DIMENSIONAL FUND ADVISORS LP

Q3 2021 13F-HR Detailed Holdings

Location
Austin, TX
Holdings as of
9/30/2021
Date filed
11/12/2021
Form type
13F-HR
Num holdings
3,498
Total value ($000)
$310,447,050
Net value change ($000)
-5,395,625 (-1.7%)
New positions
142
Sold out positions
103
Turnover %
0.9%
Sector allocation + QoQ delta (equities-only)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/12/2021 Next filing: 2/9/2022 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

Snapshot: Change Analysis

Compared to Q2 2021
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)
GE 305,212 NEW
ZWS 217,951 143.5%
WMT 198,645 16.3%
HD 198,612 21.5%
GOOGL 190,530 10.9%
AAPL 190,319 2.7%
TMO 177,477 15.3%
MRNA 172,897 256.5%
GXO 164,798 NEW
VZ 150,903 10.8%
Top Reduces (Value $000, Stocks/ETFs)
BABA -364,003 -35.0%
GE -325,380 -100.0%
CHTR -265,706 -19.9%
ALXN -241,405 -100.0%
FDX -176,932 -25.4%
SYKES ENTERPRISES INC -164,938 -100.0%
MU -156,548 -18.1%
BIDU -144,698 -28.8%
CCI -144,034 -12.4%
CI -138,443 -18.0%
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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Dimensional Fund Advisors Ltd. 028-13501
2 DFA Australia Ltd. 028-13500
3 Dimensional Fund Advisors Pte. Ltd.