13F filer · CIK 354204 ↗
Dimensional Fund Advisors LP
You are looking at Q3 2016. See the latest, Q2 2026 →
Reported value
$185.01B
+6.5% on the quarter before
Positions
3,276
84 new · 98 sold out
Top 10
9.2%
of the value
Est. gain
+$8.20B
on stocks held all quarter
Est. return
+4.9%
on those stocks since Q2 2016
Positions as of Sep 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 Q2 2016. Striped tiles are options.
Largest buys
Since Q2 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.
- Cisco~$168.3MAdded · 0.6% → 0.8%+5,304,687 shares
- AT&T~$167.5MAdded · 1.3% → 1.2%+4,125,000 shares
- Johnson Ctls Intl Plc~$154.9MNew · 0.0% → 0.1%+3,328,585 shares
- Tivo Corp~$150.4MNew · 0.0% → 0.1%+7,720,308 shares
- Firstcash Inc~$129.0MNew · 0.0% → 0.1%+2,740,528 shares
- Hope Bancorp Inc~$128.8MNew · 0.0% → 0.1%+7,417,787 shares
- Medtronic Plc~$114.5MAdded · 0.3% → 0.4%+1,325,478 shares
- Walgreens Boots Alliance Inc~$111.5MAdded · 0.1% → 0.2%+1,382,949 shares
- Ashland Global Hldgs Inc~$108.8MNew · 0.0% → 0.1%+938,514 shares
- Xl Group Ltd~$99.0MNew · 0.0% → 0.1%+2,942,507 shares
Largest sells
Since Q2 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.
- E M C Corp Mass~$356.6MSold out · 0.2% → 0.0%−13,124,960 shares
- Fairchild Semiconductor Intl~$195.4MSold out · 0.1% → 0.0%−9,842,724 shares
- Union Pac Corp~$159.2MCut · 0.4% → 0.3%−1,632,375 shares
- Polycom Inc~$112.2MSold out · 0.1% → 0.0%−9,970,048 shares
- Firstmerit Corp~$107.3MSold out · 0.1% → 0.0%−5,292,177 shares
- Ashland Inc New~$106.9MSold out · 0.1% → 0.0%−931,312 shares
- Johnson Ctls Inc~$105.8MSold out · 0.1% → 0.0%−2,390,148 shares
- Qlogic Corp~$103.8MSold out · 0.1% → 0.0%−7,039,544 shares
- Chevron Corp New~$100.5MCut · 0.8% → 0.6%−976,501 shares
- Rovi Corp~$99.9MSold out · 0.1% → 0.0%−6,387,797 shares
Holdings
As of Sep 30, 2016. Changes are in shares against Jun 30, 2016, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AT&TCOM · shares +7.9% · price −6.0% | 1.2% | $2.30B | −$135.9M | ||||||||
| Exxon Mobil CorpCOM · shares −0.8% · price −6.9% | 1.2% | $2.29B | −$169.4M | ||||||||
| AppleCOM · shares +2.6% · price +18.3% | 1.0% | $1.86B | +$280.2M | ||||||||
| Jpmorgan Chase & CoCOM · shares +2.6% · price +7.2% | 0.99% | $1.84B | +$119.5M | ||||||||
| Comcast Corp NewCLA · shares −0.4% · price +1.8% | 0.98% | $1.81B | +$31.6M | ||||||||
| IntelCOM · shares +3.4% · price +15.1% | 0.96% | $1.78B | +$226.3M | ||||||||
| CiscoCOM · shares +13% · price +10.6% | 0.77% | $1.42B | +$119.3M | ||||||||
| Pfizer IncCOM · shares −0.3% · price −3.8% | 0.74% | $1.37B | −$54.5M | ||||||||
| Chevron Corp NewCOM · shares −7.8% · price −1.8% | 0.64% | $1.19B | −$22.1M | ||||||||
| Wells Fargo & Co NewCOM · shares +1.5% · price −6.4% | 0.60% | $1.11B | −$75.3M | ||||||||
| MicrosoftCOM · shares +2.3% · price +12.6% | 0.57% | $1.06B | +$115.8M | ||||||||
| Citigroup IncCOM · shares +0.3% · price +11.4% | 0.48% | $883.1M | +$90.1M | ||||||||
| Cvs Health CorpCOM · shares +6.9% · price −7.0% | 0.48% | $882.4M | −$62.5M | ||||||||
| Simon Ppty Group Inc NewCOM · shares +0.5% · price −4.6% | 0.46% | $842.2M | −$40.0M | ||||||||
| Bp PlcADR · shares +1.8% · price −1.0% | 0.45% | $841.1M | −$8.2M | ||||||||
| General Electric CoCOM · shares −7.6% · price −5.9% | 0.44% | $813.9M | −$50.9M | ||||||||
| Bank Amer CorpCOM · shares +2.4% · price +17.9% | 0.42% | $770.6M | +$114.3M | ||||||||
| AmazonCOM · shares +7.6% · price +17.0% | 0.40% | $734.0M | +$99.1M | ||||||||
| Johnson & JohnsonCOM · shares +0.5% · price −2.6% | 0.39% | $725.0M | −$19.3M | ||||||||
| Time Warner IncCOM · shares +0.9% · price +8.3% | 0.39% | $718.3M | +$54.3M | ||||||||
| Verizon Communications IncCOM · shares −0.09% · price −6.9% | 0.37% | $677.3M | −$50.2M | ||||||||
| Medtronic PlcCLA · shares +21% · price −0.4% | 0.36% | $659.8M | −$2.3M | ||||||||
| QualcommCOM · shares +15% · price +27.9% | 0.33% | $612.7M | +$115.8M | ||||||||
| Wal-Mart Stores IncCOM · shares +14% · price −1.2% | 0.33% | $608.4M | −$6.8M | ||||||||
| Union Pac CorpCOM · shares −21% · price +11.8% | 0.32% | $598.8M | +$63.1M | ||||||||
| Total · 3,276 positions | 100% | $185.01B | +$8.20B |
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 Q2 2016 to Q3 2016: 3,192 stocks held throughout, up $8.20B (+4.9%).
- Apple+$280.2M+18%
- Intel+$226.3M+15%
- Jpmorgan Chase & Co+$119.5M+7%
- Cisco+$119.3M+11%
- Microsoft+$115.8M+13%
- Cvs Health Corp−$62.5M−7%
- Public Storage−$63.3M−13%
- Wells Fargo & Co New−$75.3M−6%
- AT&T−$135.9M−6%
- Exxon Mobil Corp−$169.4M−7%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 4 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 ↗ |