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 | |
|---|---|---|---|---|---|---|
2576
Rollins
ROL
$15.9B
| $4.62M | ﹤0.01% |
588,317
+42,863
| +8% | +$329K |
|
|
ATHN
2577
DELISTED
Athenahealth, Inc.
ATHN
| $4.62M | ﹤0.01% |
42,552
+497
| +1% | +$53.7K |
|
2578
MSC Industrial Direct
MSM
$6.82B
| $4.61M | ﹤0.01% |
56,707
+3,838
| +7% | +$306K |
|
|
STRR
2579
Star Equity Holdings
STRR
$37.1M
| $4.6M | ﹤0.01% |
142,063
+353
| +0.2% | +$9.58K |
|
2580
Crawford & Co Class B
CRD.B
$572M
| $4.6M | ﹤0.01% |
474,379
-18,061
| -4% | -$140K |
|
2581
Nice
NICE
$6.19B
| $4.6M | ﹤0.01% |
111,086
-37,112
| -25% | -$1.43M |
|
|
CSR
2582
Centerspace
CSR
$959M
| $4.58M | ﹤0.01% |
55,564
+6,939
| +14% | +$592K |
|
|
EXAS
2583
DELISTED
Exact Sciences
EXAS
| $4.58M | ﹤0.01% |
387,521
-11,350
| -3% | -$146K |
|
2584
Sypris Solutions
SYPR
$39.1M
| $4.58M | ﹤0.01% |
1,466,502
-6,815
| -0.5% | -$21.6K |
|
2585
STMicroelectronics
STM
$43.3B
| $4.57M | ﹤0.01% |
496,415
+10,912
| +2% | +$97.2K |
|
|
TURN
2586
DELISTED
180 Degree Capital
TURN
| $4.55M | ﹤0.01% |
505,991
+4,723
| +0.9% | +$43.7K |
|
|
CCG
2587
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
| $4.53M | ﹤0.01% |
419,342
+93,937
| +29% | +$1.05M |
|
|
ALCS
2588
DELISTED
Alco Stores Inc
ALCS
| $4.5M | ﹤0.01% |
322,707
-749
| -0.2% | -$9.9K |
|
2589
Reading International Class A
RDI
$46.7M
| $4.5M | ﹤0.01% |
684,643
-5,000
| -0.7% | -$31.6K |
|
|
STS
2590
DELISTED
Supreme Industries Inc Class A
STS
| $4.49M | ﹤0.01% |
703,799
-3,811
| -0.5% | -$20.8K |
|
|
DGICB
2591
Donegal Group Class B
DGICB
$853M
| $4.48M | ﹤0.01% |
234,046
| – | – |
|
|
PWOD
2592
DELISTED
Penns Woods Bancorp
PWOD
| $4.47M | ﹤0.01% |
134,612
-2,653
| -2% | -$81.5K |
|
|
HIL
2593
DELISTED
Hill International, Inc. Common Stock
HIL
| $4.44M | ﹤0.01% |
1,345,483
+797
| +0.1% | +$2.34K |
|
2594
Lifeway Foods
LWAY
$369M
| $4.44M | ﹤0.01% |
328,334
-2,906
| -0.9% | -$46.8K |
|
|
PWX
2595
DELISTED
Providence & Worcester Railroad Company
PWX
| $4.43M | ﹤0.01% |
219,586
+425
| +0.2% | +$7.54K |
|
|
HFFC
2596
DELISTED
H F FINL CORP
HFFC
| $4.4M | ﹤0.01% |
342,663
+807
| +0.2% | +$10.4K |
|
2597
Waterstone Financial
WSBF
$371M
| $4.39M | ﹤0.01% |
475,017
+3,641
| +0.8% | +$34.7K |
|
2598
York Water
YORW
$539M
| $4.39M | ﹤0.01% |
218,728
+1,927
| +0.9% | +$39.4K |
|
2599
Zillow
ZG
$7.02B
| $4.39M | ﹤0.01% |
+155,886
| New | +$4.3M |
|
|
MKTG
2600
DELISTED
RESPONSYS INC COM STK (CA)
MKTG
| $4.37M | ﹤0.01% |
264,882
-8,909
| -3% | -$132K |
|
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.