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 | |
|---|---|---|---|---|---|---|
1176
Quanex
NX
$913M
| $36.3M | 0.02% |
1,836,876
+190,058
| +12% | +$3.67M |
|
|
EXAM
1177
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $36.3M | 0.02% |
871,201
+75,340
| +9% | +$3.03M |
|
|
BCPC
1178
Balchem Corp
BCPC
$5.29B
| $36.2M | 0.02% |
654,497
+63,846
| +11% | +$3.65M |
|
1179
Brady Corp
BRC
$3.92B
| $36.2M | 0.02% |
1,280,411
-111,729
| -8% | -$3.04M |
|
|
MTSC
1180
DELISTED
MTS Systems Corp
MTSC
| $36.2M | 0.02% |
478,308
+16,953
| +4% | +$1.23M |
|
|
EPIQ
1181
DELISTED
EPIQ SYSTEMS INC
EPIQ
| $36.1M | 0.02% |
2,015,897
+48,382
| +2% | +$847K |
|
1182
Sun Communities
SUI
$14B
| $36.1M | 0.02% |
540,788
+45,288
| +9% | +$3.04M |
|
1183
Pediatrix Medical
MD
$2.1B
| $36M | 0.02% |
497,045
+5,455
| +1% | +$379K |
|
1184
Equifax
EFX
$18.8B
| $35.9M | 0.02% |
386,488
+1,174
| +0.3% | +$104K |
|
1185
B&G Foods
BGS
$241M
| $35.9M | 0.02% |
1,219,776
+176,992
| +17% | +$5.21M |
|
1186
Exponent
EXPO
$3.23B
| $35.9M | 0.02% |
1,615,036
+58,480
| +4% | +$1.25M |
|
1187
SS&C Technologies
SSNC
$18.8B
| $35.9M | 0.02% |
1,152,020
-6,986
| -0.6% | -$207K |
|
|
WPG
1188
DELISTED
Washington Prime Group Inc.
WPG
| $35.9M | 0.02% |
239,627
+40,007
| +20% | +$6.2M |
|
1189
Unisys
UIS
$178M
| $35.9M | 0.02% |
1,545,090
+133,639
| +9% | +$3.26M |
|
1190
KLA
KLAC
$227B
| $35.8M | 0.02% |
6,149,760
+1,995,530
| +48% | +$12.8M |
|
1191
AutoZone
AZO
$46.6B
| $35.8M | 0.02% |
52,530
-154
| -0.3% | -$96.7K |
|
1192
Snap-on
SNA
$19.2B
| $35.8M | 0.02% |
243,538
-226
| -0.1% | -$31.8K |
|
|
CATM
1193
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $35.7M | 0.02% |
950,452
+128,610
| +16% | +$4.73M |
|
1194
Edwards Lifesciences
EW
$51B
| $35.7M | 0.02% |
1,504,524
+278,664
| +23% | +$6.25M |
|
|
SNCR
1195
DELISTED
Synchronoss Technologies
SNCR
| $35.7M | 0.02% |
83,522
-15,352
| -16% | -$6.05M |
|
1196
Interparfums
IPAR
$3.56B
| $35.7M | 0.02% |
1,093,518
+30,320
| +3% | +$846K |
|
|
PPO
1197
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
| $35.7M | 0.02% |
605,566
+94,991
| +19% | +$4.91M |
|
1198
Evercore
EVR
$10B
| $35.6M | 0.02% |
689,023
+51,615
| +8% | +$2.62M |
|
1199
Carriage Services
CSV
$489M
| $35.6M | 0.02% |
1,490,592
+47,807
| +3% | +$1.08M |
|
1200
The Ensign Group
ENSG
$10.2B
| $35.5M | 0.02% |
1,620,910
+142,943
| +10% | +$2.91M |
|
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.