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 | |
|---|---|---|---|---|---|---|
2126
United States Lime & Minerals
USLM
$3.33B
| $12.5M | 0.01% |
965,925
+22,405
| +2% | +$308K |
|
2127
Rollins
ROL
$15.9B
| $12.4M | 0.01% |
1,129,293
+89,233
| +9% | +$900K |
|
|
CLMS
2128
DELISTED
Calamos Asset Management, Inc.
CLMS
| $12.4M | 0.01% |
922,683
-6,688
| -0.7% | -$86.3K |
|
2129
Mistras Group
MG
$627M
| $12.4M | 0.01% |
643,941
+46,691
| +8% | +$904K |
|
2130
Braskem
BAK
$709M
| $12.4M | 0.01% |
1,782,692
+355,698
| +25% | +$3.25M |
|
|
SRDX
2131
DELISTED
Surmodics
SRDX
| $12.3M | 0.01% |
474,348
+5,338
| +1% | +$127K |
|
|
EXAC
2132
DELISTED
Exactech Inc
EXAC
| $12.3M | 0.01% |
480,924
+17,691
| +4% | +$407K |
|
2133
Coeur Mining
CDE
$20.7B
| $12.3M | 0.01% |
2,616,280
-1,689,037
| -39% | -$9.82M |
|
2134
Waterstone Financial
WSBF
$371M
| $12.3M | 0.01% |
958,829
+29,625
| +3% | +$382K |
|
|
TRR
2135
DELISTED
Trc Companies
TRR
| $12.3M | 0.01% |
1,474,910
+12,692
| +0.9% | +$95.5K |
|
|
EGN
2136
DELISTED
Energen
EGN
| $12.2M | 0.01% |
185,285
-2,916
| -2% | -$188K |
|
2137
Morningstar
MORN
$7.61B
| $12.2M | 0.01% |
162,580
+13,817
| +9% | +$980K |
|
|
LGF
2138
DELISTED
Lions Gate Entertainment
LGF
| $12.2M | 0.01% |
358,627
+41,242
| +13% | +$1.29M |
|
|
IHS
2139
DELISTED
IHS INC CL-A COM STK
IHS
| $12.2M | 0.01% |
106,896
+12,352
| +13% | +$1.43M |
|
2140
Western New England Bancorp
WNEB
$276M
| $12.1M | 0.01% |
1,564,646
-5,525
| -0.4% | -$40.2K |
|
2141
Oil-Dri
ODC
$1.28B
| $12.1M | 0.01% |
718,134
-1,548
| -0.2% | -$24.1K |
|
|
BRSL
2142
Brightstar Lottery PLC
BRSL
$1.92B
| $12.1M | 0.01% |
693,663
-6,601
| -0.9% | -$115K |
|
2143
Canadian National Railway
CNI
$72.2B
| $12.1M | 0.01% |
180,457
+9,500
| +6% | +$646K |
|
2144
Bio-Techne
TECH
$11.4B
| $12.1M | 0.01% |
481,176
+44,320
| +10% | +$1.05M |
|
2145
Alico
ALCO
$289M
| $12.1M | 0.01% |
235,208
+5,707
| +2% | +$279K |
|
|
IRC
2146
DELISTED
INLAND REAL ESTATE CORP
IRC
| $12M | 0.01% |
1,124,446
+12,909
| +1% | +$141K |
|
|
ZVO
2147
DELISTED
Zovio Inc. Common Stock
ZVO
| $12M | 0.01% |
1,240,759
+74,765
| +6% | +$753K |
|
|
ULTI
2148
DELISTED
Ultimate Software Group Inc
ULTI
| $12M | 0.01% |
70,435
+3,385
| +5% | +$537K |
|
2149
RPC Inc
RES
$1.32B
| $12M | 0.01% |
933,156
-19,436
| -2% | -$244K |
|
|
FFNW
2150
DELISTED
First Financial Northwest, Inc
FFNW
| $11.9M | 0.01% |
964,380
+14,339
| +2% | +$174K |
|
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.