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 | |
|---|---|---|---|---|---|---|
1726
Enova International
ENVA
$4.46B
| $21.4M | 0.01% |
1,087,963
-135,893
| -11% | -$2.96M |
|
|
SFE
1727
DELISTED
Safeguard Scientifics, Inc.
SFE
| $21.4M | 0.01% |
1,183,653
+5,996
| +0.5% | +$111K |
|
1728
Lennox International
LII
$12.4B
| $21.4M | 0.01% |
191,578
+16,813
| +10% | +$1.73M |
|
1729
Superior Group of Companies
SGC
$199M
| $21.4M | 0.01% |
1,125,943
+11,503
| +1% | +$212K |
|
1730
Washington Trust Bancorp
WASH
$752M
| $21.3M | 0.01% |
558,904
+10,558
| +2% | +$400K |
|
|
VAL
1731
DELISTED
Valspar
VAL
| $21.3M | 0.01% |
254,003
-7,812
| -3% | -$672K |
|
|
HSII
1732
DELISTED
Heidrick & Struggles
HSII
| $21.3M | 0.01% |
866,576
+59,568
| +7% | +$1.4M |
|
|
NXGN
1733
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $21.3M | 0.01% |
1,332,825
+188,582
| +16% | +$3.12M |
|
1734
Banco Santander Chile
BSAC
$16.2B
| $21.3M | 0.01% |
981,471
+73,837
| +8% | +$1.5M |
|
|
MRC
1735
DELISTED
MRC Global
MRC
| $21.3M | 0.01% |
1,793,338
-23,440
| -1% | -$293K |
|
1736
Donaldson
DCI
$9.97B
| $21.2M | 0.01% |
563,222
+142,257
| +34% | +$5.33M |
|
|
ELRC
1737
DELISTED
ELECTRO RENT CORP
ELRC
| $21.2M | 0.01% |
1,871,382
+32,610
| +2% | +$400K |
|
|
EOCC
1738
DELISTED
Enel Generacion Chile S.A.
EOCC
| $21.2M | 0.01% |
679,922
+36,146
| +6% | +$1.11M |
|
|
PEI
1739
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $21.2M | 0.01% |
60,789
+432
| +0.7% | +$154K |
|
1740
Silgan Holdings
SLGN
$4.02B
| $21.1M | 0.01% |
727,618
+57,062
| +9% | +$1.59M |
|
|
BFIN
1741
DELISTED
BankFinancial
BFIN
| $21.1M | 0.01% |
1,607,712
-11,959
| -0.7% | -$143K |
|
|
NVO
1742
Novo Nordisk
NVO
$191B
| $21.1M | 0.01% |
791,208
-39,816
| -5% | -$917K |
|
|
EDR
1743
DELISTED
Education Realty Trust Inc
EDR
| $21.1M | 0.01% |
596,734
+19,443
| +3% | +$698K |
|
1744
Robert Half
RHI
$3.81B
| $21.1M | 0.01% |
348,658
+1,442
| +0.4% | +$86.7K |
|
|
PSB
1745
DELISTED
PS Business Parks, Inc.
PSB
| $21.1M | 0.01% |
253,921
+1,210
| +0.5% | +$100K |
|
1746
Spok Holdings
SPOK
$218M
| $21M | 0.01% |
1,094,781
+48,862
| +5% | +$897K |
|
|
ROSE
1747
DELISTED
ROSETTA RESOURCES INC
ROSE
| $21M | 0.01% |
1,231,862
-13,980
| -1% | -$268K |
|
|
SMRT
1748
DELISTED
Stein Mart Inc
SMRT
| $20.9M | 0.01% |
1,680,598
+121,143
| +8% | +$1.71M |
|
|
GOV
1749
DELISTED
Government Properties Income Trust
GOV
| $20.9M | 0.01% |
914,421
+20,344
| +2% | +$467K |
|
|
WPP
1750
DELISTED
WAUSAU PAPER CORP.
WPP
| $20.9M | 0.01% |
2,190,022
+57,046
| +3% | +$554K |
|
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.