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 | |
|---|---|---|---|---|---|---|
801
ePlus
PLUS
$2.41B
| $35.2M | 0.03% |
2,723,192
+9,040
| +0.3% | +$132K |
|
|
ISBC
802
DELISTED
Investors Bancorp, Inc.
ISBC
| $35.2M | 0.03% |
4,098,407
-57,391
| -1% | -$492K |
|
|
WPX
803
DELISTED
WPX Energy, Inc.
WPX
| $35.2M | 0.03% |
1,826,008
+1,099,933
| +151% | +$21.2M |
|
|
PX
804
DELISTED
Praxair Inc
PX
| $35.1M | 0.03% |
292,229
+8,462
| +3% | +$1M |
|
|
FINL
805
DELISTED
Finish Line
FINL
| $35.1M | 0.03% |
1,411,141
+153,389
| +12% | +$3.39M |
|
|
ZNGA
806
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $35M | 0.03% |
9,514,802
+4,765,178
| +100% | +$15M |
|
807
Credicorp
BAP
$30.3B
| $34.9M | 0.03% |
282,528
+8,136
| +3% | +$969K |
|
808
Bristow Group
VTOL
$1.23B
| $34.9M | 0.03% |
641,939
+11,940
| +2% | +$615K |
|
809
Ziff Davis
ZD
$2.01B
| $34.9M | 0.03% |
809,946
+38,410
| +5% | +$1.61M |
|
810
Ecolab
ECL
$76.8B
| $34.9M | 0.03% |
352,985
-6,107
| -2% | -$568K |
|
811
Viasat
VSAT
$9.77B
| $34.8M | 0.03% |
545,296
-7,076
| -1% | -$473K |
|
812
UMB Financial
UMBF
$10.2B
| $34.7M | 0.03% |
638,955
+24,436
| +4% | +$1.43M |
|
813
Albany International
AIN
$1.71B
| $34.7M | 0.03% |
967,628
+14,475
| +2% | +$501K |
|
814
Douglas Emmett
DEI
$1.74B
| $34.7M | 0.03% |
1,477,642
+59,911
| +4% | +$1.46M |
|
|
HME
815
DELISTED
HOME PROPERTIES, INC
HME
| $34.5M | 0.03% |
597,698
+61,491
| +11% | +$3.77M |
|
|
CKP
816
DELISTED
CHECKPOINT SYSTEMS INC
CKP
| $34.5M | 0.03% |
2,066,837
+36,864
| +2% | +$591K |
|
817
Automatic Data Processing
ADP
$109B
| $34.5M | 0.03% |
542,760
+12,581
| +2% | +$799K |
|
818
NextEra Energy
NEE
$168B
| $34.4M | 0.03% |
1,718,960
+101,104
| +6% | +$2.09M |
|
819
Northern Trust
NTRS
$32.3B
| $34.4M | 0.03% |
632,821
+41,373
| +7% | +$2.38M |
|
820
Fidelity National Financial
FNF
$11.5B
| $34.4M | 0.03% |
2,265,754
+30,812
| +1% | +$434K |
|
|
MDP
821
DELISTED
Meredith Corporation
MDP
| $34.4M | 0.03% |
721,756
-2,992
| -0.4% | -$139K |
|
822
Baxter International
BAX
$12.2B
| $34.4M | 0.03% |
963,147
+24,609
| +3% | +$955K |
|
823
Steris
STE
$20.5B
| $34.3M | 0.03% |
798,459
+42,346
| +6% | +$1.84M |
|
|
CTRA
824
DELISTED
Coterra Energy
CTRA
| $34.2M | 0.03% |
917,817
+9,315
| +1% | +$349K |
|
|
TVTY
825
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $34.2M | 0.03% |
1,846,701
+170,541
| +10% | +$3.08M |
|
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.