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 | |
|---|---|---|---|---|---|---|
|
ALX
1726
Alexander's
ALX
$1.26B
| $15M | 0.01% |
52,565
| – | – |
|
|
GRT
1727
DELISTED
GLIMCHER REALTY TRUST
GRT
| $15M | 0.01% |
1,542,277
+59,897
| +4% | +$641K |
|
|
CCRN
1728
DELISTED
Cross Country Healthcare
CCRN
| $15M | 0.01% |
2,480,455
+1,646
| +0.1% | +$9.43K |
|
1729
Lakeland Financial Corp
LKFN
$1.47B
| $15M | 0.01% |
690,152
+11,619
| +2% | +$246K |
|
1730
FerroAtlántica
GSM
$783M
| $15M | 0.01% |
973,697
+10,881
| +1% | +$139K |
|
|
CNSL
1731
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $15M | 0.01% |
869,650
+24,370
| +3% | +$423K |
|
|
HAYN
1732
DELISTED
Haynes International, Inc.
HAYN
| $15M | 0.01% |
330,149
-719
| -0.2% | -$33.7K |
|
|
NTSC
1733
DELISTED
NATL TECHNICAL SYS INC
NTSC
| $15M | 0.01% |
654,415
-4,175
| -0.6% | -$81.1K |
|
1734
DTE Energy
DTE
$26.8B
| $14.9M | 0.01% |
265,676
+21,567
| +9% | +$1.25M |
|
|
LBAI
1735
DELISTED
Lakeland Bancorp Inc
LBAI
| $14.9M | 0.01% |
1,387,958
+8,996
| +0.7% | +$96K |
|
|
ARO
1736
DELISTED
Aeropostale Inc
ARO
| $14.9M | 0.01% |
1,581,802
+172,701
| +12% | +$2.05M |
|
|
MFB
1737
DELISTED
MAIDENFORM BRANDS, INC
MFB
| $14.8M | 0.01% |
632,130
-1,885
| -0.3% | -$41.8K |
|
|
PAY
1738
DELISTED
Verifone Systems Inc
PAY
| $14.8M | 0.01% |
649,343
+414,702
| +177% | +$8.27M |
|
|
HUB.B
1739
DELISTED
HUBBELL INC CL-B
HUB.B
| $14.8M | 0.01% |
141,658
+41
| +0% | +$4.31K |
|
1740
HCI Group
HCI
$2.32B
| $14.8M | 0.01% |
362,902
+28,785
| +9% | +$997K |
|
1741
Ulta Beauty
ULTA
$23.1B
| $14.8M | 0.01% |
123,976
-7,689
| -6% | -$797K |
|
|
MWW
1742
DELISTED
Monster Worldwide Inc
MWW
| $14.8M | 0.01% |
3,348,557
+500,263
| +18% | +$2.45M |
|
1743
eHealth
EHTH
$27.2M
| $14.8M | 0.01% |
458,553
+5,057
| +1% | +$139K |
|
|
QCOR
1744
DELISTED
QUESTCOR PHARMA INC
QCOR
| $14.8M | 0.01% |
255,070
+1,024
| +0.4% | +$60.9K |
|
|
DEST
1745
DELISTED
Destination Maternity Corporation
DEST
| $14.8M | 0.01% |
464,365
+1,964
| +0.4% | +$57.4K |
|
|
WTSL
1746
DELISTED
WET SEAL INC CL-A
WTSL
| $14.8M | 0.01% |
3,753,935
+144,394
| +4% | +$611K |
|
|
GOV
1747
DELISTED
Government Properties Income Trust
GOV
| $14.7M | 0.01% |
615,417
+42,775
| +7% | +$1.05M |
|
1748
Edgewell Personal Care
EPC
$1.25B
| $14.7M | 0.01% |
217,466
+8,026
| +4% | +$593K |
|
1749
Liberty Global Class C
LBTYK
$3.33B
| $14.7M | 0.01% |
480,992
-495
| -0.1% | -$14.9K |
|
1750
Sabesp
SBS
$18.7B
| $14.7M | 0.01% |
7,597,672
-85,160
| -1% | -$160K |
|
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.