DIMENSIONAL FUND ADVISORS LP

Q2 2022 13F-HR Holdings

Location
Austin, TX
Holdings as of
6/30/2022
Date filed
8/12/2022
Form type
13F-HR
Num holdings
3,463
Total value ($000)
$278,780,079
Net value change ($000)
-45,842,242 (-14.1%)
New positions
107
Sold out positions
156
Turnover %
2.6%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/13/2022 Next filing: 11/10/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
DFEM 941,200 NEW
DFEV 933,200 NEW
DEHP 467,000 NEW
XOM 448,922 26.3%
WBD 260,317 NEW
MTB 144,185 87.1%
LLY 137,018 16.0%
VICI 135,615 69.6%
NVS 127,993 33.5%
ENOV 114,260 NEW
Top Reduces (Value $000, Stocks/ETFs)
AMZN -1,895,632 -42.7%
AAPL -1,843,682 -21.6%
MSFT -1,091,410 -16.0%
DFNM -654,210 -100.0%
NVDA -632,434 -45.6%
BRK-B -546,462 -22.7%
PLD -486,111 -28.6%
INTC -480,358 -26.5%
GOOGL -412,283 -19.9%
GOOGL -390,090 -19.9%
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