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 | |
|---|---|---|---|---|---|---|
|
AMTD
1576
DELISTED
TD Ameritrade Holding Corp
AMTD
| $17.6M | 0.02% |
670,812
+24,734
| +4% | +$657K |
|
1577
Leidos
LDOS
$16.4B
| $17.6M | 0.02% |
385,767
-269,349
| -41% | -$10M |
|
1578
Entravision Communication
EVC
$717M
| $17.5M | 0.02% |
2,973,208
+68,930
| +2% | +$399K |
|
|
CVD
1579
DELISTED
COVANCE INC.
CVD
| $17.5M | 0.02% |
202,893
+5,312
| +3% | +$437K |
|
1580
Peoples Bancorp
PEBO
$1.42B
| $17.5M | 0.02% |
839,689
-86,328
| -9% | -$1.88M |
|
|
BRY
1581
DELISTED
BERRY PETROLEUM CO CL A
BRY
| $17.5M | 0.02% |
406,415
-10,457
| -3% | -$436K |
|
1582
Murphy USA
MUSA
$9.61B
| $17.5M | 0.02% |
+433,331
| New | +$17.3M |
|
1583
EQT Corp
EQT
$31.5B
| $17.5M | 0.02% |
362,323
+13,883
| +4% | +$644K |
|
1584
Paychex
PAYX
$41.5B
| $17.5M | 0.02% |
430,536
+35,369
| +9% | +$1.4M |
|
1585
PDF Solutions
PDFS
$1.85B
| $17.4M | 0.02% |
820,934
-31,167
| -4% | -$641K |
|
|
SGK
1586
DELISTED
SCHAWK INC CL-A
SGK
| $17.4M | 0.02% |
1,172,562
+282
| +0% | +$3.88K |
|
|
CAI
1587
DELISTED
CAI International, Inc.
CAI
| $17.4M | 0.02% |
747,374
+53,461
| +8% | +$1.19M |
|
1588
First Horizon
FHN
$11.4B
| $17.4M | 0.02% |
1,582,240
+42,100
| +3% | +$496K |
|
|
TUC
1589
DELISTED
MAC-GRAY CORP
TUC
| $17.4M | 0.02% |
1,194,010
+403
| +0% | +$5.93K |
|
|
HTO
1590
H2O America
HTO
$2.64B
| $17.4M | 0.02% |
620,365
-14,278
| -2% | -$387K |
|
|
PFC
1591
DELISTED
Premier Financial Corp. Common Stock
PFC
| $17.3M | 0.02% |
1,478,824
+7,530
| +0.5% | +$97.8K |
|
|
MASI
1592
DELISTED
Masimo
MASI
| $17.3M | 0.02% |
648,756
+93,409
| +17% | +$2.3M |
|
|
LO
1593
DELISTED
LORILLARD INC COM STK
LO
| $17.3M | 0.02% |
385,861
+21,041
| +6% | +$927K |
|
|
FARO
1594
DELISTED
Faro Technologies
FARO
| $17.3M | 0.01% |
409,547
+21,400
| +6% | +$821K |
|
|
BID
1595
DELISTED
Sotheby's
BID
| $17.3M | 0.01% |
351,412
-72,694
| -17% | -$3.24M |
|
1596
Republic Bancorp
RBCAA
$1.84B
| $17.3M | 0.01% |
626,267
+707
| +0.1% | +$18.9K |
|
1597
TechnipFMC
FTI
$28.5B
| $17.2M | 0.01% |
417,829
+28,129
| +7% | +$1.16M |
|
|
CMLS
1598
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $17.2M | 0.01% |
406,181
+32,206
| +9% | +$1.18M |
|
1599
Green Dot
GDOT
$751M
| $17.2M | 0.01% |
653,967
+134,839
| +26% | +$3.12M |
|
1600
Xcel Energy
XEL
$46B
| $17.2M | 0.01% |
623,570
+61,575
| +11% | +$1.76M |
|
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.