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 | |
|---|---|---|---|---|---|---|
1526
T. Rowe Price
TROW
$21.9B
| $18.2M | 0.02% |
252,512
+2,787
| +1% | +$206K |
|
|
TSS
1527
DELISTED
Total System Services, Inc.
TSS
| $18.1M | 0.02% |
616,652
+15,078
| +3% | +$416K |
|
1528
AutoZone
AZO
$46.4B
| $18.1M | 0.02% |
42,912
+1,987
| +5% | +$850K |
|
1529
Preformed Line Products
PLPC
$2.02B
| $18.1M | 0.02% |
252,161
-1,561
| -0.6% | -$110K |
|
|
ANK
1530
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
| $18.1M | 0.02% |
346,971
+7,665
| +2% | +$400K |
|
1531
Estee Lauder
EL
$34B
| $18.1M | 0.02% |
258,510
+14,863
| +6% | +$1.01M |
|
1532
Jazz Pharmaceuticals
JAZZ
$15.8B
| $18.1M | 0.02% |
196,467
+9,783
| +5% | +$789K |
|
|
DO
1533
DELISTED
Diamond Offshore Drilling
DO
| $18.1M | 0.02% |
289,801
+12,522
| +5% | +$838K |
|
1534
CBIZ
CBZ
$2.96B
| $18.1M | 0.02% |
2,426,169
+121,900
| +5% | +$875K |
|
|
AE
1535
DELISTED
Adams Resources & Energy Inc
AE
| $18.1M | 0.02% |
325,172
+2,123
| +0.7% | +$137K |
|
1536
Wynn Resorts
WYNN
$8.54B
| $18M | 0.02% |
114,087
+4,936
| +5% | +$692K |
|
|
HITK
1537
DELISTED
HI-TECH PHARMACAL INC
HITK
| $18M | 0.02% |
416,772
-853
| -0.2% | -$32.7K |
|
|
UCB
1538
United Community Banks
UCB
$4.18B
| $18M | 0.02% |
1,198,791
+153,761
| +15% | +$2.23M |
|
1539
Resources Connection
RGP
$137M
| $18M | 0.02% |
1,323,272
+15,045
| +1% | +$197K |
|
1540
Stratasys
SSYS
$701M
| $18M | 0.02% |
177,320
-32,187
| -15% | -$3.12M |
|
|
CJES
1541
DELISTED
C&J ENERGY SVCS LTD
CJES
| $18M | 0.02% |
894,040
+41,521
| +5% | +$856K |
|
|
TAYC
1542
DELISTED
TAYLOR CAPITAL GROUP INC
TAYC
| $17.9M | 0.02% |
809,481
-5,634
| -0.7% | -$120K |
|
1543
America's Car Mart
CRMT
$14.8M
| $17.9M | 0.02% |
397,346
-9,493
| -2% | -$412K |
|
|
CGI
1544
DELISTED
Celadon Group Inc
CGI
| $17.9M | 0.02% |
959,934
+287
| +0% | +$5.43K |
|
1545
ENI
E
$79.6B
| $17.9M | 0.02% |
389,067
| – | – |
|
1546
Amkor Technology
AMKR
$11.9B
| $17.9M | 0.02% |
4,174,467
-42,028
| -1% | -$180K |
|
|
CERN
1547
DELISTED
Cerner Corp
CERN
| $17.9M | 0.02% |
340,373
+4,703
| +1% | +$229K |
|
|
EE
1548
DELISTED
El Paso Electric Company
EE
| $17.9M | 0.02% |
535,416
+11,432
| +2% | +$409K |
|
|
DFT
1549
DELISTED
DuPont Fabros Technology Inc.
DFT
| $17.9M | 0.02% |
693,580
+26,364
| +4% | +$626K |
|
|
ABCO
1550
DELISTED
Advisory Board Co
ABCO
| $17.9M | 0.02% |
300,472
-16,068
| -5% | -$923K |
|
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.