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 | |
|---|---|---|---|---|---|---|
|
TMH
1876
DELISTED
Team Health Holdings Inc
TMH
| $18.2M | 0.01% |
311,284
-359,955
| -54% | -$20.4M |
|
|
HPP
1877
Hudson Pacific Properties
HPP
$630M
| $18.2M | 0.01% |
78,313
+21,740
| +38% | +$4.88M |
|
1878
Great Southern Bancorp
GSBC
$865M
| $18.2M | 0.01% |
461,645
+10,972
| +2% | +$413K |
|
1879
STRATTEC Security
STRT
$273M
| $18.2M | 0.01% |
246,254
+13,515
| +6% | +$959K |
|
1880
Pitney Bowes
PBI
$2.37B
| $18.1M | 0.01% |
776,259
+33,852
| +5% | +$788K |
|
|
BFX
1881
DELISTED
BowFlex Inc.
BFX
| $18.1M | 0.01% |
1,182,907
+43,400
| +4% | +$657K |
|
|
MDVN
1882
DELISTED
MEDIVATION, INC.
MDVN
| $18.1M | 0.01% |
279,698
+88,154
| +46% | +$5.05M |
|
|
CRC
1883
DELISTED
California Resources Corporation
CRC
| $18M | 0.01% |
236,930
-107
| -0% | -$6.55K |
|
|
AEC
1884
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
| $18M | 0.01% |
729,834
+26,387
| +4% | +$647K |
|
|
IL
1885
DELISTED
IntraLinks Holdings Inc.
IL
| $17.9M | 0.01% |
1,735,713
+229,984
| +15% | +$2.53M |
|
1886
US Physical Therapy
USPH
$1.24B
| $17.9M | 0.01% |
377,802
+27,637
| +8% | +$1.18M |
|
|
DNB
1887
DELISTED
Dun & Bradstreet
DNB
| $17.9M | 0.01% |
139,692
+8,266
| +6% | +$1.04M |
|
|
JCP
1888
DELISTED
J.C. Penney Company, Inc.
JCP
| $17.9M | 0.01% |
2,128,769
+93,841
| +5% | +$731K |
|
|
CMLS
1889
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $17.9M | 0.01% |
904,627
+44,910
| +5% | +$1.27M |
|
|
RPT
1890
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $17.9M | 0.01% |
960,807
+17,249
| +2% | +$330K |
|
|
WSTC
1891
DELISTED
West Corporation
WSTC
| $17.8M | 0.01% |
529,185
+181,755
| +52% | +$6.03M |
|
1892
Mettler-Toledo International
MTD
$28.3B
| $17.8M | 0.01% |
54,296
+2,338
| +4% | +$724K |
|
|
ARC
1893
DELISTED
ARC Document Solutions, Inc.
ARC
| $17.8M | 0.01% |
1,932,705
+116,719
| +6% | +$1.06M |
|
1894
Sally Beauty Holdings
SBH
$1.48B
| $17.8M | 0.01% |
518,205
+35,663
| +7% | +$1.15M |
|
|
RCPT
1895
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
| $17.8M | 0.01% |
108,028
+3,041
| +3% | +$385K |
|
|
LBAI
1896
DELISTED
Lakeland Bancorp Inc
LBAI
| $17.7M | 0.01% |
1,543,437
+19,629
| +1% | +$219K |
|
1897
Natural Gas Services Group
NGS
$462M
| $17.7M | 0.01% |
922,995
+7,749
| +0.8% | +$154K |
|
1898
Opko Health
OPK
$1.21B
| $17.7M | 0.01% |
1,251,393
+78,082
| +7% | +$1.02M |
|
|
SEAC
1899
DELISTED
Seachange International Inc
SEAC
| $17.7M | 0.01% |
112,830
+226
| +0.2% | +$33.1K |
|
1900
StoneX
SNEX
$7.98B
| $17.7M | 0.01% |
3,015,514
+550,016
| +22% | +$2.64M |
|
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.