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 | |
|---|---|---|---|---|---|---|
1101
Myers Industries
MYE
$1.15B
| $38.7M | 0.02% |
2,210,202
-2,870
| -0.1% | -$50.6K |
|
1102
Veeco
VECO
$2.58B
| $38.7M | 0.02% |
1,267,793
+145,123
| +13% | +$4.54M |
|
1103
Carlisle Companies
CSL
$12.5B
| $38.7M | 0.02% |
417,676
+66,154
| +19% | +$6.09M |
|
1104
EXL Service
EXLS
$5.32B
| $38.7M | 0.02% |
5,196,950
+352,385
| +7% | +$2.31M |
|
1105
Edgewell Personal Care
EPC
$1.23B
| $38.6M | 0.02% |
377,616
-4,669
| -1% | -$463K |
|
|
GWR
1106
DELISTED
Genesee & Wyoming Inc.
GWR
| $38.6M | 0.02% |
400,032
+11,754
| +3% | +$1.1M |
|
|
RPAI
1107
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $38.5M | 0.02% |
2,402,493
+323,655
| +16% | +$5.42M |
|
1108
Copa Holdings
CPA
$5.35B
| $38.5M | 0.02% |
381,360
+159,376
| +72% | +$17.3M |
|
|
GTS
1109
DELISTED
Triple-S Management Corporation
GTS
| $38.5M | 0.02% |
2,035,470
+144,379
| +8% | +$3.01M |
|
|
CCMP
1110
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $38.5M | 0.02% |
769,936
+56,256
| +8% | +$2.76M |
|
1111
Usana Health Sciences
USNA
$264M
| $38.5M | 0.02% |
692,162
| – | – |
|
|
MASI
1112
DELISTED
Masimo
MASI
| $38.4M | 0.02% |
1,165,638
+91,968
| +9% | +$2.64M |
|
1113
First Financial Bancorp
FFBC
$3.33B
| $38.4M | 0.02% |
2,157,205
+128,630
| +6% | +$2.24M |
|
1114
TTM Technologies
TTMI
$12.3B
| $38.4M | 0.02% |
4,261,981
+369,183
| +9% | +$3.04M |
|
|
JAH
1115
DELISTED
JARDEN CORPORATION
JAH
| $38.4M | 0.02% |
725,423
-51,384
| -7% | -$2.59M |
|
1116
Chipotle Mexican Grill
CMG
$41.9B
| $38.4M | 0.02% |
2,947,900
+39,700
| +1% | +$542K |
|
|
HEES
1117
DELISTED
H&E Equipment Services
HEES
| $38.3M | 0.02% |
1,533,517
-234,022
| -13% | -$5.26M |
|
1118
InterDigital
IDCC
$8.37B
| $38.3M | 0.02% |
755,066
-5,875
| -0.8% | -$305K |
|
|
WFM
1119
DELISTED
Whole Foods Market Inc
WFM
| $38.3M | 0.02% |
735,652
+41,591
| +6% | +$2.23M |
|
|
GPX
1120
DELISTED
GP Strategies Corp.
GPX
| $38.3M | 0.02% |
1,035,410
+30,310
| +3% | +$1.04M |
|
|
PAMT
1121
PAMT Corp
PAMT
$259M
| $38.3M | 0.02% |
2,675,648
+20,192
| +0.8% | +$279K |
|
|
CGI
1122
DELISTED
Celadon Group Inc
CGI
| $38.3M | 0.02% |
1,406,442
+143,675
| +11% | +$3.57M |
|
1123
Prosperity Bancshares
PB
$8.4B
| $38.3M | 0.02% |
728,909
+86,348
| +13% | +$4.39M |
|
|
DNY
1124
DELISTED
DONNELLEY R R & SONS CO
DNY
| $38.1M | 0.02% |
1,983,634
+38,653
| +2% | +$742K |
|
|
STJ
1125
DELISTED
St Jude Medical
STJ
| $38M | 0.02% |
580,875
-30,623
| -5% | -$2.04M |
|
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.