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 | 18.97% |
| 2 | Industrials | 13.23% |
| 3 | Energy | 11.07% |
| 4 | Technology | 9.34% |
| 5 | Consumer Discretionary | 8.78% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
AUTO
2726
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $2.98M | ﹤0.01% |
415,770
-4,222
| -1% | -$25.7K |
|
|
AWC
2727
DELISTED
Alumina Ltd
AWC
| $2.98M | ﹤0.01% |
786,338
-3,000
| -0.4% | -$11.1K |
|
2728
Perdoceo Education
PRDO
$2.14B
| $2.98M | ﹤0.01% |
1,078,126
+303,549
| +39% | +$934K |
|
|
GOL
2729
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
| $2.97M | ﹤0.01% |
303,909
-7,600
| -2% | -$58.5K |
|
|
HPP
2730
Hudson Pacific Properties
HPP
$795M
| $2.96M | ﹤0.01% |
21,724
+3,983
| +22% | +$580K |
|
2731
Espey Mfg & Electronics Corp
ESP
$172M
| $2.96M | ﹤0.01% |
103,248
+733
| +0.7% | +$20K |
|
|
AUY
2732
DELISTED
Yamana Gold, Inc.
AUY
| $2.96M | ﹤0.01% |
284,359
+5,112
| +2% | +$53.9K |
|
|
MNR
2733
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $2.95M | ﹤0.01% |
325,639
+3,300
| +1% | +$31.3K |
|
2734
Copa Holdings
CPA
$5.6B
| $2.95M | ﹤0.01% |
21,278
+7,346
| +53% | +$1.01M |
|
|
MBTF
2735
DELISTED
MBT Financial Corporation
MBTF
| $2.94M | ﹤0.01% |
766,557
+2,576
| +0.3% | +$10.3K |
|
|
INN
2736
Summit Hotel Properties
INN
$762M
| $2.94M | ﹤0.01% |
319,415
+137,151
| +75% | +$1.33M |
|
|
MGI
2737
DELISTED
MoneyGram International, Inc. New
MGI
| $2.93M | ﹤0.01% |
149,817
-1,286
| -0.9% | -$27.6K |
|
2738
Gaia
GAIA
$46.3M
| $2.93M | ﹤0.01% |
584,020
+1,888
| +0.3% | +$9.56K |
|
2739
Independent Bank Corp
IBCP
$802M
| $2.92M | ﹤0.01% |
292,482
-2,752
| -0.9% | -$23.3K |
|
2740
CNB Financial Corp
CCNE
$1.06B
| $2.92M | ﹤0.01% |
171,246
+4,288
| +3% | +$74.3K |
|
|
MXWL
2741
DELISTED
Maxwell Technologies Inc
MXWL
| $2.91M | ﹤0.01% |
320,783
+107,799
| +51% | +$934K |
|
|
EMKR
2742
DELISTED
Emcore Corp
EMKR
| $2.91M | ﹤0.01% |
64,834
-16
| -0% | -$665 |
|
|
IBA
2743
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $2.9M | ﹤0.01% |
73,562
+10,918
| +17% | +$435K |
|
2744
Transact Technologies
TACT
$50.1M
| $2.88M | ﹤0.01% |
220,197
+2,096
| +1% | +$20.1K |
|
|
DGAS
2745
DELISTED
Delta Natural Gas Co Inc
DGAS
| $2.88M | ﹤0.01% |
130,215
-2,340
| -2% | -$50.5K |
|
|
KTEC
2746
DELISTED
Key Technology Inc
KTEC
| $2.87M | ﹤0.01% |
206,443
+196
| +0.1% | +$2.79K |
|
|
PRGX
2747
DELISTED
PRGX Global, Inc.
PRGX
| $2.86M | ﹤0.01% |
456,442
+2,195
| +0.5% | +$13.3K |
|
|
BBQ
2748
DELISTED
BBQ Holdings, Inc. Common Stock
BBQ
| $2.85M | ﹤0.01% |
176,140
+600
| +0.3% | +$9.72K |
|
2749
Fresenius Medical Care
FMS
$13.4B
| $2.84M | ﹤0.01% |
87,746
+602
| +0.7% | +$19.6K |
|
|
IPAS
2750
DELISTED
Ipass Inc Common Stock
IPAS
| $2.83M | ﹤0.01% |
141,748
-2,666
| -2% | -$53.1K |
|
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 19% of assets, down from 19% 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.