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 | 18.97% |
| 2 | Industrials | 13.23% |
| 3 | Energy | 11.07% |
| 4 | Technology | 9.34% |
| 5 | Consumer Discretionary | 8.78% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2676
Agree Realty
ADC
$9.71B
| $3.6M | ﹤0.01% |
119,138
+5,370
| +5% | +$157K |
|
|
CDR
2677
DELISTED
Cedar Realty Trust, Inc
CDR
| $3.58M | ﹤0.01% |
104,567
+182
| +0.2% | +$6.37K |
|
2678
iShares S&P India Nifty 50 Index Fund
INDY
$558M
| $3.57M | ﹤0.01% |
169,700
| – | – |
|
|
PGNX
2679
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $3.57M | ﹤0.01% |
709,203
+70,798
| +11% | +$384K |
|
|
UN
2680
DELISTED
Unilever NV New York Registry Shares
UN
| $3.56M | ﹤0.01% |
94,255
+6,319
| +7% | +$250K |
|
2681
Grupo Aeroportuario Centro Norte
OMAB
$5.19B
| $3.55M | ﹤0.01% |
133,171
| – | – |
|
2682
Mizuho Financial
MFG
$121B
| $3.55M | ﹤0.01% |
821,292
| – | – |
|
|
FUR
2683
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
| $3.54M | ﹤0.01% |
317,548
+8,822
| +3% | +$109K |
|
|
ANCX
2684
DELISTED
Access National Corp
ANCX
| $3.54M | ﹤0.01% |
247,941
-367
| -0.1% | -$5.37K |
|
|
ACFN
2685
DELISTED
Acorn Energy Inc
ACFN
| $3.53M | ﹤0.01% |
598,837
+468
| +0.1% | +$3.41K |
|
2686
Eldorado Gold
EGO
$8.21B
| $3.51M | ﹤0.01% |
104,712
+23,211
| +28% | +$882K |
|
|
WSO.B
2687
Watsco Inc Class B
WSO.B
$13.1B
| $3.47M | ﹤0.01% |
36,659
| – | – |
|
|
SLTM
2688
DELISTED
SOLTA MED INC (DE)
SLTM
| $3.47M | ﹤0.01% |
1,667,863
+38,217
| +2% | +$86.7K |
|
|
WLT
2689
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
| $3.44M | ﹤0.01% |
245,133
-42,578
| -15% | -$541K |
|
2690
Kewaunee Scientific
KEQU
$101M
| $3.42M | ﹤0.01% |
199,076
-107
| -0.1% | -$1.56K |
|
2691
Nokia
NOK
$47.7B
| $3.4M | ﹤0.01% |
521,909
-12,397
| -2% | -$58.5K |
|
2692
Bank of Montreal
BMO
$124B
| $3.36M | ﹤0.01% |
50,354
+3,262
| +7% | +$205K |
|
2693
InterContinental Hotels
IHG
$23.8B
| $3.36M | ﹤0.01% |
80,537
+124
| +0.2% | +$5.23K |
|
|
ACW
2694
DELISTED
Accuride Corp
ACW
| $3.36M | ﹤0.01% |
653,538
+29,665
| +5% | +$163K |
|
|
TSH
2695
DELISTED
TECHE HOLDING CO
TSH
| $3.35M | ﹤0.01% |
73,344
| – | – |
|
2696
Southern Copper
SCCO
$137B
| $3.35M | ﹤0.01% |
132,572
-673
| -0.5% | -$17.4K |
|
|
CLCT
2697
DELISTED
Collectors Universe
CLCT
| $3.35M | ﹤0.01% |
227,847
+117
| +0.1% | +$1.79K |
|
2698
Cumberland Pharmaceuticals
CPIX
$98.9M
| $3.34M | ﹤0.01% |
736,409
-1,285
| -0.2% | -$6.4K |
|
|
BZC
2699
DELISTED
BREEZE-EASTERN CORPORATION COM
BZC
| $3.31M | ﹤0.01% |
336,365
+462
| +0.1% | +$4.14K |
|
2700
Cohen & Steers
CNS
$4.24B
| $3.31M | ﹤0.01% |
93,752
-1,784
| -2% | -$61.7K |
|
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 19% of assets, down from 19% 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.