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 | |
|---|---|---|---|---|---|---|
|
TMH
1201
DELISTED
Team Health Holdings Inc
TMH
| $24.1M | 0.02% |
634,368
-38,561
| -6% | -$1.51M |
|
1202
Titan International
TWI
$461M
| $24.1M | 0.02% |
1,643,064
+297,770
| +22% | +$4.92M |
|
|
ATSG
1203
DELISTED
Air Transport Services Group
ATSG
| $24M | 0.02% |
3,204,954
+77,214
| +2% | +$517K |
|
|
CRR
1204
DELISTED
Carbo Ceramics Inc.
CRR
| $24M | 0.02% |
241,811
-360
| -0.1% | -$30.6K |
|
1205
WD-40
WDFC
$2.56B
| $24M | 0.02% |
369,098
-7,879
| -2% | -$470K |
|
|
ACO
1206
DELISTED
AMCOL International Corp
ACO
| $23.9M | 0.02% |
732,385
+14,785
| +2% | +$504K |
|
|
ANEN
1207
DELISTED
ANAREN INC
ANEN
| $23.9M | 0.02% |
935,624
-3,524
| -0.4% | -$86.1K |
|
|
ALE
1208
DELISTED
Allete
ALE
| $23.9M | 0.02% |
493,864
+29,458
| +6% | +$1.47M |
|
1209
Snap-on
SNA
$19.2B
| $23.8M | 0.02% |
239,621
+4,711
| +2% | +$452K |
|
|
WCN
1210
Waste Connections
WCN
$39.1B
| $23.8M | 0.02% |
787,169
-8,200
| -1% | -$237K |
|
|
SONC
1211
DELISTED
Sonic Corp
SONC
| $23.8M | 0.02% |
1,341,324
+78,703
| +6% | +$1.29M |
|
1212
Atlantic Union Bankshares
AUB
$5.57B
| $23.8M | 0.02% |
1,017,918
-20,786
| -2% | -$462K |
|
1213
The Bancorp
TBBK
$2.07B
| $23.8M | 0.02% |
1,342,420
+54,388
| +4% | +$882K |
|
1214
FirstCash
FCFS
$9.5B
| $23.8M | 0.02% |
410,173
+11,010
| +3% | +$598K |
|
|
CATM
1215
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $23.8M | 0.02% |
640,657
+25,092
| +4% | +$845K |
|
1216
RenaissanceRe
RNR
$13.7B
| $23.8M | 0.02% |
262,358
+5,758
| +2% | +$503K |
|
1217
KBR
KBR
$4.63B
| $23.7M | 0.02% |
727,562
+126,086
| +21% | +$4M |
|
1218
WPP
WPP
$5.55B
| $23.7M | 0.02% |
230,630
-13,758
| -6% | -$1.29M |
|
|
ACAT
1219
DELISTED
Arctic Cat Inc
ACAT
| $23.7M | 0.02% |
416,119
+9,079
| +2% | +$494K |
|
1220
Natural Gas Services Group
NGS
$462M
| $23.7M | 0.02% |
884,007
+17,147
| +2% | +$448K |
|
|
ANN
1221
DELISTED
ANN INC
ANN
| $23.7M | 0.02% |
654,555
+47,881
| +8% | +$1.64M |
|
|
CAM
1222
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $23.7M | 0.02% |
406,102
+20,859
| +5% | +$1.24M |
|
1223
Kirby Corp
KEX
$7.31B
| $23.6M | 0.02% |
272,996
+13,212
| +5% | +$1.11M |
|
1224
First Financial Bancorp
FFBC
$3.37B
| $23.6M | 0.02% |
1,557,103
+104,802
| +7% | +$1.65M |
|
1225
Diamondrock Hospitality Co
DRH
$2.51B
| $23.6M | 0.02% |
2,212,885
+116,140
| +6% | +$1.16M |
|
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.