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 | |
|---|---|---|---|---|---|---|
|
CSOD
2601
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $4.37M | ﹤0.01% |
84,918
+61,026
| +255% | +$3.01M |
|
2602
IAMGOLD
IAG
$11.5B
| $4.36M | ﹤0.01% |
917,958
| – | – |
|
|
TRNX
2603
DELISTED
TORNIER N V SHARES (NLD)
TRNX
| $4.35M | ﹤0.01% |
225,243
+110,967
| +97% | +$2.06M |
|
|
NTLS
2604
DELISTED
NTELOS HLDGS CORP COM
NTLS
| $4.34M | ﹤0.01% |
230,718
+161,499
| +233% | +$2.79M |
|
|
SWS
2605
DELISTED
SWS GROUP INC
SWS
| $4.33M | ﹤0.01% |
775,310
-2,700
| -0.3% | -$15.6K |
|
2606
Aegon
AEG
$13.5B
| $4.33M | ﹤0.01% |
860,808
+8,094
| +0.9% | +$41.3K |
|
2607
Ameresco
AMRC
$1.26B
| $4.32M | ﹤0.01% |
431,560
+10,942
| +3% | +$99.1K |
|
2608
Digimarc Corp
DMRC
$111M
| $4.31M | ﹤0.01% |
213,164
-828
| -0.4% | -$17.3K |
|
2609
SK Telecom
SKM
$13.7B
| $4.29M | ﹤0.01% |
114,739
| – | – |
|
2610
Commercial Vehicle Group
CVGI
$124M
| $4.28M | ﹤0.01% |
538,191
-4,337
| -0.8% | -$32.8K |
|
2611
Innoviva
INVA
$1.53B
| $4.28M | ﹤0.01% |
129,917
+39,942
| +44% | +$1.24M |
|
|
CCUR
2612
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $4.26M | ﹤0.01% |
590,742
-840
| -0.1% | -$6.6K |
|
|
WW
2613
DELISTED
WW International
WW
| $4.26M | ﹤0.01% |
114,045
-850
| -0.7% | -$34.2K |
|
|
QADA
2614
DELISTED
QAD Inc.
QADA
| $4.24M | ﹤0.01% |
311,108
-2,242
| -0.7% | -$28.7K |
|
|
AMNB
2615
DELISTED
American National Bankshares Inc
AMNB
| $4.24M | ﹤0.01% |
182,802
+2,869
| +2% | +$66.8K |
|
|
FUBC
2616
DELISTED
1st United Bancorp (Florida)
FUBC
| $4.22M | ﹤0.01% |
576,290
+8,565
| +2% | +$64.2K |
|
2617
Preferred Bank
PFBC
$1.26B
| $4.22M | ﹤0.01% |
237,310
+2,992
| +1% | +$50.6K |
|
|
MNTG
2618
DELISTED
M T R GAMING GROUP INC
MNTG
| $4.22M | ﹤0.01% |
895,637
-9,776
| -1% | -$37.7K |
|
|
CSBK
2619
DELISTED
Clifton Bancorp Inc.
CSBK
| $4.2M | ﹤0.01% |
331,931
+1,801
| +0.5% | +$22.7K |
|
2620
First Bancorp
FNLC
$398M
| $4.19M | ﹤0.01% |
249,954
+585
| +0.2% | +$10.1K |
|
|
RSYS
2621
DELISTED
Radisys Corp
RSYS
| $4.16M | ﹤0.01% |
1,295,859
-833
| -0.1% | -$3.34K |
|
|
GTY
2622
Getty Realty Corp
GTY
$1.87B
| $4.13M | ﹤0.01% |
215,190
+2,876
| +1% | +$56.7K |
|
|
CHSP
2623
DELISTED
Chesapeake Lodging Trust
CHSP
| $4.13M | ﹤0.01% |
175,364
+59,474
| +51% | +$1.37M |
|
|
UBA
2624
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $4.12M | ﹤0.01% |
207,208
+2,800
| +1% | +$57.3K |
|
2625
Brown-Forman Class A
BF.A
$12.2B
| $4.12M | ﹤0.01% |
155,543
+2,273
| +1% | +$63.9K |
|
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.