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 | |
|---|---|---|---|---|---|---|
1076
SM Energy
SM
$8.86B
| $39.6M | 0.03% |
766,648
-190
| -0% | -$8.25K |
|
1077
Oxford Industries
OXM
$424M
| $39.6M | 0.03% |
524,262
+17,329
| +3% | +$976K |
|
1078
Merit Medical Systems
MMSI
$5.1B
| $39.5M | 0.02% |
2,052,205
+218,326
| +12% | +$3.89M |
|
1079
Radian Group
RDN
$4.62B
| $39.5M | 0.02% |
2,352,571
-6,300
| -0.3% | -$103K |
|
1080
Universal Electronics
UEIC
$70M
| $39.5M | 0.02% |
699,786
+33,930
| +5% | +$2.06M |
|
|
PPS
1081
DELISTED
Post Properties
PPS
| $39.5M | 0.02% |
693,088
+4,391
| +0.6% | +$258K |
|
|
THOR
1082
DELISTED
THORATEC CORPORATION
THOR
| $39.4M | 0.02% |
940,548
+178,884
| +23% | +$6.83M |
|
1083
Perrigo
PRGO
$1.84B
| $39.3M | 0.02% |
237,285
+11,945
| +5% | +$1.91M |
|
1084
McGrath RentCorp
MGRC
$2.7B
| $39.3M | 0.02% |
1,193,543
+48,379
| +4% | +$1.55M |
|
1085
Autoliv
ALV
$8.51B
| $39.3M | 0.02% |
462,727
+45,459
| +11% | +$3.6M |
|
1086
Iridium Communications
IRDM
$4.96B
| $39.2M | 0.02% |
4,040,872
-21,860
| -0.5% | -$204K |
|
|
DCT
1087
DELISTED
DCT Industrial Trust Inc.
DCT
| $39.2M | 0.02% |
1,131,442
+10,638
| +0.9% | +$384K |
|
|
TYC
1088
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $39.2M | 0.02% |
869,578
-25,990
| -3% | -$1.16M |
|
1089
Viavi Solutions
VIAV
$8.6B
| $39.2M | 0.02% |
5,251,937
+1,088,687
| +26% | +$8.27M |
|
1090
Ametek
AME
$54B
| $39.1M | 0.02% |
744,920
+21,259
| +3% | +$1.09M |
|
1091
W.W. Grainger
GWW
$59.1B
| $39.1M | 0.02% |
165,883
+14,857
| +10% | +$3.54M |
|
1092
Black Hills Corp
BKH
$5.38B
| $39.1M | 0.02% |
774,316
+56,321
| +8% | +$2.84M |
|
|
HI
1093
DELISTED
Hillenbrand
HI
| $39.1M | 0.02% |
1,265,048
+87,895
| +7% | +$2.76M |
|
|
HSP
1094
DELISTED
HOSPIRA INC
HSP
| $39M | 0.02% |
444,402
-3,244
| -0.7% | -$254K |
|
|
AXON
1095
Axon Enterprise
AXON
$36.6B
| $39M | 0.02% |
1,618,764
| – | – |
|
1096
Sherwin-Williams
SHW
$77.5B
| $39M | 0.02% |
411,162
+8,421
| +2% | +$785K |
|
|
ILG
1097
DELISTED
ILG, Inc Common Stock
ILG
| $38.8M | 0.02% |
1,481,597
+105,765
| +8% | +$2.61M |
|
1098
Saic
SAIC
$5.56B
| $38.8M | 0.02% |
755,439
+86,540
| +13% | +$4.53M |
|
1099
KBR
KBR
$4.56B
| $38.8M | 0.02% |
2,679,455
+1,430,303
| +115% | +$23.3M |
|
1100
MGE Energy Inc
MGEE
$2.81B
| $38.8M | 0.02% |
875,254
+38,717
| +5% | +$1.72M |
|
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.