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 | |
|---|---|---|---|---|---|---|
|
FOE
1601
DELISTED
Ferro Corporation
FOE
| $17.2M | 0.01% |
1,889,352
-87,604
| -4% | -$653K |
|
|
KRA
1602
DELISTED
Kraton Corporation
KRA
| $17.2M | 0.01% |
877,918
+94,652
| +12% | +$1.89M |
|
1603
Banco Santander Chile
BSAC
$16.2B
| $17.2M | 0.01% |
653,001
+74,141
| +13% | +$1.77M |
|
1604
Visteon
VC
$2.62B
| $17.2M | 0.01% |
226,908
+9,784
| +5% | +$680K |
|
|
HF
1605
DELISTED
HFF Inc.
HF
| $17.2M | 0.01% |
729,629
+14,834
| +2% | +$303K |
|
|
MHFI
1606
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $17.1M | 0.01% |
261,284
+13,365
| +5% | +$810K |
|
|
SHLO
1607
DELISTED
Shiloh Industries Inc
SHLO
| $17.1M | 0.01% |
1,307,607
-5,426
| -0.4% | -$66.6K |
|
1608
Ultrapar
UGP
$8.08B
| $17.1M | 0.01% |
1,392,184
-42,012
| -3% | -$496K |
|
1609
Skyworks Solutions
SWKS
$13.7B
| $17.1M | 0.01% |
688,652
+101,927
| +17% | +$2.48M |
|
|
SD
1610
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $17M | 0.01% |
2,906,072
+359,972
| +14% | +$1.93M |
|
|
SBNY
1611
DELISTED
Signature Bank
SBNY
| $17M | 0.01% |
186,059
+4,080
| +2% | +$367K |
|
1612
Park Aerospace
PKE
$663M
| $17M | 0.01% |
593,250
+1,862
| +0.3% | +$51.1K |
|
|
HSP
1613
DELISTED
HOSPIRA INC
HSP
| $17M | 0.01% |
433,110
-14,418
| -3% | -$575K |
|
|
HITT
1614
DELISTED
HITTITE MICROWAVE CORP
HITT
| $17M | 0.01% |
259,545
+9,945
| +4% | +$617K |
|
1615
Coherent
COHR
$58B
| $16.9M | 0.01% |
900,435
+36,551
| +4% | +$679K |
|
1616
Telefônica Brasil
VIV
$19.2B
| $16.9M | 0.01% |
753,125
-15,394
| -2% | -$331K |
|
|
HOT
1617
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $16.9M | 0.01% |
253,842
+15,511
| +7% | +$1.03M |
|
|
GMCR
1618
DELISTED
KEURIG GREEN MTN INC
GMCR
| $16.8M | 0.01% |
223,458
+16,523
| +8% | +$1.3M |
|
|
EOCC
1619
DELISTED
Enel Generacion Chile S.A.
EOCC
| $16.8M | 0.01% |
578,683
+15,360
| +3% | +$441K |
|
|
HNR
1620
DELISTED
Harvest Natural Resources
HNR
| $16.8M | 0.01% |
785,615
-4,297
| -0.5% | -$77.9K |
|
|
ASNA
1621
DELISTED
Ascena Retail Group, Inc.
ASNA
| $16.8M | 0.01% |
42,124
+7,490
| +22% | +$2.66M |
|
1622
BOK Financial
BOKF
$8.08B
| $16.8M | 0.01% |
264,982
+19,681
| +8% | +$1.3M |
|
1623
L3Harris
LHX
$46.6B
| $16.8M | 0.01% |
283,074
+9,429
| +3% | +$525K |
|
1624
Extreme Networks
EXTR
$2.91B
| $16.8M | 0.01% |
3,214,057
-56,277
| -2% | -$229K |
|
1625
Philips
PHG
$24.1B
| $16.8M | 0.01% |
750,465
-5,347
| -0.7% | -$117K |
|
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.