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 | |
|---|---|---|---|---|---|---|
2626
Advanced Micro Devices
AMD
$893B
| $4.08M | ﹤0.01% |
1,074,018
-92,181
| -8% | -$351K |
|
|
ZIPR
2627
DELISTED
ZIP REALTY, INC
ZIPR
| $4.08M | ﹤0.01% |
746,062
-9,573
| -1% | -$39.8K |
|
2628
Pegasystems
PEGA
$5.9B
| $4.06M | ﹤0.01% |
407,768
+175,524
| +76% | +$1.61M |
|
|
ANV
2629
DELISTED
Allied Nevada Gold Corp
ANV
| $4.06M | ﹤0.01% |
970,748
+839,436
| +639% | +$4.38M |
|
2630
Napco Security Technologies
NSSC
$1.27B
| $4.04M | ﹤0.01% |
1,522,612
-6,268
| -0.4% | -$15.9K |
|
|
DRCO
2631
DELISTED
DYNAMICS RESEARCH CORP
DRCO
| $4.04M | ﹤0.01% |
531,834
+1,028
| +0.2% | +$6.61K |
|
2632
Sensata Technologies
ST
$6.16B
| $4.04M | ﹤0.01% |
105,512
+32,496
| +45% | +$1.22M |
|
|
NMRX
2633
DELISTED
Numerex Corp
NMRX
| $4.03M | ﹤0.01% |
367,594
-1,871
| -0.5% | -$19.9K |
|
|
FSL
2634
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $4.02M | ﹤0.01% |
241,506
+50,335
| +26% | +$776K |
|
|
EDMC
2635
DELISTED
EDUCATION MGMT CORP NEW COM STK (PA)
EDMC
| $4.01M | ﹤0.01% |
439,705
+5,992
| +1% | +$45.5K |
|
|
RSE
2636
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
| $4.01M | ﹤0.01% |
194,811
+3,235
| +2% | +$64.4K |
|
|
FGH
2637
DELISTED
FG Group Holdings Inc.
FGH
| $4M | ﹤0.01% |
939,160
+1,621
| +0.2% | +$6.86K |
|
|
HVB
2638
DELISTED
HUDSON VY HLDG CORP
HVB
| $3.98M | ﹤0.01% |
212,205
+2,842
| +1% | +$54.4K |
|
2639
Greif Class B
GEF.B
$4.12B
| $3.97M | ﹤0.01% |
74,549
+1,808
| +2% | +$101K |
|
|
GGS
2640
DELISTED
GLOBAL GEOPHYSICAL SERVICES, INC COM STK
GGS
| $3.94M | ﹤0.01% |
1,452,637
+80,272
| +6% | +$278K |
|
|
AUXL
2641
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
| $3.93M | ﹤0.01% |
215,766
+215,666
| +215,666% | +$3.9M |
|
2642
Alphatec Holdings
ATEC
$1.55B
| $3.92M | ﹤0.01% |
165,931
+1,332
| +0.8% | +$33.7K |
|
|
CYBE
2643
DELISTED
Cyberoptics Corp
CYBE
| $3.91M | ﹤0.01% |
627,944
-2,712
| -0.4% | -$16.1K |
|
|
LIOX
2644
DELISTED
Lionbridge Technologies
LIOX
| $3.89M | ﹤0.01% |
1,053,490
-16,764
| -2% | -$57.9K |
|
2645
AXT Inc
AXTI
$4.42B
| $3.88M | ﹤0.01% |
1,656,777
+12,610
| +0.8% | +$31.6K |
|
|
NTT
2646
DELISTED
Nippon Telegraph & Telephone
NTT
| $3.86M | ﹤0.01% |
147,954
-100
| -0.1% | -$2.62K |
|
|
VMW
2647
DELISTED
VMware, Inc
VMW
| $3.84M | ﹤0.01% |
47,510
+1,851
| +4% | +$150K |
|
|
ARUN
2648
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $3.83M | ﹤0.01% |
230,256
-1,600
| -0.7% | -$27.9K |
|
|
THR
2649
DELISTED
Thermon Group Holdings
THR
| $3.83M | ﹤0.01% |
165,704
+30,306
| +22% | +$641K |
|
2650
PAR Technology
PAR
$658M
| $3.82M | ﹤0.01% |
773,636
-692
| -0.1% | -$3.03K |
|
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.