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 | |
|---|---|---|---|---|---|---|
|
STEL
851
DELISTED
STELLARONE CORPORATION COM
STEL
| $33.3M | 0.03% |
1,480,466
-5,208
| -0.4% | -$111K |
|
|
NWLIA
852
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
| $33.3M | 0.03% |
164,882
+407
| +0.2% | +$82.1K |
|
853
Grupo Cibest SA
CIB
$23.2B
| $33.2M | 0.03% |
577,828
+71,970
| +14% | +$4.1M |
|
|
MDRX
854
DELISTED
Veradigm Inc. Common Stock
MDRX
| $33.2M | 0.03% |
2,235,676
+154,780
| +7% | +$2.33M |
|
|
WEB
855
DELISTED
Web.com Group, Inc.
WEB
| $33.2M | 0.03% |
1,027,753
-14,159
| -1% | -$404K |
|
856
Bank of Hawaii
BOH
$2.95B
| $33.2M | 0.03% |
610,398
+53,984
| +10% | +$2.92M |
|
|
ZINC
857
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $33.2M | 0.03% |
2,666,581
+247,444
| +10% | +$3.09M |
|
|
PACW
858
DELISTED
PacWest Bancorp
PACW
| $33.2M | 0.03% |
965,329
-70,708
| -7% | -$2.4M |
|
859
Prosperity Bancshares
PB
$8.45B
| $33.1M | 0.03% |
535,956
-125,724
| -19% | -$7.46M |
|
|
FL
860
DELISTED
Foot Locker
FL
| $33.1M | 0.03% |
973,910
+56,113
| +6% | +$1.95M |
|
|
APFC
861
DELISTED
AMERICAN PACIFIC CORP
APFC
| $33M | 0.03% |
603,146
+13,448
| +2% | +$568K |
|
862
Mativ Holdings
MATV
$664M
| $33M | 0.03% |
544,611
-9,469
| -2% | -$534K |
|
863
Steven Madden
SHOO
$3.04B
| $32.9M | 0.03% |
1,376,595
+9,533
| +0.7% | +$224K |
|
864
World Acceptance Corp
WRLD
$865M
| $32.9M | 0.03% |
366,118
-8,283
| -2% | -$705K |
|
|
RYL
865
DELISTED
RYLAND GROUP INC
RYL
| $32.9M | 0.03% |
811,997
-128,113
| -14% | -$4.93M |
|
|
CMA
866
DELISTED
Comerica
CMA
| $32.9M | 0.03% |
836,457
+32,140
| +4% | +$1.33M |
|
|
KAMN
867
DELISTED
Kaman Corp
KAMN
| $32.9M | 0.03% |
867,999
+235,929
| +37% | +$8.76M |
|
|
CYT
868
DELISTED
CYTEC INDS INC
CYT
| $32.8M | 0.03% |
807,386
-145,940
| -15% | -$5.66M |
|
|
EMCI
869
DELISTED
EMC INS Group Inc
EMCI
| $32.8M | 0.03% |
1,630,980
-4,956
| -0.3% | -$94.6K |
|
|
ELRC
870
DELISTED
ELECTRO RENT CORP
ELRC
| $32.8M | 0.03% |
1,806,307
-1,239
| -0.1% | -$22.2K |
|
|
ALJ
871
DELISTED
Alon USA Energy Inc
ALJ
| $32.8M | 0.03% |
3,208,065
+49,432
| +2% | +$610K |
|
872
NetApp
NTAP
$37.6B
| $32.7M | 0.03% |
767,609
+131,438
| +21% | +$5.47M |
|
|
SYKE
873
DELISTED
SYKES Enterprises Inc
SYKE
| $32.7M | 0.03% |
1,824,977
+98,230
| +6% | +$1.7M |
|
874
Huntsman Corp
HUN
$1.61B
| $32.7M | 0.03% |
1,586,004
+12,103
| +0.8% | +$221K |
|
875
Pool Corp
POOL
$6.1B
| $32.7M | 0.03% |
582,244
+831
| +0.1% | +$45K |
|
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.