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 | |
|---|---|---|---|---|---|---|
2126
JB Hunt Transport Services
JBHT
$22.2B
| $9.68M | 0.01% |
132,743
+11,633
| +10% | +$866K |
|
|
TFM
2127
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $9.66M | 0.01% |
204,130
+179,270
| +721% | +$9.31M |
|
2128
Kopin
KOPN
$879M
| $9.66M | 0.01% |
2,396,057
+10,665
| +0.4% | +$38.7K |
|
2129
US Physical Therapy
USPH
$1.24B
| $9.65M | 0.01% |
310,402
+3,052
| +1% | +$90.1K |
|
2130
Monarch Casino & Resort
MCRI
$2.2B
| $9.64M | 0.01% |
508,014
+29,950
| +6% | +$571K |
|
|
MCRS
2131
DELISTED
MICROS SYSTEMS INC
MCRS
| $9.63M | 0.01% |
192,884
+50,107
| +35% | +$2.43M |
|
2132
MDU Resources
MDU
$3.94B
| $9.62M | 0.01% |
904,478
+24,311
| +3% | +$256K |
|
|
LVLT
2133
DELISTED
Level 3 Communications Inc
LVLT
| $9.6M | 0.01% |
359,897
+23,900
| +7% | +$552K |
|
|
BMTC
2134
DELISTED
Bryn Mawr Bank Corp
BMTC
| $9.59M | 0.01% |
355,691
+5,206
| +1% | +$137K |
|
|
PNY
2135
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
| $9.59M | 0.01% |
291,759
+85,332
| +41% | +$2.86M |
|
2136
Provident Financial
PROV
$116M
| $9.58M | 0.01% |
576,628
+1,458
| +0.3% | +$25.5K |
|
|
REXI
2137
DELISTED
RESOURCE AMERICA INC CL-A
REXI
| $9.54M | 0.01% |
1,188,067
+2,579
| +0.2% | +$21K |
|
|
CGG
2138
DELISTED
CGG
CGG
| $9.46M | 0.01% |
12,820
+6
| +0% | +$4.71K |
|
|
DTSI
2139
DELISTED
DTS, Inc.
DTSI
| $9.44M | 0.01% |
449,508
+16,223
| +4% | +$354K |
|
2140
Capri Holdings
CPRI
$1.7B
| $9.44M | 0.01% |
126,658
+49,036
| +63% | +$3.42M |
|
2141
National Health Investors
NHI
$3.4B
| $9.44M | 0.01% |
165,847
+8,978
| +6% | +$536K |
|
2142
Ceco Environmental
CECO
$4.15B
| $9.43M | 0.01% |
670,010
+146,206
| +28% | +$1.92M |
|
2143
H&R Block
HRB
$5.52B
| $9.43M | 0.01% |
353,688
+25,405
| +8% | +$739K |
|
|
RPT
2144
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $9.41M | 0.01% |
610,514
+68,329
| +13% | +$1.05M |
|
|
WBC
2145
DELISTED
WABCO HOLDINGS INC.
WBC
| $9.4M | 0.01% |
111,634
+7,606
| +7% | +$609K |
|
|
WCRX
2146
DELISTED
WARNER CHILCOTT PLC ORD SHS CL A (IRL)
WCRX
| $9.39M | 0.01% |
411,105
-1,110
| -0.3% | -$23.5K |
|
2147
Cirrus Logic
CRUS
$6.03B
| $9.38M | 0.01% |
413,782
+24,420
| +6% | +$504K |
|
2148
Medifast
MED
$134M
| $9.38M | 0.01% |
348,956
+18,132
| +5% | +$485K |
|
|
SPNC
2149
DELISTED
Spectranetics Corp
SPNC
| $9.37M | 0.01% |
558,192
-79,147
| -12% | -$1.38M |
|
2150
Korea Electric Power
KEP
$14.5B
| $9.36M | 0.01% |
666,841
-12,397
| -2% | -$162K |
|
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.