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 | |
|---|---|---|---|---|---|---|
|
EEI
2901
DELISTED
Ecology and Environment
EEI
| $1.63M | ﹤0.01% |
139,881
-183
| -0.1% | -$2.01K |
|
|
FLNA
2902
Filana Therapeutics
FLNA
$42.7M
| $1.63M | ﹤0.01% |
85,425
-13,239
| -13% | -$231K |
|
|
GUID
2903
DELISTED
Guidance Software, Inc.
GUID
| $1.63M | ﹤0.01% |
179,279
-6,057
| -3% | -$53K |
|
|
PERF
2904
DELISTED
Perfumania Holdings, Inc.
PERF
| $1.63M | ﹤0.01% |
337,352
-3,114
| -0.9% | -$15.8K |
|
2905
Mega Matrix
MPU
$16.4M
| $1.62M | ﹤0.01% |
399,685
-500
| -0.1% | -$2.07K |
|
|
STZ.B
2906
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $1.62M | ﹤0.01% |
28,185
-143
| -0.5% | -$7.75K |
|
2907
Woori Financial
WF
$15.9B
| $1.62M | ﹤0.01% |
39,412
+858
| +2% | +$31.8K |
|
2908
Kosmos Energy
KOS
$1.39B
| $1.61M | ﹤0.01% |
156,738
+18,948
| +14% | +$198K |
|
|
HBNK
2909
DELISTED
HAMPDEN BANCORP INC COM STK (DELAWARE)
HBNK
| $1.61M | ﹤0.01% |
100,748
+446
| +0.4% | +$7.07K |
|
|
OLBK
2910
DELISTED
Old Line Bancshares, Inc.
OLBK
| $1.61M | ﹤0.01% |
120,878
-1,457
| -1% | -$19.1K |
|
|
LOV
2911
DELISTED
Spark Networks SE American Depositary Shares
LOV
| $1.61M | ﹤0.01% |
193,088
-14,617
| -7% | -$118K |
|
2912
First United
FUNC
$294M
| $1.6M | ﹤0.01% |
195,536
+1,171
| +0.6% | +$9.57K |
|
2913
Value Line
VALU
$344M
| $1.6M | ﹤0.01% |
181,069
-1,400
| -0.8% | -$12.4K |
|
|
MPG
2914
DELISTED
MPG OFFICE TRUST, INC COM
MPG
| $1.6M | ﹤0.01% |
510,885
-3,901
| -0.8% | -$12.2K |
|
2915
Canadian National Railway
CNI
$78.3B
| $1.6M | ﹤0.01% |
31,528
+4,480
| +17% | +$221K |
|
|
LOGM
2916
DELISTED
LogMein, Inc.
LOGM
| $1.6M | ﹤0.01% |
51,403
| – | – |
|
|
GMAN
2917
DELISTED
Gordmans Stores, Inc.
GMAN
| $1.59M | ﹤0.01% |
141,653
+15,448
| +12% | +$215K |
|
|
RNET
2918
DELISTED
RigNet, Inc.
RNET
| $1.59M | ﹤0.01% |
43,906
+11,418
| +35% | +$354K |
|
|
HUB.A
2919
DELISTED
HUBBELL INC CL-A
HUB.A
| $1.58M | ﹤0.01% |
16,804
| – | – |
|
|
MRC
2920
DELISTED
MRC Global
MRC
| $1.58M | ﹤0.01% |
58,796
+10,476
| +22% | +$279K |
|
2921
Landmark Bancorp
LARK
$195M
| $1.56M | ﹤0.01% |
149,464
| – | – |
|
|
CNR
2922
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $1.56M | ﹤0.01% |
122,864
-3,732
| -3% | -$49.7K |
|
|
GFED
2923
DELISTED
Guaranty Federal Bancshares In
GFED
| $1.56M | ﹤0.01% |
132,023
-1,133
| -0.9% | -$13.7K |
|
2924
Smith & Wesson
SWBI
$657M
| $1.56M | ﹤0.01% |
184,284
-1,859,763
| -91% | -$16.1M |
|
|
HH
2925
DELISTED
Hooper Holmes Inc
HH
| $1.56M | ﹤0.01% |
220,606
-622
| -0.3% | -$3.67K |
|
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.