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 | |
|---|---|---|---|---|---|---|
|
FU
3051
DELISTED
FAB UNIVERSAL CORP COM
FU
| $946K | ﹤0.01% |
128,364
+41,895
| +48% | +$196K |
|
|
CUO
3052
DELISTED
Continental Materials Corporation
CUO
| $945K | ﹤0.01% |
60,249
| – | – |
|
|
CAFI
3053
DELISTED
CAMCO FINL CORP
CAFI
| $942K | ﹤0.01% |
233,798
+5,500
| +2% | +$22K |
|
|
GVP
3054
DELISTED
GSE Systems, Inc.
GVP
| $940K | ﹤0.01% |
59,870
-164
| -0.3% | -$2.57K |
|
|
GST
3055
DELISTED
Gastar Exploration Inc.
GST
| $940K | ﹤0.01% |
237,931
+177,940
| +297% | +$615K |
|
3056
Ohio Valley Banc Corp
OVBC
$198M
| $920K | ﹤0.01% |
45,589
+495
| +1% | +$10.5K |
|
|
QADB
3057
DELISTED
QAD Inc. Class B
QADB
| $916K | ﹤0.01% |
81,424
-314
| -0.4% | -$3.45K |
|
3058
Ovintiv
OVV
$16.4B
| $915K | ﹤0.01% |
10,562
+2,815
| +36% | +$245K |
|
|
NCIT
3059
DELISTED
NCI, Inc.
NCIT
| $912K | ﹤0.01% |
162,004
-600
| -0.4% | -$3.07K |
|
3060
INNOVATE Corp
VATE
$106M
| $911K | ﹤0.01% |
26,876
+3,114
| +13% | +$283K |
|
3061
Pixelworks
PXLW
$37.2M
| $900K | ﹤0.01% |
18,654
-161
| -0.9% | -$7.26K |
|
|
ARQL
3062
DELISTED
Arqule Inc
ARQL
| $888K | ﹤0.01% |
381,075
+22,136
| +6% | +$55.6K |
|
3063
Grupo SIMEC
SIM
$4.37B
| $886K | ﹤0.01% |
74,239
| – | – |
|
|
SN
3064
DELISTED
Sanchez Energy Corporation
SN
| $883K | ﹤0.01% |
33,433
+13,191
| +65% | +$313K |
|
3065
IRIDEX
IRIX
$15.3M
| $880K | ﹤0.01% |
148,337
+1,651
| +1% | +$9.84K |
|
|
DLIA
3066
DELISTED
DELIA*S INC
DLIA
| $880K | ﹤0.01% |
726,948
-1,400
| -0.2% | -$1.79K |
|
|
NPTN
3067
DELISTED
NEOPHOTONICS CORP
NPTN
| $872K | ﹤0.01% |
117,974
+47,713
| +68% | +$371K |
|
|
DDE
3068
DELISTED
Dover Downs Gaming & Entertain
DDE
| $871K | ﹤0.01% |
640,145
-2,936
| -0.5% | -$4.19K |
|
3069
Identive
INVE
$64.1M
| $859K | ﹤0.01% |
122,734
-369
| -0.3% | -$2.84K |
|
3070
BK Technologies
BKTI
$300M
| $849K | ﹤0.01% |
64,339
+496
| +0.8% | +$7.42K |
|
|
DZSI
3071
DELISTED
DZS Inc. Common Stock
DZSI
| $846K | ﹤0.01% |
53,709
-764
| -1% | -$9.56K |
|
|
AVEO
3072
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
| $841K | ﹤0.01% |
40,622
+9,134
| +29% | +$209K |
|
3073
Cytokinetics
CYTK
$10.8B
| $839K | ﹤0.01% |
110,512
-3,457
| -3% | -$37.1K |
|
|
ASRT
3074
DELISTED
Assertio
ASRT
| $829K | ﹤0.01% |
1,848
-1,512
| -45% | -$617K |
|
3075
RGC Resources
RGCO
$239M
| $827K | ﹤0.01% |
67,344
+844
| +1% | +$10.7K |
|
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.