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 | 17.52% |
| 2 | Industrials | 13.61% |
| 3 | Technology | 11.26% |
| 4 | Consumer Discretionary | 9.89% |
| 5 | Healthcare | 9.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
601
NETGEAR
NTGR
$663M
| $65.1M | 0.04% |
1,980,693
+268,300
| +16% | +$8.89M |
|
602
Trustmark
TRMK
$2.74B
| $65M | 0.04% |
2,675,986
+305,854
| +13% | +$7.1M |
|
|
CST
603
DELISTED
CST Brands, Inc.
CST
| $65M | 0.04% |
1,482,244
+17,841
| +1% | +$775K |
|
604
Steris
STE
$22.4B
| $65M | 0.04% |
924,365
+26,742
| +3% | +$1.76M |
|
605
Terex
TEX
$7.84B
| $64.5M | 0.04% |
2,424,873
+943,495
| +64% | +$23.8M |
|
|
NPKI
606
NPK International
NPKI
$1.09B
| $64.4M | 0.04% |
7,074,322
+64,577
| +0.9% | +$590K |
|
|
SEM
607
DELISTED
Select Medical
SEM
| $64.4M | 0.04% |
8,060,909
+692,363
| +9% | +$5.17M |
|
608
American Airlines Group
AAL
$10.2B
| $64.4M | 0.04% |
1,220,026
+299,804
| +33% | +$15.2M |
|
609
Rio Tinto
RIO
$149B
| $64.2M | 0.04% |
1,550,431
+31,629
| +2% | +$1.43M |
|
610
Huntington Bancshares
HBAN
$35B
| $64.2M | 0.04% |
5,806,948
+1,157,000
| +25% | +$12.2M |
|
|
SYKE
611
DELISTED
SYKES Enterprises Inc
SYKE
| $64.1M | 0.04% |
2,580,156
+145,953
| +6% | +$3.43M |
|
612
Omega Healthcare
OHI
$15.4B
| $64.1M | 0.04% |
1,579,887
-16,135
| -1% | -$668K |
|
613
Enerpac Tool Group
EPAC
$1.9B
| $63.9M | 0.04% |
2,693,303
+646,374
| +32% | +$15.9M |
|
614
1st Source
SRCE
$2.18B
| $63.8M | 0.04% |
2,185,758
+11,008
| +0.5% | +$316K |
|
615
Standex International
SXI
$3.56B
| $63.8M | 0.04% |
777,205
-34,473
| -4% | -$2.55M |
|
616
Euronet Worldwide
EEFT
$3.15B
| $63.8M | 0.04% |
1,086,494
+23,561
| +2% | +$1.25M |
|
617
Madison Square Garden
MSGS
$9.58B
| $63.8M | 0.04% |
1,057,147
+217,356
| +26% | +$11.9M |
|
618
ING
ING
$95.1B
| $63.7M | 0.04% |
4,363,330
-56,002
| -1% | -$766K |
|
619
Skywest
SKYW
$4.51B
| $63.7M | 0.04% |
4,361,750
+43,948
| +1% | +$611K |
|
620
KeyCorp
KEY
$24.3B
| $63.7M | 0.04% |
4,497,346
+6,352
| +0.1% | +$87.3K |
|
|
FISV
621
Fiserv Inc
FISV
$28.9B
| $63.7M | 0.04% |
1,603,484
+50,462
| +3% | +$1.92M |
|
622
Standard Motor Products
SMP
$897M
| $63.6M | 0.04% |
1,503,893
+2,658
| +0.2% | +$104K |
|
623
Lithia Motors
LAD
$8.17B
| $63.5M | 0.04% |
639,200
-222,555
| -26% | -$20M |
|
624
Allegiant Air
ALGT
$2.73B
| $63.4M | 0.04% |
329,682
+1,355
| +0.4% | +$243K |
|
|
NTUS
625
DELISTED
Natus Medical Inc
NTUS
| $63.4M | 0.04% |
1,605,390
+49,876
| +3% | +$1.84M |
|
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 18% 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.