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 | |
|---|---|---|---|---|---|---|
2251
Jakks Pacific
JAKK
$278M
| $8.22M | 0.01% |
183,161
-1,308
| -0.7% | -$84.9K |
|
|
IL
2252
DELISTED
IntraLinks Holdings Inc.
IL
| $8.22M | 0.01% |
933,682
+285,838
| +44% | +$2.5M |
|
|
SMI
2253
DELISTED
Semiconductor Manufacturing Intl
SMI
| $8.21M | 0.01% |
2,364,687
-13,967
| -0.6% | -$52.8K |
|
2254
Under Armour
UAA
$2.13B
| $8.19M | 0.01% |
412,268
+24,192
| +6% | +$427K |
|
2255
Orion Group Holdings
ORN
$366M
| $8.18M | 0.01% |
785,734
+114,805
| +17% | +$1.27M |
|
|
HSH
2256
DELISTED
HILLSHIRE BRANDS CO
HSH
| $8.16M | 0.01% |
265,580
+18,160
| +7% | +$600K |
|
2257
Frequency Electronics
FEIM
$945M
| $8.15M | 0.01% |
697,810
+593
| +0.1% | +$6.44K |
|
2258
Pinnacle West Capital
PNW
$11.6B
| $8.14M | 0.01% |
148,665
+5,413
| +4% | +$304K |
|
2259
Robert Half
RHI
$3.81B
| $8.11M | 0.01% |
207,896
+14,909
| +8% | +$549K |
|
|
EOX
2260
DELISTED
EMERALD OIL INC (MT)
EOX
| $8.1M | 0.01% |
56,317
+12,169
| +28% | +$1.73M |
|
2261
Gartner
IT
$11.9B
| $8.09M | 0.01% |
134,822
+9,690
| +8% | +$571K |
|
|
MPX
2262
DELISTED
Marine Products Corp
MPX
| $8.07M | 0.01% |
888,480
-5,076
| -0.6% | -$45.1K |
|
2263
Axcelis
ACLS
$3.23B
| $8.06M | 0.01% |
954,753
+23,758
| +3% | +$193K |
|
2264
Manulife Financial
MFC
$73B
| $8.05M | 0.01% |
485,983
+201,941
| +71% | +$3.45M |
|
|
CCF
2265
DELISTED
Chase Corporation
CCF
| $8.04M | 0.01% |
273,714
+1,466
| +0.5% | +$41.1K |
|
|
PCMI
2266
DELISTED
PCM, Inc
PCMI
| $8.02M | 0.01% |
862,646
+2,718
| +0.3% | +$27.1K |
|
|
MASC
2267
DELISTED
MATERIAL SCIENCES CORP
MASC
| $8.01M | 0.01% |
853,949
-771
| -0.1% | -$7.59K |
|
2268
Orthofix Medical
OFIX
$352M
| $8.01M | 0.01% |
383,842
+41,026
| +12% | +$996K |
|
|
INTX
2269
DELISTED
Intersections, Inc.
INTX
| $8M | 0.01% |
911,996
-4,410
| -0.5% | -$41.5K |
|
|
INFA
2270
DELISTED
INFORMATICA CORP
INFA
| $7.98M | 0.01% |
204,858
+23,774
| +13% | +$902K |
|
2271
Lennar Class B
LEN.B
$18.9B
| $7.96M | 0.01% |
298,214
-16,191
| -5% | -$412K |
|
|
AEC
2272
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
| $7.96M | 0.01% |
533,916
+800
| +0.2% | +$12.2K |
|
2273
Walker & Dunlop
WD
$1.32B
| $7.94M | 0.01% |
499,148
-1,504
| -0.3% | -$24.8K |
|
|
TSYS
2274
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
| $7.91M | 0.01% |
3,215,245
+50,782
| +2% | +$135K |
|
|
ESSA
2275
DELISTED
ESSA Bancorp
ESSA
| $7.91M | 0.01% |
758,851
+977
| +0.1% | +$10.7K |
|
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.