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 | |
|---|---|---|---|---|---|---|
1501
Lincoln Electric
LECO
$14B
| $18.5M | 0.02% |
278,281
+4,860
| +2% | +$305K |
|
|
RTEC
1502
DELISTED
Rudolph Technologies Inc
RTEC
| $18.5M | 0.02% |
1,625,510
+36,119
| +2% | +$414K |
|
|
FCE.A
1503
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $18.5M | 0.02% |
978,163
+90,568
| +10% | +$1.64M |
|
1504
Tejon Ranch
TRC
$433M
| $18.5M | 0.02% |
617,617
-18,534
| -3% | -$563K |
|
1505
CNX Resources
CNX
$4.96B
| $18.5M | 0.02% |
659,590
+37,056
| +6% | +$968K |
|
1506
Omnicom Group
OMC
$21.6B
| $18.5M | 0.02% |
291,203
+5,250
| +2% | +$334K |
|
1507
HealthStream
HSTM
$893M
| $18.5M | 0.02% |
487,351
-12,746
| -3% | -$416K |
|
1508
Park-Ohio Holdings
PKOH
$669M
| $18.4M | 0.02% |
480,152
+528
| +0.1% | +$18.7K |
|
|
ROC
1509
DELISTED
ROCKWOOD HLDGS INC
ROC
| $18.4M | 0.02% |
275,678
+16,423
| +6% | +$1.08M |
|
|
OKSB
1510
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $18.4M | 0.02% |
1,245,150
+2,220
| +0.2% | +$33.2K |
|
1511
Amdocs
DOX
$6.32B
| $18.4M | 0.02% |
501,816
+46,044
| +10% | +$1.74M |
|
1512
Sysco
SYY
$37.9B
| $18.4M | 0.02% |
576,727
+37,548
| +7% | +$1.26M |
|
|
STNR
1513
DELISTED
STEINER LEISURE LTD
STNR
| $18.3M | 0.02% |
313,403
+2,768
| +0.9% | +$159K |
|
|
SNCR
1514
DELISTED
Synchronoss Technologies
SNCR
| $18.3M | 0.02% |
53,443
+10,689
| +25% | +$3.25M |
|
1515
Meta Platforms (Facebook)
META
$1.74T
| $18.3M | 0.02% |
+364,077
| New | +$13.5M |
|
1516
NETGEAR
NTGR
$622M
| $18.3M | 0.02% |
592,498
+48,026
| +9% | +$1.47M |
|
1517
Warner Bros
WBD
$70.8B
| $18.3M | 0.02% |
423,845
-7,693
| -2% | -$320K |
|
1518
Cheniere Energy
LNG
$55.7B
| $18.3M | 0.02% |
534,718
-12,377
| -2% | -$367K |
|
|
CTCM
1519
DELISTED
CTC MEDIA INC COM STK
CTCM
| $18.3M | 0.02% |
1,736,347
+220,930
| +15% | +$2.5M |
|
1520
Clean Energy Fuels
CLNE
$384M
| $18.2M | 0.02% |
1,426,000
-22,920
| -2% | -$295K |
|
1521
Teradyne
TER
$55.2B
| $18.2M | 0.02% |
1,103,033
+65,753
| +6% | +$1.09M |
|
|
SFE
1522
DELISTED
Safeguard Scientifics, Inc.
SFE
| $18.2M | 0.02% |
1,160,840
+1,898
| +0.2% | +$29.2K |
|
1523
Equifax
EFX
$18.9B
| $18.2M | 0.02% |
304,282
+10,062
| +3% | +$619K |
|
|
RSTI
1524
DELISTED
Rofin-Sinar Technologies Inc
RSTI
| $18.2M | 0.02% |
751,883
+24,328
| +3% | +$578K |
|
1525
Eversource Energy
ES
$26B
| $18.2M | 0.02% |
440,475
+15,089
| +4% | +$638K |
|
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.