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 | |
|---|---|---|---|---|---|---|
726
Harmonic Inc
HLIT
$1.22B
| $38.5M | 0.03% |
5,006,231
+586,741
| +13% | +$4.34M |
|
|
LTM
727
DELISTED
LIFE TIME FITNESS INC
LTM
| $38.5M | 0.03% |
747,532
+95,145
| +15% | +$4.93M |
|
|
TRAK
728
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
| $38.5M | 0.03% |
897,647
-76,863
| -8% | -$3.04M |
|
|
MDSO
729
DELISTED
Medidata Solutions, Inc.
MDSO
| $38.4M | 0.03% |
776,632
+52,032
| +7% | +$2.29M |
|
|
DTV
730
DELISTED
DIRECTV COM STK (DE)
DTV
| $38.4M | 0.03% |
642,760
-13,251
| -2% | -$816K |
|
|
ELNK
731
DELISTED
EarthLink Holdings Corp.
ELNK
| $38.3M | 0.03% |
7,741,417
+80,274
| +1% | +$448K |
|
732
Comtech Telecommunications
CMTL
$44.6M
| $38.3M | 0.03% |
1,575,550
-6,212
| -0.4% | -$162K |
|
733
Ryman Hospitality Properties
RHP
$8.27B
| $38.3M | 0.03% |
1,110,020
-303,459
| -21% | -$10.8M |
|
734
D.R. Horton
DHI
$38.7B
| $38.3M | 0.03% |
1,969,751
+39,676
| +2% | +$786K |
|
|
ACC
735
DELISTED
American Campus Communities, Inc.
ACC
| $38.3M | 0.03% |
1,120,674
+79,887
| +8% | +$2.98M |
|
736
Kinder Morgan
KMI
$68.4B
| $38.2M | 0.03% |
1,074,129
+5,946
| +0.6% | +$223K |
|
|
AXE
737
DELISTED
Anixter International Inc
AXE
| $38.2M | 0.03% |
435,824
-11,423
| -3% | -$958K |
|
738
Old National Bancorp
ONB
$9.68B
| $38.1M | 0.03% |
2,683,129
+112,129
| +4% | +$1.58M |
|
|
PHIIK
739
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $38.1M | 0.03% |
1,010,036
+4,982
| +0.5% | +$181K |
|
740
Trustmark
TRMK
$2.74B
| $38.1M | 0.03% |
1,486,970
+75,284
| +5% | +$1.97M |
|
|
BPFH
741
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $38M | 0.03% |
3,422,509
+25,803
| +0.8% | +$282K |
|
|
BMR
742
DELISTED
BIOMED REALTY TRUST INC
BMR
| $38M | 0.03% |
2,041,911
+135,826
| +7% | +$2.67M |
|
|
CGX
743
DELISTED
CONSOLIDATED GRAPHICS INC
CGX
| $37.8M | 0.03% |
674,986
+8,014
| +1% | +$433K |
|
744
TriMas Corp
TRS
$1.4B
| $37.8M | 0.03% |
1,271,215
-12,159
| -0.9% | -$362K |
|
745
Omega Healthcare
OHI
$14.2B
| $37.8M | 0.03% |
1,264,827
+87,998
| +7% | +$2.68M |
|
746
Genesco
GCO
$361M
| $37.8M | 0.03% |
575,918
+21,772
| +4% | +$1.49M |
|
747
Cincinnati Financial
CINF
$26.2B
| $37.8M | 0.03% |
800,764
+35,549
| +5% | +$1.7M |
|
748
Aon
AON
$63.8B
| $37.7M | 0.03% |
506,907
+528
| +0.1% | +$36.2K |
|
|
IGTE
749
DELISTED
IGATE CORPORATION
IGTE
| $37.7M | 0.03% |
1,358,262
-29,677
| -2% | -$680K |
|
750
Bank OZK
OZK
$5.23B
| $37.7M | 0.03% |
1,570,590
-40,542
| -3% | -$953K |
|
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.