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 | |
|---|---|---|---|---|---|---|
|
MTSC
1126
DELISTED
MTS Systems Corp
MTSC
| $25.4M | 0.02% |
394,390
-11,838
| -3% | -$729K |
|
1127
AMERISAFE
AMSF
$457M
| $25.4M | 0.02% |
714,488
+13,148
| +2% | +$459K |
|
|
SNTS
1128
DELISTED
SANTARUS INC
SNTS
| $25.3M | 0.02% |
1,122,406
+106,034
| +10% | +$2.52M |
|
|
TRW
1129
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $25.3M | 0.02% |
354,721
-15,242
| -4% | -$1.07M |
|
|
EGOV
1130
DELISTED
NIC Inc
EGOV
| $25.3M | 0.02% |
1,094,419
-16,251
| -1% | -$338K |
|
|
FLG
1131
Flagstar Bank National Association
FLG
$5.26B
| $25.3M | 0.02% |
557,879
+23,725
| +4% | +$1.07M |
|
1132
NBT Bancorp
NBTB
$2.67B
| $25.3M | 0.02% |
1,099,864
+24,449
| +2% | +$546K |
|
1133
Federal Agricultural Mortgage
AGM
$2.42B
| $25.3M | 0.02% |
756,640
+1,072
| +0.1% | +$34.8K |
|
1134
East-West Bancorp
EWBC
$17.2B
| $25.2M | 0.02% |
790,235
+28,346
| +4% | +$857K |
|
|
METR
1135
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
| $25.2M | 0.02% |
1,201,240
+996
| +0.1% | +$21.2K |
|
|
LSI
1136
DELISTED
Life Storage, Inc.
LSI
| $25.2M | 0.02% |
500,142
+30,007
| +6% | +$1.41M |
|
|
SEAC
1137
DELISTED
Seachange International Inc
SEAC
| $25.2M | 0.02% |
109,990
+493
| +0.5% | +$113K |
|
1138
Take-Two Interactive
TTWO
$39.4B
| $25.2M | 0.02% |
1,389,360
-111,429
| -7% | -$1.95M |
|
|
HW
1139
DELISTED
Headwaters Inc
HW
| $25.2M | 0.02% |
2,803,230
-356,279
| -11% | -$3.24M |
|
|
CODE
1140
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
| $25.2M | 0.02% |
2,492,989
+109,827
| +5% | +$1.24M |
|
1141
S&T Bancorp
STBA
$1.75B
| $25.2M | 0.02% |
1,038,472
+5,622
| +0.5% | +$131K |
|
|
CIVI
1142
DELISTED
Civitas Resources
CIVI
| $25.1M | 0.02% |
4,667
+1,465
| +46% | +$6.77M |
|
1143
Ingles Markets
IMKTA
$1.58B
| $25.1M | 0.02% |
872,810
+28,680
| +3% | +$771K |
|
1144
Signet Jewelers
SIG
$3.89B
| $25M | 0.02% |
349,565
+6,663
| +2% | +$472K |
|
1145
Spire
SR
$4.75B
| $25M | 0.02% |
556,523
+52,781
| +10% | +$2.39M |
|
|
LCC
1146
DELISTED
US AIRWAYS GROUP INC.
LCC
| $25M | 0.02% |
1,320,475
-586,266
| -31% | -$10.4M |
|
1147
Exelon
EXC
$43.9B
| $25M | 0.02% |
1,182,639
+19,847
| +2% | +$434K |
|
|
ESGR
1148
DELISTED
Enstar Group
ESGR
| $25M | 0.02% |
183,024
+2,647
| +1% | +$370K |
|
1149
NETSCOUT
NTCT
$2.86B
| $25M | 0.02% |
977,514
+20,307
| +2% | +$524K |
|
|
PTVCB
1150
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $25M | 0.02% |
1,025,139
+2,196
| +0.2% | +$54.8K |
|
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.