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 | |
|---|---|---|---|---|---|---|
|
CSFL
2426
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $6.24M | 0.01% |
644,457
+5,210
| +0.8% | +$50.3K |
|
2427
Alliant Energy
LNT
$17.3B
| $6.22M | 0.01% |
251,224
+10,160
| +4% | +$260K |
|
|
HK
2428
DELISTED
Halcon Resources Corporation
HK
| $6.19M | 0.01% |
8,102
+1,769
| +28% | +$1.61M |
|
|
LMNX
2429
DELISTED
Luminex Corp
LMNX
| $6.16M | 0.01% |
308,091
+100,420
| +48% | +$2.14M |
|
2430
Boston Beer
SAM
$1.77B
| $6.16M | 0.01% |
25,213
+2,265
| +10% | +$468K |
|
|
KMG
2431
DELISTED
KMG Chemicals Inc
KMG
| $6.16M | 0.01% |
279,885
+1,156
| +0.4% | +$26.4K |
|
|
VVC
2432
DELISTED
Vectren Corporation
VVC
| $6.15M | 0.01% |
184,455
+4,839
| +3% | +$167K |
|
2433
Heritage Financial
HFWA
$1.15B
| $6.14M | 0.01% |
395,608
+5,079
| +1% | +$79.7K |
|
2434
Consolidated Water Co
CWCO
$456M
| $6.13M | 0.01% |
409,571
+19,580
| +5% | +$250K |
|
2435
Graco
GGG
$12.4B
| $6.12M | 0.01% |
247,977
+18,663
| +8% | +$439K |
|
|
GBNK
2436
DELISTED
Guaranty Bancorp
GBNK
| $6.12M | 0.01% |
446,801
+49
| +0% | +$603 |
|
2437
Valhi
VHI
$472M
| $6.11M | 0.01% |
25,517
-3,223
| -11% | -$686K |
|
|
SRT
2438
DELISTED
Startek Inc.
SRT
| $6.11M | 0.01% |
948,167
-1,507
| -0.2% | -$8.59K |
|
|
TLM
2439
DELISTED
TALISMAN ENERGY INC
TLM
| $6.11M | 0.01% |
530,859
+1,309
| +0.2% | +$14.6K |
|
|
BOLT
2440
DELISTED
BOLT TECHNOLOGY CORPORATION
BOLT
| $6.1M | 0.01% |
338,099
-1,314
| -0.4% | -$23.7K |
|
|
LION
2441
DELISTED
Fidelity Southern Corporation
LION
| $6.09M | 0.01% |
400,760
+10,412
| +3% | +$150K |
|
|
MBVT
2442
DELISTED
Merchants Bancshares Inc
MBVT
| $6.07M | 0.01% |
209,510
-2,748
| -1% | -$85.2K |
|
|
SLI
2443
DELISTED
S L INDUSTRIES INC (DELAWARE)
SLI
| $6.06M | 0.01% |
248,000
+260
| +0.1% | +$6.79K |
|
|
HPOL
2444
DELISTED
HARRIS INTERACTIVE INC
HPOL
| $6.03M | 0.01% |
3,013,983
-15,394
| -0.5% | -$29.4K |
|
|
CTO
2445
CTO Realty Growth
CTO
$765M
| $6.02M | 0.01% |
576,273
+2,449
| +0.4% | +$25.4K |
|
|
UNAM
2446
DELISTED
Unico American Corp
UNAM
| $6.02M | 0.01% |
482,011
-1,007
| -0.2% | -$12.1K |
|
2447
Pebblebrook Hotel Trust
PEB
$2.03B
| $6.02M | 0.01% |
209,627
+72,943
| +53% | +$1.99M |
|
|
SPP
2448
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
| $6M | 0.01% |
2,417,987
-25,373
| -1% | -$63.5K |
|
|
INWK
2449
DELISTED
InnerWorkings, Inc.
INWK
| $5.99M | 0.01% |
610,312
+14,118
| +2% | +$154K |
|
2450
Donaldson
DCI
$9.97B
| $5.99M | 0.01% |
157,041
+13,989
| +10% | +$517K |
|
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.