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 | |
|---|---|---|---|---|---|---|
951
Roper Technologies
ROP
$37.2B
| $44.3M | 0.03% |
257,802
+6,904
| +3% | +$1.12M |
|
|
SGY
952
DELISTED
Stone Energy
SGY
| $44.3M | 0.03% |
53,133
-1,252
| -2% | -$1.11M |
|
953
Bath & Body Works
BBWI
$3.37B
| $44.3M | 0.03% |
581,223
+1,623
| +0.3% | +$117K |
|
|
TUES
954
DELISTED
Tuesday Morning Corp
TUES
| $44.3M | 0.03% |
2,750,832
-158,599
| -5% | -$2.99M |
|
|
SIVB
955
DELISTED
SVB Financial Group
SIVB
| $44.3M | 0.03% |
348,429
+4,498
| +1% | +$537K |
|
956
Sunstone Hotel Investors
SHO
$2.05B
| $44.2M | 0.03% |
2,653,900
+31,656
| +1% | +$543K |
|
|
OPLN
957
Openlane
OPLN
$4.28B
| $44.2M | 0.03% |
3,080,231
+551,887
| +22% | +$7.47M |
|
958
Monro
MNRO
$381M
| $44.2M | 0.03% |
679,320
-18,633
| -3% | -$1.14M |
|
|
AVX
959
DELISTED
AVX Corporation
AVX
| $44.2M | 0.03% |
3,096,519
+119,199
| +4% | +$1.64M |
|
960
AZZ Inc
AZZ
$3.99B
| $44.2M | 0.03% |
948,339
+73,214
| +8% | +$3.23M |
|
961
Dover
DOV
$25.4B
| $44.1M | 0.03% |
790,511
-1,319
| -0.2% | -$76K |
|
962
Brink's
BCO
$4.47B
| $44.1M | 0.03% |
1,595,781
+266,101
| +20% | +$6.83M |
|
|
MANT
963
DELISTED
Mantech International Corp
MANT
| $44M | 0.03% |
1,297,711
+61,248
| +5% | +$2.01M |
|
|
MHFI
964
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $44M | 0.03% |
425,930
+27,859
| +7% | +$2.74M |
|
|
AFFX
965
DELISTED
Affymetrix Inc
AFFX
| $44M | 0.03% |
3,505,272
+48,757
| +1% | +$566K |
|
|
NWLIA
966
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
| $44M | 0.03% |
172,999
+1,374
| +0.8% | +$349K |
|
|
MDAS
967
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
| $43.9M | 0.03% |
2,333,744
+100,322
| +4% | +$1.91M |
|
968
Seagate
STX
$178B
| $43.9M | 0.03% |
843,953
+89,597
| +12% | +$5.33M |
|
969
Materion
MTRN
$5.17B
| $43.8M | 0.03% |
1,140,585
+63,978
| +6% | +$2.3M |
|
970
Cognizant
CTSH
$27.9B
| $43.8M | 0.03% |
701,997
+28,853
| +4% | +$1.7M |
|
971
Credicorp
BAP
$30.3B
| $43.7M | 0.03% |
311,026
+14,669
| +5% | +$2.16M |
|
972
TriMas Corp
TRS
$1.4B
| $43.7M | 0.03% |
1,780,913
+194,834
| +12% | +$4.6M |
|
|
CAB
973
DELISTED
Cabela's Inc
CAB
| $43.7M | 0.03% |
780,079
-2,799
| -0.4% | -$155K |
|
|
CYBX
974
DELISTED
CYBERONICS INC
CYBX
| $43.7M | 0.03% |
672,749
+112,940
| +20% | +$6.88M |
|
975
Progress Software
PRGS
$1.72B
| $43.6M | 0.03% |
1,604,509
+129,175
| +9% | +$3.42M |
|
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.