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 | |
|---|---|---|---|---|---|---|
|
DFRG
2151
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $11.9M | 0.01% |
590,794
+123,279
| +26% | +$2.48M |
|
2152
FRP Holdings
FRPH
$412M
| $11.9M | 0.01% |
652,918
+5,108
| +0.8% | +$87K |
|
|
ZEUS
2153
DELISTED
Olympic Steel
ZEUS
| $11.9M | 0.01% |
882,798
-5,411
| -0.6% | -$79.6K |
|
|
EVHC
2154
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $11.9M | 0.01% |
103,412
+33,058
| +47% | +$3.6M |
|
2155
Pinnacle West Capital
PNW
$11.6B
| $11.9M | 0.01% |
186,152
+5,490
| +3% | +$366K |
|
|
AAT
2156
American Assets Trust
AAT
$1.36B
| $11.8M | 0.01% |
273,305
+40,510
| +17% | +$1.73M |
|
2157
Hawkins
HWKN
$2.54B
| $11.8M | 0.01% |
622,524
+24,900
| +4% | +$486K |
|
2158
Titan Machinery
TITN
$566M
| $11.8M | 0.01% |
884,953
-7,325
| -0.8% | -$98.8K |
|
|
DALN
2159
DELISTED
DallasNews
DALN
| $11.8M | 0.01% |
356,942
+9,799
| +3% | +$355K |
|
2160
Center Bancorp
CNOB
$1.6B
| $11.7M | 0.01% |
603,417
+36,438
| +6% | +$677K |
|
|
AZPN
2161
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $11.7M | 0.01% |
304,902
+13,719
| +5% | +$528K |
|
2162
NLI Holdings
NL
$344M
| $11.7M | 0.01% |
1,513,589
-617
| -0% | -$4.63K |
|
2163
Forum Energy Technologies
FET
$950M
| $11.7M | 0.01% |
29,868
-325
| -1% | -$118K |
|
2164
National Bank Holdings
NBHC
$1.84B
| $11.7M | 0.01% |
622,199
+204,095
| +49% | +$3.79M |
|
|
OB
2165
DELISTED
Onebeacon Insurance Group Ltd
OB
| $11.7M | 0.01% |
768,170
+1,320
| +0.2% | +$20.6K |
|
2166
American Water Works
AWK
$27.4B
| $11.7M | 0.01% |
215,335
+6,671
| +3% | +$363K |
|
|
CTRX
2167
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $11.7M | 0.01% |
195,819
-194,803
| -50% | -$9.91M |
|
|
AHT
2168
Ashford Hospitality Trust
AHT
$19.1M
| $11.6M | 0.01% |
1,221
+77
| +7% | +$787K |
|
2169
RadNet
RDNT
$6.04B
| $11.6M | 0.01% |
1,376,213
+109,216
| +9% | +$914K |
|
2170
Westwood Holdings Group
WHG
$177M
| $11.5M | 0.01% |
191,229
+4,468
| +2% | +$271K |
|
2171
KRONOS Worldwide
KRO
$945M
| $11.5M | 0.01% |
911,090
+243,537
| +36% | +$2.96M |
|
|
AVHI
2172
DELISTED
A V Homes, Inc.
AVHI
| $11.5M | 0.01% |
717,799
-34,319
| -5% | -$521K |
|
|
SIR
2173
DELISTED
SELECT INCOME REIT
SIR
| $11.4M | 0.01% |
1,040,462
+397,695
| +62% | +$4.39M |
|
|
SCG
2174
DELISTED
Scana
SCG
| $11.4M | 0.01% |
207,770
+23,340
| +13% | +$1.37M |
|
|
ITIC
2175
Investors Title Co
ITIC
$562M
| $11.4M | 0.01% |
154,313
+1,303
| +0.9% | +$94.3K |
|
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.