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 | |
|---|---|---|---|---|---|---|
2826
Agnico Eagle Mines
AEM
$70.4B
| $2.21M | ﹤0.01% |
83,689
+43,529
| +108% | +$1.24M |
|
|
SPAN
2827
DELISTED
Span-America Medical Systems I
SPAN
| $2.21M | ﹤0.01% |
102,985
-436
| -0.4% | -$9.18K |
|
|
EBTC
2828
DELISTED
Enterprise Bancorp
EBTC
| $2.18M | ﹤0.01% |
115,214
-152
| -0.1% | -$2.98K |
|
|
NOR
2829
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
| $2.17M | ﹤0.01% |
126,273
+18,922
| +18% | +$398K |
|
|
BAMM
2830
DELISTED
BOOKS-A-MILLION INC
BAMM
| $2.17M | ﹤0.01% |
902,255
-1,504
| -0.2% | -$3.64K |
|
|
FCRE
2831
DELISTED
FC Global Realty Incorporated Common Stock
FCRE
| $2.16M | ﹤0.01% |
27,193
+105
| +0.4% | +$8.31K |
|
|
NPSP
2832
DELISTED
NPS PHARMACEUTICALS INC
NPSP
| $2.16M | ﹤0.01% |
67,797
+67,097
| +9,585% | +$1.54M |
|
2833
Allison Transmission
ALSN
$9.59B
| $2.15M | ﹤0.01% |
85,977
+37,478
| +77% | +$887K |
|
2834
RF Industries
RFIL
$116M
| $2.15M | ﹤0.01% |
297,063
-681
| -0.2% | -$4.31K |
|
2835
BCB Bancorp
BCBP
$182M
| $2.15M | ﹤0.01% |
200,562
+988
| +0.5% | +$10.5K |
|
2836
First Business Financial Services
FBIZ
$574M
| $2.15M | ﹤0.01% |
131,470
+754
| +0.6% | +$12.2K |
|
|
HAST
2837
DELISTED
HASTINGS ENTERTAINMENT INC
HAST
| $2.15M | ﹤0.01% |
851,135
-16,200
| -2% | -$53.5K |
|
|
ENZN
2838
DELISTED
ENZON PHARMACEUTICALS INC
ENZN
| $2.14M | ﹤0.01% |
1,272,487
-4,160
| -0.3% | -$7.7K |
|
|
PCO
2839
DELISTED
Pendrell Corporation - Class A
PCO
| $2.13M | ﹤0.01% |
1,098
+162
| +17% | +$362K |
|
2840
Bel Fuse Inc Class A
BELFA
$2.83B
| $2.13M | ﹤0.01% |
122,920
-112
| -0.1% | -$1.82K |
|
2841
Liquidity Services
LQDT
$1.2B
| $2.12M | ﹤0.01% |
63,263
+1,572
| +3% | +$50K |
|
|
PMFG
2842
DELISTED
PMFG INC COM STK (DE)
PMFG
| $2.12M | ﹤0.01% |
286,081
+7,167
| +3% | +$52.7K |
|
|
AAT
2843
American Assets Trust
AAT
$1.45B
| $2.11M | ﹤0.01% |
69,276
+33,158
| +92% | +$1.05M |
|
2844
Optical Cable Corp
OCC
$114M
| $2.1M | ﹤0.01% |
523,770
| – | – |
|
2845
Natural Alternatives International
NAII
$14.9M
| $2.09M | ﹤0.01% |
364,257
-2,060
| -0.6% | -$10.2K |
|
2846
Odyssey Marine Exploration
OMEX
$38.7M
| $2.09M | ﹤0.01% |
57,874
-3,966
| -6% | -$150K |
|
|
GKNT
2847
DELISTED
GEEKNET INC COM NEW
GKNT
| $2.09M | ﹤0.01% |
123,946
-869
| -0.7% | -$13.5K |
|
2848
RadNet
RDNT
$4.91B
| $2.07M | ﹤0.01% |
857,283
+1,708
| +0.2% | +$4.59K |
|
2849
CSP Inc
CSPI
$80.6M
| $2.06M | ﹤0.01% |
582,952
| – | – |
|
|
CHDX
2850
DELISTED
CHINDEX INTL INC
CHDX
| $2.06M | ﹤0.01% |
120,696
+5,596
| +5% | +$96.9K |
|
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.