|
|
OPLK
1390
DELISTED
OPLINK COMMUNICATIONS INC
OPLK
| $20.5M | 0.02% |
1,089,111
+64,577
| +6% | +$1.27M |
|
1391
Heartland Express
HTLD
$922M
| $20.4M | 0.02% |
1,438,630
+163,642
| +13% | +$2.35M |
|
1392
Brown & Brown
BRO
$21.8B
| $20.4M | 0.02% |
1,271,832
+98,444
| +8% | +$1.61M |
|
|
SGI
1393
Somnigroup International
SGI
$13.7B
| $20.4M | 0.02% |
1,855,080
-1,564
| -0.1% | -$16.2K |
|
|
IPG
1394
DELISTED
Interpublic Group of Companies
IPG
| $20.4M | 0.02% |
1,186,269
+32,039
| +3% | +$517K |
|
|
PIKE
1395
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
| $20.4M | 0.02% |
1,799,980
+113,423
| +7% | +$1.35M |
|
1396
Banco Bilbao Vizcaya Argentaria
BBVA
$159B
| $20.4M | 0.02% |
1,916,764
-2,824
| -0.1% | -$26.1K |
|
1397
HEICO Corp Class A
HEI.A
$30.9B
| $20.4M | 0.02% |
1,238,687
-2,850
| -0.2% | -$40.5K |
|
|
SIVB
1398
DELISTED
SVB Financial Group
SIVB
| $20.3M | 0.02% |
235,560
+14,313
| +6% | +$1.24M |
|
|
HA
1399
DELISTED
Hawaiian Holdings, Inc.
HA
| $20.3M | 0.02% |
2,733,813
+387,531
| +17% | +$2.77M |
|
1400
Keurig Dr Pepper
KDP
$42.8B
| $20.3M | 0.02% |
453,516
+71,438
| +19% | +$3.29M |
|
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.