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 | |
|---|---|---|---|---|---|---|
|
UTIW
1026
DELISTED
UTI WORLDWIDE INC
UTIW
| $28M | 0.02% |
1,853,649
+118,842
| +7% | +$1.93M |
|
1027
SPX Corp
SPXC
$9.02B
| $28M | 0.02% |
1,312,697
+106,188
| +9% | +$2.06M |
|
1028
ICU Medical
ICUI
$3.83B
| $27.9M | 0.02% |
411,194
+26,438
| +7% | +$1.89M |
|
|
BCPC
1029
Balchem Corp
BCPC
$5.28B
| $27.9M | 0.02% |
538,757
-5,604
| -1% | -$276K |
|
1030
AZZ Inc
AZZ
$4B
| $27.9M | 0.02% |
666,014
-9,808
| -1% | -$378K |
|
1031
AngioDynamics
ANGO
$636M
| $27.9M | 0.02% |
2,111,609
+8,317
| +0.4% | +$98.1K |
|
1032
Capital Southwest
CSWC
$1.54B
| $27.9M | 0.02% |
2,218,219
+19,897
| +0.9% | +$258K |
|
|
JRN
1033
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
| $27.8M | 0.02% |
3,256,592
+2,511
| +0.1% | +$20.4K |
|
1034
Quaker Houghton
KWR
$2.7B
| $27.8M | 0.02% |
380,719
-6,895
| -2% | -$466K |
|
1035
Nexstar Media Group
NXST
$4.97B
| $27.8M | 0.02% |
624,006
+74,431
| +14% | +$2.66M |
|
1036
Texas Capital Bancshares
TCBI
$4.13B
| $27.7M | 0.02% |
603,544
+53,091
| +10% | +$2.44M |
|
|
ASTX
1037
DELISTED
ASTEX PHARMACEUTICALS, INC COM
ASTX
| $27.7M | 0.02% |
3,271,711
+302,430
| +10% | +$1.91M |
|
1038
ICF International
ICFI
$1.56B
| $27.7M | 0.02% |
782,187
+25,942
| +3% | +$874K |
|
1039
Arch Capital
ACGL
$32.8B
| $27.6M | 0.02% |
1,532,409
+47,235
| +3% | +$845K |
|
1040
Simpson Manufacturing
SSD
$7.03B
| $27.6M | 0.02% |
847,288
+41,350
| +5% | +$1.31M |
|
|
ILG
1041
DELISTED
ILG, Inc Common Stock
ILG
| $27.6M | 0.02% |
1,166,848
+38,111
| +3% | +$837K |
|
|
CSH
1042
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $27.6M | 0.02% |
1,341,921
+94,411
| +8% | +$1.88M |
|
1043
Monolithic Power Systems
MPWR
$57.5B
| $27.6M | 0.02% |
910,243
+2,269
| +0.2% | +$63.7K |
|
1044
TTM Technologies
TTMI
$12.1B
| $27.5M | 0.02% |
2,823,040
+150,654
| +6% | +$1.43M |
|
1045
Idacorp
IDA
$7.7B
| $27.5M | 0.02% |
568,448
+52,437
| +10% | +$2.61M |
|
|
GFA
1046
DELISTED
Gafisa S.A.
GFA
| $27.5M | 0.02% |
635,300
+5,508
| +0.9% | +$196K |
|
|
MEAS
1047
DELISTED
MEASUREMENT SPECIALTIES INC
MEAS
| $27.5M | 0.02% |
506,332
+4,464
| +0.9% | +$220K |
|
1048
Diodes
DIOD
$4.2B
| $27.4M | 0.02% |
1,119,833
+93,078
| +9% | +$2.42M |
|
|
MIG
1049
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
| $27.4M | 0.02% |
4,213,519
-29,041
| -0.7% | -$207K |
|
1050
Interactive Brokers
IBKR
$40.2B
| $27.4M | 0.02% |
5,830,044
+296,212
| +5% | +$1.27M |
|
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.