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 | |
|---|---|---|---|---|---|---|
2226
OGE Energy
OGE
$9.56B
| $8.64M | 0.01% |
239,525
+15,437
| +7% | +$558K |
|
|
TE
2227
DELISTED
TECO ENERGY INC
TE
| $8.64M | 0.01% |
522,185
+31,937
| +7% | +$545K |
|
2228
Fabrinet
FN
$13.7B
| $8.63M | 0.01% |
512,513
+143,587
| +39% | +$2.12M |
|
2229
Arrow Financial
AROW
$706M
| $8.61M | 0.01% |
444,947
-5,632
| -1% | -$110K |
|
|
RLH
2230
DELISTED
Red Lions Hotel Corporation
RLH
| $8.61M | 0.01% |
1,633,923
-3,844
| -0.2% | -$23K |
|
|
BVH
2231
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $8.61M | 0.01% |
119,765
-551
| -0.5% | -$36.9K |
|
2232
Hasbro
HAS
$12.5B
| $8.53M | 0.01% |
181,008
+11,823
| +7% | +$552K |
|
2233
Unitil
UTL
$969M
| $8.51M | 0.01% |
290,883
+5,782
| +2% | +$171K |
|
2234
Marchex
MCHX
$60.3M
| $8.5M | 0.01% |
1,167,922
+9,454
| +0.8% | +$63.1K |
|
|
CCH
2235
DELISTED
COCA-COLA HBC AG SPONSORED ADR(SWITZERLAND)
CCH
| $8.46M | 0.01% |
283,190
-2,563
| -0.9% | -$70.6K |
|
2236
Booz Allen Hamilton
BAH
$9.49B
| $8.45M | 0.01% |
437,340
-4,012
| -0.9% | -$78.5K |
|
|
LMIA
2237
DELISTED
LMI Aerospace Inc
LMIA
| $8.41M | 0.01% |
629,758
+12,073
| +2% | +$189K |
|
2238
German American Bancorp
GABC
$1.85B
| $8.4M | 0.01% |
499,728
+4,899
| +1% | +$82.7K |
|
2239
Scorpio Tankers
STNG
$4.4B
| $8.4M | 0.01% |
+86,049
| New | +$8.51M |
|
2240
Mettler-Toledo International
MTD
$28.3B
| $8.38M | 0.01% |
34,930
+2,286
| +7% | +$515K |
|
|
SNBC
2241
DELISTED
Sun Bancorp Inc
SNBC
| $8.38M | 0.01% |
437,723
+657
| +0.2% | +$11.7K |
|
|
RTK
2242
DELISTED
Rentech, Inc.
RTK
| $8.38M | 0.01% |
423,259
-5,403
| -1% | -$114K |
|
2243
Trimble
TRMB
$13.4B
| $8.38M | 0.01% |
281,902
+4,057
| +1% | +$111K |
|
|
ULTI
2244
DELISTED
Ultimate Software Group Inc
ULTI
| $8.35M | 0.01% |
56,652
-22,600
| -29% | -$3.14M |
|
2245
TechTarget
TTGT
$278M
| $8.32M | 0.01% |
1,667,955
-3,249
| -0.2% | -$15.1K |
|
2246
Graham Corp
GHM
$981M
| $8.32M | 0.01% |
230,291
+7,702
| +3% | +$262K |
|
2247
Aware
AWRE
$26.2M
| $8.3M | 0.01% |
1,519,449
-4,050
| -0.3% | -$21K |
|
2248
CEVA Inc
CEVA
$840M
| $8.29M | 0.01% |
480,391
+38,045
| +9% | +$702K |
|
2249
Celanese
CE
$5.14B
| $8.28M | 0.01% |
156,902
+17,473
| +13% | +$856K |
|
2250
Broadcom
AVGO
$1.66T
| $8.26M | 0.01% |
1,915,620
+338,570
| +21% | +$1.3M |
|
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.