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 | |
|---|---|---|---|---|---|---|
976
Cincinnati Financial
CINF
$25.8B
| $43.5M | 0.03% |
817,094
+8,366
| +1% | +$438K |
|
|
ALOG
977
DELISTED
Analogic Corp
ALOG
| $43.5M | 0.03% |
478,455
+32,065
| +7% | +$2.76M |
|
|
ANN
978
DELISTED
ANN INC
ANN
| $43.5M | 0.03% |
1,060,018
+18,677
| +2% | +$683K |
|
|
CSH
979
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $43.5M | 0.03% |
1,866,393
+381,283
| +26% | +$8.45M |
|
980
M/I Homes
MHO
$3.51B
| $43.5M | 0.03% |
1,823,984
+216,935
| +13% | +$4.75M |
|
|
MWW
981
DELISTED
Monster Worldwide Inc
MWW
| $43.4M | 0.03% |
6,851,372
+93,701
| +1% | +$514K |
|
982
Transocean
RIG
$6.31B
| $43.4M | 0.03% |
2,960,685
-119,675
| -4% | -$1.94M |
|
|
AMTD
983
DELISTED
TD Ameritrade Holding Corp
AMTD
| $43.4M | 0.03% |
1,164,435
+32,291
| +3% | +$1.15M |
|
984
Broadcom
AVGO
$1.72T
| $43.3M | 0.03% |
3,405,940
+50,430
| +2% | +$578K |
|
|
ALXN
985
DELISTED
Alexion Pharmaceuticals
ALXN
| $43.2M | 0.03% |
249,496
+16,925
| +7% | +$3.06M |
|
|
SCHW
986
Charles Schwab
SCHW
$181B
| $43.2M | 0.03% |
1,420,435
+39,814
| +3% | +$1.15M |
|
|
PBY
987
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $43.2M | 0.03% |
4,493,830
-629
| -0% | -$5.74K |
|
988
Iron Mountain
IRM
$33.6B
| $43.2M | 0.03% |
1,184,680
+379,921
| +47% | +$14.7M |
|
|
KSU
989
DELISTED
Kansas City Southern
KSU
| $43.2M | 0.03% |
422,850
+75,340
| +22% | +$8.54M |
|
|
NE
990
DELISTED
Noble Corporation
NE
| $43.2M | 0.03% |
3,022,988
-49,971
| -2% | -$811K |
|
991
Tanger
SKT
$4.1B
| $43.1M | 0.03% |
1,224,138
-3,315
| -0.3% | -$124K |
|
|
IVC
992
DELISTED
Invacare Corporation
IVC
| $42.9M | 0.03% |
2,212,016
+2,878
| +0.1% | +$49.8K |
|
|
SWN
993
DELISTED
Southwestern Energy Company
SWN
| $42.9M | 0.03% |
1,851,632
+33,724
| +2% | +$837K |
|
|
FOE
994
DELISTED
Ferro Corporation
FOE
| $42.9M | 0.03% |
3,419,240
+89,995
| +3% | +$1.1M |
|
995
Cummins
CMI
$72.1B
| $42.8M | 0.03% |
308,889
+62,824
| +26% | +$8.85M |
|
996
Greenlight Captial
GLRE
$487M
| $42.7M | 0.03% |
1,344,116
+118,070
| +10% | +$3.79M |
|
|
SUP
997
DELISTED
Superior Industries International
SUP
| $42.7M | 0.03% |
2,257,701
+3,135
| +0.1% | +$59.6K |
|
|
VIAB
998
DELISTED
Viacom Inc. Class B
VIAB
| $42.7M | 0.03% |
625,660
-2,634
| -0.4% | -$182K |
|
|
MTOR
999
DELISTED
MERITOR, Inc.
MTOR
| $42.7M | 0.03% |
3,387,275
+249,470
| +8% | +$3.47M |
|
1000
Itron
ITRI
$3.99B
| $42.7M | 0.03% |
1,169,728
+39,854
| +4% | +$1.48M |
|
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.