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 | |
|---|---|---|---|---|---|---|
|
DCOM
1351
DELISTED
Dime Community Bancshares
DCOM
| $21.2M | 0.02% |
1,272,359
+27,689
| +2% | +$466K |
|
1352
Cohu
COHU
$2.6B
| $21.2M | 0.02% |
1,940,284
+6,398
| +0.3% | +$73.1K |
|
1353
Insperity
NSP
$1.91B
| $21.2M | 0.02% |
1,125,118
-6,300
| -0.6% | -$106K |
|
|
WIN
1354
DELISTED
Windstream Holdings Inc
WIN
| $21.1M | 0.02% |
337,232
+134,459
| +66% | +$8.67M |
|
1355
Digi International
DGII
$2.76B
| $21.1M | 0.02% |
2,110,882
+71
| +0% | +$694 |
|
|
WCC
1356
WESCO International
WCC
$16.5B
| $21.1M | 0.02% |
276,098
+14,191
| +5% | +$1.05M |
|
1357
Genuine Parts
GPC
$18B
| $21.1M | 0.02% |
261,180
+17,600
| +7% | +$1.43M |
|
1358
Cullen/Frost Bankers
CFR
$9.92B
| $21.1M | 0.02% |
299,418
+18,824
| +7% | +$1.34M |
|
|
CBD
1359
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $21.1M | 0.02% |
458,315
-81
| -0% | -$3.56K |
|
1360
EXL Service
EXLS
$5.38B
| $21.1M | 0.02% |
3,698,055
+61,555
| +2% | +$352K |
|
1361
Anika Therapeutics
ANIK
$281M
| $21.1M | 0.02% |
878,814
+40,102
| +5% | +$900K |
|
1362
Teva Pharmaceutical Industries Limited
TEVA
$45.7B
| $21M | 0.02% |
556,562
+119,164
| +27% | +$4.65M |
|
1363
MillerKnoll
MLKN
$1.45B
| $21M | 0.02% |
720,538
+34,366
| +5% | +$953K |
|
1364
Helios Technologies
HLIO
$2.24B
| $21M | 0.02% |
579,809
+6,458
| +1% | +$211K |
|
1365
Crown Castle
CCI
$31.4B
| $21M | 0.02% |
287,333
+2,026
| +0.7% | +$145K |
|
1366
Foster
FSTR
$392M
| $20.9M | 0.02% |
457,917
+1,897
| +0.4% | +$84.6K |
|
|
CYN
1367
DELISTED
CITY NATIONAL CORPORATION
CYN
| $20.8M | 0.02% |
312,793
+11,038
| +4% | +$746K |
|
|
NLSN
1368
DELISTED
Nielsen Holdings plc
NLSN
| $20.8M | 0.02% |
571,891
+183,979
| +47% | +$6.32M |
|
1369
BorgWarner
BWA
$13B
| $20.8M | 0.02% |
466,539
+47,862
| +11% | +$2.01M |
|
|
ARTC
1370
DELISTED
ARTHROCARE CORP
ARTC
| $20.8M | 0.02% |
584,614
-1,371
| -0.2% | -$47.9K |
|
|
IIP
1371
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $20.8M | 0.02% |
2,992,735
-36,715
| -1% | -$255K |
|
|
CBR
1372
DELISTED
CIBER Inc.
CBR
| $20.8M | 0.02% |
6,300,419
-19,605
| -0.3% | -$70.8K |
|
|
GCOM
1373
DELISTED
GLOBECOMM SYSTEMS INC
GCOM
| $20.8M | 0.02% |
1,481,424
-10,848
| -0.7% | -$153K |
|
|
BTU
1374
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $20.8M | 0.02% |
80,297
+1,587
| +2% | +$406K |
|
|
MPT
1375
Medical Properties Trust
MPT
$2.15B
| $20.8M | 0.02% |
1,707,011
+182,421
| +12% | +$2.44M |
|
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.