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 | |
|---|---|---|---|---|---|---|
1176
Cleveland-Cliffs
CLF
$7.28B
| $24.5M | 0.02% |
1,194,989
+811,835
| +212% | +$16.7M |
|
1177
Air Products & Chemicals
APD
$63.7B
| $24.5M | 0.02% |
248,509
+2,278
| +0.9% | +$216K |
|
|
XXIA
1178
DELISTED
Ixia
XXIA
| $24.5M | 0.02% |
1,560,523
-7,885
| -0.5% | -$121K |
|
|
ZEUS
1179
DELISTED
Olympic Steel
ZEUS
| $24.4M | 0.02% |
879,193
+11,088
| +1% | +$301K |
|
|
IRBT
1180
DELISTED
iRobot
IRBT
| $24.4M | 0.02% |
648,270
+94,043
| +17% | +$3.37M |
|
1181
First Financial Bankshares
FFIN
$4.71B
| $24.4M | 0.02% |
1,660,084
-50,648
| -3% | -$755K |
|
|
CXO
1182
DELISTED
CONCHO RESOURCES INC.
CXO
| $24.4M | 0.02% |
224,401
+47,151
| +27% | +$4.49M |
|
1183
Gen Digital
GEN
$18.1B
| $24.4M | 0.02% |
985,590
+72,468
| +8% | +$1.82M |
|
|
EXXI
1184
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $24.4M | 0.02% |
807,502
+452,796
| +128% | +$12.2M |
|
1185
SM Energy
SM
$8.79B
| $24.4M | 0.02% |
315,495
-279
| -0.1% | -$19.3K |
|
|
LCI
1186
DELISTED
Lannett Company, Inc.
LCI
| $24.3M | 0.02% |
278,983
-223
| -0.1% | -$13K |
|
1187
Marcus Corp
MCS
$862M
| $24.3M | 0.02% |
1,674,082
-12,815
| -0.8% | -$168K |
|
|
MRLN
1188
DELISTED
Marlin Business Services Corp
MRLN
| $24.3M | 0.02% |
974,085
-2,406
| -0.2% | -$58.1K |
|
1189
Oil States International
OIS
$507M
| $24.3M | 0.02% |
411,035
-1,610
| -0.4% | -$87.9K |
|
|
MGAM
1190
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
| $24.3M | 0.02% |
701,867
-10,942
| -2% | -$374K |
|
1191
Exponent
EXPO
$3.24B
| $24.2M | 0.02% |
1,347,832
+13,628
| +1% | +$227K |
|
|
ALXN
1192
DELISTED
Alexion Pharmaceuticals
ALXN
| $24.2M | 0.02% |
208,289
+1,244
| +0.6% | +$136K |
|
|
TYPE
1193
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $24.2M | 0.02% |
844,135
+9,895
| +1% | +$259K |
|
1194
American States Water
AWR
$3.44B
| $24.2M | 0.02% |
876,830
+8,072
| +0.9% | +$230K |
|
1195
Fluor
FLR
$7.35B
| $24.1M | 0.02% |
340,219
+13,555
| +4% | +$879K |
|
|
PRA
1196
DELISTED
ProAssurance
PRA
| $24.1M | 0.02% |
535,659
+8,792
| +2% | +$440K |
|
1197
Cencora
COR
$59B
| $24.1M | 0.02% |
394,351
+11,658
| +3% | +$682K |
|
1198
Flotek Industries
FTK
$1.11B
| $24.1M | 0.02% |
174,541
+7,591
| +5% | +$921K |
|
|
UNS
1199
DELISTED
UNS ENERGY CORP COM
UNS
| $24.1M | 0.02% |
516,340
+15,256
| +3% | +$730K |
|
1200
Powell Industries
POWL
$6.44B
| $24.1M | 0.02% |
1,178,052
+11,841
| +1% | +$214K |
|
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.