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 | |
|---|---|---|---|---|---|---|
|
PSB
1701
DELISTED
PS Business Parks, Inc.
PSB
| $15.6M | 0.01% |
208,971
+600
| +0.3% | +$44.2K |
|
1702
Edison International
EIX
$21.4B
| $15.5M | 0.01% |
337,315
+12,324
| +4% | +$583K |
|
1703
St. Joe Company
JOE
$3.64B
| $15.5M | 0.01% |
790,164
-5,959
| -0.7% | -$126K |
|
|
USAP
1704
DELISTED
Universal Stainless & Alloy
USAP
| $15.5M | 0.01% |
475,333
-558
| -0.1% | -$16.1K |
|
1705
Mercer International
MERC
$25.8M
| $15.4M | 0.01% |
2,172,521
+179
| +0% | +$1.24K |
|
|
BEE
1706
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
| $15.4M | 0.01% |
1,773,515
+71,889
| +4% | +$626K |
|
1707
Oceaneering
OII
$4.6B
| $15.4M | 0.01% |
189,429
+7,818
| +4% | +$628K |
|
1708
Bassett Furniture
BSET
$151M
| $15.4M | 0.01% |
949,709
-2,105
| -0.2% | -$33.5K |
|
|
TIF
1709
DELISTED
Tiffany & Co.
TIF
| $15.4M | 0.01% |
200,634
+9,073
| +5% | +$714K |
|
|
KATE
1710
DELISTED
Kate Spade & Company
KATE
| $15.4M | 0.01% |
610,927
+30,192
| +5% | +$736K |
|
|
WBK
1711
DELISTED
Westpac Banking Corporation
WBK
| $15.3M | 0.01% |
500,450
+3,500
| +0.7% | +$99.8K |
|
|
ORBC
1712
DELISTED
ORBCOMM, Inc.
ORBC
| $15.3M | 0.01% |
2,907,472
+13,139
| +0.5% | +$63.8K |
|
|
PDCO
1713
DELISTED
Patterson Companies, Inc.
PDCO
| $15.3M | 0.01% |
380,661
+14,972
| +4% | +$606K |
|
1714
Vishay Precision Group
VPG
$827M
| $15.3M | 0.01% |
1,050,061
+404,124
| +63% | +$6.25M |
|
|
WBMD
1715
DELISTED
WebMD Health Corp.
WBMD
| $15.3M | 0.01% |
534,193
+165,726
| +45% | +$5.17M |
|
|
AVID
1716
DELISTED
Avid Technology Inc
AVID
| $15.2M | 0.01% |
2,538,641
-9,061
| -0.4% | -$52.3K |
|
1717
Synopsys
SNPS
$73B
| $15.2M | 0.01% |
403,292
+25,398
| +7% | +$941K |
|
1718
RLJ Lodging Trust
RLJ
$1.66B
| $15.2M | 0.01% |
646,824
+203,687
| +46% | +$4.82M |
|
1719
Cinemark Holdings
CNK
$4B
| $15.2M | 0.01% |
478,752
+8,876
| +2% | +$267K |
|
|
CLC
1720
DELISTED
Clarcor
CLC
| $15.2M | 0.01% |
273,239
-12
| -0% | -$662 |
|
|
ZVO
1721
DELISTED
Zovio Inc. Common Stock
ZVO
| $15.1M | 0.01% |
839,409
+99,518
| +13% | +$1.62M |
|
|
QLIK
1722
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $15.1M | 0.01% |
441,134
-352
| -0.1% | -$11.5K |
|
|
CTXS
1723
DELISTED
Citrix Systems Inc
CTXS
| $15.1M | 0.01% |
268,609
+20,217
| +8% | +$1.13M |
|
|
LUB
1724
DELISTED
Luby's Inc.
LUB
| $15.1M | 0.01% |
2,098,832
+997
| +0% | +$8.07K |
|
1725
Marriott International
MAR
$87.1B
| $15.1M | 0.01% |
358,181
+12,059
| +3% | +$500K |
|
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.