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 | 18.97% |
| 2 | Industrials | 13.23% |
| 3 | Energy | 11.07% |
| 4 | Technology | 9.34% |
| 5 | Consumer Discretionary | 8.78% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
EMMS
2701
DELISTED
Emmis Communications Corp
EMMS
| $3.3M | ﹤0.01% |
326,483
-9,608
| -3% | -$105K |
|
|
CTRX
2702
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $3.29M | ﹤0.01% |
71,511
-98,401
| -58% | -$5.2M |
|
|
EXL
2703
DELISTED
EXCEL TRUST , INC COM STK
EXL
| $3.26M | ﹤0.01% |
271,880
+49,503
| +22% | +$624K |
|
2704
Hingham Institution for Saving
HIFS
$628M
| $3.26M | ﹤0.01% |
46,658
+448
| +1% | +$31.2K |
|
|
RENX
2705
DELISTED
RELX N.V.
RENX
| $3.24M | ﹤0.01% |
248,377
| – | – |
|
|
LMCB
2706
DELISTED
LIBERTY MEDIA CORP DELAWARE CLASS B
LMCB
| $3.23M | ﹤0.01% |
64,287
-2,700
| -4% | -$127K |
|
|
CNBKA
2707
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $3.2M | ﹤0.01% |
96,020
+408
| +0.4% | +$14K |
|
|
KCG
2708
DELISTED
KCG Holdings, Inc.
KCG
| $3.17M | ﹤0.01% |
+366,071
| New | +$3.31M |
|
2709
Centrus Energy
LEU
$3.16B
| $3.17M | ﹤0.01% |
27,420
-367
| -1% | -$51.9K |
|
2710
Casella Waste Systems
CWST
$5.81B
| $3.16M | ﹤0.01% |
549,091
-48,734
| -8% | -$245K |
|
|
SPDC
2711
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
| $3.16M | ﹤0.01% |
962,622
+84,561
| +10% | +$272K |
|
2712
United-Guardian
UG
$33.4M
| $3.14M | ﹤0.01% |
123,959
-125
| -0.1% | -$3.29K |
|
|
PLXT
2713
DELISTED
PLX TECHNOLOGY INC
PLXT
| $3.14M | ﹤0.01% |
521,863
-78,002
| -13% | -$425K |
|
2714
Bausch Health
BHC
$1.68B
| $3.13M | ﹤0.01% |
29,976
+5,220
| +21% | +$509K |
|
|
SLCA
2715
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $3.12M | ﹤0.01% |
125,418
+594
| +0.5% | +$13.9K |
|
|
CRWN
2716
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
| $3.12M | ﹤0.01% |
1,014,055
+10,243
| +1% | +$29.5K |
|
|
ADEP
2717
DELISTED
Adept Technology Inc
ADEP
| $3.09M | ﹤0.01% |
429,273
-6,249
| -1% | -$27K |
|
|
CY
2718
DELISTED
Cypress Semiconductor
CY
| $3.09M | ﹤0.01% |
330,679
-9,741
| -3% | -$114K |
|
|
KONA
2719
DELISTED
Kona Grill, Inc.
KONA
| $3.08M | ﹤0.01% |
265,207
+3,683
| +1% | +$45.1K |
|
|
CTHR
2720
DELISTED
Charles & Colvard Ltd
CTHR
| $3.08M | ﹤0.01% |
43,917
+5,578
| +15% | +$349K |
|
|
LSBG
2721
DELISTED
Lake Sunapee Bank Group
LSBG
| $3.06M | ﹤0.01% |
226,047
+990
| +0.4% | +$13.8K |
|
|
CETV
2722
DELISTED
Central European Media Enterprises Ltd
CETV
| $3.04M | ﹤0.01% |
577,369
+108,245
| +23% | +$446K |
|
2723
Pan American Silver
PAAS
$17.9B
| $3.02M | ﹤0.01% |
286,725
+64,807
| +29% | +$789K |
|
2724
Ultralife
ULBI
$89.1M
| $3M | ﹤0.01% |
749,362
+1,963
| +0.3% | +$7.4K |
|
|
BSF
2725
DELISTED
Bear State Financial, Inc.
BSF
| $2.99M | ﹤0.01% |
354,862
+715
| +0.2% | +$6.16K |
|
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 19% of assets, down from 19% 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.