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 | |
|---|---|---|---|---|---|---|
1601
Tenet Healthcare
THC
$21.1B
| $24.1M | 0.02% |
487,440
+7,047
| +1% | +$329K |
|
1602
Lincoln Electric
LECO
$14B
| $24.1M | 0.02% |
369,043
+5,519
| +2% | +$374K |
|
|
OKSB
1603
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $24.1M | 0.02% |
1,354,986
+30,409
| +2% | +$502K |
|
1604
Agnico Eagle Mines
AEM
$102B
| $24.1M | 0.02% |
862,182
-78,458
| -8% | -$2.41M |
|
1605
Intuitive Surgical
ISRG
$135B
| $24.1M | 0.02% |
429,156
+46,755
| +12% | +$2.65M |
|
|
CSS
1606
DELISTED
CSS Industries, Inc.
CSS
| $24.1M | 0.02% |
798,339
-1,571
| -0.2% | -$45K |
|
1607
Diamondback Energy
FANG
$55.1B
| $24.1M | 0.02% |
313,118
+82,967
| +36% | +$5.76M |
|
|
RAVN
1608
DELISTED
Raven Industries Inc
RAVN
| $24M | 0.02% |
1,174,719
+19,041
| +2% | +$412K |
|
1609
John Wiley & Sons Class A
WLY
$2.5B
| $24M | 0.02% |
392,856
+35,281
| +10% | +$2.17M |
|
1610
Booz Allen Hamilton
BAH
$9.49B
| $24M | 0.02% |
829,475
+96,745
| +13% | +$2.81M |
|
1611
Douglas Dynamics
PLOW
$920M
| $23.9M | 0.02% |
1,048,335
+51,190
| +5% | +$1.11M |
|
|
EQY
1612
DELISTED
Equity One
EQY
| $23.9M | 0.02% |
895,798
+16,525
| +2% | +$445K |
|
|
LBRDK
1613
DELISTED
Liberty Broadband Class C
LBRDK
| $23.9M | 0.02% |
422,559
+134,697
| +47% | +$6.82M |
|
|
SWFT
1614
DELISTED
Swift Transportation Company
SWFT
| $23.9M | 0.02% |
918,228
-354,442
| -28% | -$9.74M |
|
|
GMCR
1615
DELISTED
KEURIG GREEN MTN INC
GMCR
| $23.9M | 0.02% |
213,463
+3,337
| +2% | +$417K |
|
1616
Lakeland Financial Corp
LKFN
$1.48B
| $23.8M | 0.02% |
881,310
+46,303
| +6% | +$1.24M |
|
|
EGL
1617
DELISTED
Engility Holdings, Inc.
EGL
| $23.8M | 0.02% |
793,500
+60,620
| +8% | +$2.42M |
|
1618
Under Armour
UAA
$2.13B
| $23.8M | 0.02% |
590,156
+26,350
| +5% | +$969K |
|
1619
Williams-Sonoma
WSM
$25.8B
| $23.8M | 0.02% |
597,792
-13,204
| -2% | -$524K |
|
1620
Ducommun
DCO
$2.52B
| $23.8M | 0.02% |
918,799
-84
| -0% | -$2.17K |
|
1621
MGIC Investment
MTG
$6.09B
| $23.8M | 0.02% |
2,470,941
-26,214
| -1% | -$240K |
|
1622
Primoris Services
PRIM
$4.12B
| $23.8M | 0.02% |
1,382,831
+48,296
| +4% | +$943K |
|
1623
Lindsay Corp
LNN
$1.19B
| $23.7M | 0.02% |
311,321
-390
| -0.1% | -$32.8K |
|
1624
NewMarket
NEU
$8.18B
| $23.7M | 0.02% |
49,623
-525
| -1% | -$237K |
|
1625
Kite Realty
KRG
$5.09B
| $23.7M | 0.02% |
841,263
+164,883
| +24% | +$4.78M |
|
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.