DIMENSIONAL FUND ADVISORS LP

Q3 2022 13F-HR Detailed Holdings

Location
Austin, TX
Holdings as of
9/30/2022
Date filed
11/10/2022
Form type
13F-HR
Num holdings
14,265
Total value ($000)
$260,466,636
Net value change ($000)
-18,313,443 (-6.6%)
New positions
156
Sold out positions
131
Turnover %
2.1%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/12/2022 Next filing: 2/9/2023 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 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)
XOM 312,278 14.5%
TSLA 260,625 29.5%
COP 201,021 17.7%
YUMC 135,325 NEW
FSLR 115,112 110.9%
CVX 109,410 6.7%
HR 109,136 NEW
BIIB 108,898 42.7%
MPC 107,026 24.5%
J 103,440 NEW
Top Reduces (Value $000, Stocks/ETFs)
DFEM -941,200 -100.0%
DFEV -924,984 -99.1%
DFIC -861,600 -100.0%
DFIS -825,808 -99.1%
DEHP -462,948 -99.1%
MSFT -452,371 -7.9%
INTC -451,380 -33.8%
DIHP -427,200 -100.0%
DISV -421,000 -100.0%
CMCSA -359,464 -24.1%
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.
4 Dimensional Ireland Ltd