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 | |
|---|---|---|---|---|---|---|
1251
News Corp Class A
NWSA
$16.2B
| $23.1M | 0.02% |
+1,440,665
| New | +$23M |
|
|
GWR
1252
DELISTED
Genesee & Wyoming Inc.
GWR
| $23.1M | 0.02% |
248,251
+35,608
| +17% | +$3.21M |
|
1253
Brinker International
EAT
$8.33B
| $23.1M | 0.02% |
569,047
-15,731
| -3% | -$643K |
|
1254
Sunstone Hotel Investors
SHO
$2.05B
| $23.1M | 0.02% |
1,809,891
+117,765
| +7% | +$1.5M |
|
|
SJI
1255
DELISTED
South Jersey Industries, Inc.
SJI
| $23.1M | 0.02% |
787,074
+29,934
| +4% | +$883K |
|
|
CPN
1256
DELISTED
Calpine Corporation
CPN
| $23.1M | 0.02% |
1,186,013
+33,498
| +3% | +$664K |
|
1257
Universal Health Services
UHS
$10.7B
| $23M | 0.02% |
306,883
-14,611
| -5% | -$1.02M |
|
|
RGC
1258
DELISTED
Regal Entertainment Group
RGC
| $22.9M | 0.02% |
1,208,597
-21,105
| -2% | -$395K |
|
1259
Tenet Healthcare
THC
$21.1B
| $22.9M | 0.02% |
556,685
-112,554
| -17% | -$4.71M |
|
1260
CorVel
CRVL
$3.56B
| $22.8M | 0.02% |
1,853,373
+3,105
| +0.2% | +$35K |
|
|
FRGI
1261
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $22.8M | 0.02% |
605,398
+13,963
| +2% | +$473K |
|
1262
Forestar Group
FOR
$1.33B
| $22.8M | 0.02% |
1,057,747
+41,115
| +4% | +$868K |
|
|
CCMP
1263
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $22.8M | 0.02% |
590,846
+13,994
| +2% | +$517K |
|
|
UIL
1264
DELISTED
UIL HOLDINGS
UIL
| $22.8M | 0.02% |
611,958
+9,285
| +2% | +$359K |
|
1265
Harley-Davidson
HOG
$2.76B
| $22.7M | 0.02% |
353,949
+16,839
| +5% | +$996K |
|
1266
Eastman Chemical
EMN
$7.57B
| $22.7M | 0.02% |
291,902
+15,126
| +5% | +$1.16M |
|
|
GIFI
1267
DELISTED
Gulf Island Fabrication
GIFI
| $22.7M | 0.02% |
926,342
+6,161
| +0.7% | +$145K |
|
|
TXNM
1268
TXNM Energy Inc
TXNM
$6.04B
| $22.7M | 0.02% |
1,002,189
+23,661
| +2% | +$538K |
|
1269
Comfort Systems
FIX
$55.4B
| $22.7M | 0.02% |
1,348,761
+20,119
| +2% | +$322K |
|
|
HSNI
1270
DELISTED
HSN, Inc.
HSNI
| $22.6M | 0.02% |
422,378
-25,742
| -6% | -$1.47M |
|
1271
Alkermes
ALKS
$7.84B
| $22.6M | 0.02% |
673,434
-10,948
| -2% | -$356K |
|
1272
Diageo
DEO
$48.2B
| $22.6M | 0.02% |
178,121
+9,989
| +6% | +$1.25M |
|
|
WMAR
1273
DELISTED
West Marine Inc
WMAR
| $22.6M | 0.02% |
1,854,889
-2,095
| -0.1% | -$24K |
|
|
PDLI
1274
DELISTED
PDL BioPharma, Inc.
PDLI
| $22.6M | 0.02% |
2,835,691
-13,728
| -0.5% | -$110K |
|
1275
HUB Group
HUBG
$2.04B
| $22.6M | 0.02% |
1,152,036
+35,872
| +3% | +$682K |
|
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.