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 | |
|---|---|---|---|---|---|---|
|
UPL
2301
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $7.59M | 0.01% |
368,955
+24,568
| +7% | +$517K |
|
|
DTLK
2302
DELISTED
Datalink Corp
DTLK
| $7.58M | 0.01% |
560,837
+35,959
| +7% | +$456K |
|
|
EXAC
2303
DELISTED
Exactech Inc
EXAC
| $7.58M | 0.01% |
376,135
+902
| +0.2% | +$18.1K |
|
|
BFX
2304
DELISTED
BowFlex Inc.
BFX
| $7.57M | 0.01% |
1,048,459
-40,346
| -4% | -$310K |
|
|
RPAI
2305
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $7.57M | 0.01% |
550,275
+331,921
| +152% | +$4.71M |
|
|
ESBF
2306
DELISTED
E S B FINL CORP
ESBF
| $7.57M | 0.01% |
593,365
+479
| +0.1% | +$6.08K |
|
2307
Hyatt Hotels
H
$14.6B
| $7.56M | 0.01% |
175,998
+9,104
| +5% | +$399K |
|
|
STCN
2308
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $7.56M | 0.01% |
295,491
-482
| -0.2% | -$13.4K |
|
2309
Ampco-Pittsburgh
AP
$176M
| $7.53M | 0.01% |
420,209
+1,719
| +0.4% | +$32.2K |
|
|
FARM
2310
DELISTED
Farmer Brothers
FARM
| $7.53M | 0.01% |
499,838
-6,415
| -1% | -$93.7K |
|
|
GXP
2311
DELISTED
Great Plains Energy Incorporated
GXP
| $7.5M | 0.01% |
337,938
+22,769
| +7% | +$524K |
|
2312
Middlesex Water
MSEX
$1.06B
| $7.49M | 0.01% |
349,982
+615
| +0.2% | +$12.9K |
|
2313
Energy Recovery
ERII
$360M
| $7.48M | 0.01% |
1,032,254
+192,682
| +23% | +$1M |
|
2314
HCA Healthcare
HCA
$92.9B
| $7.46M | 0.01% |
174,664
+34,198
| +24% | +$1.34M |
|
|
CLMS
2315
DELISTED
Calamos Asset Management, Inc.
CLMS
| $7.46M | 0.01% |
747,188
+89,095
| +14% | +$930K |
|
|
CTWS
2316
DELISTED
Connecticut Water Service Inc
CTWS
| $7.45M | 0.01% |
231,594
-3,083
| -1% | -$93.7K |
|
2317
Central Garden & Pet Co
CENT
$2.53B
| $7.44M | 0.01% |
1,320,470
-23,958
| -2% | -$134K |
|
|
POM
2318
DELISTED
PEPCO HOLDINGS, INC.
POM
| $7.44M | 0.01% |
402,821
+109,929
| +38% | +$2.14M |
|
|
ALU
2319
DELISTED
Alcatel-Lucent
ALU
| $7.43M | 0.01% |
2,190,455
| – | – |
|
|
SPIL
2320
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $7.43M | 0.01% |
1,285,110
-22,209
| -2% | -$126K |
|
2321
State Street SPDR S&P 500 ETF Trust
SPY
$804B
| $7.41M | 0.01% |
44,100
| – | – |
|
|
RBCN
2322
DELISTED
Rubicon Technology, Inc.
RBCN
| $7.41M | 0.01% |
61,206
-228
| -0.4% | -$23.1K |
|
2323
ScottsMiracle-Gro
SMG
$3.14B
| $7.4M | 0.01% |
134,530
+10,000
| +8% | +$526K |
|
2324
Kearny Financial
KRNY
$610M
| $7.39M | 0.01% |
998,372
-6,743
| -0.7% | -$50K |
|
|
ENV
2325
DELISTED
ENVESTNET, INC.
ENV
| $7.39M | 0.01% |
238,388
-4,691
| -2% | -$130K |
|
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.