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 | |
|---|---|---|---|---|---|---|
|
BRLI
1651
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
| $16.4M | 0.01% |
550,053
+2,104
| +0.4% | +$58.5K |
|
1652
Geospace Technologies
GEOS
$65.1M
| $16.4M | 0.01% |
194,893
-34,947
| -15% | -$2.6M |
|
|
CBM
1653
DELISTED
Cambrex Corporation
CBM
| $16.4M | 0.01% |
1,243,285
+62,265
| +5% | +$880K |
|
1654
Koppers
KOP
$873M
| $16.4M | 0.01% |
384,417
-2,077
| -0.5% | -$81.9K |
|
|
SYT
1655
DELISTED
Syngenta Ag
SYT
| $16.4M | 0.01% |
201,634
+595
| +0.3% | +$47.7K |
|
1656
Brunswick
BC
$4.4B
| $16.4M | 0.01% |
410,216
-395,941
| -49% | -$14.7M |
|
|
OME
1657
DELISTED
Omega Protein
OME
| $16.4M | 0.01% |
1,608,520
+31,630
| +2% | +$296K |
|
|
AOI
1658
DELISTED
Alliance One International
AOI
| $16.4M | 0.01% |
561,953
+13,691
| +2% | +$462K |
|
|
LBY
1659
DELISTED
Libbey, Inc.
LBY
| $16.3M | 0.01% |
686,649
-12,485
| -2% | -$305K |
|
1660
John B. Sanfilippo & Son
JBSS
$789M
| $16.3M | 0.01% |
702,965
+2,626
| +0.4% | +$57K |
|
|
RATE
1661
DELISTED
Bankrate Inc
RATE
| $16.3M | 0.01% |
791,924
+374,916
| +90% | +$6.43M |
|
|
NFBK
1662
DELISTED
Northfield Bancorp
NFBK
| $16.3M | 0.01% |
1,340,468
+208,927
| +18% | +$2.52M |
|
1663
Dollar General
DG
$27.6B
| $16.3M | 0.01% |
287,844
+31,971
| +12% | +$1.76M |
|
1664
Tapestry
TPR
$23.1B
| $16.2M | 0.01% |
297,593
+41,231
| +16% | +$2.27M |
|
|
MOVE
1665
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
| $16.2M | 0.01% |
957,257
-15,707
| -2% | -$227K |
|
|
JBTM
1666
JBT Marel
JBTM
$5.72B
| $16.2M | 0.01% |
652,090
+19,654
| +3% | +$459K |
|
1667
Old Dominion Freight Line
ODFL
$36.3B
| $16.2M | 0.01% |
1,054,656
-21,543
| -2% | -$320K |
|
1668
Fossil Group
FOSL
$333M
| $16.1M | 0.01% |
138,818
-2,591
| -2% | -$296K |
|
|
EQY
1669
DELISTED
Equity One
EQY
| $16.1M | 0.01% |
736,751
+6,326
| +0.9% | +$142K |
|
1670
NCR Voyix
VYX
$958M
| $16.1M | 0.01% |
662,059
+18,388
| +3% | +$411K |
|
|
FSYS
1671
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
| $16.1M | 0.01% |
818,058
+103,667
| +15% | +$1.99M |
|
1672
Acco Brands
ACCO
$402M
| $16M | 0.01% |
2,416,706
+282,217
| +13% | +$1.93M |
|
|
INVX
1673
Innovex International
INVX
$2.04B
| $16M | 0.01% |
139,784
+6,632
| +5% | +$678K |
|
1674
Bankunited
BKU
$3.19B
| $16M | 0.01% |
514,124
+10,676
| +2% | +$318K |
|
1675
National Healthcare
NHC
$3.52B
| $16M | 0.01% |
339,181
+2,687
| +0.8% | +$128K |
|
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.