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 | |
|---|---|---|---|---|---|---|
2351
Universal Technical Institute
UTI
$1.15B
| $7.12M | 0.01% |
586,620
+2,756
| +0.5% | +$31.4K |
|
|
PCBK
2352
DELISTED
Pacific Continental Corp
PCBK
| $7.12M | 0.01% |
546,628
+66
| +0% | +$850 |
|
|
KEM
2353
DELISTED
KEMET Corporation
KEM
| $7.1M | 0.01% |
1,698,891
+30,638
| +2% | +$132K |
|
2354
Mercantile Bank Corp
MBWM
$1.04B
| $7.09M | 0.01% |
325,696
+1,566
| +0.5% | +$31.4K |
|
2355
Silgan Holdings
SLGN
$4.02B
| $7.08M | 0.01% |
301,470
+9,040
| +3% | +$217K |
|
|
SUNE
2356
SUNation Energy
SUNE
$18M
| $7.07M | 0.01% |
1
| – | – |
|
|
ESI
2357
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $7.07M | 0.01% |
228,073
+1,183
| +0.5% | +$33.3K |
|
|
CBI
2358
DELISTED
Chicago Bridge & Iron Nv
CBI
| $7.07M | 0.01% |
104,283
+15,440
| +17% | +$953K |
|
2359
Dick's Sporting Goods
DKS
$11B
| $7.06M | 0.01% |
132,282
+14,997
| +13% | +$756K |
|
|
WRES
2360
DELISTED
WARREN RESOURCES INC
WRES
| $7.05M | 0.01% |
2,407,151
+219,688
| +10% | +$638K |
|
2361
Advance Auto Parts
AAP
$2.53B
| $7.05M | 0.01% |
85,259
+7,985
| +10% | +$653K |
|
2362
Addus HomeCare
ADUS
$2.2B
| $7.04M | 0.01% |
243,027
+74,244
| +44% | +$1.67M |
|
|
PULB
2363
DELISTED
PULASKI FINANCIAL CORP
PULB
| $7.03M | 0.01% |
682,100
-903
| -0.1% | -$9.21K |
|
|
ROIC
2364
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $7.02M | 0.01% |
507,649
+85,091
| +20% | +$1.16M |
|
|
SGI
2365
DELISTED
Silicon Graphics Intl.
SGI
| $7.01M | 0.01% |
431,327
-99,939
| -19% | -$1.61M |
|
|
ROMA
2366
DELISTED
ROMA FINANCIAL CORPORATION COM STK
ROMA
| $7M | 0.01% |
376,720
-3,800
| -1% | -$71.4K |
|
|
DFZ
2367
DELISTED
BARRY (R.G.) CORPORATION
DFZ
| $7M | 0.01% |
370,051
-317
| -0.1% | -$5.49K |
|
2368
Distribution Solutions Group
DSGR
$1.61B
| $6.97M | 0.01% |
1,353,092
+2,536
| +0.2% | +$15.3K |
|
2369
Motorcar Parts of America
MPAA
$200M
| $6.97M | 0.01% |
550,355
-3,610
| -0.7% | -$34.7K |
|
2370
Trex
TREX
$4.42B
| $6.95M | 0.01% |
1,122,400
+188,880
| +20% | +$1.1M |
|
|
ROCM
2371
DELISTED
ROCHESTER MEDICAL CORP
ROCM
| $6.95M | 0.01% |
347,945
+918
| +0.3% | +$15K |
|
|
HTBK
2372
DELISTED
Heritage Commerce
HTBK
| $6.93M | 0.01% |
905,545
+911
| +0.1% | +$6.59K |
|
|
CLUB
2373
DELISTED
Town Sports International Holdings, Inc.
CLUB
| $6.93M | 0.01% |
533,659
-5,083
| -0.9% | -$61K |
|
|
FURX
2374
DELISTED
FURIEX PHARMACEUTICALS INC COM STK (DE)
FURX
| $6.9M | 0.01% |
156,922
-8,941
| -5% | -$370K |
|
|
CPE
2375
DELISTED
Callon Petroleum Company
CPE
| $6.89M | 0.01% |
125,981
+8,762
| +7% | +$382K |
|
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.