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 | |
|---|---|---|---|---|---|---|
|
AEGR
2476
DELISTED
Aegerion Pharmaceuticals
AEGR
| $5.68M | ﹤0.01% |
+66,265
| New | +$5.62M |
|
2477
KRONOS Worldwide
KRO
$945M
| $5.67M | ﹤0.01% |
366,227
-7,280
| -2% | -$115K |
|
|
NIHD
2478
DELISTED
NII HOLDINGS INC CL B
NIHD
| $5.67M | ﹤0.01% |
933,601
+50,813
| +6% | +$343K |
|
|
POZN
2479
DELISTED
POZEN INC
POZN
| $5.66M | ﹤0.01% |
988,448
-17,473
| -2% | -$96.6K |
|
2480
Banc of California
BANC
$2.96B
| $5.66M | ﹤0.01% |
+409,238
| New | +$5.77M |
|
2481
8x8 Inc
EGHT
$260M
| $5.65M | ﹤0.01% |
561,485
+122,968
| +28% | +$1.15M |
|
2482
Vicor
VICR
$9.96B
| $5.64M | ﹤0.01% |
689,291
+7,285
| +1% | +$58.1K |
|
2483
Friedman Industries
FRD
$306M
| $5.64M | ﹤0.01% |
563,596
-642
| -0.1% | -$6.37K |
|
2484
Core Molding Technologies
CMT
$208M
| $5.62M | ﹤0.01% |
586,634
+229,273
| +64% | +$2.12M |
|
|
NILE
2485
DELISTED
Blue Nile, Inc.
NILE
| $5.6M | ﹤0.01% |
136,789
+41,576
| +44% | +$1.6M |
|
|
MDCI
2486
DELISTED
MEDICAL ACTION INDS INC
MDCI
| $5.59M | ﹤0.01% |
842,147
+66,964
| +9% | +$472K |
|
2487
Core Laboratories
CLB
$530M
| $5.58M | ﹤0.01% |
33,012
+9,731
| +42% | +$1.51M |
|
2488
Tenaris
TS
$28.5B
| $5.57M | ﹤0.01% |
119,088
| – | – |
|
|
LNBB
2489
DELISTED
L N B BANCORP INC
LNBB
| $5.56M | ﹤0.01% |
595,060
-110
| -0% | -$1.03K |
|
|
ELLI
2490
DELISTED
Ellie Mae Inc
ELLI
| $5.55M | ﹤0.01% |
173,499
+141,986
| +451% | +$3.96M |
|
|
SCX
2491
DELISTED
The L.S. Starrett Company
SCX
| $5.55M | ﹤0.01% |
504,819
+1,076
| +0.2% | +$11.4K |
|
|
GSIG
2492
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
| $5.54M | ﹤0.01% |
580,971
+5,658
| +1% | +$49.1K |
|
|
MFSF
2493
DELISTED
MutualFirst Financial Inc
MFSF
| $5.54M | ﹤0.01% |
361,037
+491
| +0.1% | +$7.37K |
|
|
ELN
2494
DELISTED
ELAN CORP ADS(RP1 ORD4IRISH PN
ELN
| $5.54M | ﹤0.01% |
355,460
| – | – |
|
|
AIQ
2495
DELISTED
Alliance Healthcare Services
AIQ
| $5.53M | ﹤0.01% |
199,711
-3,520
| -2% | -$76.2K |
|
|
ARX
2496
DELISTED
Aeroflex Holding Corp (DE)
ARX
| $5.53M | ﹤0.01% |
785,367
+7,704
| +1% | +$58.3K |
|
|
WBCO
2497
DELISTED
WASHINGTON BANKING CO
WBCO
| $5.51M | ﹤0.01% |
392,281
-105
| -0% | -$1.51K |
|
|
ALOT
2498
DELISTED
AstroNova
ALOT
| $5.51M | ﹤0.01% |
503,091
+532
| +0.1% | +$6.1K |
|
2499
Bio-Techne
TECH
$11.4B
| $5.51M | ﹤0.01% |
275,488
+6,640
| +2% | +$126K |
|
2500
Immersion
IMMR
$246M
| $5.51M | ﹤0.01% |
417,931
-7,398
| -2% | -$101K |
|
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.