Basic Stats
| Portfolio Value | $ 986,425,233 |
| Current Positions | 278 |
Latest Holdings, Performance, AUM (from 13F, 13D)
DFA INVESTMENT DIMENSIONS GROUP INC - DFA Commodity Strategy Portfolio Shares has disclosed 278 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 986,425,233 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). DFA INVESTMENT DIMENSIONS GROUP INC - DFA Commodity Strategy Portfolio Shares’s top holdings are Inter-American Development Bank (XX:US4581X0EG91) , American Express Co (US:US025816DD86) , U.S. Treasury Floating Rate Notes (US:US91282CJD48) , International Bank for Reconstruction & Development (XX:US459058JF11) , and Charles Schwab Corp/The (US:US808513BQ70) . DFA INVESTMENT DIMENSIONS GROUP INC - DFA Commodity Strategy Portfolio Shares’s new positions include Inter-American Development Bank (XX:US4581X0EG91) , American Express Co (US:US025816DD86) , U.S. Treasury Floating Rate Notes (US:US91282CJD48) , International Bank for Reconstruction & Development (XX:US459058JF11) , and Charles Schwab Corp/The (US:US808513BQ70) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 64.26 | 6.1250 | 6.1250 | ||
| 33.31 | 3.1746 | 3.1746 | ||
| 30.97 | 2.9524 | 2.9524 | ||
| 22.01 | 2.0979 | 2.0979 | ||
| 19.97 | 1.9037 | 1.9037 | ||
| 19.68 | 1.8760 | 1.8760 | ||
| 19.35 | 1.8441 | 1.8441 | ||
| 16.96 | 1.6163 | 1.6163 | ||
| 16.01 | 1.5256 | 1.5256 | ||
| 15.55 | 1.4821 | 1.4821 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 8.00 | 0.7628 | -11.2568 | ||
| 24.28 | 2.3141 | -9.4342 | ||
| 13.00 | 1.2393 | -0.4506 | ||
| -4.37 | -0.4166 | -0.4166 | ||
| -2.01 | -0.1916 | -0.1916 | ||
| -1.88 | -0.1791 | -0.1791 | ||
| -1.88 | -0.1789 | -0.1789 | ||
| -1.77 | -0.1686 | -0.1686 | ||
| 0.94 | 0.0895 | -0.1679 | ||
| 0.01 | 0.13 | 0.0124 | -0.1570 |
13F and Fund Filings
This form was filed on 2025-06-26 for the reporting period 2025-04-30. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| U.S. Treasury Bills / DBT (US912797MG92) | 64.26 | 6.1250 | 6.1250 | ||||||
| U.S. Treasury Bills / DBT (US912797NA14) | 33.31 | 3.1746 | 3.1746 | ||||||
| U.S. Treasury Bills / DBT (US912797NE36) | 30.97 | 2.9524 | 2.9524 | ||||||
| U.S. Treasury Floating Rate Notes / DBT (US91282CJU62) | 24.28 | -80.62 | 2.3141 | -9.4342 | |||||
| US4581X0EG91 / Inter-American Development Bank | 22.01 | 2.0979 | 2.0979 | ||||||
| D05 / DBS Group Holdings Ltd | 19.97 | 1.9037 | 1.9037 | ||||||
| U.S. Treasury Bills / DBT (US912797PX98) | 19.68 | 1.8760 | 1.8760 | ||||||
| ANZ / ANZ Group Holdings Limited | 19.35 | 1.8441 | 1.8441 | ||||||
| NAB / National Australia Bank Limited | 16.96 | 1.6163 | 1.6163 | ||||||
| International Bank for Reconstruction & Development / DBT (US459058LH49) | 16.01 | 1.5256 | 1.5256 | ||||||
| WBCPM / Westpac Banking Corporation - Preferred Stock | 15.55 | 1.4821 | 1.4821 | ||||||
| Chevron USA, Inc. / DBT (US166756BC91) | 14.19 | 1.3522 | 1.3522 | ||||||
| U.S. Treasury Floating Rate Notes / DBT (US91282CKM28) | 13.00 | -27.83 | 1.2393 | -0.4506 | |||||
| P1SA34 / Public Storage - Depositary Receipt (Common Stock) | 10.04 | -1.07 | 0.9572 | 0.0050 | |||||
| European Bank for Reconstruction & Development / DBT (US29875BAK26) | 10.01 | 0.9539 | 0.9539 | ||||||
| US025816DD86 / American Express Co | 8.89 | -0.09 | 0.8478 | 0.0127 | |||||
| US91282CJD48 / U.S. Treasury Floating Rate Notes | 8.00 | -93.76 | 0.7628 | -11.2568 | |||||
| E1MR34 / Emerson Electric Co. - Depositary Receipt (Common Stock) | 7.97 | 0.7593 | 0.7593 | ||||||
| US89233FHN15 / Toyota Motor Credit Corporation | 7.90 | -0.20 | 0.7530 | 0.0104 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 7.80 | -0.32 | 0.7438 | 0.0095 | |||||
| National Grid North America, Inc. / STIV (US63627AS824) | 7.74 | 0.7379 | 0.7379 | ||||||
| E1TR34 / Entergy Corporation - Depositary Receipt (Common Stock) | 7.74 | 0.7379 | 0.7379 | ||||||
| CNIC34 / Canadian National Railway Company - Depositary Receipt (Common Stock) | 7.72 | 0.7361 | 0.7361 | ||||||
| Consolidated Edison Co. of New York, Inc. / DBT (US209111GL10) | 7.58 | 0.7223 | 0.7223 | ||||||
| EIDP, Inc. / STIV (US28249KSL25) | 7.48 | 0.7130 | 0.7130 | ||||||
| Mizuho Bank Ltd. / STIV (US60689FT329) | 7.47 | 0.7119 | 0.7119 | ||||||
| NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) | 7.46 | 0.7109 | 0.7109 | ||||||
| US05353BZ185 / Avangrid Inc | 7.45 | 0.7104 | 0.7104 | ||||||
| INWI / Inwido AB (publ) | 7.45 | 0.7098 | 0.7098 | ||||||
| Lloyds Bank PLC / STIV (US53943RU728) | 7.44 | 1.10 | 0.7090 | 0.0188 | |||||
| US459058JF11 / International Bank for Reconstruction & Development | 7.39 | 0.7046 | 0.7046 | ||||||
| ACA / Crédit Agricole S.A. | 7.26 | -0.26 | 0.6915 | 0.0092 | |||||
| US808513BQ70 / Charles Schwab Corp/The | 7.19 | -0.04 | 0.6857 | 0.0106 | |||||
| US30161MAS26 / Exelon Generation Co LLC | 7.19 | 0.34 | 0.6849 | 0.0132 | |||||
| US65535HAR03 / Nomura Holdings Inc | 7.07 | 551.29 | 0.6742 | 0.5723 | |||||
| MOSD / The Mosaic Company - Depositary Receipt (Common Stock) | 6.99 | 0.6659 | 0.6659 | ||||||
| John Deere Capital Corp. / DBT (US24422EYA18) | 6.99 | 0.6658 | 0.6658 | ||||||
| US63906EB929 / NatWest Markets PLC | 6.98 | 0.6657 | 0.6657 | ||||||
| US7562E0EU66 / Reckitt Benckiser Treasury Services plc | 6.98 | 0.6656 | 0.6656 | ||||||
| LSEGA Financing PLC / STIV (US50221FSK11) | 6.98 | 0.6656 | 0.6656 | ||||||
| BAS / BASF SE | 6.96 | 0.6634 | 0.6634 | ||||||
| US36962GW752 / General Electric Co. Floating Rate Bond Due 5/5/2026 | 6.70 | -0.49 | 0.6388 | 0.0071 | |||||
| MG / Magna International Inc. | 6.60 | 0.6286 | 0.6286 | ||||||
| CA14913LAA85 / CATERP FIN S LTD | 6.52 | -0.21 | 0.6217 | 0.0085 | |||||
| TotalEnergies Capital SA / STIV (US89152ES585) | 6.50 | 0.6192 | 0.6192 | ||||||
| CBAPJ / Commonwealth Bank of Australia - Preferred Security | 6.49 | 0.6189 | 0.6189 | ||||||
| 081437AG0 / Bemis Inc Notes 5.65% 08/01/14 | 6.48 | 0.6180 | 0.6180 | ||||||
| NTR / Nutrien Ltd. | 6.48 | 0.6179 | 0.6179 | ||||||
| US87165BAS25 / Synchrony Financial | 6.32 | -0.02 | 0.6023 | 0.0094 | |||||
| US25215DAP42 / Dexia Credit Local SA/New York NY | 6.29 | 0.5992 | 0.5992 | ||||||
| US49327M3E23 / KeyBank NA/Cleveland OH | 6.24 | 0.5946 | 0.5946 | ||||||
| CBT / Cabot Corporation | 6.00 | 0.5719 | 0.5719 | ||||||
| P1HC34 / Parker-Hannifin Corporation - Depositary Receipt (Common Stock) | 6.00 | 0.5715 | 0.5715 | ||||||
| US94988J6G76 / Wells Fargo Bank NA | 5.96 | 0.5684 | 0.5684 | ||||||
| HON / Honeywell International Inc. - Depositary Receipt (Common Stock) | 5.96 | 0.5676 | 0.5676 | ||||||
| US04517PBK75 / Asian Development Bank | 5.91 | 0.5637 | 0.5637 | ||||||
| E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) | 5.75 | 0.5477 | 0.5477 | ||||||
| Cooperatieve Rabobank UA / DBT (US21688ABL52) | 5.66 | 0.5395 | 0.5395 | ||||||
| US65473PAK12 / NiSource Inc | 5.64 | 0.5376 | 0.5376 | ||||||
| US858119BL37 / Steel Dynamics Inc | 5.49 | 0.5237 | 0.5237 | ||||||
| Enel Finance America LLC / STIV (US29279GT640) | 5.47 | 0.5217 | 0.5217 | ||||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 5.45 | 0.5195 | 0.5195 | ||||||
| US48125LRV61 / JPMorgan Chase Bank NA | 5.28 | 0.5030 | 0.5030 | ||||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 5.25 | 0.5003 | 0.5003 | ||||||
| J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) | 5.25 | 0.5003 | 0.5003 | ||||||
| CRH America Finance, Inc. / STIV (US12636CT912) | 5.22 | 0.4978 | 0.4978 | ||||||
| MA / Mastercard Incorporated - Depositary Receipt (Common Stock) | 5.09 | 0.4850 | 0.4850 | ||||||
| US86959LAN38 / Svenska Handelsbanken AB | 5.03 | 0.4795 | 0.4795 | ||||||
| US55608PBS20 / Macquarie Bank Ltd. | 5.02 | 0.4786 | 0.4786 | ||||||
| C1AG34 / Conagra Brands, Inc. - Depositary Receipt (Common Stock) | 4.99 | 0.4760 | 0.4760 | ||||||
| M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) | 4.99 | 0.4753 | 0.4753 | ||||||
| Intesa Sanpaolo Funding LLC / STIV (US4611K0TD99) | 4.97 | 1.18 | 0.4738 | 0.0130 | |||||
| Aon Corp. / STIV (US03739NU902) | 4.96 | 0.4723 | 0.4723 | ||||||
| US126650CL25 / CVS Health Corp | 4.89 | 0.14 | 0.4658 | 0.0080 | |||||
| Daimler Truck Finance North America LLC / DBT (US233853BB50) | 4.80 | -0.62 | 0.4579 | 0.0045 | |||||
| S1WK34 / Stanley Black & Decker, Inc. - Depositary Receipt (Common Stock) | 4.72 | 0.4495 | 0.4495 | ||||||
| US42217KBF21 / Welltower Inc | 4.62 | 131.78 | 0.4408 | 0.2536 | |||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 4.39 | 0.4182 | 0.4182 | ||||||
| C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) | 4.22 | 0.4022 | 0.4022 | ||||||
| US00774MAN56 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.01 | 62.05 | 0.3822 | 0.1501 | |||||
| ANZ / ANZ Group Holdings Limited | 4.01 | 0.3822 | 0.3822 | ||||||
| US56585ABH41 / Marathon Petroleum Corp | 4.00 | 0.03 | 0.3813 | 0.0061 | |||||
| US0255E2S500 / American Electric Power Company, Inc. | 4.00 | 0.3810 | 0.3810 | ||||||
| US548661EK91 / Lowe's Cos., Inc. | 4.00 | 0.3810 | 0.3810 | ||||||
| Boston Properties LP / STIV (US10113BSE91) | 3.99 | 0.3806 | 0.3806 | ||||||
| ERP Operating LP / STIV (US26885TSM44) | 3.99 | 0.3802 | 0.3802 | ||||||
| A1PH34 / Amphenol Corporation - Depositary Receipt (Common Stock) | 3.99 | 0.3799 | 0.3799 | ||||||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | 3.99 | 0.3799 | 0.3799 | ||||||
| T / TELUS Corporation | 3.97 | 0.3788 | 0.3788 | ||||||
| US693656AC47 / PVH Corp | 3.80 | 0.3624 | 0.3624 | ||||||
| Mercedes-Benz Finance North America LLC / DBT (US58769JAN72) | 3.80 | -0.24 | 0.3623 | 0.0049 | |||||
| US260543BC66 / Dow Chemical Co 8.850% Debentures 09/15/21 | 3.72 | 0.3547 | 0.3547 | ||||||
| US61690U7U83 / CORP. NOTE | 3.62 | 0.3455 | 0.3455 | ||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 3.61 | -0.44 | 0.3442 | 0.0039 | |||||
| BAT International Finance PLC / STIV (US05531MS584) | 3.50 | 0.3334 | 0.3334 | ||||||
| Enbridge U.S., Inc. / STIV (US29251USN99) | 3.49 | 0.3327 | 0.3327 | ||||||
| Cargill, Inc. / DBT (US141781CC68) | 3.49 | 0.3326 | 0.3326 | ||||||
| US40434LAA35 / HP Inc | 3.41 | 0.3247 | 0.3247 | ||||||
| CBAPJ / Commonwealth Bank of Australia - Preferred Security | 3.40 | 0.3239 | 0.3239 | ||||||
| B1DX34 / Becton, Dickinson and Company - Depositary Receipt (Common Stock) | 3.40 | 0.3237 | 0.3237 | ||||||
| GlaxoSmithKline Capital PLC / DBT (US377373AN53) | 3.35 | 0.3189 | 0.3189 | ||||||
| US58013MEU45 / McDonald's Corp | 3.26 | 180.00 | 0.3110 | 0.2017 | |||||
| US12621EAK91 / CNO Financial Group Inc | 3.20 | -0.03 | 0.3050 | 0.0047 | |||||
| US369550BG20 / General Dynamics Corp | 3.10 | 0.2953 | 0.2953 | ||||||
| US670346AX38 / NUCOR CORP REGD 3.95000000 | 3.10 | 0.13 | 0.2952 | 0.0050 | |||||
| US713448FP87 / PepsiCo, Inc. | 3.02 | 0.00 | 0.2883 | 0.0045 | |||||
| US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd | 3.00 | 0.2864 | 0.2864 | ||||||
| CNQ / Canadian Natural Resources Limited | 3.00 | 0.2857 | 0.2857 | ||||||
| US37046US851 / General Motors Financial Co Inc | 2.99 | 0.2846 | 0.2846 | ||||||
| Aon Corp. / STIV (US03739NT508) | 2.99 | 0.2846 | 0.2846 | ||||||
| National Securities Clearing Corp. / STIV (US63763PTG45) | 2.98 | 0.2843 | 0.2843 | ||||||
| Telstra Group Ltd. / STIV (US8796VQTT00) | 2.98 | 0.2839 | 0.2839 | ||||||
| Telstra Group Ltd. / STIV (US8796VQU356) | 2.98 | 0.2836 | 0.2836 | ||||||
| US89115A2T89 / Toronto-Dominion Bank/The | 2.92 | 0.2779 | 0.2779 | ||||||
| VW Credit, Inc. / STIV (US91842JS594) | 2.75 | 0.2620 | 0.2620 | ||||||
| VW Credit, Inc. / STIV (US91842JT253) | 2.74 | 0.2610 | 0.2610 | ||||||
| US37046US851 / General Motors Financial Co Inc | 2.72 | 1.15 | 0.2597 | 0.0070 | |||||
| US98978VAU70 / Zoetis Inc | 2.51 | 0.2392 | 0.2392 | ||||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 2.51 | 0.2389 | 0.2389 | ||||||
| John Deere Capital Corp. / DBT (US24422EXL81) | 2.50 | -0.24 | 0.2383 | 0.0033 | |||||
| US96949LAB18 / Williams Companies Inc | 2.49 | 0.2375 | 0.2375 | ||||||
| B1DX34 / Becton, Dickinson and Company - Depositary Receipt (Common Stock) | 2.49 | 0.2374 | 0.2374 | ||||||
| US744573AP19 / Public Service Enterprise Group Inc | 2.27 | 0.2168 | 0.2168 | ||||||
| US458140AS90 / Intel Corp | 2.24 | 0.2131 | 0.2131 | ||||||
| US89788MAA09 / Truist Financial Corp | 2.21 | 0.2111 | 0.2111 | ||||||
| US13607LWU33 / Canadian Imperial Bank of Commerce | 2.21 | -0.36 | 0.2110 | 0.0026 | |||||
| US06368LNU60 / BANK OF MONTREAL QUE FRN SOFR+133 06/05/2026 | 2.12 | -0.28 | 0.2016 | 0.0026 | |||||
| Boston Properties LP / STIV (US10113BST60) | 2.09 | 0.1995 | 0.1995 | ||||||
| US06368LWV43 / Bank of Montreal | 2.00 | -0.30 | 0.1909 | 0.0025 | |||||
| US637639AJ49 / National Securities Clearing Corp | 2.00 | 0.1907 | 0.1907 | ||||||
| P1HC34 / Parker-Hannifin Corporation - Depositary Receipt (Common Stock) | 2.00 | 0.1905 | 0.1905 | ||||||
| US260543BC66 / Dow Chemical Co 8.850% Debentures 09/15/21 | 2.00 | 0.1905 | 0.1905 | ||||||
| NRUC / National Rural Utilities Cooperative Finance Corporation - Corporate Bond/Note | 2.00 | 0.1904 | 0.1904 | ||||||
| BMW U.S. Capital LLC / DBT (US05565ECL74) | 2.00 | -0.35 | 0.1903 | 0.0024 | |||||
| MUFG Bank Ltd. / STIV (US62479LSF30) | 2.00 | 1.11 | 0.1903 | 0.0051 | |||||
| US29251USL34 / Enbridge US, Inc. | 1.99 | 0.1901 | 0.1901 | ||||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 1.99 | 0.1901 | 0.1901 | ||||||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | 1.99 | 0.1901 | 0.1901 | ||||||
| CRH America Finance, Inc. / STIV (US12636CSU52) | 1.99 | 0.1899 | 0.1899 | ||||||
| P1HC34 / Parker-Hannifin Corporation - Depositary Receipt (Common Stock) | 1.99 | 0.1897 | 0.1897 | ||||||
| S1WK34 / Stanley Black & Decker, Inc. - Depositary Receipt (Common Stock) | 1.99 | 0.1893 | 0.1893 | ||||||
| US25179MAV54 / Devon Energy Corp Bond | 1.98 | 0.1887 | 0.1887 | ||||||
| Glencore Funding LLC / DBT (USU37818AW82) | 1.98 | 0.1885 | 0.1885 | ||||||
| US68389XBC83 / Oracle Corp | 1.93 | 123.15 | 0.1838 | 0.1326 | |||||
| US446150AM64 / Huntington Bancshares Inc. | 1.90 | 0.1815 | 0.1815 | ||||||
| US716973AA02 / Pfizer Investment Enterprises Pte Ltd | 1.90 | 0.1811 | 0.1811 | ||||||
| US02209SBH58 / Altria Group Inc | 1.80 | 0.56 | 0.1715 | 0.0037 | |||||
| US04010LAY92 / ARES CAPITAL CORP | 1.79 | 261.69 | 0.1710 | 0.1244 | |||||
| US86563VBL27 / Sumitomo Mitsui Trust Bank Ltd | 1.76 | -0.28 | 0.1679 | 0.0021 | |||||
| US526057BV57 / Lennar Corp | 1.75 | 0.1668 | 0.1668 | ||||||
| US260543BC66 / Dow Chemical Co 8.850% Debentures 09/15/21 | 1.74 | 0.1658 | 0.1658 | ||||||
| US02665WES61 / American Honda Finance Corp. | 1.73 | -0.06 | 0.1651 | 0.0025 | |||||
| US00774MAG06 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.72 | 0.1640 | 0.1640 | ||||||
| Volkswagen Group of America Finance LLC / DBT (US928668CD24) | 1.70 | -0.12 | 0.1620 | 0.0024 | |||||
| US30161NAN12 / Exelon Corp | 1.70 | 0.1618 | 0.1618 | ||||||
| US72650RBJ05 / Plains All American Pipeline LP / PAA Finance Corp | 1.70 | 0.1618 | 0.1618 | ||||||
| M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) | 1.64 | 0.1567 | 0.1567 | ||||||
| US761713BG06 / Reynolds American Inc | 1.62 | 0.06 | 0.1546 | 0.0025 | |||||
| US37046US851 / General Motors Financial Co Inc | 1.59 | -1.80 | 0.1511 | -0.0003 | |||||
| US42225UAJ34 / Healthcare Realty Holdings LP | 1.57 | 828.99 | 0.1496 | 0.1337 | |||||
| US0255E2S682 / American Electric Power Company, Inc. | 1.50 | 0.1429 | 0.1429 | ||||||
| C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) | 1.50 | 0.1426 | 0.1426 | ||||||
| US29278NAP87 / ENERGY TRANSFER OPERATNG COMPANY GUAR 05/25 2.9 | 1.48 | 15.67 | 0.1415 | 0.0211 | |||||
| US87165BAG86 / Synchrony Financial | 1.40 | 0.00 | 0.1332 | 0.0022 | |||||
| US91159HHZ64 / US Bancorp | 1.36 | 0.1301 | 0.1301 | ||||||
| US89236TKV60 / Toyota Motor Credit Corp | 1.30 | -0.31 | 0.1243 | 0.0016 | |||||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | 1.24 | 0.1183 | 0.1183 | ||||||
| HON / Honeywell International Inc. - Depositary Receipt (Common Stock) | 1.23 | 0.1176 | 0.1176 | ||||||
| US286181AD43 / Element Fleet Management Corp | 1.16 | 0.1106 | 0.1106 | ||||||
| US23311VAG23 / DCP Midstream Operating LP | 1.12 | -0.09 | 0.1064 | 0.0015 | |||||
| US13607H6M92 / Canadian Imperial Bank of Commerce | 1.10 | 0.1046 | 0.1046 | ||||||
| US471048CJ53 / Japan Bank for International Cooperation | 1.09 | 0.93 | 0.1040 | 0.0026 | |||||
| US25215DAP42 / Dexia Credit Local SA/New York NY | 1.06 | 0.1006 | 0.1006 | ||||||
| US06418GAB32 / Bank of Nova Scotia/The | 1.00 | -0.20 | 0.0954 | 0.0013 | |||||
| US69047QAA04 / Ovintiv Inc | 1.00 | 0.0953 | 0.0953 | ||||||
| CBAPJ / Commonwealth Bank of Australia - Preferred Security | 1.00 | 0.0953 | 0.0953 | ||||||
| US46625HMN79 / Jpmorgan Chase & Bond | 1.00 | 0.0952 | 0.0952 | ||||||
| MUFG Bank Ltd. / STIV (US62479LSG13) | 1.00 | 1.11 | 0.0951 | 0.0025 | |||||
| US025816CY33 / American Express Co. | 1.00 | 0.0951 | 0.0951 | ||||||
| US40434PSK39 / HSBC USA, Inc. | 1.00 | 1.12 | 0.0951 | 0.0026 | |||||
| S1HW34 / The Sherwin-Williams Company - Depositary Receipt (Common Stock) | 0.99 | 0.0948 | 0.0948 | ||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.99 | 0.0948 | 0.0948 | ||||||
| S1WK34 / Stanley Black & Decker, Inc. - Depositary Receipt (Common Stock) | 0.99 | 0.0946 | 0.0946 | ||||||
| BAT International Finance PLC / STIV (US05531MVR68) | 0.98 | 0.0939 | 0.0939 | ||||||
| US412822AD08 / Harley-Davidson, Inc. | 0.98 | 0.0938 | 0.0938 | ||||||
| T / TELUS Corporation | 0.98 | 0.0937 | 0.0937 | ||||||
| US830505AY91 / Skandinaviska Enskilda Banken AB | 0.98 | 0.0935 | 0.0935 | ||||||
| US03027XAG51 / American Tower Corp | 0.94 | -72.24 | 0.0895 | -0.1679 | |||||
| US65339KCG31 / NextEra Energy Capital Holdings Inc | 0.90 | 0.0857 | 0.0857 | ||||||
| US80282KBB17 / Santander Holdings USA Inc | 0.87 | 0.35 | 0.0828 | 0.0016 | |||||
| A1PH34 / Amphenol Corporation - Depositary Receipt (Common Stock) | 0.85 | 0.0809 | 0.0809 | ||||||
| US256746AG33 / Dollar Tree, Inc. | 0.85 | 0.12 | 0.0807 | 0.0014 | |||||
| US86562MCU27 / Sumitomo Mitsui Financial Group Inc | 0.84 | 0.0796 | 0.0796 | ||||||
| US89114QCH92 / Toronto-Dominion Bank/The | 0.81 | 0.75 | 0.0769 | 0.0018 | |||||
| US913017DD80 / United Technologies Corp | 0.80 | 0.0761 | 0.0761 | ||||||
| Boston Properties LP / STIV (US10113BS587) | 0.75 | 0.0714 | 0.0714 | ||||||
| LSEGA Financing PLC / STIV (US50221FS622) | 0.75 | 0.0714 | 0.0714 | ||||||
| T / TELUS Corporation | 0.74 | 1.23 | 0.0708 | 0.0019 | |||||
| US655844AW86 / Norfolk Southern Corp 5.59% Notes 05/17/25 | 0.70 | 0.0668 | 0.0668 | ||||||
| Future / DCO (000000000) | 0.69 | 0.0653 | 0.0653 | ||||||
| US824348BR69 / Sherwin-Williams Co/The | 0.68 | 0.0647 | 0.0647 | ||||||
| US808513AX31 / The Charles Schw Bond | 0.64 | 0.0610 | 0.0610 | ||||||
| US33938EAU10 / Flex Ltd | 0.60 | 0.00 | 0.0572 | 0.0009 | |||||
| US69353REQ74 / PNC BANK NA SR UNSECURED 06/25 3.25 | 0.60 | 0.0571 | 0.0571 | ||||||
| USG08820CH69 / BAT International Finance PLC | 0.58 | 0.35 | 0.0552 | 0.0010 | |||||
| US863667BA85 / Stryker Corp | 0.58 | 0.0551 | 0.0551 | ||||||
| US49456BAF85 / Kinder Morgan Inc/DE | 0.55 | 180.51 | 0.0522 | 0.0338 | |||||
| Glencore Funding LLC / DBT (US378272BW77) | 0.52 | 0.19 | 0.0495 | 0.0008 | |||||
| US06418GAC15 / BANK OF NOVA SCOTIA REGD 5.45000000 | 0.51 | -0.20 | 0.0484 | 0.0007 | |||||
| US26244HS613 / DUKE ENERGY CORP | 0.50 | 0.0476 | 0.0476 | ||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.50 | 0.0474 | 0.0474 | ||||||
| US136385AZ48 / Canadian Natural Resources Ltd | 0.50 | 0.0474 | 0.0474 | ||||||
| US87974PTG80 / SHORT TERMS | 0.50 | 0.0474 | 0.0474 | ||||||
| US7562E0EU66 / Reckitt Benckiser Treasury Services plc | 0.50 | 0.0473 | 0.0473 | ||||||
| US25215DAP42 / Dexia Credit Local SA/New York NY | 0.50 | 0.0473 | 0.0473 | ||||||
| HON / Honeywell International Inc. - Depositary Receipt (Common Stock) | 0.49 | 0.0470 | 0.0470 | ||||||
| US25215DAP42 / Dexia Credit Local SA/New York NY | 0.44 | -0.45 | 0.0419 | 0.0005 | |||||
| US233331BG16 / DTE Energy Co | 0.44 | 0.0418 | 0.0418 | ||||||
| US78081BAH69 / Royalty Pharma PLC | 0.41 | 0.0393 | 0.0393 | ||||||
| US00287YAQ26 / AbbVie Inc | 0.41 | 86.76 | 0.0391 | 0.0185 | |||||
| US609207AU94 / Mondelez International Inc | 0.40 | 0.0381 | 0.0381 | ||||||
| US747525AF05 / QUALCOMM Inc | 0.32 | 0.00 | 0.0308 | 0.0006 | |||||
| US718172CN75 / Philip Morris International, Inc. | 0.30 | 1.01 | 0.0286 | 0.0007 | |||||
| US00928QAT85 / Aircastle Ltd | 0.26 | 0.0247 | 0.0247 | ||||||
| US42218SAD09 / Health Care Service Corp A Mutual Legal Reserve Co | 0.25 | 0.0241 | 0.0241 | ||||||
| US907818ES36 / Union Pacific Corp. | 0.25 | 0.0238 | 0.0238 | ||||||
| US58769JAJ60 / Mercedes-Benz Finance North America LLC | 0.24 | 0.0229 | 0.0229 | ||||||
| US92556VAB27 / CORP. NOTE | 0.20 | 0.0189 | 0.0189 | ||||||
| US29364GAM50 / ENTERGY CORP NEW 0.9% 09/15/2025 | 0.20 | 0.0188 | 0.0188 | ||||||
| US867914BS12 / Truist Financial Corp | 0.20 | 0.0186 | 0.0186 | ||||||
| US438516CB04 / HONEYWELL INTL INC 1.35% 06/01/2025 | 0.19 | 0.0177 | 0.0177 | ||||||
| Future / DCO (000000000) | 0.17 | 0.0164 | 0.0164 | ||||||
| DFA Short Term Investment Fund / STIV (000000000) | 0.16 | 0.16 | 0.0155 | 0.0155 | |||||
| US06051GFS30 / Bank of America Corp | 0.16 | 0.0152 | 0.0152 | ||||||
| Future / DCO (000000000) | 0.16 | 0.0149 | 0.0149 | ||||||
| US23320U4058 / The DFA Investment Trust Company | 0.01 | -92.78 | 0.13 | -92.80 | 0.0124 | -0.1570 | |||
| Future / DCO (000000000) | 0.12 | 0.0118 | 0.0118 | ||||||
| Future / DCO (000000000) | 0.11 | 0.0104 | 0.0104 | ||||||
| Future / DCO (000000000) | 0.08 | 0.0075 | 0.0075 | ||||||
| Future / DCO (000000000) | 0.05 | 0.0052 | 0.0052 | ||||||
| Future / DCO (000000000) | 0.03 | 0.0025 | 0.0025 | ||||||
| Future / DCO (000000000) | 0.02 | 0.0024 | 0.0024 | ||||||
| Future / DCO (000000000) | 0.02 | 0.0019 | 0.0019 | ||||||
| Future / DCO (000000000) | 0.02 | 0.0018 | 0.0018 | ||||||
| Future / DCO (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| Future / DCO (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| Future / DCO (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| Future / DCO (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| Future / DCO (000000000) | -0.02 | -0.0020 | -0.0020 | ||||||
| Future / DCO (000000000) | -0.02 | -0.0022 | -0.0022 | ||||||
| Future / DCO (000000000) | -0.02 | -0.0023 | -0.0023 | ||||||
| Future / DCO (000000000) | -0.03 | -0.0025 | -0.0025 | ||||||
| Future / DCO (000000000) | -0.03 | -0.0025 | -0.0025 | ||||||
| Future / DCO (000000000) | -0.03 | -0.0033 | -0.0033 | ||||||
| Future / DCO (000000000) | -0.07 | -0.0067 | -0.0067 | ||||||
| Future / DCO (000000000) | -0.07 | -0.0070 | -0.0070 | ||||||
| Future / DCO (000000000) | -0.10 | -0.0099 | -0.0099 | ||||||
| Future / DCO (000000000) | -0.11 | -0.0102 | -0.0102 | ||||||
| Future / DCO (000000000) | -0.12 | -0.0116 | -0.0116 | ||||||
| Future / DCO (000000000) | -0.13 | -0.0121 | -0.0121 | ||||||
| Future / DCO (000000000) | -0.13 | -0.0121 | -0.0121 | ||||||
| Future / DCO (000000000) | -0.13 | -0.0124 | -0.0124 | ||||||
| Future / DCO (000000000) | -0.13 | -0.0125 | -0.0125 | ||||||
| Future / DCO (000000000) | -0.13 | -0.0128 | -0.0128 | ||||||
| Future / DCO (000000000) | -0.18 | -0.0175 | -0.0175 | ||||||
| Future / DCO (000000000) | -0.23 | -0.0219 | -0.0219 | ||||||
| Future / DCO (000000000) | -0.30 | -0.0285 | -0.0285 | ||||||
| Future / DCO (000000000) | -0.49 | -0.0466 | -0.0466 | ||||||
| Future / DCO (000000000) | -0.52 | -0.0498 | -0.0498 | ||||||
| Swap / DCO (000000000) | -0.73 | -0.0693 | -0.0693 | ||||||
| BNP / BNP Paribas SA | -1.03 | -0.0978 | -0.0978 | ||||||
| Swap / DCO (000000000) | -1.40 | -0.1337 | -0.1337 | ||||||
| BNP / BNP Paribas SA | -1.48 | -0.1409 | -0.1409 | ||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | -1.77 | -0.1686 | -0.1686 | ||||||
| Swap / DCO (000000000) | -1.88 | -0.1789 | -0.1789 | ||||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | -1.88 | -0.1791 | -0.1791 | ||||||
| Swap / DCO (000000000) | -2.01 | -0.1916 | -0.1916 | ||||||
| Swap / DCO (000000000) | -4.37 | -0.4166 | -0.4166 |
