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 | |
|---|---|---|---|---|---|---|
926
Brinker International
EAT
$8.8B
| $45.4M | 0.03% |
737,785
+14,892
| +2% | +$896K |
|
927
Landstar System
LSTR
$5.74B
| $45.4M | 0.03% |
684,058
+71,148
| +12% | +$4.82M |
|
928
Albany International
AIN
$1.71B
| $45.3M | 0.03% |
1,138,609
+26,813
| +2% | +$1M |
|
929
American States Water
AWR
$3.46B
| $45.2M | 0.03% |
1,133,464
+47,842
| +4% | +$1.9M |
|
|
ELX
930
DELISTED
EMULEX CORP
ELX
| $45.2M | 0.03% |
5,669,258
+296,401
| +6% | +$2.08M |
|
|
VEDL
931
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $45.2M | 0.03% |
3,642,980
+70,655
| +2% | +$932K |
|
932
Banner Corp
BANR
$2.6B
| $45.1M | 0.03% |
983,442
+26,039
| +3% | +$1.13M |
|
|
ACET
933
DELISTED
Aceto Corp
ACET
| $45.1M | 0.03% |
2,050,540
-37,356
| -2% | -$782K |
|
934
Ormat Technologies
ORA
$5.65B
| $45.1M | 0.03% |
1,186,407
-12,432
| -1% | -$390K |
|
935
New Jersey Resources
NJR
$5.43B
| $45.1M | 0.03% |
1,451,741
+100,137
| +7% | +$3.14M |
|
936
Deckers Outdoor
DECK
$10.6B
| $45M | 0.03% |
3,703,776
+121,086
| +3% | +$1.56M |
|
937
Zumiez
ZUMZ
$205M
| $44.8M | 0.03% |
1,113,586
+66,124
| +6% | +$2.56M |
|
938
BorgWarner
BWA
$12.7B
| $44.8M | 0.03% |
841,877
+26,038
| +3% | +$1.33M |
|
939
Martin Marietta Materials
MLM
$35.3B
| $44.8M | 0.03% |
320,574
+11,541
| +4% | +$1.48M |
|
|
PTR
940
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $44.8M | 0.03% |
402,966
-16,460
| -4% | -$1.82M |
|
|
HW
941
DELISTED
Headwaters Inc
HW
| $44.7M | 0.03% |
2,436,973
+117,335
| +5% | +$1.85M |
|
|
TVTY
942
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $44.6M | 0.03% |
2,266,281
+82,587
| +4% | +$1.73M |
|
943
Cognex
CGNX
$10.1B
| $44.6M | 0.03% |
1,799,976
-438,286
| -20% | -$9.32M |
|
944
PPG Industries
PPG
$23.3B
| $44.6M | 0.03% |
395,768
+13,658
| +4% | +$1.56M |
|
945
Moody's
MCO
$80.6B
| $44.6M | 0.03% |
429,912
+15,981
| +4% | +$1.54M |
|
946
Mercer International
MERC
$24.9M
| $44.6M | 0.03% |
2,903,679
+344,806
| +13% | +$4.64M |
|
947
W.P. Carey
WPC
$15.2B
| $44.5M | 0.03% |
668,823
+68,985
| +12% | +$4.74M |
|
|
REV
948
DELISTED
Revlon, Inc.
REV
| $44.4M | 0.03% |
1,077,192
-4,275
| -0.4% | -$148K |
|
|
DST
949
DELISTED
DST Systems Inc.
DST
| $44.4M | 0.03% |
801,774
+71,020
| +10% | +$3.65M |
|
|
PXD
950
DELISTED
Pioneer Natural Resource Co.
PXD
| $44.4M | 0.03% |
271,265
-3,728
| -1% | -$573K |
|
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.