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 | |
|---|---|---|---|---|---|---|
901
Axos Financial
AX
$5.25B
| $31.6M | 0.03% |
1,950,164
+55,920
| +3% | +$833K |
|
902
Conagra Brands
CAG
$7.29B
| $31.6M | 0.03% |
1,339,016
+71,317
| +6% | +$1.92M |
|
903
Barrett Business Services
BBSI
$831M
| $31.6M | 0.03% |
1,878,196
-3,260
| -0.2% | -$53.3K |
|
|
AD
904
Array Digital Infrastructure
AD
$3.28B
| $31.6M | 0.03% |
693,024
+15,431
| +2% | +$641K |
|
|
STJ
905
DELISTED
St Jude Medical
STJ
| $31.5M | 0.03% |
586,663
+30,520
| +5% | +$1.57M |
|
906
Usana Health Sciences
USNA
$272M
| $31.5M | 0.03% |
724,808
-1,146
| -0.2% | -$46K |
|
|
MCGC
907
DELISTED
MCG CAP CORP
MCGC
| $31.4M | 0.03% |
6,237,142
-15,083
| -0.2% | -$77.8K |
|
|
ECHO
908
EchoStar
ECHO
$27.1B
| $31.4M | 0.03% |
881,890
+18,445
| +2% | +$624K |
|
909
Omnicell
OMCL
$1.48B
| $31.4M | 0.03% |
1,324,884
+36,452
| +3% | +$812K |
|
|
GLDD
910
DELISTED
Great Lakes Dredge & Dock
GLDD
| $31.4M | 0.03% |
4,225,836
+18,801
| +0.4% | +$140K |
|
911
Gray Television
GTN
$490M
| $31.4M | 0.03% |
3,993,748
+353,674
| +10% | +$2.65M |
|
912
Delta Air Lines
DAL
$51.2B
| $31.3M | 0.03% |
1,326,986
+298,718
| +29% | +$6.23M |
|
|
FFIC
913
DELISTED
Flushing Financial
FFIC
| $31.2M | 0.03% |
1,692,590
-2,344
| -0.1% | -$43.3K |
|
914
Veeco
VECO
$2.51B
| $31.2M | 0.03% |
838,143
+87,049
| +12% | +$3.05M |
|
915
Sonic Automotive
SAH
$2.3B
| $31.2M | 0.03% |
1,310,818
+16,433
| +1% | +$378K |
|
|
ELX
916
DELISTED
EMULEX CORP
ELX
| $31.2M | 0.03% |
4,019,282
+514,378
| +15% | +$4M |
|
917
Tesla
TSLA
$1.41T
| $31.1M | 0.03% |
2,413,740
-63,300
| -3% | -$626K |
|
918
Boyd Gaming
BYD
$5.49B
| $31M | 0.03% |
2,193,757
-24,301
| -1% | -$298K |
|
|
CA
919
DELISTED
CA, Inc.
CA
| $31M | 0.03% |
1,045,383
+49,042
| +5% | +$1.47M |
|
|
HCC
920
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
| $31M | 0.03% |
707,254
+12,929
| +2% | +$570K |
|
921
Weis Markets
WMK
$1.81B
| $31M | 0.03% |
632,433
+237
| +0% | +$11.6K |
|
922
New York Times
NYT
$11.7B
| $30.9M | 0.03% |
2,455,837
+124,591
| +5% | +$1.48M |
|
923
RBC Bearings
RBC
$15.4B
| $30.9M | 0.03% |
468,310
+8,610
| +2% | +$505K |
|
|
QLGC
924
DELISTED
QLOGIC CORP
QLGC
| $30.8M | 0.03% |
2,819,659
+484,574
| +21% | +$5.33M |
|
925
Employers Holdings
EIG
$898M
| $30.8M | 0.03% |
1,036,634
+24,000
| +2% | +$656K |
|
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.