DIMENSIONAL FUND ADVISORS LP

Q1 2020 13F-HR Holdings

Location
Austin, TX
Holdings as of
3/31/2020
Date filed
5/14/2020
Form type
13F-HR
Num holdings
3,374
Total value ($000)
$191,951,186
Net value change ($000)
-82,440,785 (-30.0%)
New positions
88
Sold out positions
93
Turnover %
1.4%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/14/2020 Next filing: 8/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
TT 174,141 NEW
BABA 118,186 20.2%
IR 79,873 NEW
DLR 75,584 20.2%
LLY 68,935 21.6%
BIIB 55,522 22.4%
CNC 50,317 21.5%
GILD 49,641 14.7%
EQIX 47,566 6.4%
LEGG MASON, INC. 45,348 33.9%
Top Reduces (Value $000, Stocks/ETFs)
JPM -1,307,688 -40.9%
XOM -1,157,613 -53.1%
T -990,528 -32.1%
CVX -950,496 -45.8%
WFC -931,379 -47.8%
BAC -795,668 -40.7%
AAPL -775,116 -15.7%
C -649,836 -50.6%
INTC -583,178 -19.3%
CMCSA -576,096 -25.6%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type