13F filer · CIK 354204 ↗
Dimensional Fund Advisors LP
You are looking at Q4 2016. See the latest, Q2 2026 →
Reported value
$200.21B
+8.2% on the quarter before
Positions
3,289
107 new · 94 sold out
Top 10
9.0%
of the value
Est. gain
+$13.60B
on stocks held all quarter
Est. return
+7.6%
on those stocks since Q3 2016
Positions as of Dec 31, 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 Q3 2016. Striped tiles are options.
Largest buys
Since Q3 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.
- Wal-Mart Stores Inc~$205.3MAdded · 0.3% → 0.4%+2,969,581 shares
- Envision Healthcare Corp~$179.5MNew · 0.0% → 0.1%+2,835,274 shares
- Alibaba~$171.1MNew · 0.0% → 0.1%+1,948,659 shares
- Bank Amer Corp~$140.1MAdded · 0.4% → 0.6%+6,341,237 shares
- Oasis Pete Inc New~$133.5MAdded · 0.1% → 0.1%+8,816,593 shares
- Abbott Labs~$118.4MAdded · 0.1% → 0.1%+3,082,971 shares
- AT&T~$117.8MAdded · 1.2% → 1.3%+2,770,539 shares
- Ishares Inc~$110.4MNew · 0.0% → 0.1%+3,760,460 shares
- Danaher Corp Del~$88.9MAdded · 0.1% → 0.2%+1,142,168 shares
- Arconic Inc~$80.5MNew · 0.0% → 0.0%+4,343,716 shares
Largest sells
Since Q3 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.
- General Electric Co~$226.6MCut · 0.4% → 0.3%−7,169,428 shares
- Amsurg Corp~$182.9MSold out · 0.1% → 0.0%−2,728,434 shares
- Ingram Micro Inc~$161.7MSold out · 0.1% → 0.0%−4,535,402 shares
- Union Pac Corp~$155.8MCut · 0.3% → 0.2%−1,502,309 shares
- Lexmark Intl Inc~$142.8MSold out · 0.1% → 0.0%−3,574,930 shares
- Alcoa~$134.4MSold out · 0.1% → 0.0%−13,259,956 shares
- Chevron Corp New~$130.5MCut · 0.6% → 0.6%−1,108,532 shares
- Ishares~$118.1MSold out · 0.1% → 0.0%−7,520,920 shares
- Waste Connections Inc~$94.4MCut · 0.1% → 0.0%−1,200,460 shares
- Eog Res Inc~$73.3MCut · 0.2% → 0.1%−725,487 shares
Holdings
As of Dec 31, 2016. Changes are in shares against Sep 30, 2016, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AT&TCOM · shares +4.9% · price +4.7% | 1.3% | $2.52B | +$108.5M | ||||||||
| Jpmorgan Chase & CoCOM · shares +1.2% · price +29.6% | 1.2% | $2.41B | +$543.2M | ||||||||
| Exxon Mobil CorpCOM · shares −1.5% · price +3.4% | 1.2% | $2.33B | +$77.3M | ||||||||
| AppleCOM · shares +0.3% · price +2.5% | 0.96% | $1.91B | +$45.9M | ||||||||
| Comcast Corp NewCLA · shares −3.0% · price +4.1% | 0.91% | $1.83B | +$72.1M | ||||||||
| IntelCOM · shares +2.2% · price −3.9% | 0.87% | $1.75B | −$69.6M | ||||||||
| CiscoCOM · shares +5.9% · price −4.7% | 0.71% | $1.43B | −$66.8M | ||||||||
| Wells Fargo & Co NewCOM · shares −4.9% · price +24.5% | 0.66% | $1.31B | +$258.2M | ||||||||
| Pfizer IncCOM · shares −1.3% · price −4.1% | 0.65% | $1.30B | −$55.5M | ||||||||
| Chevron Corp NewCOM · shares −9.6% · price +14.4% | 0.61% | $1.23B | +$154.7M | ||||||||
| Bank Amer CorpCOM · shares +13% · price +41.2% | 0.61% | $1.23B | +$317.8M | ||||||||
| MicrosoftCOM · shares +2.0% · price +7.9% | 0.58% | $1.17B | +$83.7M | ||||||||
| Citigroup IncCOM · shares +1.4% · price +25.9% | 0.56% | $1.13B | +$228.3M | ||||||||
| Bp PlcADR · shares −1.7% · price +6.3% | 0.44% | $878.9M | +$52.2M | ||||||||
| Time Warner IncCOM · shares −2.4% · price +21.3% | 0.42% | $850.0M | +$149.0M | ||||||||
| Wal-Mart Stores IncCOM · shares +35% · price −4.1% | 0.39% | $788.5M | −$25.2M | ||||||||
| Cvs Health CorpCOM · shares −0.6% · price −11.3% | 0.39% | $778.1M | −$99.4M | ||||||||
| Simon Ppty Group Inc NewCOM · shares +2.5% · price −14.2% | 0.37% | $741.0M | −$119.4M | ||||||||
| Johnson & JohnsonCOM · shares +4.6% · price −2.5% | 0.37% | $739.4M | −$17.9M | ||||||||
| AmazonCOM · shares +4.9% · price −10.4% | 0.34% | $689.8M | −$76.5M | ||||||||
| Verizon Communications IncCOM · shares −7.6% · price +2.7% | 0.32% | $642.6M | +$16.9M | ||||||||
| General Electric CoCOM · shares −26% · price +6.7% | 0.32% | $641.8M | +$40.3M | ||||||||
| Charter Communications Inc NCLA · shares −0.7% · price +6.7% | 0.29% | $589.2M | +$36.8M | ||||||||
| QualcommCOM · shares +0.7% · price −4.8% | 0.29% | $587.1M | −$29.4M | ||||||||
| Medtronic PlcCLA · shares +4.3% · price −17.5% | 0.28% | $567.5M | −$115.8M | ||||||||
| Total · 3,289 positions | 100% | $200.21B | +$13.60B |
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 Q3 2016 to Q4 2016: 3,182 stocks held throughout, up $13.60B (+7.6%).
- Jpmorgan Chase & Co+$543.2M+30%
- Bank Amer Corp+$317.8M+41%
- Wells Fargo & Co New+$258.2M+24%
- Citigroup Inc+$228.3M+26%
- Goldman Sachs+$183.9M+48%
- Intel−$69.6M−4%
- Amazon−$76.5M−10%
- Cvs Health Corp−$99.4M−11%
- Medtronic Plc−$115.8M−18%
- Simon Ppty Group Inc New−$119.4M−14%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 5 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 ↗ |