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 | |
|---|---|---|---|---|---|---|
2651
Royal Bank of Canada
RY
$282B
| $3.81M | ﹤0.01% |
59,361
+7,158
| +14% | +$445K |
|
2652
Teck Resources
TECK
$32.5B
| $3.81M | ﹤0.01% |
142,016
+58,891
| +71% | +$1.48M |
|
2653
White Mountains Insurance
WTM
$4.98B
| $3.81M | ﹤0.01% |
6,716
| – | – |
|
|
TNAV
2654
DELISTED
Telenav Inc.
TNAV
| $3.79M | ﹤0.01% |
648,301
+14,949
| +2% | +$86.4K |
|
2655
Pacific Biosciences
PACB
$441M
| $3.78M | ﹤0.01% |
683,806
+212,184
| +45% | +$737K |
|
|
PRO
2656
DELISTED
PROS Holdings
PRO
| $3.77M | ﹤0.01% |
110,267
-2,366
| -2% | -$76.6K |
|
|
BALT
2657
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
| $3.77M | ﹤0.01% |
770,808
+199,553
| +35% | +$869K |
|
|
FFKT
2658
DELISTED
Farmers Capital Bank Corp
FFKT
| $3.75M | ﹤0.01% |
171,786
+1,491
| +0.9% | +$33.6K |
|
2659
Atlanticus Holdings
ATLC
$1.41B
| $3.75M | ﹤0.01% |
1,012,659
-1,270
| -0.1% | -$4.65K |
|
|
IBCA
2660
DELISTED
INTERVEST BANCSHARES CORP COM
IBCA
| $3.74M | ﹤0.01% |
471,800
+1,453
| +0.3% | +$10.5K |
|
|
TST
2661
DELISTED
TheStreet, Inc.
TST
| $3.73M | ﹤0.01% |
178,691
+398
| +0.2% | +$8.28K |
|
|
FAC
2662
DELISTED
First Acceptance Corp.
FAC
| $3.73M | ﹤0.01% |
2,130,069
-1,100
| -0.1% | -$1.92K |
|
|
SWI
2663
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $3.73M | ﹤0.01% |
106,255
+1,255
| +1% | +$49.1K |
|
2664
Bar Harbor Bankshares
BHB
$683M
| $3.73M | ﹤0.01% |
227,799
+1,253
| +0.6% | +$20.8K |
|
|
MSL
2665
DELISTED
Midsouth Bancorp, Inc.
MSL
| $3.69M | ﹤0.01% |
237,915
+4,868
| +2% | +$77.2K |
|
2666
Beasley Broadcasting Group
BBGI
$31.1M
| $3.68M | ﹤0.01% |
21,195
-20
| -0.1% | -$3.27K |
|
|
OCLR
2667
DELISTED
Oclaro Inc.
OCLR
| $3.68M | ﹤0.01% |
2,076,770
-30,984
| -1% | -$38.3K |
|
2668
Rigel Pharmaceuticals
RIGL
$864M
| $3.66M | ﹤0.01% |
102,194
+16,471
| +19% | +$601K |
|
2669
QuinStreet
QNST
$1.01B
| $3.65M | ﹤0.01% |
386,778
+31,027
| +9% | +$285K |
|
2670
Inseego
INSG
$67.5M
| $3.65M | ﹤0.01% |
139,671
+10,151
| +8% | +$354K |
|
|
JMP
2671
DELISTED
JMP Group LLC
JMP
| $3.64M | ﹤0.01% |
588,712
+4,644
| +0.8% | +$31.5K |
|
|
AVG
2672
DELISTED
AVG Technologies N.V.
AVG
| $3.63M | ﹤0.01% |
151,820
+45,876
| +43% | +$1.02M |
|
|
IA
2673
Innovative Solutions & Support
IA
$334M
| $3.62M | ﹤0.01% |
454,305
-834
| -0.2% | -$6.47K |
|
2674
Peraso
PRSO
$7.28M
| $3.61M | ﹤0.01% |
121
+4
| +3% | +$124K |
|
|
AIOT
2675
PowerFleet Inc
AIOT
$408M
| $3.6M | ﹤0.01% |
584,392
-741
| -0.1% | -$4.33K |
|
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.