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 | |
|---|---|---|---|---|---|---|
|
ORIT
1326
DELISTED
Oritani Financial Corp. New
ORIT
| $21.7M | 0.02% |
1,316,267
+16,031
| +1% | +$259K |
|
|
TWGP
1327
DELISTED
TOWER GROUP INTL LTD COM STK (BERMUDA)
TWGP
| $21.7M | 0.02% |
3,094,545
+177,684
| +6% | +$2.98M |
|
1328
New Jersey Resources
NJR
$5.43B
| $21.6M | 0.02% |
982,170
+70,322
| +8% | +$1.54M |
|
1329
PACCAR
PCAR
$61.8B
| $21.6M | 0.02% |
582,878
+38,421
| +7% | +$1.43M |
|
|
GES
1330
DELISTED
Guess Inc
GES
| $21.6M | 0.02% |
723,102
+66,877
| +10% | +$2.09M |
|
|
RAVN
1331
DELISTED
Raven Industries Inc
RAVN
| $21.6M | 0.02% |
659,176
+22,624
| +4% | +$709K |
|
|
ADVS
1332
DELISTED
Advent Software Inc
ADVS
| $21.5M | 0.02% |
678,498
+39,205
| +6% | +$1.17M |
|
|
CUB
1333
DELISTED
Cubic Corporation
CUB
| $21.5M | 0.02% |
401,206
+30,668
| +8% | +$1.58M |
|
|
ATW
1334
DELISTED
Atwood Oceanics
ATW
| $21.5M | 0.02% |
391,153
-6,156
| -2% | -$347K |
|
1335
The Ensign Group
ENSG
$10.2B
| $21.5M | 0.02% |
2,049,781
+38,797
| +2% | +$385K |
|
|
VWTR
1336
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $21.5M | 0.02% |
991,027
+18,866
| +2% | +$416K |
|
1337
FormFactor
FORM
$8.71B
| $21.4M | 0.02% |
3,125,492
+444,301
| +17% | +$3.02M |
|
|
RRTS
1338
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $21.4M | 0.02% |
30,343
+4,318
| +17% | +$3.09M |
|
1339
ACI Worldwide
ACIW
$5.17B
| $21.4M | 0.02% |
1,188,603
+5,331
| +0.5% | +$87.7K |
|
1340
COPT Defense Properties
CDP
$3.92B
| $21.3M | 0.02% |
923,845
+65,475
| +8% | +$1.63M |
|
1341
Harte-Hanks
HHS
$34.6M
| $21.3M | 0.02% |
241,463
+21,857
| +10% | +$2M |
|
|
MDR
1342
DELISTED
McDermott International
MDR
| $21.3M | 0.02% |
954,325
+526,673
| +123% | +$12.5M |
|
|
CAMP
1343
DELISTED
CalAmp Corp.
CAMP
| $21.2M | 0.02% |
52,339
+1,093
| +2% | +$405K |
|
1344
BancFirst
BANF
$3.66B
| $21.2M | 0.02% |
784,690
| – | – |
|
1345
Credit Acceptance
CACC
$6.13B
| $21.2M | 0.02% |
191,449
-2,777
| -1% | -$308K |
|
|
SFY
1346
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
| $21.2M | 0.02% |
1,857,642
+215,279
| +13% | +$2.58M |
|
1347
Park National Corp
PRK
$3.3B
| $21.2M | 0.02% |
268,183
-4,762
| -2% | -$372K |
|
1348
Howard Hughes
HHH
$3.68B
| $21.2M | 0.02% |
197,817
+17,587
| +10% | +$1.84M |
|
1349
Evercore
EVR
$10.1B
| $21.2M | 0.02% |
430,432
-51,861
| -11% | -$2.39M |
|
|
STRZA
1350
DELISTED
Starz - Series A
STRZA
| $21.2M | 0.02% |
753,177
-36,616
| -5% | -$903K |
|
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.