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 | |
|---|---|---|---|---|---|---|
|
CAM
1201
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $35.5M | 0.02% |
786,035
+7,941
| +1% | +$362K |
|
1202
Carpenter Technology
CRS
$19.9B
| $35.5M | 0.02% |
912,122
+379,692
| +71% | +$15.3M |
|
1203
Henry Schein
HSIC
$9.5B
| $35.4M | 0.02% |
647,361
+95,791
| +17% | +$5.26M |
|
|
LTXB
1204
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $35.4M | 0.02% |
1,558,138
+68,259
| +5% | +$1.53M |
|
|
FARO
1205
DELISTED
Faro Technologies
FARO
| $35.3M | 0.02% |
568,462
+38,227
| +7% | +$2.18M |
|
|
ATSG
1206
DELISTED
Air Transport Services Group
ATSG
| $35.3M | 0.02% |
3,828,345
+183,398
| +5% | +$1.6M |
|
1207
NBT Bancorp
NBTB
$2.67B
| $35.3M | 0.02% |
1,407,712
+89,553
| +7% | +$2.18M |
|
|
MPT
1208
Medical Properties Trust
MPT
$2.04B
| $35.3M | 0.02% |
2,392,567
+201,712
| +9% | +$3M |
|
|
MJN
1209
DELISTED
Mead Johnson Nutrition Company
MJN
| $35.2M | 0.02% |
350,462
+1,721
| +0.5% | +$174K |
|
|
MIG
1210
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
| $35.2M | 0.02% |
4,143,771
-12,828
| -0.3% | -$108K |
|
|
VG
1211
DELISTED
Vonage Holdings Corporation
VG
| $35.2M | 0.02% |
7,170,920
+92,667
| +1% | +$414K |
|
1212
CRH
CRH
$57.1B
| $35.2M | 0.02% |
1,342,898
+140,968
| +12% | +$3.67M |
|
|
XLNX
1213
DELISTED
Xilinx Inc
XLNX
| $35.1M | 0.02% |
830,629
+256,887
| +45% | +$10.5M |
|
1214
MYR Group
MYRG
$4.33B
| $35.1M | 0.02% |
1,121,093
+58,315
| +5% | +$1.58M |
|
1215
Employers Holdings
EIG
$883M
| $35.1M | 0.02% |
1,301,723
+92,431
| +8% | +$2.17M |
|
|
SNDK
1216
DELISTED
SANDISK CORP
SNDK
| $35M | 0.02% |
549,852
+14,303
| +3% | +$1.16M |
|
1217
Generac Holdings
GNRC
$12.1B
| $35M | 0.02% |
718,637
+39,639
| +6% | +$1.89M |
|
|
FDML
1218
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $35M | 0.02% |
2,628,949
+286,524
| +12% | +$3.98M |
|
1219
Pilgrim's Pride
PPC
$7.16B
| $35M | 0.02% |
1,548,571
-391,391
| -20% | -$11.1M |
|
1220
Cooper Companies
COO
$10.6B
| $34.9M | 0.02% |
745,820
-200,588
| -21% | -$8.47M |
|
1221
LiveRamp
RAMP
$2.29B
| $34.8M | 0.02% |
1,883,824
+348,826
| +23% | +$6.7M |
|
1222
Exelon
EXC
$43.4B
| $34.8M | 0.02% |
1,451,848
+57,040
| +4% | +$1.41M |
|
1223
Tennant Co
TNC
$1.14B
| $34.8M | 0.02% |
531,618
+27,264
| +5% | +$1.82M |
|
|
ASRT
1224
DELISTED
Assertio
ASRT
| $34.7M | 0.02% |
25,842
+7,670
| +42% | +$9.44M |
|
|
EA
1225
DELISTED
Electronic Arts
EA
| $34.7M | 0.02% |
590,373
+75,423
| +15% | +$4.07M |
|
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.