DIMENSIONAL FUND ADVISORS LP

Q2 2020 13F-HR Holdings

Location
Austin, TX
Holdings as of
6/30/2020
Date filed
8/13/2020
Form type
13F-HR
Num holdings
3,338
Total value ($000)
$227,512,543
Net value change ($000)
+35,561,357 (18.5%)
New positions
73
Sold out positions
110
Turnover %
1.8%
Sector allocation + QoQ delta (equities-only)

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

Snapshot: Change Analysis

Compared to Q1 2020
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)
AAPL 1,423,265 34.3%
MSFT 1,026,679 28.9%
AMZN 721,751 27.7%
RTX 486,915 NEW
META 392,692 35.6%
ABBV 319,632 113.9%
V 248,355 27.1%
MA 201,241 24.6%
BABA 200,842 28.6%
TMO 192,468 27.2%
Top Reduces (Value $000, Stocks/ETFs)
RTX -535,265 -100.0%
WFC -350,662 -34.5%
Allergan plc -259,357 -100.0%
ANIXTER INTERNATIONAL INC -204,938 -100.0%
UFPI -151,927 -100.0%
T -145,270 -6.9%
AON -138,102 -100.0%
BAC -128,126 -11.0%
RAYTHEON CO/ -116,581 -100.0%
HWM -93,372 -100.0%
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