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 | |
|---|---|---|---|---|---|---|
|
AMAG
2276
DELISTED
AMAG Pharmaceuticals
AMAG
| $7.9M | 0.01% |
367,902
+9,149
| +3% | +$216K |
|
2277
Harvard Bioscience
HBIO
$36.6M
| $7.89M | 0.01% |
197,800
-140
| -0.1% | -$5.51K |
|
|
ESV
2278
DELISTED
Ensco Rowan plc
ESV
| $7.89M | 0.01% |
36,676
+97
| +0.3% | +$22.2K |
|
2279
RCI Hospitality Holdings
RICK
$218M
| $7.87M | 0.01% |
667,804
+9,823
| +1% | +$99.1K |
|
2280
Urban Outfitters
URBN
$6.5B
| $7.87M | 0.01% |
214,021
+9,007
| +4% | +$370K |
|
|
SHPG
2281
DELISTED
Shire pic
SHPG
| $7.84M | 0.01% |
65,380
+1,570
| +2% | +$174K |
|
2282
Lennox International
LII
$12.4B
| $7.82M | 0.01% |
103,909
+2,465
| +2% | +$174K |
|
|
WAIR
2283
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $7.82M | 0.01% |
373,587
+108,208
| +41% | +$2.13M |
|
2284
Capital City Bank Group
CCBG
$859M
| $7.81M | 0.01% |
662,693
-1,746
| -0.3% | -$21.2K |
|
2285
Westwood Holdings Group
WHG
$178M
| $7.8M | 0.01% |
162,381
-2,663
| -2% | -$129K |
|
2286
StoneX
SNEX
$7.98B
| $7.8M | 0.01% |
1,929,982
+24,918
| +1% | +$94.4K |
|
|
SLXP
2287
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
| $7.78M | 0.01% |
116,385
+5,302
| +5% | +$365K |
|
|
COCO
2288
DELISTED
CORINTHIAN COLLEGES INC
COCO
| $7.78M | 0.01% |
3,551,749
+249,501
| +8% | +$579K |
|
2289
Cadence Design Systems
CDNS
$77.3B
| $7.75M | 0.01% |
573,702
+36,964
| +7% | +$531K |
|
|
SCG
2290
DELISTED
Scana
SCG
| $7.73M | 0.01% |
167,971
+5,699
| +4% | +$281K |
|
2291
Nordic American Tanker
NAT
$1.73B
| $7.7M | 0.01% |
955,647
+4,912
| +0.5% | +$41K |
|
|
EBIX
2292
DELISTED
Ebix Inc
EBIX
| $7.69M | 0.01% |
773,472
-27,035
| -3% | -$294K |
|
2293
STRATTEC Security
STRT
$273M
| $7.68M | 0.01% |
200,202
+735
| +0.4% | +$28.5K |
|
|
GNC
2294
DELISTED
GNC Holdings, Inc.
GNC
| $7.67M | 0.01% |
140,358
+10,545
| +8% | +$539K |
|
|
KYO
2295
DELISTED
Kyocera Adr
KYO
| $7.67M | 0.01% |
143,710
+400
| +0.3% | +$21K |
|
2296
1-800-Flowers.com
FLWS
$167M
| $7.66M | 0.01% |
1,554,552
+2,494
| +0.2% | +$15.3K |
|
|
SHOR
2297
DELISTED
ShoreTel, Inc.
SHOR
| $7.65M | 0.01% |
1,266,646
+293,903
| +30% | +$1.4M |
|
|
ESC
2298
DELISTED
EMERITUS CORP
ESC
| $7.64M | 0.01% |
412,164
-129,519
| -24% | -$2.91M |
|
|
WDR
2299
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $7.61M | 0.01% |
147,866
+5,188
| +4% | +$258K |
|
|
FCH
2300
DELISTED
Felcor Lodging Trust
FCH
| $7.61M | 0.01% |
1,235,413
+11,691
| +1% | +$70.1K |
|
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.