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 | |
|---|---|---|---|---|---|---|
1876
Coca-Cola Consolidated
COKE
$13.2B
| $12.8M | 0.01% |
2,048,880
-25,700
| -1% | -$164K |
|
1877
CenterPoint Energy
CNP
$25.4B
| $12.8M | 0.01% |
534,394
+18,965
| +4% | +$452K |
|
1878
LendingTree
TREE
$365M
| $12.8M | 0.01% |
487,420
+20,290
| +4% | +$445K |
|
1879
Targa Resources
TRGP
$61.1B
| $12.8M | 0.01% |
175,339
-14,469
| -8% | -$999K |
|
1880
Polaris
PII
$3.17B
| $12.8M | 0.01% |
98,947
-4,539
| -4% | -$510K |
|
|
ISLE
1881
DELISTED
Isle of Capri Casinos Inc
ISLE
| $12.8M | 0.01% |
1,690,099
+9,995
| +0.6% | +$76.7K |
|
1882
Valmont Industries
VMI
$9.12B
| $12.8M | 0.01% |
91,932
+3,367
| +4% | +$481K |
|
|
EGL
1883
DELISTED
Engility Holdings, Inc.
EGL
| $12.8M | 0.01% |
402,352
+79,183
| +25% | +$2.57M |
|
|
EVRI
1884
DELISTED
Everi Holdings
EVRI
| $12.7M | 0.01% |
1,632,214
+24,832
| +2% | +$184K |
|
1885
Federated Hermes
FHI
$4.21B
| $12.7M | 0.01% |
468,688
-25,800
| -5% | -$734K |
|
1886
Western Union
WU
$2.04B
| $12.7M | 0.01% |
679,908
+53,074
| +8% | +$954K |
|
|
PSTB
1887
DELISTED
Park Sterling Corp.
PSTB
| $12.7M | 0.01% |
1,975,638
+28,938
| +1% | +$180K |
|
1888
Super Micro Computer
SMCI
$26.5B
| $12.7M | 0.01% |
9,343,210
+456,430
| +5% | +$576K |
|
1889
Williams-Sonoma
WSM
$25.8B
| $12.6M | 0.01% |
450,060
+20,138
| +5% | +$583K |
|
1890
Acuity Brands
AYI
$8.97B
| $12.6M | 0.01% |
137,341
+5,106
| +4% | +$446K |
|
1891
Monster Beverage
MNST
$87.2B
| $12.6M | 0.01% |
2,899,032
+154,092
| +6% | +$760K |
|
1892
IDT Corp
IDT
$1.72B
| $12.6M | 0.01% |
1,005,517
-111,060
| -10% | -$1.35M |
|
1893
Twin Disc
TWIN
$359M
| $12.6M | 0.01% |
481,541
-1,533
| -0.3% | -$38.9K |
|
1894
Hooker Furnishings Corp
HOFT
$140M
| $12.6M | 0.01% |
840,706
+935
| +0.1% | +$14.8K |
|
1895
Brown-Forman Class B
BF.B
$12.2B
| $12.6M | 0.01% |
576,269
+45,016
| +8% | +$1.01M |
|
|
EGN
1896
DELISTED
Energen
EGN
| $12.6M | 0.01% |
164,483
+8,909
| +6% | +$576K |
|
|
ROSE
1897
DELISTED
ROSETTA RESOURCES INC
ROSE
| $12.6M | 0.01% |
230,740
+11,898
| +5% | +$563K |
|
|
SRDX
1898
DELISTED
Surmodics
SRDX
| $12.6M | 0.01% |
528,114
-16,479
| -3% | -$353K |
|
|
STL
1899
DELISTED
STERLING BANCORP
STL
| $12.6M | 0.01% |
914,475
-9,760
| -1% | -$130K |
|
1900
Willis Towers Watson
WTW
$28.9B
| $12.5M | 0.01% |
109,204
+12,240
| +13% | +$1.38M |
|
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.