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 | |
|---|---|---|---|---|---|---|
|
BEAT
1851
DELISTED
BioTelemetry, Inc.
BEAT
| $13.2M | 0.01% |
1,333,453
+214,924
| +19% | +$1.69M |
|
|
STR
1852
DELISTED
QUESTAR CORP
STR
| $13.2M | 0.01% |
587,489
+12,677
| +2% | +$293K |
|
|
CHA
1853
DELISTED
China Telecom Corporation, LTD
CHA
| $13.2M | 0.01% |
266,793
+1,530
| +0.6% | +$77.7K |
|
1854
Northwest Natural Holdings
NWN
$2.05B
| $13.2M | 0.01% |
313,949
-13,106
| -4% | -$557K |
|
|
FBC
1855
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $13.2M | 0.01% |
892,535
+171,911
| +24% | +$2.61M |
|
1856
Clorox
CLX
$10.3B
| $13.2M | 0.01% |
160,990
+9,588
| +6% | +$809K |
|
|
JCP
1857
DELISTED
J.C. Penney Company, Inc.
JCP
| $13.1M | 0.01% |
1,488,144
-665,218
| -31% | -$9.49M |
|
|
DRC
1858
DELISTED
DRESSER-RAND GROUP INC
DRC
| $13.1M | 0.01% |
209,401
+12,346
| +6% | +$771K |
|
|
FDO
1859
DELISTED
FAMILY DOLLAR STORES
FDO
| $13.1M | 0.01% |
181,352
+12,440
| +7% | +$874K |
|
1860
NewMarket
NEU
$8.18B
| $13.1M | 0.01% |
45,343
-1,789
| -4% | -$497K |
|
|
GTI
1861
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
| $13M | 0.01% |
1,544,003
+428,048
| +38% | +$3.31M |
|
|
DSPG
1862
DELISTED
DSP Group Inc
DSPG
| $13M | 0.01% |
1,849,986
+894
| +0% | +$6.63K |
|
|
SIRO
1863
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $13M | 0.01% |
194,403
+4,638
| +2% | +$313K |
|
1864
Carpenter Technology
CRS
$20.2B
| $13M | 0.01% |
223,903
+10,208
| +5% | +$545K |
|
|
COWN
1865
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $13M | 0.01% |
942,578
+125,643
| +15% | +$1.68M |
|
1866
Choice Hotels
CHH
$4.44B
| $13M | 0.01% |
300,975
+45,248
| +18% | +$1.87M |
|
|
PETM
1867
DELISTED
PETSMART INC
PETM
| $13M | 0.01% |
170,308
-141
| -0.1% | -$10.2K |
|
|
VSI
1868
DELISTED
Vitamin Shoppe Inc.
VSI
| $13M | 0.01% |
296,511
-1,159
| -0.4% | -$51.3K |
|
1869
United Therapeutics
UTHR
$21.3B
| $13M | 0.01% |
164,404
+8,299
| +5% | +$607K |
|
1870
Brookdale Senior Living
BKD
$2.77B
| $12.9M | 0.01% |
492,394
-5,926
| -1% | -$162K |
|
1871
Ralph Lauren
RL
$19.8B
| $12.9M | 0.01% |
78,483
+4,907
| +7% | +$851K |
|
1872
Valley National Bancorp
VLY
$7.55B
| $12.9M | 0.01% |
1,297,478
+10,362
| +0.8% | +$105K |
|
1873
Ezcorp Inc
EZPW
$1.94B
| $12.9M | 0.01% |
761,931
+63,179
| +9% | +$1.13M |
|
1874
WEX
WEX
$6.65B
| $12.8M | 0.01% |
146,381
-79,513
| -35% | -$6.72M |
|
1875
Equinor
EQNR
$105B
| $12.8M | 0.01% |
566,246
+3,446
| +0.6% | +$75.5K |
|
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.