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 | |
|---|---|---|---|---|---|---|
|
THS
626
DELISTED
Treehouse Foods
THS
| $44M | 0.04% |
658,440
+66,089
| +11% | +$4.55M |
|
|
BBOX
627
DELISTED
Black Box Corp
BBOX
| $44M | 0.04% |
1,434,818
-8,453
| -0.6% | -$240K |
|
628
Myers Industries
MYE
$1.16B
| $43.9M | 0.04% |
2,184,132
-18,177
| -0.8% | -$339K |
|
|
NEWP
629
DELISTED
NEWPORT CORP
NEWP
| $43.8M | 0.04% |
2,801,177
-56,969
| -2% | -$876K |
|
630
PRA Group
PRAA
$756M
| $43.8M | 0.04% |
730,261
-9,947
| -1% | -$533K |
|
631
PENN Entertainment
PENN
$2.37B
| $43.7M | 0.04% |
3,492,277
+145,481
| +4% | +$1.75M |
|
|
DGI
632
DELISTED
DigitalGlobe Inc.
DGI
| $43.7M | 0.04% |
1,380,667
+238,150
| +21% | +$7.63M |
|
633
Lam Research
LRCX
$337B
| $43.4M | 0.04% |
8,480,380
+635,710
| +8% | +$3.11M |
|
|
SEMG
634
DELISTED
SEMGROUP CORPORATION
SEMG
| $43.4M | 0.04% |
760,314
-156,471
| -17% | -$8.67M |
|
|
ZOLT
635
DELISTED
ZOLTEK COMPANIES INC
ZOLT
| $43.3M | 0.04% |
2,597,308
-14,254
| -0.5% | -$203K |
|
|
SEE
636
DELISTED
Sealed Air
SEE
| $43.3M | 0.04% |
1,593,958
-10,508
| -0.7% | -$298K |
|
|
ORB
637
DELISTED
ORBITAL SCIENCES CORP
ORB
| $43.3M | 0.04% |
2,045,064
+146,554
| +8% | +$2.76M |
|
|
SVC
638
Service Properties Trust
SVC
$857M
| $43.1M | 0.04% |
306,775
+20,125
| +7% | +$2.79M |
|
639
Sanofi
SNY
$102B
| $43M | 0.04% |
848,523
| – | – |
|
|
SHOE
640
Shoe Station Group
SHOE
$351M
| $42.8M | 0.04% |
3,171,546
+22,512
| +0.7% | +$295K |
|
|
CALY
641
Callaway Golf Company
CALY
$2.65B
| $42.7M | 0.04% |
6,002,504
+145,356
| +2% | +$1.03M |
|
642
Olin
OLN
$1.94B
| $42.7M | 0.04% |
1,850,892
+193,955
| +12% | +$4.59M |
|
|
FNSR
643
DELISTED
Finisar Corp
FNSR
| $42.5M | 0.04% |
1,876,432
+216,566
| +13% | +$4.46M |
|
|
FEIC
644
DELISTED
FEI COMPANY
FEIC
| $42.4M | 0.04% |
482,842
-21,202
| -4% | -$1.69M |
|
645
Ecopetrol
EC
$35.9B
| $42.4M | 0.04% |
921,114
-11,279
| -1% | -$511K |
|
646
Best Buy
BBY
$19.4B
| $42.4M | 0.04% |
1,129,266
-4,287
| -0.4% | -$142K |
|
|
CNW
647
DELISTED
CON-WAY INC.
CNW
| $42.3M | 0.04% |
981,780
+53,400
| +6% | +$2.26M |
|
|
JAH
648
DELISTED
JARDEN CORPORATION
JAH
| $42.3M | 0.04% |
1,310,840
-18,567
| -1% | -$573K |
|
649
Thor Industries
THO
$3.63B
| $42.1M | 0.04% |
724,690
-42,071
| -5% | -$2.23M |
|
650
SouthState Bank Corp
SSB
$10.1B
| $42M | 0.04% |
+762,140
| New | +$41.8M |
|
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.