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 | |
|---|---|---|---|---|---|---|
2801
Northern Technologies International Corp
NTIC
$76.4M
| $2.42M | ﹤0.01% |
287,664
-2,644
| -0.9% | -$18.4K |
|
2802
Fuel Tech
FTEK
$45.2M
| $2.4M | ﹤0.01% |
551,303
-1,612
| -0.3% | -$6.41K |
|
|
MOFG
2803
DELISTED
MidWestOne Financial Group
MOFG
| $2.4M | ﹤0.01% |
93,396
+2,395
| +3% | +$61.4K |
|
2804
Clear Channel Outdoor Holdings
CCO
$1.23B
| $2.39M | ﹤0.01% |
291,721
-12,513
| -4% | -$96K |
|
|
MSON
2805
DELISTED
Misonix Inc
MSON
| $2.39M | ﹤0.01% |
508,949
-966
| -0.2% | -$4.64K |
|
2806
Comp X International
CIX
$352M
| $2.38M | ﹤0.01% |
183,280
-201
| -0.1% | -$2.95K |
|
2807
Lincoln Educational Services
LINC
$1.36B
| $2.37M | ﹤0.01% |
513,712
-2,086
| -0.4% | -$11.7K |
|
|
HFBC
2808
DELISTED
HopFed Bancorp Inc
HFBC
| $2.37M | ﹤0.01% |
211,526
+1,811
| +0.9% | +$20.1K |
|
|
PCL
2809
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $2.37M | ﹤0.01% |
50,522
+47
| +0.1% | +$2.2K |
|
2810
Strategic Education
STRA
$1.84B
| $2.35M | ﹤0.01% |
56,660
-1,423
| -2% | -$63.3K |
|
|
MLNX
2811
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $2.35M | ﹤0.01% |
61,964
-88,917
| -59% | -$3.8M |
|
|
LOJN
2812
DELISTED
LO JACK CORP
LOJN
| $2.33M | ﹤0.01% |
726,868
+1,215
| +0.2% | +$3.89K |
|
|
MSPD
2813
DELISTED
MINDSPEED TECHNOLOGIES INC COM STK
MSPD
| $2.33M | ﹤0.01% |
764,733
-36,263
| -5% | -$113K |
|
2814
Escalade
ESCA
$267M
| $2.31M | ﹤0.01% |
268,445
+2,420
| +0.9% | +$17.5K |
|
|
SENEB
2815
Seneca Foods Class B
SENEB
| $2.3M | ﹤0.01% |
73,132
+336
| +0.5% | +$10.7K |
|
2816
Sun Life Financial
SLF
$46.2B
| $2.3M | ﹤0.01% |
72,041
+17,436
| +32% | +$554K |
|
2817
Riverview Bancorp
RVSB
$109M
| $2.29M | ﹤0.01% |
870,297
+51,047
| +6% | +$137K |
|
|
WLB
2818
DELISTED
Westmoreland Coal Company
WLB
| $2.29M | ﹤0.01% |
173,676
-11
| -0% | -$141 |
|
2819
Chicago Rivet & Machine Co
CVR
$10M
| $2.27M | ﹤0.01% |
77,637
+284
| +0.4% | +$7.71K |
|
|
BWL.A
2820
DELISTED
Bowl America Incorporated
BWL.A
| $2.26M | ﹤0.01% |
164,817
| – | – |
|
|
INOC
2821
DELISTED
INNOTRAC CORP
INOC
| $2.25M | ﹤0.01% |
432,842
| – | – |
|
2822
Transcat
TRNS
$775M
| $2.25M | ﹤0.01% |
286,915
+1,261
| +0.4% | +$9.76K |
|
2823
Rocky Mountain Chocolate Factory
RMCF
$8.55M
| $2.24M | ﹤0.01% |
185,297
-653
| -0.4% | -$8.29K |
|
2824
Lakeland Industries
LAKE
$105M
| $2.23M | ﹤0.01% |
412,495
-719
| -0.2% | -$3.32K |
|
2825
Ubiquiti
UI
$31.8B
| $2.22M | ﹤0.01% |
65,989
+18,363
| +39% | +$492K |
|
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.