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 | |
|---|---|---|---|---|---|---|
451
Worthington Enterprises
WOR
$2.66B
| $58.5M | 0.05% |
2,754,826
-41,899
| -1% | -$897K |
|
452
Northwest Bancshares
NWBI
$2.28B
| $58.2M | 0.05% |
4,404,878
+383,191
| +10% | +$5.28M |
|
453
La-Z-Boy
LZB
$1.21B
| $58.2M | 0.05% |
2,561,184
-70,761
| -3% | -$1.54M |
|
454
Telephone and Data Systems
TDS
$4.35B
| $58M | 0.05% |
1,963,141
+36,549
| +2% | +$1M |
|
455
HF Sinclair
DINO
$20B
| $57.9M | 0.05% |
1,375,249
+10,598
| +0.8% | +$460K |
|
456
Teleflex
TFX
$5.47B
| $57.8M | 0.05% |
702,172
+17,732
| +3% | +$1.39M |
|
457
Danaher
DHR
$147B
| $57.8M | 0.05% |
1,239,830
+13,748
| +1% | +$624K |
|
458
Quanta Services
PWR
$92.2B
| $57.8M | 0.05% |
2,099,734
+19,447
| +0.9% | +$526K |
|
459
Griffon
GFF
$4.2B
| $57.7M | 0.05% |
4,603,811
+8,856
| +0.2% | +$105K |
|
|
SPLS
460
DELISTED
Staples Inc
SPLS
| $57.7M | 0.05% |
3,936,899
+521,345
| +15% | +$8.17M |
|
|
TAL
461
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $57M | 0.05% |
1,219,501
+25,440
| +2% | +$1.1M |
|
462
Century Aluminum
CENX
$3.93B
| $56.9M | 0.05% |
7,073,554
+292,113
| +4% | +$2.58M |
|
463
Tyler Technologies
TYL
$14.5B
| $56.9M | 0.05% |
650,725
-3,693
| -0.6% | -$284K |
|
|
PBY
464
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $56.3M | 0.05% |
4,514,417
+50,962
| +1% | +$617K |
|
465
Herc Holdings
HRI
$4.65B
| $56.2M | 0.05% |
845,010
+3,172
| +0.4% | +$243K |
|
466
ArcBest
ARCB
$3.01B
| $56.1M | 0.05% |
2,183,683
+204,343
| +10% | +$4.9M |
|
467
Starbucks
SBUX
$110B
| $55.9M | 0.05% |
1,452,638
+47,382
| +3% | +$1.7M |
|
468
TotalEnergies
TTE
$206B
| $55.8M | 0.05% |
964,126
-15,868
| -2% | -$858K |
|
469
Trane Technologies
TT
$93B
| $55.7M | 0.05% |
1,073,665
-102,520
| -9% | -$5.02M |
|
|
REXX
470
DELISTED
Rex Energy Corporation
REXX
| $55.6M | 0.05% |
249,539
+66,350
| +36% | +$13.4M |
|
471
Euronet Worldwide
EEFT
$2.62B
| $55.6M | 0.05% |
1,398,201
+7,780
| +0.6% | +$281K |
|
|
PKD
472
DELISTED
Parker Drilling Company
PKD
| $55.6M | 0.05% |
650,129
+12,945
| +2% | +$1.13M |
|
|
TUES
473
DELISTED
Tuesday Morning Corp
TUES
| $55.5M | 0.05% |
3,632,933
-3,989
| -0.1% | -$49.3K |
|
|
DD
474
DELISTED
Du Pont De Nemours E I
DD
| $55.5M | 0.05% |
997,302
+37,954
| +4% | +$2.07M |
|
|
FRX
475
DELISTED
FOREST LABORATORIES INC
FRX
| $55.4M | 0.05% |
1,294,323
+67,859
| +6% | +$2.95M |
|
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.