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 | |
|---|---|---|---|---|---|---|
|
NWY
1751
DELISTED
New York & Co Inc
NWY
| $14.7M | 0.01% |
2,534,596
+2,174
| +0.1% | +$12.7K |
|
|
BFIN
1752
DELISTED
BankFinancial
BFIN
| $14.6M | 0.01% |
1,639,708
+2,769
| +0.2% | +$24.4K |
|
|
HDNG
1753
DELISTED
Hardinge Inc
HDNG
| $14.6M | 0.01% |
944,516
+11,123
| +1% | +$172K |
|
|
REIS
1754
DELISTED
Reis, Inc.
REIS
| $14.6M | 0.01% |
902,298
-2,143
| -0.2% | -$37.6K |
|
1755
Kratos Defense & Security Solutions
KTOS
$8.93B
| $14.6M | 0.01% |
1,758,900
+522,551
| +42% | +$3.95M |
|
1756
Acacia Research
ACTG
$433M
| $14.6M | 0.01% |
631,567
+5,650
| +0.9% | +$129K |
|
1757
TripAdvisor
TRIP
$1.06B
| $14.6M | 0.01% |
191,951
+9,881
| +5% | +$700K |
|
|
K
1758
DELISTED
Kellanova
K
| $14.5M | 0.01% |
263,803
+6,816
| +3% | +$407K |
|
1759
Alnylam Pharmaceuticals
ALNY
$32.3B
| $14.5M | 0.01% |
227,153
+49,479
| +28% | +$2.47M |
|
|
CPLA
1760
DELISTED
Capella Education Company
CPLA
| $14.5M | 0.01% |
256,871
+30,132
| +13% | +$1.56M |
|
|
CNL
1761
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $14.5M | 0.01% |
323,961
-3,746
| -1% | -$175K |
|
1762
Tronox
TROX
$664M
| $14.5M | 0.01% |
593,442
+172,944
| +41% | +$3.84M |
|
|
RPXC
1763
DELISTED
RPX Corporation
RPXC
| $14.5M | 0.01% |
827,838
+308,786
| +59% | +$5.27M |
|
1764
NVR
NVR
$16.6B
| $14.5M | 0.01% |
15,784
+378
| +2% | +$342K |
|
|
AJRD
1765
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $14.5M | 0.01% |
903,701
-38,502
| -4% | -$631K |
|
1766
Ametek
AME
$54B
| $14.4M | 0.01% |
313,873
+20,601
| +7% | +$928K |
|
1767
Hexcel
HXL
$6.67B
| $14.4M | 0.01% |
372,206
-27,937
| -7% | -$1.02M |
|
1768
Flexsteel Industries
FLXS
$321M
| $14.4M | 0.01% |
578,288
+316
| +0.1% | +$7.64K |
|
1769
Acadia Realty Trust
AKR
$2.65B
| $14.4M | 0.01% |
584,821
+24,577
| +4% | +$613K |
|
1770
Microchip Technology
MCHP
$38.9B
| $14.4M | 0.01% |
716,118
+25,748
| +4% | +$510K |
|
|
SPRT
1771
DELISTED
support.com, Inc.
SPRT
| $14.4M | 0.01% |
880,302
+16,628
| +2% | +$271K |
|
|
GHL
1772
DELISTED
Greenhill & Co., Inc.
GHL
| $14.4M | 0.01% |
288,451
-5,044
| -2% | -$249K |
|
|
ECOL
1773
DELISTED
US Ecology, Inc.
ECOL
| $14.4M | 0.01% |
476,636
+9,274
| +2% | +$272K |
|
1774
BJ's Restaurants
BJRI
$1.27B
| $14.3M | 0.01% |
499,413
+107,278
| +27% | +$3.63M |
|
|
AVHI
1775
DELISTED
A V Homes, Inc.
AVHI
| $14.3M | 0.01% |
821,341
-218
| -0% | -$3.59K |
|
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.