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 | |
|---|---|---|---|---|---|---|
2526
Eastern Company
EML
$150M
| $5.19M | ﹤0.01% |
320,912
+881
| +0.3% | +$14.5K |
|
2527
Compañía de Minas Buenaventura
BVN
$8.78B
| $5.17M | ﹤0.01% |
441,364
-6,100
| -1% | -$80.6K |
|
|
MCBI
2528
DELISTED
METROCORP BANCSHARES INC
MCBI
| $5.17M | ﹤0.01% |
375,683
+3,746
| +1% | +$41.1K |
|
|
FNGN
2529
DELISTED
Financial Engines, Inc.
FNGN
| $5.17M | ﹤0.01% |
86,923
+77,823
| +855% | +$4.14M |
|
|
BTH
2530
DELISTED
BLYTH,INC
BTH
| $5.16M | ﹤0.01% |
373,379
-7,927
| -2% | -$96.1K |
|
|
FBMI
2531
DELISTED
FIRSTBANK CORP (MICH)
FBMI
| $5.16M | ﹤0.01% |
265,063
| – | – |
|
|
THRD
2532
DELISTED
TF FINANCIAL CORP COM STK (PA)
THRD
| $5.13M | ﹤0.01% |
185,831
+334
| +0.2% | +$8.91K |
|
|
TRLA
2533
DELISTED
TRULIA INC (DEL)
TRLA
| $5.13M | ﹤0.01% |
+109,030
| New | +$4.56M |
|
2534
Peapack-Gladstone Financial
PGC
$806M
| $5.12M | ﹤0.01% |
276,178
+2,108
| +0.8% | +$37.8K |
|
|
YZC
2535
DELISTED
Yanzhou Coal Mining
YZC
| $5.12M | ﹤0.01% |
534,053
+50,932
| +11% | +$427K |
|
|
GLPW
2536
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
| $5.11M | ﹤0.01% |
254,174
+15,737
| +7% | +$289K |
|
2537
Argan
AGX
$5.37B
| $5.11M | ﹤0.01% |
232,591
+6,850
| +3% | +$120K |
|
|
UHT
2538
Universal Health Realty Income Trust
UHT
$564M
| $5.11M | ﹤0.01% |
121,996
+1,750
| +1% | +$74.4K |
|
|
NBBC
2539
DELISTED
NEWBRIDGE BANCORP CLASS A COM STK (NC)
NBBC
| $5.09M | ﹤0.01% |
698,883
+5,507
| +0.8% | +$41.5K |
|
2540
Toronto Dominion Bank
TD
$200B
| $5.06M | ﹤0.01% |
112,430
+12,922
| +13% | +$549K |
|
|
VTLE
2541
DELISTED
Vital Energy
VTLE
| $5.05M | ﹤0.01% |
8,510
+7,167
| +534% | +$3.51M |
|
|
TIS
2542
DELISTED
Orchids Paper Products, Inc.
TIS
| $5.05M | ﹤0.01% |
182,391
+1,961
| +1% | +$54K |
|
2543
Dawson Geophysical
DWSN
$102M
| $5.05M | ﹤0.01% |
223,847
-2,527
| -1% | -$61.5K |
|
|
SCMP
2544
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $5.04M | ﹤0.01% |
806,930
-2,870
| -0.4% | -$17.9K |
|
2545
BlueLinx
BXC
$598M
| $5.03M | ﹤0.01% |
257,970
-1,061
| -0.4% | -$20.1K |
|
|
ERF
2546
DELISTED
Enerplus Corporation
ERF
| $5M | ﹤0.01% |
303,519
+56,411
| +23% | +$925K |
|
|
WWE
2547
DELISTED
World Wrestling Entertainment
WWE
| $4.97M | ﹤0.01% |
488,373
+13,533
| +3% | +$140K |
|
|
ENZ
2548
DELISTED
Enzo Biochem, Inc.
ENZ
| $4.97M | ﹤0.01% |
1,970,616
-10,837
| -0.5% | -$25.7K |
|
2549
STAAR Surgical
STAA
$1.09B
| $4.96M | ﹤0.01% |
366,516
-6,893
| -2% | -$81K |
|
2550
Oppenheimer Holdings
OPY
$1.23B
| $4.95M | ﹤0.01% |
278,324
+1,330
| +0.5% | +$24.4K |
|
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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.