13F filer · CIK 354204 ↗
Dimensional Fund Advisors LP
You are looking at Q2 2016. See the latest, Q2 2026 →
Reported value
$173.79B
+4.0% on the quarter before
Positions
3,290
90 new · 99 sold out
Top 10
9.4%
of the value
Est. gain
+$3.28B
on stocks held all quarter
Est. return
+2.0%
on those stocks since Q1 2016
Positions as of Jun 30, 2016, from Dimensional Fund Advisors LP's 13F filing with the SEC. A 13F lists a manager's US-listed stocks and options at a quarter end and is filed up to 45 days later, so the fund may hold something else today. It leaves out short positions, cash and holdings outside the US.
Portfolio at a glance
- New
- Added
- Cut
- Same
- Options
The 24 largest positions, 15% of the reported value, each sized by its share, colored by what the fund did with it since Q1 2016. Striped tiles are options.
Largest buys
Since Q1 2016, by estimated size: the change in shares at the quarter-end price, since a 13F gives no trade prices. Percentages are the position's share of the portfolio, before and after.
- Charter Communications Inc N~$419.3MNew · 0.0% → 0.2%+1,834,045 shares
- Intel~$284.1MAdded · 0.7% → 0.9%+8,662,708 shares
- Waste Connections Inc~$209.8MNew · 0.0% → 0.1%+2,912,163 shares
- Wells Fargo & Co New~$141.4MAdded · 0.6% → 0.7%+2,987,795 shares
- Medtronic Plc~$114.4MAdded · 0.2% → 0.3%+1,318,850 shares
- Cisco~$114.0MAdded · 0.6% → 0.6%+3,972,418 shares
- Wal-Mart Stores Inc~$105.8MAdded · 0.2% → 0.3%+1,449,033 shares
- Jpmorgan Chase & Co~$95.4MAdded · 0.9% → 1.0%+1,535,953 shares
- Freeport-McMoRan~$87.0MAdded · 0.0% → 0.1%+7,812,975 shares
- Wpx Energy Inc~$81.3MAdded · 0.0% → 0.1%+8,732,353 shares
Largest sells
Since Q1 2016, by estimated size: the change in shares at the quarter-end price, since a 13F gives no trade prices. Percentages are the position's share of the portfolio, before and after.
- Time Warner Cable Inc~$713.2MSold out · 0.4% → 0.0%−3,485,491 shares
- The Adt Corporation~$218.2MSold out · 0.1% → 0.0%−5,289,299 shares
- General Electric Co~$184.9MCut · 0.7% → 0.5%−5,874,009 shares
- Waste Connections Inc~$168.3MSold out · 0.1% → 0.0%−2,605,984 shares
- Airgas Inc~$141.9MSold out · 0.1% → 0.0%−1,001,540 shares
- Activision Blizzard Inc~$112.9MCut · 0.1% → 0.1%−2,850,793 shares
- Mondelez Intl Inc~$112.5MCut · 0.3% → 0.3%−2,472,438 shares
- Heartland Pmt Sys Inc~$98.7MSold out · 0.1% → 0.0%−1,022,192 shares
- Newport Corp~$73.3MSold out · 0.0% → 0.0%−3,185,501 shares
- Pfizer Inc~$71.6MCut · 0.8% → 0.8%−2,032,667 shares
Holdings
As of Jun 30, 2016. Changes are in shares against Mar 31, 2016, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Exxon Mobil CorpCOM · shares −1.4% · price +12.1% | 1.4% | $2.48B | +$268.0M | ||||||||
| AT&TCOM · shares +0.5% · price +10.3% | 1.3% | $2.26B | +$210.2M | ||||||||
| Comcast Corp NewCLA · shares −0.09% · price +6.7% | 1.0% | $1.79B | +$112.7M | ||||||||
| Jpmorgan Chase & CoCOM · shares +6.1% · price +4.9% | 0.96% | $1.67B | +$73.7M | ||||||||
| AppleCOM · shares +0.8% · price −12.3% | 0.88% | $1.54B | −$213.5M | ||||||||
| IntelCOM · shares +23% · price +1.4% | 0.86% | $1.50B | +$16.3M | ||||||||
| Pfizer IncCOM · shares −4.8% · price +18.8% | 0.82% | $1.43B | +$226.5M | ||||||||
| Chevron Corp NewCOM · shares +0.2% · price +9.9% | 0.76% | $1.31B | +$117.9M | ||||||||
| Wells Fargo & Co NewCOM · shares +14% · price −2.1% | 0.67% | $1.17B | −$22.5M | ||||||||
| CiscoCOM · shares +11% · price +0.8% | 0.65% | $1.13B | +$7.7M | ||||||||
| General Electric CoCOM · shares −16% · price −1.0% | 0.54% | $936.1M | −$9.4M | ||||||||
| MicrosoftCOM · shares −0.4% · price −7.4% | 0.53% | $920.8M | −$73.1M | ||||||||
| Cvs Health CorpCOM · shares +2.3% · price −7.7% | 0.51% | $888.3M | −$72.6M | ||||||||
| Simon Ppty Group Inc NewCOM · shares +1.6% · price +4.4% | 0.51% | $877.7M | +$36.7M | ||||||||
| Bp PlcADR · shares +0.7% · price +17.7% | 0.48% | $834.9M | +$124.4M | ||||||||
| Citigroup IncCOM · shares +2.5% · price +1.5% | 0.45% | $790.3M | +$11.6M | ||||||||
| Johnson & JohnsonCOM · shares −0.8% · price +12.1% | 0.43% | $740.5M | +$79.9M | ||||||||
| Verizon Communications IncCOM · shares +1.7% · price +3.2% | 0.42% | $728.1M | +$22.5M | ||||||||
| Union Pac CorpCOM · shares +3.6% · price +9.7% | 0.39% | $678.1M | +$57.7M | ||||||||
| Time Warner IncCOM · shares +0.4% · price +1.4% | 0.38% | $657.4M | +$8.8M | ||||||||
| Bank Amer CorpCOM · shares −0.3% · price −1.8% | 0.37% | $638.2M | −$12.0M | ||||||||
| AmazonCOM · shares +0.1% · price +20.5% | 0.34% | $582.9M | +$99.2M | ||||||||
| Medtronic PlcCLA · shares +26% · price +15.7% | 0.32% | $547.6M | +$58.7M | ||||||||
| Procter & Gamble CoCOM · shares −0.2% · price +2.9% | 0.31% | $544.9M | +$15.1M | ||||||||
| Wal-Mart Stores IncCOM · shares +24% · price +6.6% | 0.31% | $541.7M | +$27.0M | ||||||||
| Total · 3,290 positions | 100% | $173.79B | +$3.28B |
Price is a stock's reported value over its shares at the quarter end. The estimated gain is the shares held at both quarter ends times the change in that price: shares bought or sold during the quarter add nothing, options are left out, and a stock split is read into the earlier share count and price.
What made money
From Q1 2016 to Q2 2016: 3,200 stocks held throughout, up $3.28B (+2.0%).
- Exxon Mobil Corp+$268.0M+12%
- Pfizer Inc+$226.5M+19%
- AT&T+$210.2M+10%
- Bp Plc+$124.4M+18%
- Chevron Corp New+$117.9M+10%
- Office Depot Inc−$62.5M−53%
- Cvs Health Corp−$72.6M−8%
- Microsoft−$73.1M−7%
- Valero Energy Corp New−$77.5M−20%
- Apple−$213.5M−12%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 3 splits read into the share counts.
Reported value by quarter
The total value of each quarter's 13F at that quarter end. It moves with prices as well as with buying and selling. Pick a quarter to see what the fund held then.
Every quarter's filing
| Quarter | Reported value | Filing | |
|---|---|---|---|
| Q2 2026 | Aug 11, 2026 | $551.84B+15% | SEC ↗ |
| Q1 2026 | May 7, 2026 | $481.39B+1% | SEC ↗ |
| Q4 2025 | Feb 12, 2026 | $476.72B+2% | SEC ↗ |
| Q3 2025 | Nov 12, 2025 | $466.01B+8% | SEC ↗ |
| Q2 2025 | Aug 12, 2025 | $431.92B+7% | SEC ↗ |
| Q1 2025 | May 13, 2025 | $402.31B−3% | SEC ↗ |
| Q4 2024 | Feb 13, 2025 | $416.38B+1% | SEC ↗ |
| Q3 2024 | Nov 7, 2024 | $412.28B+8% | SEC ↗ |
| Q2 2024 | Aug 9, 2024 | $382.85B+4% | SEC ↗ |
| Q1 2024 | May 10, 2024 | $369.36B+8% | SEC ↗ |
| Q4 2023 | Feb 7, 2024 | $342.47B+12% | SEC ↗ |
| Q3 2023 | Nov 9, 2023 | $304.90B−3% | SEC ↗ |
| Q2 2023 | Aug 9, 2023 | $313.77B+6% | SEC ↗ |
| Q1 2023 | May 12, 2023 | $296.87B−12% | SEC ↗ |
| Q4 2022 | Feb 9, 2023 | $338.47B+30% | SEC ↗ |
| Q3 2022 | Nov 10, 2022 | $260.47B−7% | SEC ↗ |
| Q2 2022 | Aug 12, 2022 | $278.78B−14% | SEC ↗ |
| Q1 2022 | May 13, 2022 | $324.62B−2% | SEC ↗ |
| Q4 2021 | Feb 9, 2022 | $330.75B+7% | SEC ↗ |
| Q3 2021 | Nov 12, 2021 | $310.45B−2% | SEC ↗ |
| Q2 2021 | Aug 12, 2021 | $315.84B+4% | SEC ↗ |
| Q1 2021 | May 14, 2021 | $302.34B+9% | SEC ↗ |
| Q4 2020 | Mar 8, 2021 (amended) | $276.93B+17% | SEC ↗ |
| Q3 2020 | Nov 12, 2020 | $235.82B+4% | SEC ↗ |
| Q2 2020 | Aug 13, 2020 | $227.51B+19% | SEC ↗ |
| Q1 2020 | May 14, 2020 | $191.95B−30% | SEC ↗ |
| Q4 2019 | Feb 14, 2020 | $274.39B+7% | SEC ↗ |
| Q3 2019 | Nov 12, 2019 | $257.34B−0% | SEC ↗ |
| Q2 2019 | Aug 13, 2019 | $257.55B+3% | SEC ↗ |
| Q1 2019 | Aug 12, 2019 (amended) | $251.08B+14% | SEC ↗ |
| Q4 2018 | Feb 26, 2019 (amended) | $220.75B−16% | SEC ↗ |
| Q3 2018 | Nov 13, 2018 | $262.71B+5% | SEC ↗ |
| Q2 2018 | Aug 10, 2018 | $250.84B+5% | SEC ↗ |
| Q1 2018 | May 11, 2018 | $239.94B−1% | SEC ↗ |
| Q4 2017 | Feb 12, 2018 | $241.23B+5% | SEC ↗ |
| Q3 2017 | Nov 13, 2017 | $228.83B+6% | SEC ↗ |
| Q2 2017 | Aug 11, 2017 | $216.59B+4% | SEC ↗ |
| Q1 2017 | May 12, 2017 | $209.23B+5% | SEC ↗ |
| Q4 2016 | Feb 9, 2017 | $200.21B+8% | SEC ↗ |
| Q3 2016 | Nov 10, 2016 | $185.01B+6% | SEC ↗ |
| Q2 2016 | Aug 9, 2016 | $173.79B+4% | SEC ↗ |
| Q1 2016 | May 13, 2016 | $167.06B | SEC ↗ |