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 | |
|---|---|---|---|---|---|---|
1976
SiriusXM
SIRI
$9.35B
| $15.9M | 0.01% |
416,241
+89,981
| +28% | +$3.38M |
|
1977
Liberty Global Class C
LBTYK
$3.38B
| $15.9M | 0.01% |
394,608
-1,410,710
| -78% | -$55.9M |
|
1978
WSFS Financial
WSFS
$4.05B
| $15.9M | 0.01% |
630,669
+39,582
| +7% | +$1.01M |
|
|
VOXX
1979
DELISTED
VOXX International Corporation Class A
VOXX
| $15.9M | 0.01% |
1,733,409
-17,905
| -1% | -$152K |
|
|
VIVO
1980
DELISTED
Meridian Bioscience Inc
VIVO
| $15.9M | 0.01% |
831,881
+75,130
| +10% | +$1.39M |
|
1981
Financial Institutions
FISI
$802M
| $15.9M | 0.01% |
691,659
+23,320
| +3% | +$539K |
|
|
CBD
1982
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $15.8M | 0.01% |
528,681
-526
| -0.1% | -$17.2K |
|
|
ANSS
1983
DELISTED
Ansys
ANSS
| $15.7M | 0.01% |
178,504
+6,756
| +4% | +$571K |
|
1984
Stoneridge
SRI
$205M
| $15.7M | 0.01% |
1,393,570
+43,766
| +3% | +$526K |
|
1985
Wynn Resorts
WYNN
$8.54B
| $15.7M | 0.01% |
124,854
-121
| -0.1% | -$17.3K |
|
|
TEG
1986
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
| $15.7M | 0.01% |
218,017
-321
| -0.1% | -$24.6K |
|
|
INFA
1987
DELISTED
INFORMATICA CORP
INFA
| $15.7M | 0.01% |
357,153
+61,964
| +21% | +$2.58M |
|
|
XCRA
1988
DELISTED
Xcerra Corporation
XCRA
| $15.6M | 0.01% |
1,758,522
-22,387
| -1% | -$193K |
|
1989
Essential Utilities
WTRG
$11.8B
| $15.6M | 0.01% |
592,423
+66,450
| +13% | +$1.77M |
|
1990
Distribution Solutions Group
DSGR
$1.61B
| $15.6M | 0.01% |
1,343,544
| – | – |
|
1991
PENN Entertainment
PENN
$2.34B
| $15.6M | 0.01% |
995,617
-1,209,301
| -55% | -$19M |
|
1992
Ameren
AEE
$28.8B
| $15.5M | 0.01% |
368,165
+34,352
| +10% | +$1.49M |
|
1993
AMC Global Media
AMCX
$486M
| $15.5M | 0.01% |
202,131
+9,888
| +5% | +$683K |
|
|
FDO
1994
DELISTED
FAMILY DOLLAR STORES
FDO
| $15.5M | 0.01% |
195,383
-75
| -0% | -$5.85K |
|
|
WLH
1995
DELISTED
WILLIAM LYON HOMES
WLH
| $15.5M | 0.01% |
599,119
+258,897
| +76% | +$5.59M |
|
|
SHLD
1996
DELISTED
Sears Holding Corporation
SHLD
| $15.4M | 0.01% |
372,780
-191,983
| -34% | -$6.97M |
|
|
CBI
1997
DELISTED
Chicago Bridge & Iron Nv
CBI
| $15.4M | 0.01% |
312,537
+16,978
| +6% | +$714K |
|
1998
Tootsie Roll Industries
TR
$2.83B
| $15.4M | 0.01% |
628,187
-27
| -0% | -$618 |
|
1999
Gartner
IT
$11.9B
| $15.4M | 0.01% |
183,079
+331
| +0.2% | +$27.3K |
|
|
VOLT
2000
DELISTED
Volt Information Sciences, Inc.
VOLT
| $15.3M | 0.01% |
1,301,434
+24,360
| +2% | +$291K |
|
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.