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 | |
|---|---|---|---|---|---|---|
2401
Bruker
BRKR
$9.66B
| $6.61M | 0.01% |
320,294
+18,163
| +6% | +$347K |
|
|
INDT
2402
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $6.61M | 0.01% |
205,852
-471
| -0.2% | -$14.7K |
|
|
AFAM
2403
DELISTED
Almost Family Inc
AFAM
| $6.58M | 0.01% |
338,625
+368
| +0.1% | +$7.08K |
|
|
N
2404
DELISTED
Netsuite Inc
N
| $6.58M | 0.01% |
60,935
| – | – |
|
|
PARAA
2405
DELISTED
Paramount Global Class A
PARAA
| $6.57M | 0.01% |
118,648
-1,850
| -2% | -$98.6K |
|
|
EV
2406
DELISTED
Eaton Vance Corp.
EV
| $6.54M | 0.01% |
168,451
+14,211
| +9% | +$566K |
|
|
FRS
2407
DELISTED
FRISCH'S RESTAURANTS INC
FRS
| $6.54M | 0.01% |
270,852
+670
| +0.2% | +$13.8K |
|
|
BPZ
2408
DELISTED
BPZ RESOURCES INC COM STK
BPZ
| $6.51M | 0.01% |
3,336,486
-20,497
| -0.6% | -$46.1K |
|
|
ELP
2409
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $6.5M | 0.01% |
1,163,675
+7,820
| +0.7% | +$40.4K |
|
2410
Covenant Logistics
CVLG
$862M
| $6.49M | 0.01% |
2,045,836
+5,202
| +0.3% | +$16K |
|
2411
RCM Technologies
RCMT
$286M
| $6.46M | 0.01% |
1,071,060
-2,748
| -0.3% | -$15.5K |
|
|
VGR
2412
DELISTED
Vector Group Ltd.
VGR
| $6.46M | 0.01% |
757,885
-37,003
| -5% | -$310K |
|
2413
Mesa Laboratories
MLAB
$712M
| $6.41M | 0.01% |
94,866
-1,364
| -1% | -$87.2K |
|
|
EBSB
2414
DELISTED
Meridian Bancorp, Inc.
EBSB
| $6.4M | 0.01% |
719,386
+4,328
| +0.6% | +$35.6K |
|
|
PPIH
2415
Perma-Pipe International
PPIH
$248M
| $6.4M | 0.01% |
560,338
+835
| +0.1% | +$9.14K |
|
|
HTCH
2416
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
| $6.4M | 0.01% |
1,837,799
+4,716
| +0.3% | +$19K |
|
|
ZIXI
2417
DELISTED
Zix Corporation
ZIXI
| $6.39M | 0.01% |
1,307,038
-14,679
| -1% | -$65.9K |
|
2418
WisdomTree India Earnings Fund ETF
EPI
$1.97B
| $6.39M | 0.01% |
+417,000
| New | +$6.46M |
|
|
ASFI
2419
DELISTED
Asta Funding Inc
ASFI
| $6.36M | 0.01% |
715,098
+1,105
| +0.2% | +$9.65K |
|
|
RENT
2420
DELISTED
RENTRAK CORP
RENT
| $6.33M | 0.01% |
194,093
-3,727
| -2% | -$92K |
|
|
FLOW
2421
DELISTED
FLOW INTL CORP
FLOW
| $6.31M | 0.01% |
1,581,239
+36,970
| +2% | +$137K |
|
2422
lululemon athletica
LULU
$10.9B
| $6.3M | 0.01% |
86,257
+6,181
| +8% | +$431K |
|
|
AWAY
2423
DELISTED
HOMEAWAY INC COM
AWAY
| $6.29M | 0.01% |
224,586
+88,204
| +65% | +$2.73M |
|
|
DMND
2424
DELISTED
DIAMOND FOODS, INC.
DMND
| $6.27M | 0.01% |
265,876
+9,024
| +4% | +$194K |
|
|
ARC
2425
DELISTED
ARC Document Solutions, Inc.
ARC
| $6.25M | 0.01% |
1,360,945
+53,671
| +4% | +$252K |
|
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.