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 | |
|---|---|---|---|---|---|---|
1301
Oneok
OKE
$58.8B
| $22M | 0.02% |
472,247
+29,644
| +7% | +$1.29M |
|
1302
Stryker
SYK
$107B
| $22M | 0.02% |
326,117
+15,314
| +5% | +$1.06M |
|
|
VIAS
1303
DELISTED
VIASYSTEMS GROUP INC COM STK (DE)
VIAS
| $22M | 0.02% |
1,525,144
+1,292,941
| +557% | +$18.2M |
|
1304
Simmons First National
SFNC
$3.31B
| $22M | 0.02% |
1,415,486
-24
| -0% | -$329 |
|
1305
Rush Enterprises Class B
RUSHB
$6.65B
| $22M | 0.02% |
3,261,212
-1,876
| -0.1% | -$12.4K |
|
1306
Jabil
JBL
$31B
| $22M | 0.02% |
1,014,757
+67,074
| +7% | +$1.53M |
|
|
LTM
1307
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $22M | 0.02% |
1,457,170
+529,816
| +57% | +$7.44M |
|
|
SPA
1308
DELISTED
Sparton
SPA
| $22M | 0.02% |
861,557
-1,431
| -0.2% | -$28.3K |
|
|
OPLN
1309
Openlane
OPLN
$4.18B
| $22M | 0.02% |
2,057,859
+256,472
| +14% | +$2.56M |
|
1310
Range Resources
RRC
$9.14B
| $22M | 0.02% |
289,376
+17,664
| +7% | +$1.38M |
|
1311
Suncor Energy
SU
$81.3B
| $21.9M | 0.02% |
613,231
+138,018
| +29% | +$4.59M |
|
1312
Pediatrix Medical
MD
$2.07B
| $21.9M | 0.02% |
436,736
+17,790
| +4% | +$868K |
|
|
EPAY
1313
DELISTED
Bottomline Technologies Inc
EPAY
| $21.9M | 0.02% |
784,648
+7,902
| +1% | +$225K |
|
|
TI
1314
DELISTED
Telecom Italia
TI
| $21.8M | 0.02% |
2,680,707
-20,605
| -0.8% | -$146K |
|
1315
Franklin Covey
FC
$198M
| $21.8M | 0.02% |
1,216,517
-8,388
| -0.7% | -$134K |
|
1316
Community Trust Bancorp
CTBI
$1.38B
| $21.8M | 0.02% |
591,652
+3,471
| +0.6% | +$124K |
|
|
EQC
1317
DELISTED
Equity Commonwealth
EQC
| $21.8M | 0.02% |
995,755
-15,250
| -2% | -$363K |
|
|
IPXL
1318
DELISTED
Impax Laboratories, Inc.
IPXL
| $21.8M | 0.02% |
1,063,447
+154,806
| +17% | +$3.2M |
|
1319
Agilysys
AGYS
$2.88B
| $21.8M | 0.02% |
1,829,467
-8,110
| -0.4% | -$94.9K |
|
|
LPS
1320
DELISTED
LENDER PROCESSING SERVICES INC
LPS
| $21.8M | 0.02% |
655,186
-18,606
| -3% | -$604K |
|
1321
Deckers Outdoor
DECK
$10.9B
| $21.8M | 0.02% |
1,981,026
+1,019,856
| +106% | +$9.89M |
|
1322
First Financial Corp
THFF
$917M
| $21.7M | 0.02% |
688,664
-403
| -0.1% | -$12.9K |
|
1323
Companhia Siderúrgica Nacional
SID
$1.56B
| $21.7M | 0.02% |
5,085,932
+2,008,353
| +65% | +$6.87M |
|
1324
Virtus Investment Partners
VRTS
$851M
| $21.7M | 0.02% |
133,487
-13,322
| -9% | -$2.41M |
|
1325
First Interstate BancSystem
FIBK
$3.54B
| $21.7M | 0.02% |
898,119
+36,380
| +4% | +$852K |
|
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.