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 | 17.52% |
| 2 | Industrials | 13.61% |
| 3 | Technology | 11.26% |
| 4 | Consumer Discretionary | 9.89% |
| 5 | Healthcare | 9.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
201
Aflac
AFL
$64.4B
| $150M | 0.09% |
4,682,302
+1,171,328
| +33% | +$35.7M |
|
|
ICON
202
DELISTED
Iconix Brand Group, Inc.
ICON
| $150M | 0.09% |
444,967
-5,393
| -1% | -$1.85M |
|
203
American Financial Group
AFG
$12B
| $150M | 0.09% |
2,333,236
-36,113
| -2% | -$2.24M |
|
204
AbbVie
ABBV
$454B
| $148M | 0.09% |
2,533,744
+101,033
| +4% | +$6.1M |
|
205
Graham Holdings Company
GHC
$5.08B
| $147M | 0.09% |
231,536
-3,171
| -1% | -$1.87M |
|
206
Olin
OLN
$2.49B
| $147M | 0.09% |
4,572,720
+567,960
| +14% | +$15.2M |
|
207
Cigna
CI
$77B
| $146M | 0.09% |
1,128,263
+14,279
| +1% | +$1.66M |
|
208
Kinder Morgan
KMI
$70.6B
| $146M | 0.09% |
3,471,933
+270,834
| +8% | +$11.2M |
|
|
FFG
209
DELISTED
FBL Financial Group
FFG
| $146M | 0.09% |
2,354,445
-6,959
| -0.3% | -$395K |
|
210
Community Health Systems
CYH
$383M
| $146M | 0.09% |
3,369,365
+475,558
| +16% | +$19.7M |
|
|
UMPQ
211
DELISTED
Umpqua Holdings Corp
UMPQ
| $145M | 0.09% |
8,461,678
+289,519
| +4% | +$4.78M |
|
212
Ryder
R
$10.3B
| $145M | 0.09% |
1,527,168
+62,326
| +4% | +$5.73M |
|
|
HNT
213
DELISTED
HEALTH NET INC
HNT
| $145M | 0.09% |
2,395,656
-74,163
| -3% | -$4.18M |
|
|
RKT
214
DELISTED
ROCK-TENN COMPANY CL-A
RKT
| $145M | 0.09% |
2,240,498
+233,327
| +12% | +$15.3M |
|
215
Live Nation Entertainment
LYV
$41.7B
| $144M | 0.09% |
5,713,527
-501,324
| -8% | -$12.6M |
|
|
ALR
216
DELISTED
Alere Inc
ALR
| $144M | 0.09% |
2,947,185
-93,347
| -3% | -$4.1M |
|
217
Tyson Foods
TSN
$21.4B
| $144M | 0.09% |
3,760,073
+117,973
| +3% | +$4.72M |
|
218
Biogen
BIIB
$29.5B
| $144M | 0.09% |
340,649
+10,033
| +3% | +$3.95M |
|
|
JNS
219
DELISTED
Janus Capital Group Inc
JNS
| $143M | 0.09% |
8,338,493
-100,277
| -1% | -$1.71M |
|
220
Commercial Metals
CMC
$7.53B
| $143M | 0.09% |
8,828,960
+746,035
| +9% | +$10.9M |
|
221
Realty Income
O
$61.1B
| $143M | 0.09% |
2,855,002
+76,535
| +3% | +$3.83M |
|
222
Avnet
AVT
$7.25B
| $142M | 0.09% |
3,190,673
+133,873
| +4% | +$5.91M |
|
223
MBIA
MBI
$282M
| $141M | 0.09% |
15,202,242
+761,285
| +5% | +$6.78M |
|
|
KND
224
DELISTED
Kindred Healthcare
KND
| $141M | 0.09% |
5,937,188
+1,247,698
| +27% | +$25.3M |
|
225
Mastercard
MA
$487B
| $141M | 0.09% |
1,628,779
+73,667
| +5% | +$6.39M |
|
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 18% 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.