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 | |
|---|---|---|---|---|---|---|
|
BRCM
1676
DELISTED
BROADCOM CORP CL-A
BRCM
| $16M | 0.01% |
616,743
+97,028
| +19% | +$2.74M |
|
1677
Hanmi Financial
HAFC
$956M
| $16M | 0.01% |
967,352
+84,756
| +10% | +$1.45M |
|
1678
Wabash National
WNC
$493M
| $16M | 0.01% |
1,374,558
+88,746
| +7% | +$956K |
|
|
DST
1679
DELISTED
DST Systems Inc.
DST
| $16M | 0.01% |
424,578
+25,716
| +6% | +$928K |
|
1680
Washington Trust Bancorp
WASH
$752M
| $16M | 0.01% |
509,243
+5,096
| +1% | +$159K |
|
1681
Equinix
EQIX
$101B
| $16M | 0.01% |
86,894
+3,418
| +4% | +$619K |
|
1682
Merit Medical Systems
MMSI
$5.11B
| $16M | 0.01% |
1,315,450
+102,839
| +8% | +$1.32M |
|
|
EXAM
1683
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $15.9M | 0.01% |
613,515
+153,586
| +33% | +$3.59M |
|
1684
Consolidated Edison
ED
$39.6B
| $15.9M | 0.01% |
289,037
+8,961
| +3% | +$516K |
|
|
MOLX
1685
DELISTED
MOLEX INC
MOLX
| $15.9M | 0.01% |
413,694
+75,512
| +22% | +$2.42M |
|
|
VG
1686
DELISTED
Vonage Holdings Corporation
VG
| $15.9M | 0.01% |
5,065,375
+777,402
| +18% | +$2.44M |
|
1687
Tompkins Financial
TMP
$1.41B
| $15.9M | 0.01% |
343,130
+7,288
| +2% | +$331K |
|
|
STMP
1688
DELISTED
Stamps.com, Inc.
STMP
| $15.9M | 0.01% |
345,238
+26,414
| +8% | +$1.11M |
|
|
SYMM
1689
DELISTED
SYMMETRICOM INC
SYMM
| $15.8M | 0.01% |
3,285,543
+4,494
| +0.1% | +$21.8K |
|
|
MNTA
1690
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $15.8M | 0.01% |
1,099,709
+176,107
| +19% | +$2.7M |
|
1691
Quad
QUAD
$494M
| $15.8M | 0.01% |
521,159
+17,595
| +3% | +$519K |
|
1692
Perrigo
PRGO
$1.87B
| $15.8M | 0.01% |
128,013
+11,940
| +10% | +$1.49M |
|
|
TRST
1693
Trustco Bank Corp NY
TRST
$958M
| $15.8M | 0.01% |
529,013
+33,595
| +7% | +$1M |
|
1694
Miller Industries
MLR
$630M
| $15.8M | 0.01% |
928,229
+2,943
| +0.3% | +$48.6K |
|
1695
Vertex Pharmaceuticals
VRTX
$131B
| $15.7M | 0.01% |
207,369
+60,681
| +41% | +$4.83M |
|
1696
Astronics
ATRO
$2.79B
| $15.7M | 0.01% |
864,480
-5,723
| -0.7% | -$92.3K |
|
|
MWIV
1697
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
| $15.7M | 0.01% |
105,181
-15,748
| -13% | -$2.23M |
|
|
AMWD
1698
DELISTED
American Woodmark
AMWD
| $15.7M | 0.01% |
452,761
-2,330
| -0.5% | -$83.4K |
|
1699
FMC
FMC
$1.28B
| $15.7M | 0.01% |
252,141
+17,387
| +7% | +$998K |
|
1700
Lifetime Brands
LCUT
$193M
| $15.7M | 0.01% |
1,025,359
+1,175
| +0.1% | +$16.9K |
|
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.