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 | |
|---|---|---|---|---|---|---|
2751
Horizon Bancorp
HBNC
$1.07B
| $2.83M | ﹤0.01% |
273,040
+4,721
| +2% | +$47.7K |
|
|
RLD
2752
DELISTED
REALD INC COM STK
RLD
| $2.83M | ﹤0.01% |
404,308
-9,985
| -2% | -$97K |
|
|
SMPL
2753
DELISTED
SIMPLICITY BANCORP INC
SMPL
| $2.81M | ﹤0.01% |
180,547
+310
| +0.2% | +$4.64K |
|
2754
W.P. Carey
WPC
$16.9B
| $2.79M | ﹤0.01% |
+44,066
| New | +$2.9M |
|
|
SKH
2755
DELISTED
SKILLED HEALTHCARE GROUP, INC. CLASS A COM STK
SKH
| $2.79M | ﹤0.01% |
640,515
+1,982
| +0.3% | +$10.7K |
|
2756
Fortinet
FTNT
$107B
| $2.77M | ﹤0.01% |
683,985
+20,045
| +3% | +$81.2K |
|
|
BBNK
2757
DELISTED
BRIDGE CAPITAL HOLDINGS
BBNK
| $2.76M | ﹤0.01% |
162,663
+4,117
| +3% | +$68.2K |
|
|
PMBC
2758
DELISTED
Pacific Mercantile Bancorp
PMBC
| $2.75M | ﹤0.01% |
443,718
+5,781
| +1% | +$35.6K |
|
|
NRCIB
2759
DELISTED
National Research Corp Class B
NRCIB
| $2.74M | ﹤0.01% |
91,875
-940
| -1% | -$31.9K |
|
|
AMRB
2760
DELISTED
American River Bankshares
AMRB
| $2.74M | ﹤0.01% |
308,856
-275
| -0.1% | -$2.42K |
|
|
ECYT
2761
DELISTED
Endocyte, Inc. Common Stock
ECYT
| $2.72M | ﹤0.01% |
204,303
-3,797
| -2% | -$60K |
|
|
HMNF
2762
DELISTED
HMN Financial Inc
HMNF
| $2.71M | ﹤0.01% |
350,028
-1,400
| -0.4% | -$10.4K |
|
2763
CPI Aerostructures
CVU
$62.6M
| $2.69M | ﹤0.01% |
231,811
+5,653
| +2% | +$63.2K |
|
|
PLNR
2764
DELISTED
PLANAR SYSTEMS INC
PLNR
| $2.67M | ﹤0.01% |
1,484,448
-2,662
| -0.2% | -$4.91K |
|
2765
KT
KT
$8.69B
| $2.66M | ﹤0.01% |
158,741
| – | – |
|
|
STRR
2766
DELISTED
Star Equity Holdings
STRR
| $2.66M | ﹤0.01% |
21,100
-12
| -0.1% | -$1.53K |
|
|
MTSN
2767
DELISTED
MATTSON TECHNOLOGY INC
MTSN
| $2.65M | ﹤0.01% |
1,109,112
-15,015
| -1% | -$34.2K |
|
|
DM
2768
DELISTED
DOLAN COMPANY COMMON STOCK
DM
| $2.65M | ﹤0.01% |
1,172,461
-3,856
| -0.3% | -$8.63K |
|
|
DCM
2769
DELISTED
NTT DOCOMO, Inc.
DCM
| $2.65M | ﹤0.01% |
163,210
+300
| +0.2% | +$4.77K |
|
|
SGMO
2770
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $2.63M | ﹤0.01% |
251,282
-166,266
| -40% | -$1.65M |
|
2771
C&F Financial
CFFI
$270M
| $2.63M | ﹤0.01% |
54,355
+3,084
| +6% | +$166K |
|
|
FIRE
2772
DELISTED
SOURCEFIRE INC COM STK
FIRE
| $2.63M | ﹤0.01% |
34,631
| – | – |
|
|
GMK
2773
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
| $2.62M | ﹤0.01% |
118,163
+754
| +0.6% | +$15.8K |
|
|
JRCC
2774
DELISTED
JAMES RIVER COAL NEW
JRCC
| $2.62M | ﹤0.01% |
1,325,326
-5,172
| -0.4% | -$10.4K |
|
|
MAG
2775
DELISTED
MAGNETEK INC COM STK NEW
MAG
| $2.62M | ﹤0.01% |
147,715
-1,109
| -0.7% | -$19.7K |
|
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.