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 | |
|---|---|---|---|---|---|---|
|
BBBY
576
DELISTED
Bed Bath & Beyond Inc
BBBY
| $68M | 0.04% |
885,680
+5,429
| +0.6% | +$412K |
|
577
First Merchants
FRME
$2.74B
| $67.8M | 0.04% |
2,878,933
+33,343
| +1% | +$759K |
|
578
Andersons Inc
ANDE
$2.49B
| $67.8M | 0.04% |
1,637,785
+69,771
| +4% | +$3.14M |
|
579
Murphy USA
MUSA
$11.1B
| $67.7M | 0.04% |
935,828
+57,016
| +6% | +$4.01M |
|
|
TRK
580
DELISTED
Speedway Motorsports, Inc.
TRK
| $67.7M | 0.04% |
2,975,412
+57,738
| +2% | +$1.31M |
|
|
NPBC
581
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $67.6M | 0.04% |
6,275,931
-53,737
| -0.8% | -$562K |
|
582
United Fire Group
UFCS
$1.35B
| $67.6M | 0.04% |
2,127,114
-3,610
| -0.2% | -$106K |
|
|
PRXL
583
DELISTED
Parexel International Corp
PRXL
| $67.5M | 0.04% |
977,872
-26,299
| -3% | -$1.68M |
|
584
Granite Construction
GVA
$5.31B
| $67.1M | 0.04% |
1,909,570
+80,109
| +4% | +$2.78M |
|
585
Teva Pharmaceuticals
TEVA
$36.9B
| $67.1M | 0.04% |
1,076,832
+43,319
| +4% | +$2.52M |
|
586
Lam Research
LRCX
$337B
| $67.1M | 0.04% |
9,546,110
+154,390
| +2% | +$1.22M |
|
587
O'Reilly Automotive
ORLY
$75.6B
| $67M | 0.04% |
4,649,550
+9,975
| +0.2% | +$134K |
|
588
Bank of Montreal
BMO
$127B
| $66.8M | 0.04% |
1,113,734
+492,762
| +79% | +$30.6M |
|
|
LVNTA
589
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $66.5M | 0.04% |
1,582,962
-524,915
| -25% | -$20.4M |
|
590
Azenta
AZTA
$1.33B
| $66.3M | 0.04% |
5,702,179
+146,481
| +3% | +$1.8M |
|
591
NNN REIT
NNN
$9.37B
| $66.2M | 0.04% |
1,616,894
+66,214
| +4% | +$2.74M |
|
592
Duke Energy
DUK
$101B
| $66.2M | 0.04% |
862,394
+35,087
| +4% | +$2.85M |
|
593
Scorpio Tankers
STNG
$3.94B
| $66.2M | 0.04% |
702,259
+193,637
| +38% | +$16.9M |
|
594
Marten Transport
MRTN
$1.25B
| $65.8M | 0.04% |
7,093,445
+36,035
| +0.5% | +$318K |
|
|
LPT
595
DELISTED
Liberty Property Trust
LPT
| $65.8M | 0.04% |
1,843,165
+14,422
| +0.8% | +$549K |
|
|
HA
596
DELISTED
Hawaiian Holdings, Inc.
HA
| $65.6M | 0.04% |
2,978,846
+94,830
| +3% | +$2.02M |
|
597
Parker-Hannifin
PH
$125B
| $65.5M | 0.04% |
551,604
+126,330
| +30% | +$15.3M |
|
|
WCC
598
WESCO International
WCC
$16.1B
| $65.5M | 0.04% |
936,778
+419,584
| +81% | +$29M |
|
599
D.R. Horton
DHI
$42.3B
| $65.5M | 0.04% |
2,298,928
+195,445
| +9% | +$5.09M |
|
600
Columbia Banking Systems
COLB
$8.84B
| $65.2M | 0.04% |
2,250,669
-160,513
| -7% | -$4.4M |
|
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.