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 | |
|---|---|---|---|---|---|---|
|
CNVR
1226
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
| $23.6M | 0.02% |
1,131,841
-15,187
| -1% | -$345K |
|
1227
LXP Industrial Trust
LXP
$3.59B
| $23.6M | 0.02% |
419,839
+29,580
| +8% | +$1.78M |
|
1228
KLA
KLAC
$221B
| $23.6M | 0.02% |
3,871,510
+235,250
| +6% | +$1.38M |
|
|
HI
1229
DELISTED
Hillenbrand
HI
| $23.5M | 0.02% |
860,380
+9,884
| +1% | +$250K |
|
|
AREX
1230
DELISTED
Approach Resources Inc.
AREX
| $23.5M | 0.02% |
895,676
-6,614
| -0.7% | -$167K |
|
1231
MarineMax
HZO
$1.16B
| $23.5M | 0.02% |
1,922,572
+15,752
| +0.8% | +$188K |
|
1232
Lattice Semiconductor
LSCC
$15.4B
| $23.4M | 0.02% |
5,256,202
+186,467
| +4% | +$924K |
|
|
KW
1233
DELISTED
Kennedy-Wilson Holdings
KW
| $23.4M | 0.02% |
1,261,359
+149,224
| +13% | +$2.71M |
|
|
HR
1234
DELISTED
Healthcare Realty Trust Incorporated
HR
| $23.4M | 0.02% |
1,012,431
+80,221
| +9% | +$1.95M |
|
|
BDN
1235
Brandywine Realty Trust
BDN
$505M
| $23.4M | 0.02% |
1,774,407
+82,521
| +5% | +$1.11M |
|
1236
Magnachip Semiconductor
MX
$103M
| $23.4M | 0.02% |
1,085,962
+102,104
| +10% | +$2.06M |
|
|
LTXB
1237
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $23.4M | 0.02% |
1,130,448
+23,448
| +2% | +$492K |
|
|
PMC
1238
DELISTED
PharMerica Corporation
PMC
| $23.4M | 0.02% |
1,760,527
+59,521
| +3% | +$802K |
|
1239
AES
AES
$10.6B
| $23.3M | 0.02% |
1,755,698
+11,405
| +0.7% | +$146K |
|
|
XLNX
1240
DELISTED
Xilinx Inc
XLNX
| $23.3M | 0.02% |
497,848
+33,122
| +7% | +$1.49M |
|
1241
Rockwell Automation
ROK
$45.5B
| $23.2M | 0.02% |
217,219
+5,581
| +3% | +$545K |
|
1242
Forrester Research
FORR
$214M
| $23.2M | 0.02% |
631,720
+2,954
| +0.5% | +$105K |
|
|
ACOR
1243
DELISTED
Acorda Therapeutics
ACOR
| $23.2M | 0.02% |
5,642
+343
| +6% | +$1.48M |
|
|
MSFG
1244
DELISTED
MainSource Financial Group Inc
MSFG
| $23.2M | 0.02% |
1,527,917
+1,269
| +0.1% | +$18.4K |
|
|
SE
1245
DELISTED
Spectra Energy Corp Wi
SE
| $23.2M | 0.02% |
677,792
+30,212
| +5% | +$1.04M |
|
1246
M/I Homes
MHO
$3.57B
| $23.2M | 0.02% |
1,124,797
-18,161
| -2% | -$381K |
|
1247
TTEC Holdings
TTEC
$59.6M
| $23.2M | 0.02% |
923,541
+27,455
| +3% | +$680K |
|
|
EPIQ
1248
DELISTED
EPIQ SYSTEMS INC
EPIQ
| $23.2M | 0.02% |
1,752,518
+61,113
| +4% | +$796K |
|
1249
Silicon Laboratories
SLAB
$7.33B
| $23.2M | 0.02% |
542,236
+14,795
| +3% | +$612K |
|
|
LVNTA
1250
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $23.2M | 0.02% |
1,068,705
+2,373
| +0.2% | +$51K |
|
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.