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 | |
|---|---|---|---|---|---|---|
|
PACR
2376
DELISTED
PACER INTL INC TENN
PACR
| $6.89M | 0.01% |
1,113,061
+9,244
| +0.8% | +$57.8K |
|
|
VIVO
2377
DELISTED
Meridian Bioscience Inc
VIVO
| $6.87M | 0.01% |
290,264
+132,780
| +84% | +$3.1M |
|
|
FXCB
2378
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
| $6.85M | 0.01% |
393,501
+2,525
| +0.6% | +$43.7K |
|
|
QLTY
2379
DELISTED
QUALITY DISTR INC FLA
QLTY
| $6.83M | 0.01% |
738,874
+24,459
| +3% | +$237K |
|
|
CPL
2380
DELISTED
CPFL Energia S.A.
CPL
| $6.83M | 0.01% |
418,845
+32,268
| +8% | +$541K |
|
2381
Morningstar
MORN
$7.61B
| $6.82M | 0.01% |
86,040
+2,047
| +2% | +$158K |
|
|
MDVN
2382
DELISTED
MEDIVATION, INC.
MDVN
| $6.81M | 0.01% |
227,396
-23,352
| -9% | -$667K |
|
2383
Factset
FDS
$9.92B
| $6.8M | 0.01% |
62,313
+10,162
| +19% | +$1.1M |
|
|
BONT
2384
DELISTED
Bon-Ton Stores Inc/The
BONT
| $6.79M | 0.01% |
643,671
-1,233
| -0.2% | -$19K |
|
|
WSTL
2385
DELISTED
Westell Technologies Inc
WSTL
| $6.78M | 0.01% |
506,311
+13,888
| +3% | +$162K |
|
|
CIE
2386
DELISTED
Cobalt International Energy, Inc
CIE
| $6.78M | 0.01% |
18,180
+3,699
| +26% | +$1.5M |
|
|
MCBC
2387
DELISTED
Macatawa Bank Corp
MCBC
| $6.77M | 0.01% |
1,257,814
-8,068
| -0.6% | -$40.9K |
|
2388
Superior Group of Companies
SGC
$199M
| $6.77M | 0.01% |
1,080,792
-400
| -0% | -$2.38K |
|
|
INFI
2389
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $6.76M | 0.01% |
387,339
-118,292
| -23% | -$2.27M |
|
|
NTRI
2390
DELISTED
NutriSystem, Inc.
NTRI
| $6.75M | 0.01% |
469,708
-1,089
| -0.2% | -$13.6K |
|
2391
Crown Holdings
CCK
$12B
| $6.74M | 0.01% |
159,314
+5,284
| +3% | +$231K |
|
|
SGEN
2392
DELISTED
Seagen Inc. Common Stock
SGEN
| $6.7M | 0.01% |
152,885
+9,253
| +6% | +$385K |
|
2393
Landstar System
LSTR
$5.81B
| $6.7M | 0.01% |
119,607
+604
| +0.5% | +$33.1K |
|
|
CST
2394
DELISTED
CST Brands, Inc.
CST
| $6.69M | 0.01% |
224,541
-99,330
| -31% | -$3.11M |
|
2395
Alpha and Omega Semiconductor
AOSL
$763M
| $6.67M | 0.01% |
793,533
+4,581
| +0.6% | +$35.9K |
|
2396
VSE Corp
VSEC
$4.91B
| $6.66M | 0.01% |
283,670
+7,880
| +3% | +$180K |
|
|
PRCP
2397
DELISTED
Perceptron Inc
PRCP
| $6.65M | 0.01% |
622,611
+1,639
| +0.3% | +$14.5K |
|
|
DVR
2398
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
| $6.65M | 0.01% |
3,243,411
+44,604
| +1% | +$92.4K |
|
2399
American Water Works
AWK
$27.5B
| $6.63M | 0.01% |
160,662
+11,553
| +8% | +$478K |
|
|
NXH
2400
Neighborhood Intelligence Inc
NXH
$327M
| $6.62M | 0.01% |
296,941
+41,173
| +16% | +$930K |
|
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.