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 | |
|---|---|---|---|---|---|---|
2151
AMC Global Media
AMCX
$486M
| $9.35M | 0.01% |
136,645
+12,465
| +10% | +$826K |
|
2152
BGC Group
BGC
$5.7B
| $9.34M | 0.01% |
2,569,888
+1,115,849
| +77% | +$4.29M |
|
|
ARMH
2153
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $9.33M | 0.01% |
193,897
+4,556
| +2% | +$192K |
|
|
CTCT
2154
DELISTED
CONSTANT CONTACT, INC COM
CTCT
| $9.31M | 0.01% |
392,925
+165,662
| +73% | +$3.15M |
|
2155
Universal Logistics Holdings
ULH
$476M
| $9.31M | 0.01% |
349,054
+2,626
| +0.8% | +$69.1K |
|
|
OMN
2156
DELISTED
OMNOVA Solutions Inc.
OMN
| $9.29M | 0.01% |
1,086,605
+16,657
| +2% | +$136K |
|
|
ARIA
2157
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $9.29M | 0.01% |
504,843
-150,260
| -23% | -$2.92M |
|
2158
CBRE Group
CBRE
$40.3B
| $9.29M | 0.01% |
401,565
+29,548
| +8% | +$684K |
|
2159
Banco de Chile
BCH
$20.9B
| $9.27M | 0.01% |
340,360
+414
| +0.1% | +$10.7K |
|
|
UBNK
2160
DELISTED
United Financial Bancorp, Inc.
UBNK
| $9.27M | 0.01% |
712,961
+8,143
| +1% | +$107K |
|
2161
Rocky Brands
RCKY
$326M
| $9.26M | 0.01% |
532,127
+2,071
| +0.4% | +$35K |
|
2162
OceanFirst Financial
OCFC
$1.75B
| $9.26M | 0.01% |
547,666
+2,143
| +0.4% | +$36.2K |
|
|
FRC
2163
DELISTED
First Republic Bank
FRC
| $9.24M | 0.01% |
198,237
+18,148
| +10% | +$795K |
|
|
NATL
2164
DELISTED
National Interstate Corporation
NATL
| $9.24M | 0.01% |
332,314
-605
| -0.2% | -$17.5K |
|
|
BRSL
2165
Brightstar Lottery PLC
BRSL
$1.9B
| $9.23M | 0.01% |
487,643
+20,479
| +4% | +$390K |
|
2166
F5
FFIV
$24.6B
| $9.23M | 0.01% |
107,622
+4,220
| +4% | +$359K |
|
|
FFNW
2167
DELISTED
First Financial Northwest, Inc
FFNW
| $9.22M | 0.01% |
884,296
+11,099
| +1% | +$119K |
|
2168
Northrim BanCorp
NRIM
$567M
| $9.22M | 0.01% |
1,530,648
+2,564
| +0.2% | +$15.8K |
|
2169
Clarus
CLAR
$137M
| $9.18M | 0.01% |
758,543
-1,745
| -0.2% | -$18.5K |
|
2170
Aviat Networks
AVNW
$263M
| $9.18M | 0.01% |
592,709
-1,133
| -0.2% | -$17.8K |
|
|
NSR
2171
DELISTED
Neustar Inc
NSR
| $9.17M | 0.01% |
185,362
-5,571
| -3% | -$290K |
|
2172
WSFS Financial
WSFS
$4.05B
| $9.17M | 0.01% |
456,612
+9,561
| +2% | +$191K |
|
2173
Citi Trends
CTRN
$488M
| $9.15M | 0.01% |
523,568
+50,638
| +11% | +$799K |
|
2174
International Flavors & Fragrances
IFF
$21.7B
| $9.15M | 0.01% |
111,142
+11,105
| +11% | +$899K |
|
2175
Sabra Healthcare REIT
SBRA
$5.15B
| $9.14M | 0.01% |
397,187
+19,106
| +5% | +$471K |
|
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.