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 | |
|---|---|---|---|---|---|---|
|
ESGR
1226
DELISTED
Enstar Group
ESGR
| $34.7M | 0.02% |
244,714
+13,398
| +6% | +$1.87M |
|
1227
Comfort Systems
FIX
$56.6B
| $34.7M | 0.02% |
1,649,113
+70,884
| +4% | +$1.26M |
|
|
PKD
1228
DELISTED
Parker Drilling Company
PKD
| $34.7M | 0.02% |
662,289
-5,269
| -0.8% | -$244K |
|
1229
Cenovus Energy
CVE
$60.3B
| $34.6M | 0.02% |
2,052,087
+1,109,611
| +118% | +$20.5M |
|
1230
Broadridge
BR
$18.7B
| $34.6M | 0.02% |
629,002
+60,326
| +11% | +$3.06M |
|
1231
Simmons First National
SFNC
$3.3B
| $34.6M | 0.02% |
1,521,172
+4,604
| +0.3% | +$93.7K |
|
1232
Allison Transmission
ALSN
$9.7B
| $34.6M | 0.02% |
1,082,425
+106,552
| +11% | +$3.42M |
|
|
KNL
1233
DELISTED
Knoll, Inc.
KNL
| $34.6M | 0.02% |
1,474,883
+128,631
| +10% | +$2.67M |
|
|
JWN
1234
DELISTED
Nordstrom
JWN
| $34.6M | 0.02% |
430,255
+15,941
| +4% | +$1.26M |
|
|
WIBC
1235
DELISTED
WILSHIRE BANCORP INC
WIBC
| $34.6M | 0.02% |
3,465,653
+216,195
| +7% | +$2.09M |
|
1236
Celanese
CE
$4.97B
| $34.5M | 0.02% |
618,431
+63,124
| +11% | +$3.57M |
|
1237
Weis Markets
WMK
$1.82B
| $34.5M | 0.02% |
694,159
+13,020
| +2% | +$629K |
|
1238
Jacobs Solutions
J
$16.7B
| $34.4M | 0.02% |
921,801
-4,470
| -0.5% | -$157K |
|
|
ECOL
1239
DELISTED
US Ecology, Inc.
ECOL
| $34.4M | 0.02% |
688,869
+37,032
| +6% | +$1.68M |
|
1240
Marcus Corp
MCS
$853M
| $34.4M | 0.02% |
1,614,331
-5,097
| -0.3% | -$98.8K |
|
1241
United Natural Foods
UNFI
$2.8B
| $34.3M | 0.02% |
445,664
+13,524
| +3% | +$1.06M |
|
1242
Woodward
WWD
$18.9B
| $34.3M | 0.02% |
673,061
+174,078
| +35% | +$8.31M |
|
|
HR
1243
DELISTED
Healthcare Realty Trust Incorporated
HR
| $34.3M | 0.02% |
1,235,777
+16,484
| +1% | +$470K |
|
1244
Blackbaud
BLKB
$1.96B
| $34.3M | 0.02% |
724,397
+35,977
| +5% | +$1.62M |
|
|
GLOG
1245
DELISTED
GASLOG LTD
GLOG
| $34.3M | 0.02% |
1,765,957
+463,555
| +36% | +$8.71M |
|
1246
COPT Defense Properties
CDP
$3.88B
| $34.3M | 0.02% |
1,167,287
+29,889
| +3% | +$884K |
|
|
STRZA
1247
DELISTED
Starz - Series A
STRZA
| $34.2M | 0.02% |
994,958
+198,800
| +25% | +$6.24M |
|
1248
Adtran
ADTN
$582M
| $34.2M | 0.02% |
1,833,032
+298,023
| +19% | +$6.34M |
|
|
NFBK
1249
DELISTED
Northfield Bancorp
NFBK
| $34.1M | 0.02% |
2,303,396
+155,568
| +7% | +$2.26M |
|
|
RFP
1250
DELISTED
Resolute Forest Products Inc.
RFP
| $34.1M | 0.02% |
1,978,907
+237,499
| +14% | +$4.09M |
|
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.