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 | |
|---|---|---|---|---|---|---|
|
PERY
1151
DELISTED
Perry Ellis International Inc
PERY
| $25M | 0.02% |
1,326,396
+3,147
| +0.2% | +$61.6K |
|
1152
United Bankshares
UBSI
$6.4B
| $25M | 0.02% |
861,882
-6,681
| -0.8% | -$190K |
|
|
DCT
1153
DELISTED
DCT Industrial Trust Inc.
DCT
| $25M | 0.02% |
868,377
+86,462
| +11% | +$2.52M |
|
|
CSGS
1154
DELISTED
CSG Systems International
CSGS
| $25M | 0.02% |
996,730
+6,359
| +0.6% | +$153K |
|
|
PLKI
1155
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $24.9M | 0.02% |
571,820
+11,644
| +2% | +$463K |
|
|
NAFC
1156
DELISTED
NASH FINCH CO
NAFC
| $24.9M | 0.02% |
942,351
+124
| +0% | +$3.1K |
|
1157
EPR Properties
EPR
$4.38B
| $24.9M | 0.02% |
510,199
+21,158
| +4% | +$1.07M |
|
|
VOXX
1158
DELISTED
VOXX International Corporation Class A
VOXX
| $24.8M | 0.02% |
1,813,359
+37,364
| +2% | +$496K |
|
1159
CubeSmart
CUBE
$9.05B
| $24.8M | 0.02% |
1,392,265
+73,735
| +6% | +$1.26M |
|
|
MANT
1160
DELISTED
Mantech International Corp
MANT
| $24.8M | 0.02% |
863,291
+5,825
| +0.7% | +$164K |
|
1161
Braskem
BAK
$713M
| $24.8M | 0.02% |
1,555,715
-67,895
| -4% | -$1.04M |
|
1162
SFL Corp
SFL
$1.91B
| $24.8M | 0.02% |
1,623,946
-13,720
| -0.8% | -$214K |
|
|
SWFT
1163
DELISTED
Swift Transportation Company
SWFT
| $24.8M | 0.02% |
1,226,795
+22,047
| +2% | +$401K |
|
1164
Greenlight Captial
GLRE
$491M
| $24.7M | 0.02% |
869,838
+62,881
| +8% | +$1.7M |
|
1165
Lindsay Corp
LNN
$1.19B
| $24.7M | 0.02% |
302,722
-2,164
| -0.7% | -$169K |
|
1166
Quest Diagnostics
DGX
$27.3B
| $24.7M | 0.02% |
399,765
+43,042
| +12% | +$2.58M |
|
1167
NWPX Infrastructure Inc
NWPX
$993M
| $24.7M | 0.02% |
750,778
+6,745
| +0.9% | +$201K |
|
|
LDL
1168
DELISTED
Lydall, Inc.
LDL
| $24.7M | 0.02% |
1,435,874
-9,081
| -0.6% | -$145K |
|
|
KNGT
1169
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $24.6M | 0.02% |
1,490,657
+98,594
| +7% | +$1.63M |
|
1170
Cardinal Health
CAH
$52.6B
| $24.6M | 0.02% |
471,807
+12,247
| +3% | +$622K |
|
1171
DXP Enterprises
DXPE
$2.86B
| $24.6M | 0.02% |
311,369
-9,939
| -3% | -$702K |
|
1172
REX American Resources
REX
$1.42B
| $24.6M | 0.02% |
4,797,492
-270,768
| -5% | -$1.5M |
|
|
WGL
1173
DELISTED
Wgl Holdings
WGL
| $24.6M | 0.02% |
575,358
+61,357
| +12% | +$2.67M |
|
1174
Portland General Electric
POR
$5.65B
| $24.5M | 0.02% |
869,612
+28,878
| +3% | +$862K |
|
|
EXPR
1175
DELISTED
Express, Inc.
EXPR
| $24.5M | 0.02% |
51,993
+2,988
| +6% | +$1.32M |
|
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.