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 | |
|---|---|---|---|---|---|---|
2551
PLDT
PHI
$3.87B
| $4.92M | ﹤0.01% |
72,463
+7,781
| +12% | +$525K |
|
2552
LeMaitre Vascular
LMAT
$1.83B
| $4.91M | ﹤0.01% |
732,169
-185
| -0% | -$1.25K |
|
|
KUB
2553
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
| $4.9M | ﹤0.01% |
67,329
-2,020
| -3% | -$156K |
|
2554
Cboe Global Markets
CBOE
$27.7B
| $4.9M | ﹤0.01% |
108,254
+16,254
| +18% | +$771K |
|
|
ORAN
2555
DELISTED
Orange
ORAN
| $4.9M | ﹤0.01% |
391,357
| – | – |
|
2556
MGP Ingredients
MGPI
$308M
| $4.84M | ﹤0.01% |
924,567
+2,585
| +0.3% | +$14.2K |
|
2557
SIFCO Industries
SIF
$134M
| $4.84M | ﹤0.01% |
262,863
-395
| -0.2% | -$7.4K |
|
2558
Smith & Nephew
SNN
$11.6B
| $4.83M | ﹤0.01% |
193,465
+4,592
| +2% | +$111K |
|
|
ARDNA
2559
DELISTED
ARDEN GROUP INC CL-A
ARDNA
| $4.83M | ﹤0.01% |
37,155
+1,788
| +5% | +$232K |
|
|
UCTT
2560
Ultra Clean Holdings
UCTT
$3.08B
| $4.83M | ﹤0.01% |
698,852
+8,097
| +1% | +$54K |
|
|
ANAD
2561
DELISTED
ANADIGICS INC
ANAD
| $4.79M | ﹤0.01% |
2,434,181
-41,806
| -2% | -$84.4K |
|
|
PHX
2562
DELISTED
PHX Minerals
PHX
| $4.79M | ﹤0.01% |
339,016
+2,142
| +0.6% | +$32.1K |
|
|
AKRX
2563
DELISTED
Akorn Inc
AKRX
| $4.79M | ﹤0.01% |
243,233
-50,802
| -17% | -$822K |
|
|
QUMU
2564
DELISTED
Qumu Corp.
QUMU
| $4.78M | ﹤0.01% |
384,907
-67
| -0% | -$669 |
|
|
CXPO
2565
DELISTED
Crimson Exploration Inc. New Common Stock
CXPO
| $4.77M | ﹤0.01% |
1,585,849
-5,594
| -0.4% | -$17.4K |
|
2566
Omega Flex
OFLX
$268M
| $4.75M | ﹤0.01% |
251,244
-173
| -0.1% | -$3.21K |
|
2567
Ascent Industries
ACNT
$135M
| $4.73M | ﹤0.01% |
288,714
+3,220
| +1% | +$51.5K |
|
|
LSE
2568
DELISTED
CAPLEASE, INC
LSE
| $4.72M | ﹤0.01% |
555,713
-2,900
| -0.5% | -$24.6K |
|
|
LEAF
2569
DELISTED
Leaf Group Ltd.
LEAF
| $4.7M | ﹤0.01% |
374,725
+24,989
| +7% | +$326K |
|
|
CLR
2570
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $4.7M | ﹤0.01% |
87,602
-674
| -0.8% | -$32.3K |
|
|
HMSY
2571
DELISTED
HMS Holdings Corp.
HMSY
| $4.67M | ﹤0.01% |
217,306
-27,267
| -11% | -$667K |
|
|
BBRG
2572
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $4.66M | ﹤0.01% |
308,552
+47,597
| +18% | +$778K |
|
2573
Comscore
SCOR
$77.4M
| $4.65M | ﹤0.01% |
8,027
-77
| -1% | -$42.9K |
|
|
CBEY
2574
DELISTED
CBEYOND INC COM STK
CBEY
| $4.63M | ﹤0.01% |
722,398
-3,580
| -0.5% | -$25.9K |
|
2575
RELX
RELX
$59.9B
| $4.63M | ﹤0.01% |
343,268
+8,480
| +3% | +$107K |
|
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.