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 | |
|---|---|---|---|---|---|---|
1926
Vishay Precision Group
VPG
$827M
| $17.2M | 0.01% |
1,078,678
+4,979
| +0.5% | +$79.6K |
|
|
ABAX
1927
DELISTED
Abaxis Inc
ABAX
| $17.2M | 0.01% |
267,978
+77,639
| +41% | +$4.73M |
|
|
POWR
1928
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
| $17.2M | 0.01% |
1,305,233
+13,523
| +1% | +$147K |
|
1929
QuidelOrtho
QDEL
$761M
| $17.2M | 0.01% |
636,187
+22,597
| +4% | +$577K |
|
1930
MillerKnoll
MLKN
$1.45B
| $17.1M | 0.01% |
617,143
+201,292
| +48% | +$5.89M |
|
1931
Hooker Furnishings Corp
HOFT
$140M
| $17.1M | 0.01% |
898,678
+46,591
| +5% | +$855K |
|
1932
Metallus
MTUS
$804M
| $17M | 0.01% |
643,844
+126,468
| +24% | +$3.72M |
|
|
TE
1933
DELISTED
TECO ENERGY INC
TE
| $17M | 0.01% |
877,091
+43,220
| +5% | +$873K |
|
1934
Allegion
ALLE
$13.1B
| $17M | 0.01% |
277,736
-610
| -0.2% | -$34.9K |
|
1935
MSC Industrial Direct
MSM
$6.8B
| $17M | 0.01% |
235,040
+62,517
| +36% | +$4.67M |
|
1936
Expeditors International
EXPD
$24.6B
| $16.9M | 0.01% |
351,422
+14,120
| +4% | +$650K |
|
|
WR
1937
DELISTED
Westar Energy Inc
WR
| $16.9M | 0.01% |
436,073
+16,350
| +4% | +$657K |
|
1938
WEC Energy
WEC
$34.1B
| $16.9M | 0.01% |
340,820
+37,929
| +13% | +$1.98M |
|
|
PNX
1939
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
| $16.9M | 0.01% |
337,125
-623
| -0.2% | -$37.5K |
|
1940
Artivion
AORT
$1.16B
| $16.8M | 0.01% |
1,618,655
+18,190
| +1% | +$200K |
|
|
PKY
1941
DELISTED
Parkway, Inc.
PKY
| $16.8M | 0.01% |
966,979
+98,955
| +11% | +$1.76M |
|
1942
Lifetime Brands
LCUT
$193M
| $16.7M | 0.01% |
1,095,993
+25,881
| +2% | +$406K |
|
|
HT
1943
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $16.7M | 0.01% |
645,576
+12,000
| +2% | +$322K |
|
|
GPOR
1944
DELISTED
Gulfport Energy Corp.
GPOR
| $16.7M | 0.01% |
363,532
+19,866
| +6% | +$840K |
|
1945
Argan
AGX
$5.37B
| $16.6M | 0.01% |
459,622
+22,652
| +5% | +$738K |
|
1946
BioMarin Pharmaceuticals
BMRN
$12.6B
| $16.6M | 0.01% |
133,028
+2,989
| +2% | +$317K |
|
1947
Global Industrial
GIC
$1.54B
| $16.5M | 0.01% |
1,353,732
-539
| -0% | -$6.9K |
|
1948
Towne Bank
TOWN
$3.43B
| $16.5M | 0.01% |
1,028,354
+191,644
| +23% | +$2.97M |
|
1949
DXP Enterprises
DXPE
$2.86B
| $16.5M | 0.01% |
373,986
+3,916
| +1% | +$175K |
|
|
FCH
1950
DELISTED
Felcor Lodging Trust
FCH
| $16.4M | 0.01% |
1,427,469
-11,480
| -0.8% | -$124K |
|
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.