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 | |
|---|---|---|---|---|---|---|
1951
CRA International
CRAI
$1.04B
| $16.4M | 0.01% |
526,469
| – | – |
|
1952
Republic Bancorp
RBCAA
$1.84B
| $16.4M | 0.01% |
661,745
-2,687
| -0.4% | -$64.4K |
|
1953
TriCo Bancshares
TCBK
$1.72B
| $16.4M | 0.01% |
678,196
+34,481
| +5% | +$823K |
|
|
VASC
1954
DELISTED
Vascular Solutions Inc
VASC
| $16.4M | 0.01% |
539,680
+42,814
| +9% | +$1.23M |
|
1955
Culp Inc
CULP
$46.4M
| $16.4M | 0.01% |
611,287
+13,020
| +2% | +$294K |
|
1956
ITT
ITT
$18.1B
| $16.3M | 0.01% |
409,351
-2,187
| -0.5% | -$85.4K |
|
1957
Korea Electric Power
KEP
$14.5B
| $16.3M | 0.01% |
796,419
+55,274
| +7% | +$1.09M |
|
|
PSTB
1958
DELISTED
Park Sterling Corp.
PSTB
| $16.3M | 0.01% |
2,297,282
+41,187
| +2% | +$283K |
|
|
CHA
1959
DELISTED
China Telecom Corporation, LTD
CHA
| $16.3M | 0.01% |
253,475
-4,839
| -2% | -$297K |
|
1960
Hurco Companies Inc
HURC
$148M
| $16.3M | 0.01% |
495,198
+2,347
| +0.5% | +$80.1K |
|
1961
Enovis
ENOV
$1.03B
| $16.3M | 0.01% |
198,104
-1,874
| -0.9% | -$157K |
|
|
MNTA
1962
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $16.2M | 0.01% |
1,068,129
-5,581
| -0.5% | -$72.5K |
|
|
SNI
1963
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $16.2M | 0.01% |
236,276
+913
| +0.4% | +$66.4K |
|
1964
TFS Financial
TFSL
$4.71B
| $16.2M | 0.01% |
1,103,460
+44,285
| +4% | +$634K |
|
|
SRGA
1965
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $16.2M | 0.01% |
109,245
+960
| +0.9% | +$146K |
|
1966
Tejon Ranch
TRC
$433M
| $16.1M | 0.01% |
626,895
+8,427
| +1% | +$210K |
|
1967
Calix
CALX
$2.21B
| $16.1M | 0.01% |
1,918,732
+123,105
| +7% | +$1.11M |
|
1968
Commault Systems
CVLT
$6.17B
| $16.1M | 0.01% |
368,346
+103,732
| +39% | +$4.78M |
|
|
LNW
1969
DELISTED
Light & Wonder
LNW
| $16.1M | 0.01% |
1,535,530
-742,432
| -33% | -$9.36M |
|
|
GSH
1970
DELISTED
Guangshen Railway Co. Ltd
GSH
| $16.1M | 0.01% |
694,362
-10,766
| -2% | -$266K |
|
|
SCMP
1971
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $16M | 0.01% |
1,026,614
+63,491
| +7% | +$984K |
|
1972
Graco
GGG
$12.4B
| $16M | 0.01% |
663,405
+69,351
| +12% | +$1.73M |
|
|
VGR
1973
DELISTED
Vector Group Ltd.
VGR
| $15.9M | 0.01% |
1,306,000
+527,731
| +68% | +$6.53M |
|
1974
CMS Energy
CMS
$20.8B
| $15.9M | 0.01% |
456,525
+23,264
| +5% | +$826K |
|
1975
F5
FFIV
$24.6B
| $15.9M | 0.01% |
138,509
+3,049
| +2% | +$359K |
|
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.