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 | |
|---|---|---|---|---|---|---|
1451
AMN Healthcare
AMN
$1.34B
| $19.4M | 0.02% |
1,408,838
+19,324
| +1% | +$284K |
|
|
WIBC
1452
DELISTED
WILSHIRE BANCORP INC
WIBC
| $19.4M | 0.02% |
2,367,968
+203,925
| +9% | +$1.7M |
|
1453
EastGroup Properties
EGP
$10.8B
| $19.3M | 0.02% |
326,630
+13,884
| +4% | +$822K |
|
1454
Universal Electronics
UEIC
$68.8M
| $19.3M | 0.02% |
536,584
+33,136
| +7% | +$1.04M |
|
1455
Medallion Financial
MFIN
$273M
| $19.3M | 0.02% |
1,299,061
+11,542
| +0.9% | +$169K |
|
|
OUTR
1456
DELISTED
OUTERWALL INC
OUTR
| $19.3M | 0.02% |
385,749
+13,837
| +4% | +$815K |
|
|
ACI
1457
DELISTED
ARCH COAL, INC.
ACI
| $19.3M | 0.02% |
468,962
-6,430
| -1% | -$279K |
|
1458
Westamerica Bancorp
WABC
$1.39B
| $19.2M | 0.02% |
386,954
+18,614
| +5% | +$900K |
|
1459
Intuit
INTU
$83.7B
| $19.2M | 0.02% |
290,191
+17,018
| +6% | +$1.1M |
|
|
POWR
1460
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
| $19.2M | 0.02% |
1,198,230
+61,641
| +5% | +$971K |
|
|
P
1461
DELISTED
Pandora Media Inc
P
| $19.2M | 0.02% |
765,245
+68,061
| +10% | +$1.39M |
|
|
GNCMA
1462
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
| $19.2M | 0.02% |
2,015,509
+29,817
| +2% | +$274K |
|
|
RUE
1463
DELISTED
RUE21 INC COM STK (DE)
RUE
| $19.1M | 0.02% |
474,014
-3,660
| -0.8% | -$151K |
|
|
MEG
1464
DELISTED
Media General, Inc
MEG
| $19.1M | 0.02% |
1,340,352
-5,673
| -0.4% | -$62.6K |
|
1465
Telkom Indonesia
TLK
$14B
| $19.1M | 0.02% |
1,051,634
-16,924
| -2% | -$353K |
|
|
GSH
1466
DELISTED
Guangshen Railway Co. Ltd
GSH
| $19.1M | 0.02% |
720,355
+80
| +0% | +$1.87K |
|
|
ISSI
1467
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
| $19.1M | 0.02% |
1,752,789
+68,895
| +4% | +$759K |
|
|
UTEK
1468
DELISTED
Ultratech Inc.
UTEK
| $19.1M | 0.02% |
629,708
+7,361
| +1% | +$226K |
|
1469
Carlisle Companies
CSL
$12.7B
| $19.1M | 0.02% |
271,456
+6,471
| +2% | +$436K |
|
|
PGI
1470
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
| $19.1M | 0.02% |
1,915,170
-8,758
| -0.5% | -$93.7K |
|
1471
Timken Company
TKR
$8.08B
| $19.1M | 0.02% |
441,166
+9,478
| +2% | +$406K |
|
1472
National Beverage
FIZZ
$2.96B
| $19M | 0.02% |
2,131,916
-8,964
| -0.4% | -$78.2K |
|
1473
Carter's
CRI
$1.09B
| $19M | 0.02% |
250,840
+6,667
| +3% | +$487K |
|
|
HIBB
1474
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $19M | 0.02% |
338,792
+4,077
| +1% | +$228K |
|
1475
Ameris Bancorp
ABCB
$5.57B
| $19M | 0.02% |
1,032,222
+15,660
| +2% | +$295K |
|
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.