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 | |
|---|---|---|---|---|---|---|
|
AVID
1251
DELISTED
Avid Technology Inc
AVID
| $34.1M | 0.02% |
2,290,853
-22,996
| -1% | -$330K |
|
1252
Tidewater
TDW
$4.3B
| $34.1M | 0.02% |
55,209
-343
| -0.6% | -$305K |
|
|
HNGR
1253
DELISTED
Hanger Inc.
HNGR
| $34.1M | 0.02% |
1,501,942
+217,371
| +17% | +$5.1M |
|
1254
Valmont Industries
VMI
$9.15B
| $34M | 0.02% |
277,082
+62,031
| +29% | +$7.6M |
|
|
CLC
1255
DELISTED
Clarcor
CLC
| $34M | 0.02% |
515,238
+44,530
| +9% | +$2.88M |
|
1256
Tractor Supply
TSCO
$16.9B
| $34M | 0.02% |
2,000,455
+81,005
| +4% | +$1.35M |
|
|
OWW
1257
DELISTED
ORBITZ WORLDWIDE, INC
OWW
| $34M | 0.02% |
2,912,394
+145,880
| +5% | +$1.54M |
|
|
PNK
1258
DELISTED
Pinnacle Entertainment Inc.
PNK
| $33.9M | 0.02% |
940,369
-806,771
| -46% | -$21.6M |
|
1259
First Interstate BancSystem
FIBK
$3.53B
| $33.9M | 0.02% |
1,217,458
+109,780
| +10% | +$2.87M |
|
|
TSS
1260
DELISTED
Total System Services, Inc.
TSS
| $33.8M | 0.02% |
886,155
+1,383
| +0.2% | +$50.6K |
|
1261
KB Home
KBH
$2.89B
| $33.8M | 0.02% |
2,162,287
-9,699
| -0.4% | -$135K |
|
1262
Genuine Parts
GPC
$17.7B
| $33.6M | 0.02% |
360,782
+10,415
| +3% | +$1M |
|
1263
California Water Service
CWT
$2.93B
| $33.6M | 0.02% |
1,370,565
+95,067
| +7% | +$2.35M |
|
1264
SFL Corp
SFL
$1.89B
| $33.5M | 0.02% |
2,261,082
-12,948
| -0.6% | -$192K |
|
1265
Fluor
FLR
$7.28B
| $33.4M | 0.02% |
584,878
+18,402
| +3% | +$1.05M |
|
1266
Clorox
CLX
$10.1B
| $33.4M | 0.02% |
302,615
+21,896
| +8% | +$2.38M |
|
|
DYN
1267
DELISTED
Dynegy, Inc.
DYN
| $33.4M | 0.02% |
1,062,037
+102,404
| +11% | +$2.93M |
|
1268
Mine Safety
MSA
$6.88B
| $33.4M | 0.02% |
669,089
+31,003
| +5% | +$1.5M |
|
1269
Kennametal
KMT
$2.27B
| $33.4M | 0.02% |
990,053
+324,974
| +49% | +$11M |
|
1270
Stryker
SYK
$106B
| $33.3M | 0.02% |
361,319
+18,959
| +6% | +$1.76M |
|
1271
Cimpress
CMPR
$1.94B
| $33.3M | 0.02% |
394,374
| – | – |
|
1272
Ryman Hospitality Properties
RHP
$8.3B
| $33.2M | 0.02% |
545,714
+44,108
| +9% | +$2.56M |
|
|
UTIW
1273
DELISTED
UTI WORLDWIDE INC
UTIW
| $33.2M | 0.02% |
2,701,558
+170,062
| +7% | +$2.1M |
|
|
ELNK
1274
DELISTED
EarthLink Holdings Corp.
ELNK
| $33.2M | 0.02% |
7,482,641
-269,535
| -3% | -$1.2M |
|
1275
Chemed
CHE
$6.56B
| $33.1M | 0.02% |
277,568
+10,234
| +4% | +$1.14M |
|
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.