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 | |
|---|---|---|---|---|---|---|
1701
Oceaneering
OII
$4.6B
| $22M | 0.01% |
407,361
+26,236
| +7% | +$1.4M |
|
1702
RPM International
RPM
$12.7B
| $22M | 0.01% |
457,519
-5,841
| -1% | -$282K |
|
1703
ArcelorMittal
MT
$56.6B
| $22M | 0.01% |
1,019,283
+29,459
| +3% | +$691K |
|
|
TPH
1704
DELISTED
Tri Pointe Homes
TPH
| $21.9M | 0.01% |
1,421,836
+1,047,479
| +280% | +$15.7M |
|
|
NUAN
1705
DELISTED
Nuance Communications, Inc.
NUAN
| $21.9M | 0.01% |
1,763,387
+49,112
| +3% | +$593K |
|
|
MEG
1706
DELISTED
Media General, Inc
MEG
| $21.9M | 0.01% |
1,326,647
+367,044
| +38% | +$5.73M |
|
|
TGH
1707
DELISTED
Textainer Group Holdings limited
TGH
| $21.9M | 0.01% |
728,848
+6,400
| +0.9% | +$205K |
|
|
CBB
1708
DELISTED
Cincinnati Bell Inc.
CBB
| $21.8M | 0.01% |
1,237,210
+17,839
| +1% | +$295K |
|
|
SCLN
1709
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $21.8M | 0.01% |
2,463,781
+63,997
| +3% | +$510K |
|
|
RHT
1710
DELISTED
Red Hat Inc
RHT
| $21.7M | 0.01% |
287,052
+32,619
| +13% | +$2.21M |
|
1711
Fabrinet
FN
$13.7B
| $21.7M | 0.01% |
1,144,299
+121,974
| +12% | +$2.13M |
|
1712
NiSource
NI
$19.6B
| $21.7M | 0.01% |
1,248,256
+99,201
| +9% | +$1.68M |
|
1713
Hershey
HSY
$33.8B
| $21.6M | 0.01% |
214,366
+18,604
| +10% | +$1.94M |
|
|
PNRA
1714
DELISTED
Panera Bread Co
PNRA
| $21.6M | 0.01% |
135,212
+49,349
| +57% | +$8.18M |
|
|
PGI
1715
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
| $21.6M | 0.01% |
2,262,322
+118,489
| +6% | +$1.13M |
|
|
HDS
1716
DELISTED
HD Supply Holdings, Inc.
HDS
| $21.6M | 0.01% |
693,091
+118,106
| +21% | +$3.44M |
|
1717
Leidos
LDOS
$16.4B
| $21.6M | 0.01% |
514,497
-35,900
| -7% | -$1.56M |
|
|
AMAG
1718
DELISTED
AMAG Pharmaceuticals
AMAG
| $21.6M | 0.01% |
394,713
-798
| -0.2% | -$38K |
|
1719
Wabtec
WAB
$47.1B
| $21.6M | 0.01% |
227,049
-21,277
| -9% | -$1.92M |
|
|
SIRO
1720
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $21.5M | 0.01% |
239,375
+18,676
| +8% | +$1.69M |
|
1721
Citi Trends
CTRN
$488M
| $21.5M | 0.01% |
797,771
-149,361
| -16% | -$3.77M |
|
|
SIGM
1722
DELISTED
Sigma Designs Inc
SIGM
| $21.5M | 0.01% |
2,680,076
+232,050
| +9% | +$1.66M |
|
1723
Gorman-Rupp
GRC
$1.9B
| $21.5M | 0.01% |
718,439
+18,445
| +3% | +$542K |
|
|
TIVO
1724
DELISTED
TIVO INC
TIVO
| $21.5M | 0.01% |
2,027,909
+276,884
| +16% | +$2.99M |
|
1725
TransDigm Group
TDG
$59.5B
| $21.4M | 0.01% |
98,042
+660
| +0.7% | +$139K |
|
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.