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 | |
|---|---|---|---|---|---|---|
|
HRG
2451
DELISTED
HRG Group, Inc.
HRG
| $5.99M | 0.01% |
577,102
-135,504
| -19% | -$1.2M |
|
2452
Dolby
DLB
$5.47B
| $5.98M | 0.01% |
173,401
+15,641
| +10% | +$520K |
|
|
IVAC
2453
DELISTED
Intevac Inc
IVAC
| $5.96M | 0.01% |
1,016,672
+23,141
| +2% | +$143K |
|
2454
Vera Bradley
VRA
$120M
| $5.95M | 0.01% |
289,275
-8,242
| -3% | -$176K |
|
2455
Pathward Financial
CASH
$1.62B
| $5.89M | 0.01% |
464,736
+4,011
| +0.9% | +$42.7K |
|
|
VVTV
2456
DELISTED
VALUEVISION MEDIA INC
VVTV
| $5.88M | 0.01% |
1,351,090
+53,001
| +4% | +$280K |
|
|
DYAX
2457
DELISTED
DYAX CORPORATION
DYAX
| $5.85M | 0.01% |
852,763
-121,943
| -13% | -$554K |
|
2458
Clearfield
CLFD
$422M
| $5.83M | 0.01% |
433,887
-3,201
| -0.7% | -$39.8K |
|
2459
Weyerhaeuser
WY
$15.7B
| $5.83M | 0.01% |
203,458
+10,468
| +5% | +$296K |
|
2460
Central Pacific Financial
CPF
$966M
| $5.81M | 0.01% |
328,033
+20,719
| +7% | +$372K |
|
|
BSMX
2461
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $5.8M | 0.01% |
+419,885
| New | +$6.02M |
|
2462
Sierra Bancorp
BSRR
$524M
| $5.78M | 0.01% |
367,611
+2,956
| +0.8% | +$46K |
|
2463
Idexx Laboratories
IDXX
$40.3B
| $5.78M | 0.01% |
116,006
+15,938
| +16% | +$766K |
|
|
EGIO
2464
DELISTED
Edgio, Inc. Common Stock
EGIO
| $5.77M | 0.01% |
74,758
+1,147
| +2% | +$101K |
|
2465
GSI Technology
GSIT
$204M
| $5.75M | 0.01% |
818,352
+2,766
| +0.3% | +$18.6K |
|
|
MFI
2466
DELISTED
MICROFINANCIAL INC
MFI
| $5.75M | 0.01% |
729,333
+716
| +0.1% | +$5.77K |
|
|
END
2467
DELISTED
ENDEAVOUR INTERNATIONAL CORP NEW (NV)
END
| $5.75M | 0.01% |
1,074,035
+2,084
| +0.2% | +$10.2K |
|
2468
Compañía de Cervecerías Unidas
CCU
$2.1B
| $5.74M | 0.01% |
215,845
+2,538
| +1% | +$70.4K |
|
|
PQUE
2469
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
| $5.73M | 0.01% |
1,429,612
+25,807
| +2% | +$103K |
|
2470
Hawaiian Electric Industries
HE
$1.76B
| $5.73M | 0.01% |
228,315
+22,001
| +11% | +$566K |
|
2471
Pitney Bowes
PBI
$2.37B
| $5.73M | 0.01% |
314,891
+34,151
| +12% | +$560K |
|
|
SLH
2472
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
| $5.72M | 0.01% |
108,263
+5,902
| +6% | +$323K |
|
|
HILL
2473
DELISTED
DOT HILL SYSTEMS CORP
HILL
| $5.72M | 0.01% |
2,674,306
-2,397
| -0.1% | -$5.87K |
|
|
LGTY
2474
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $5.72M | ﹤0.01% |
669,609
+2,846
| +0.4% | +$24.3K |
|
2475
News Corp Class B
NWS
$18B
| $5.7M | ﹤0.01% |
+346,692
| New | +$5.6M |
|
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.