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 | |
|---|---|---|---|---|---|---|
126
Amgen
AMGN
$203B
| $193M | 0.12% |
1,206,051
+33,960
| +3% | +$5.35M |
|
127
Host Hotels & Resorts
HST
$17.1B
| $193M | 0.12% |
9,543,682
+62,079
| +0.7% | +$1.39M |
|
|
SKX
128
DELISTED
Skechers
SKX
| $192M | 0.12% |
8,015,553
-1,388,475
| -15% | -$29.9M |
|
129
Corning
GLW
$123B
| $192M | 0.12% |
8,468,053
-613,695
| -7% | -$14.6M |
|
130
Graphic Packaging
GPK
$3.3B
| $192M | 0.12% |
13,180,935
-441,919
| -3% | -$6.47M |
|
131
KB Financial Group
KB
$41.5B
| $188M | 0.12% |
5,355,367
-43,253
| -0.8% | -$1.48M |
|
132
Delek US
DK
$3.95B
| $188M | 0.12% |
4,732,823
+591,491
| +14% | +$19.6M |
|
133
Kohl's
KSS
$2.1B
| $188M | 0.12% |
2,401,464
+357,888
| +18% | +$24.4M |
|
134
Seaboard Corp
SEB
$4.42B
| $188M | 0.12% |
45,387
-816
| -2% | -$3.27M |
|
135
Penske Automotive Group
PAG
$14.2B
| $187M | 0.12% |
3,632,804
+144,732
| +4% | +$7.14M |
|
|
CHU
136
DELISTED
China Unicom (HONG KONG) Limited
CHU
| $185M | 0.12% |
12,120,803
+66,021
| +0.5% | +$1.03M |
|
137
Essex Property Trust
ESS
$18.7B
| $185M | 0.12% |
804,349
+18,236
| +2% | +$4.13M |
|
138
CACI
CACI
$11B
| $184M | 0.12% |
2,049,295
+49,364
| +2% | +$4.31M |
|
|
AEL
139
DELISTED
American Equity Investment Life Holding Company
AEL
| $184M | 0.12% |
6,318,282
+186,537
| +3% | +$5.23M |
|
140
Devon Energy
DVN
$49.8B
| $183M | 0.12% |
3,038,233
-3,079
| -0.1% | -$188K |
|
141
Louisiana-Pacific
LPX
$5.19B
| $183M | 0.12% |
11,075,974
+45,605
| +0.4% | +$751K |
|
|
OCR
142
DELISTED
OMNICARE INC
OCR
| $182M | 0.12% |
2,367,967
-30,875
| -1% | -$2.35M |
|
143
First American
FAF
$7.79B
| $182M | 0.11% |
5,099,825
-2,783
| -0.1% | -$96.8K |
|
|
FCS
144
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $181M | 0.11% |
9,971,966
+279,082
| +3% | +$4.75M |
|
145
Lumen
LUMN
$6.45B
| $181M | 0.11% |
5,238,097
+282,266
| +6% | +$10.5M |
|
146
POSCO
PKX
$16.1B
| $179M | 0.11% |
3,276,561
-36,848
| -1% | -$2.24M |
|
|
TECD
147
DELISTED
Tech Data Corp
TECD
| $178M | 0.11% |
3,083,202
+226,742
| +8% | +$13.3M |
|
148
SLB Ltd
SLB
$76.5B
| $177M | 0.11% |
2,126,406
-33,766
| -2% | -$2.81M |
|
149
Xerox
XRX
$357M
| $177M | 0.11% |
5,228,884
+80,464
| +2% | +$2.84M |
|
150
NOV
NOV
$7.35B
| $176M | 0.11% |
3,513,601
-26,147
| -0.7% | -$1.42M |
|
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.