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 |
Qorvo
QRVO
|
+$355M |
| 2 |
GE Aerospace
GE
|
+$268M |
| 3 |
EMC
EMC CORPORATION
EMC
|
+$130M |
| 4 |
Microsoft
MSFT
|
+$128M |
| 5 |
CY
Cypress Semiconductor
CY
|
+$122M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TQNT
TRIQUINT SEMICONDUCTOR INC
TQNT
|
+$302M |
| 2 |
IRF
INTL RECTIFIER CORP
IRF
|
+$184M |
| 3 |
PTP
PLATINUM UNDERWRITERS HLDGS LTD
PTP
|
+$174M |
| 4 |
CFN
CAREFUSION CORPORATION
CFN
|
+$125M |
| 5 |
PL
PROTECTIVE LIFE CORP
PL
|
+$114M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.19% |
| 2 | Industrials | 14.13% |
| 3 | Technology | 11.94% |
| 4 | Consumer Discretionary | 10.34% |
| 5 | Healthcare | 10.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2626
Zillow
ZG
$7.2B
| $4.15M | ﹤0.01% |
124,131
+468
| +0.4% | +$16.5K |
|
|
AVP
2627
DELISTED
Avon Products, Inc.
AVP
| $4.11M | ﹤0.01% |
513,989
-137,176
| -21% | -$1.14M |
|
|
BKYF
2628
DELISTED
BK KY FINL CORP
BKYF
| $4.11M | ﹤0.01% |
83,686
| – | – |
|
|
DATA
2629
DELISTED
Tableau Software, Inc.
DATA
| $4.1M | ﹤0.01% |
44,292
+2,542
| +6% | +$231K |
|
2630
Pan American Silver
PAAS
$19.7B
| $4.06M | ﹤0.01% |
463,155
+78,774
| +20% | +$809K |
|
|
RENX
2631
DELISTED
RELX N.V.
RENX
| $4.06M | ﹤0.01% |
250,699
| – | – |
|
2632
Eagle Bancorp
EGBN
$861M
| $4.05M | ﹤0.01% |
105,405
+63,213
| +150% | +$2.25M |
|
|
CNBKA
2633
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $4.04M | ﹤0.01% |
101,884
| – | – |
|
|
GEVA
2634
DELISTED
SYNAGEVA BIOPHARMA CORP COM STK (DE)
GEVA
| $4.03M | ﹤0.01% |
41,356
+41,252
| +39,665% | +$4.37M |
|
|
PWX
2635
DELISTED
Providence & Worcester Railroad Company
PWX
| $4.02M | ﹤0.01% |
222,341
| – | – |
|
|
PGNX
2636
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $4.01M | ﹤0.01% |
670,451
| – | – |
|
|
CCUR
2637
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $3.98M | ﹤0.01% |
629,234
+22,079
| +4% | +$145K |
|
|
DHIL
2638
DELISTED
Diamond Hill
DHIL
| $3.98M | ﹤0.01% |
24,886
+110
| +0.4% | +$15.5K |
|
2639
Horizon Bancorp
HBNC
$1B
| $3.97M | ﹤0.01% |
382,097
+14,625
| +4% | +$152K |
|
|
NMRX
2640
DELISTED
Numerex Corp
NMRX
| $3.94M | ﹤0.01% |
345,678
-7,436
| -2% | -$80.6K |
|
|
BLUE
2641
DELISTED
bluebird bio
BLUE
| $3.93M | ﹤0.01% |
+2,509
| New | +$3.31M |
|
2642
Fresenius Medical Care
FMS
$12.2B
| $3.92M | ﹤0.01% |
94,682
+2,838
| +3% | +$110K |
|
2643
Greif Class B
GEF.B
$4.06B
| $3.92M | ﹤0.01% |
85,184
+1,647
| +2% | +$75.1K |
|
|
PHLT
2644
DELISTED
Performant Healthcare Inc
PHLT
| $3.91M | ﹤0.01% |
1,150,404
| – | – |
|
2645
Aviat Networks
AVNW
$258M
| $3.88M | ﹤0.01% |
543,801
-4,475
| -0.8% | -$35K |
|
2646
Willdan Group
WLDN
$1.19B
| $3.88M | ﹤0.01% |
245,073
+34,601
| +16% | +$477K |
|
|
OLP
2647
One Liberty Properties
OLP
$501M
| $3.75M | ﹤0.01% |
153,457
+4,908
| +3% | +$119K |
|
2648
Acadia Pharmaceuticals
ACAD
$4.75B
| $3.74M | ﹤0.01% |
114,765
+57,224
| +99% | +$1.97M |
|
2649
Lakeland Industries
LAKE
$103M
| $3.72M | ﹤0.01% |
416,074
+8,200
| +2% | +$76.4K |
|
|
LSBG
2650
DELISTED
Lake Sunapee Bank Group
LSBG
| $3.72M | ﹤0.01% |
238,561
+3,145
| +1% | +$48.3K |
|
Similar funds
Dimensional Fund Advisors's Q1 2015 Portfolio in Review
As of Q1 2015, Dimensional Fund Advisors held 3,564 positions worth $158B, up 4% from $152B the previous quarter. Its ten largest holdings account for 8.6% of the portfolio.
Dimensional Fund Advisors's Q1 2015 filing shows 51 new, 2,064 increased, 885 reduced and 232 closed positions. Its largest new stake was Qorvo: 4,984,767 shares worth $397M. The largest sale was TRIQUINT SEMICONDUCTOR INC, an estimated $302M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, down from 19% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q1 2015 buy was Qorvo: 4,984,767 shares worth $397M.
- Dimensional Fund Advisors added most to GE Aerospace in Q1 2015, an estimated $268M increase.
- Dimensional Fund Advisors's biggest Q1 2015 reduction was Pfizer, cutting an estimated $97.9M.
- Dimensional Fund Advisors fully exited TRIQUINT SEMICONDUCTOR INC in Q1 2015, selling an estimated $302M.
- Dimensional Fund Advisors's ten largest holdings make up 8.6% of its $158B portfolio in Q1 2015.
- Dimensional Fund Advisors opened 51 new positions and closed 232 in Q1 2015.
- Dimensional Fund Advisors's portfolio value rose 4% quarter-over-quarter to $158B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2015, filed 14 May 2015.