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 | |
|---|---|---|---|---|---|---|
|
DDC
2576
DELISTED
Dominion Diamond Corporation
DDC
| $4.67M | ﹤0.01% |
273,061
+13,724
| +5% | +$231K |
|
2577
Aegon
AEG
$13.3B
| $4.66M | ﹤0.01% |
850,954
-27,861
| -3% | -$146K |
|
2578
Vera Bradley
VRA
$114M
| $4.64M | ﹤0.01% |
286,149
+1,100
| +0.4% | +$20.3K |
|
|
FFKT
2579
DELISTED
Farmers Capital Bank Corp
FFKT
| $4.61M | ﹤0.01% |
198,447
+2,038
| +1% | +$47K |
|
|
CAVM
2580
DELISTED
Cavium, Inc.
CAVM
| $4.61M | ﹤0.01% |
65,070
+37,322
| +135% | +$2.42M |
|
2581
Geospace Technologies
GEOS
$64.8M
| $4.6M | ﹤0.01% |
278,704
| – | – |
|
|
ININ
2582
DELISTED
Interactive Intelligence Group, inc.
ININ
| $4.59M | ﹤0.01% |
111,566
-96,105
| -46% | -$4.07M |
|
2583
Amtech Systems
ASYS
$242M
| $4.59M | ﹤0.01% |
410,711
+62,446
| +18% | +$628K |
|
|
BSTC
2584
DELISTED
BioSpecifics Technologies Corp.
BSTC
| $4.59M | ﹤0.01% |
117,230
+18,475
| +19% | +$724K |
|
2585
STMicroelectronics
STM
$42.9B
| $4.58M | ﹤0.01% |
493,623
| – | – |
|
|
YZC
2586
DELISTED
Yanzhou Coal Mining
YZC
| $4.56M | ﹤0.01% |
545,764
-20,744
| -4% | -$168K |
|
|
WSO.B
2587
Watsco Inc Class B
WSO.B
| $4.55M | ﹤0.01% |
36,447
| – | – |
|
|
ONIT
2588
Onity Group
ONIT
$285M
| $4.54M | ﹤0.01% |
36,726
-520
| -1% | -$69.6K |
|
|
EMKR
2589
DELISTED
Emcore Corp
EMKR
| $4.54M | ﹤0.01% |
83,389
+7,843
| +10% | +$419K |
|
|
FGH
2590
DELISTED
FG Group Holdings Inc.
FGH
| $4.5M | ﹤0.01% |
994,578
-3,900
| -0.4% | -$17.2K |
|
2591
Marchex
MCHX
$57.2M
| $4.5M | ﹤0.01% |
1,101,911
+29,837
| +3% | +$126K |
|
|
NTT
2592
DELISTED
Nippon Telegraph & Telephone
NTT
| $4.49M | ﹤0.01% |
145,731
+1,875
| +1% | +$55.6K |
|
|
STBZ
2593
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $4.46M | ﹤0.01% |
212,309
+151,633
| +250% | +$3M |
|
2594
Artisan Partners
APAM
$2.58B
| $4.45M | ﹤0.01% |
97,874
+28,528
| +41% | +$1.35M |
|
|
N
2595
DELISTED
Netsuite Inc
N
| $4.44M | ﹤0.01% |
47,889
+1,200
| +3% | +$119K |
|
|
DGICB
2596
Donegal Group Class B
DGICB
$837M
| $4.44M | ﹤0.01% |
233,787
| – | – |
|
2597
Crawford & Co Class B
CRD.B
$537M
| $4.43M | ﹤0.01% |
513,365
+1,121
| +0.2% | +$10.4K |
|
2598
Ameresco
AMRC
$1.21B
| $4.4M | ﹤0.01% |
594,029
+34,450
| +6% | +$227K |
|
|
MSO
2599
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
| $4.39M | ﹤0.01% |
675,836
-35,563
| -5% | -$177K |
|
|
MSL
2600
DELISTED
Midsouth Bancorp, Inc.
MSL
| $4.39M | ﹤0.01% |
297,406
+11,350
| +4% | +$170K |
|
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.