Basic Stats
Portfolio Value $ 1,937,024,960
Current Positions 668
Latest Holdings, Performance, AUM (from 13F, 13D)

DFA INVESTMENT DIMENSIONS GROUP INC - DFA Short-Duration Real Return Portfolio Institutional Class has disclosed 668 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 1,937,024,960 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). DFA INVESTMENT DIMENSIONS GROUP INC - DFA Short-Duration Real Return Portfolio Institutional Class’s top holdings are JPMorgan Chase Bank NA (US:US48125LRV61) , International Finance Corp (XX:US45950KDB35) , U.S. Treasury Floating Rate Notes (US:US91282CJD48) , Inter-American Development Bank (XX:US4581X0EC87) , and The DFA Investment Trust Company (US:US23320U4058) . DFA INVESTMENT DIMENSIONS GROUP INC - DFA Short-Duration Real Return Portfolio Institutional Class’s new positions include JPMorgan Chase Bank NA (US:US48125LRV61) , International Finance Corp (XX:US45950KDB35) , U.S. Treasury Floating Rate Notes (US:US91282CJD48) , Inter-American Development Bank (XX:US4581X0EC87) , and International Bank for Reconstruction & Development (XX:US459058JF11) .

DFA INVESTMENT DIMENSIONS GROUP INC - DFA Short-Duration Real Return Portfolio Institutional Class - Portfolio Value
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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 %
20.65 1.0522 1.0522
19.97 1.0177 1.0177
19.95 19.95 1.0165 1.0165
1.71 19.79 1.0084 0.5986
10.41 0.5303 0.5303
9.98 0.5086 0.5086
9.98 0.5083 0.5083
9.02 0.4596 0.4596
10.37 0.5283 0.4162
7.99 0.4071 0.4071
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 %
3.56 0.1815 -0.1477
7.79 0.3968 -0.1363
21.51 1.0959 -0.1038
1.09 0.0555 -0.0775
1.56 0.0796 -0.0716
-1.25 -0.0635 -0.0635
-1.11 -0.0567 -0.0567
-0.64 -0.0325 -0.0325
-0.50 -0.0254 -0.0254
-0.49 -0.0249 -0.0249
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 Floating Rate Notes / DBT (US91282CJU62) 32.04 -0.08 1.6324 -0.0027
US48125LRV61 / JPMorgan Chase Bank NA 27.38 -0.63 1.3952 -0.0101
US45950KDB35 / International Finance Corp 23.71 -0.03 1.2082 -0.0015
US91282CJD48 / U.S. Treasury Floating Rate Notes 21.51 -8.57 1.0959 -0.1038
Monetary Authority of Singapore Bills / DBT (SGXZ52337870) 20.65 1.0522 1.0522
D05 / DBS Group Holdings Ltd 19.97 1.0177 1.0177
US4581X0EC87 / Inter-American Development Bank 19.96 -0.05 1.0171 -0.0013
DFA Short Term Investment Fund / STIV (000000000) 19.95 19.95 1.0165 1.0165
US23320U4058 / The DFA Investment Trust Company 1.71 146.32 19.79 146.28 1.0084 0.5986
US459058JF11 / International Bank for Reconstruction & Development 19.59 -0.08 0.9981 -0.0017
European Bank for Reconstruction & Development / DBT (US29874QEU40) 17.18 0.01 0.8754 -0.0007
US4581X0ED60 / INTER AMERICAN DEVEL BK 16.90 0.02 0.8611 -0.0005
US912810FS25 / United States Treasury Inflation Indexed Bonds 16.21 1.60 0.8262 0.0123
US23355LAL09 / DXC Technology Co. 14.46 1.01 0.7369 0.0068
US63743HFL15 / National Rural Utilities Cooperative Finance Corp 14.30 -0.11 0.7288 -0.0015
US808513BQ70 / Charles Schwab Corp/The 12.86 -0.05 0.6550 -0.0009
US670346AR69 / NUCOR CORP 2% 06/01/2025 12.80 0.59 0.6522 0.0033
US55608PBS20 / Macquarie Bank Ltd. 12.71 -0.47 0.6476 -0.0036
US00774MAS44 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 12.51 0.64 0.6376 0.0035
US05565ECD58 / BMW US Capital LLC 12.50 -0.14 0.6371 -0.0015
US06418GAB32 / Bank of Nova Scotia/The 11.86 -0.20 0.6043 -0.0017
US4581X0DY17 / Inter-American Development Bank 11.59 -0.01 0.5903 -0.0006
BACR / Barclays Bank PLC - Corporate Bond/Note 11.37 0.08 0.5794 -0.0001
US30161MAS26 / Exelon Generation Co LLC 11.25 0.34 0.5732 0.0014
US959802AZ22 / Western Union Co/The 11.00 0.86 0.5603 0.0043
US14913UAD28 / Caterpillar Financial Services Corp. 10.75 -0.10 0.5479 -0.0010
US62854AAN46 / Mylan NV 10.64 0.05 0.5419 -0.0002
Accenture Capital, Inc. / DBT (US00440KAB98) 10.46 1.94 0.5328 0.0097
Monetary Authority of Singapore Bills / DBT (SGXZ76751163) 10.41 0.5303 0.5303
Cooperatieve Rabobank UA / DBT (US21688ABB70) 10.40 -0.14 0.5301 -0.0012
CA135087D507 / Canadian Government Bond 10.37 371.92 0.5283 0.4162
P1SA34 / Public Storage - Depositary Receipt (Common Stock) 10.04 -1.07 0.5117 -0.0060
US26884ABD46 / ERP Operating LP 9.99 0.33 0.5089 0.0012
DBS Bank Ltd. / STIV (US23305DSF32) 9.98 0.5086 0.5086
Aon Corp. / STIV (US03739NSK80) 9.98 0.5083 0.5083
US10112RBB96 / Boston Properties LP 9.94 1.46 0.5063 0.0068
XS1735583335 / SCHENC 5.375 06/15/23 144A 9.87 -0.23 0.5030 -0.0016
US24422EWY12 / John Deere Capital Corp 9.82 -0.18 0.5004 -0.0014
R1IN34 / Realty Income Corporation - Depositary Receipt (Common Stock) 9.78 0.70 0.4984 0.0030
International Bank for Reconstruction & Development / DBT (US459058LD35) 9.61 -0.04 0.4895 -0.0006
US69047QAA04 / Ovintiv Inc 9.55 -0.23 0.4864 -0.0016
CA63306AHK57 / National Bank of Canada 9.54 5.07 0.4861 0.0230
XS0290580595 / GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 03/22 6.51 9.51 -0.04 0.4844 -0.0006
US025816CL12 / AMERICAN EXPRESS CO REGD V/R 0.70000300 9.27 -0.52 0.4724 -0.0029
AU3FN0075420 / WESTPAC BANKING CORP SR UNSECURED 02/28 VAR 9.21 2.85 0.4694 0.0126
Asian Development Bank / DBT (US04517PBZ45) 9.19 0.01 0.4682 -0.0004
National Australia Bank Ltd. / DBT (US63253QAL86) 9.13 1.92 0.4654 0.0084
XS2536941656 / ABN AMRO Bank NV 9.02 0.4596 0.4596
CA68323ACX06 / Province of Ontario Canada 8.85 157.43 0.4509 0.2756
BNG Bank NV / DBT (XS2373155295) 8.27 -0.18 0.4214 -0.0011
ANZ / ANZ Group Holdings Limited 8.17 -0.39 0.4165 -0.0020
C1AG34 / Conagra Brands, Inc. - Depositary Receipt (Common Stock) 7.99 0.4071 0.4071
Caisse des Depots et Consignations / STIV (US12800ATC89) 7.96 0.4055 0.4055
US72650RBM34 / Plains All American Pipeline LP / PAA Finance Corp 7.95 0.4049 0.4049
US693656AC47 / PVH Corp 7.79 66.35 0.3970 0.1582
AU3CB0279990 / Asian Infrastructure Investment Bank/The 7.79 -25.51 0.3968 -0.1363
US22822VAZ40 / Crown Castle International Corp 7.76 0.82 0.3954 0.0029
XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV 7.71 0.3928 0.3928
US025816DD86 / American Express Co 7.70 -0.09 0.3922 -0.0007
US33938XAC92 / Flex Ltd 7.54 0.25 0.3844 0.0007
US40434LAA35 / HP Inc 7.54 0.57 0.3843 0.0019
European Bank for Reconstruction & Development / DBT (US29875BAK26) 7.47 -0.08 0.3804 -0.0006
Aon Corp. / STIV (US03739NU902) 7.43 0.3787 0.3787
US04010LAY92 / ARES CAPITAL CORP 7.40 101.44 0.3772 0.1897
CNQ / Canadian Natural Resources Limited 7.38 0.86 0.3758 0.0029
US58769JAH05 / Mercedes-Benz Finance North America LLC 7.35 -0.11 0.3746 -0.0007
US125094BD30 / CDP Financial Inc 7.30 -0.05 0.3720 -0.0005
US38148LAE65 / Goldman Sachs Group Inc/The 7.30 0.19 0.3717 0.0004
T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) 7.16 1.69 0.3648 0.0058
US05369AAD37 / Aviation Capital Group LLC 7.13 0.13 0.3633 0.0001
US125509BN86 / Cigna Corp 4.375% Senior Notes 12/15/20 7.04 1.69 0.3586 0.0056
US524901AV77 / Legg Mason Inc 7.02 0.21 0.3578 0.0004
JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product 7.00 -0.45 0.3568 -0.0019
US0255E2S500 / American Electric Power Company, Inc. 7.00 0.3564 0.3564
CA135087Q319 / Canadian Government Bond 6.96 17.44 0.3549 0.0524
INWI / Inwido AB (publ) 6.95 0.3542 0.3542
T / TELUS Corporation 6.94 0.3535 0.3535
Shell Finance U.S., Inc. / DBT (US822905AF22) 6.85 2.67 0.3489 0.0088
CA135087Q640 / Canadian Government Bond 6.54 0.3334 0.3334
US256746AG33 / Dollar Tree, Inc. 6.54 0.11 0.3332 0.0000
Q / Quetzal Copper Corp. 6.52 0.3322 0.3322
BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock) 6.50 -0.32 0.3312 -0.0014
BAT International Finance PLC / STIV (US05531MS741) 6.49 0.3309 0.3309
US126650CL25 / CVS Health Corp 6.48 62.74 0.3303 0.1272
H / Hyatt Hotels Corporation 6.42 1,501.00 0.3271 0.3066
ACA / Crédit Agricole S.A. 6.33 -0.27 0.3223 -0.0011
US74251VAK89 / Principal Financial Group Inc. 6.30 0.29 0.3209 0.0006
S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) 6.24 -0.41 0.3180 -0.0016
US37045XCX21 / General Motors Financial Co Inc 6.20 0.45 0.3159 0.0012
US65535HAR03 / Nomura Holdings Inc 6.18 0.70 0.3148 0.0019
US233331BG16 / DTE Energy Co 6.18 0.88 0.3148 0.0025
AU3FN0065702 / WESTPAC BANKING CORP SR UNSECURED 01/27 VAR 6.16 2.89 0.3136 0.0086
CA13509PHN65 / Canada Housing Trust No 1 6.15 1,704.11 0.3135 0.2960
US87031CAF05 / Svensk Exportkredit AB 6.05 -0.16 0.3084 -0.0008
US25466AAR23 / Discover Bank 6.03 0.3072 0.3072
ANZ / ANZ Group Holdings Limited 6.01 -0.17 0.3065 -0.0008
MUFG Bank Ltd. / STIV (US62479LS554) 6.00 1.11 0.3055 0.0031
STZB34 / Constellation Brands, Inc. - Depositary Receipt (Common Stock) 5.99 0.3052 0.3052
L1HX34 / L3Harris Technologies, Inc. - Depositary Receipt (Common Stock) 5.97 0.3044 0.3044
US822582CB65 / Shell International Finance BV 5.97 2.04 0.3039 0.0058
Intesa Sanpaolo Funding LLC / STIV (US4611K0UE53) 5.94 1.21 0.3027 0.0033
XS2545759099 / INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 5.25000000 5.92 0.3016 0.3016
US80282KAZ93 / Santander Holdings USA Inc 5.87 0.58 0.2992 0.0015
US52107QAH83 / Lazard Group LLC 5.86 0.05 0.2984 -0.0001
US828807DF17 / Simon Property Group LP 5.71 2.33 0.2909 0.0064
US00287YAQ26 / AbbVie Inc 5.68 3.48 0.2893 0.0095
US86959LAN38 / Svenska Handelsbanken AB 5.62 -0.58 0.2863 -0.0019
US25160RLM33 / MD ST GO DB-8076 Q=DB D7 5.55 0.2830 0.2830
US49326EEJ82 / KeyCorp 5.53 14.60 0.2819 0.0357
US857477CE17 / State Street Corp 5.50 -0.65 0.2802 -0.0021
US78081BAH69 / Royalty Pharma PLC 5.48 4.20 0.2793 0.0110
A2RW34 / Arrow Electronics, Inc. - Depositary Receipt (Common Stock) 5.44 1.02 0.2774 0.0025
US25160RLM33 / MD ST GO DB-8076 Q=DB D7 5.39 0.2748 0.2748
US65535HAW97 / Nomura Holdings Inc 5.34 1.04 0.2718 0.0025
US53944YAF07 / Lloyds Banking Group PLC 5.30 6.06 0.2700 0.0152
US431282AR39 / Highwoods Realty LP 5.27 0.2683 0.2683
M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) 5.24 0.2668 0.2668
US25215DAP42 / Dexia Credit Local SA/New York NY 5.20 -0.17 0.2651 -0.0007
US472319AE27 / Jefferies Group Inc New Senior Debentures 6.45% 06/08/2027 5.17 -0.15 0.2634 -0.0007
US56168P1049 / Mana Capital Acquisition Corp. 5.13 0.2615 0.2615
Q / Quetzal Copper Corp. 5.11 2.46 0.2605 0.0060
NAB / National Australia Bank Limited 5.08 2.90 0.2589 0.0071
Ontario Treasury Bills / DBT (CA6832Z5M809) 5.07 0.2585 0.2585
US44107TAV89 / Host Hotels & Resorts LP 5.06 0.22 0.2579 0.0003
Province of Ontario / DBT (US683234DQ81) 5.06 2.41 0.2576 0.0058
US89236TKV60 / Toyota Motor Credit Corp 5.05 -0.32 0.2571 -0.0011
XS2577382059 / EXPORT DEVELOPMNT CANADA /EUR/ REGD REG S EMTN 2.87500000 5.04 -0.06 0.2569 -0.0004
Glencore Funding LLC / DBT (US378272BW77) 5.02 0.08 0.2559 -0.0000
US02665WEE75 / American Honda Finance Corp 5.01 -0.16 0.2555 -0.0006
J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) 5.00 0.2547 0.2547
US052769AD80 / Autodesk, Inc. 5.00 0.08 0.2546 -0.0000
US89115A2T89 / Toronto-Dominion Bank/The 4.99 -0.30 0.2542 -0.0010
USG91703AK72 / UBS Group AG 4.98 0.38 0.2540 0.0007
US86787EBB20 / Truist Bank 4.98 0.02 0.2539 -0.0002
US466313AM58 / Jabil, Inc. 4.98 0.83 0.2537 0.0019
TD.PFA / The Toronto-Dominion Bank - Preferred Security 4.98 -0.60 0.2537 -0.0018
US14040HBN44 / Capital One Financial Corp. 4.93 0.80 0.2514 0.0018
Daimler Truck Finance North America LLC / DBT (US233853BB50) 4.80 -0.62 0.2448 -0.0017
US87165BAG86 / Synchrony Financial 4.79 0.2442 0.2442
US37940XAG79 / Global Payments Inc 4.79 0.74 0.2441 0.0016
US68389XBC83 / Oracle Corp 4.79 17.58 0.2440 0.0363
US57636QAM69 / Mastercard Inc 4.78 2.35 0.2438 0.0054
CA14913LAA85 / CATERP FIN S LTD 4.70 -0.11 0.2395 -0.0005
BC.PRA / Brunswick Corporation - Corporate Bond/Note 4.66 1,044.96 0.2375 0.2167
US78016EZR16 / Royal Bank of Canada 4.59 -0.07 0.2338 -0.0003
XS1240964483 / Wells Fargo & Co 4.53 9.53 0.2307 0.0199
Swap / DIR (000000000) 4.50 0.2293 0.2293
C1AG34 / Conagra Brands, Inc. - Depositary Receipt (Common Stock) 4.48 0.2284 0.2284
NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) 4.48 0.2280 0.2280
AYV / Ayvens 4.44 0.2260 0.2260
US86959NAK54 / Svenska Handelsbanken AB 4.43 -0.16 0.2255 -0.0006
ANZ / ANZ Group Holdings Limited 4.40 -0.16 0.2244 -0.0005
UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) 4.33 -0.48 0.2205 -0.0013
WBCPM / Westpac Banking Corporation - Preferred Stock 4.31 2.92 0.2194 0.0060
US928668BY79 / Volkswagen Group of America Finance LLC 4.31 -0.02 0.2194 -0.0003
US91282CCA71 / United States Treasury Inflation Indexed Bonds 4.23 38.01 0.2156 0.0442
US56585ABH41 / Marathon Petroleum Corp 4.17 0.02 0.2125 -0.0002
Inter-American Investment Corp. / DBT (US45828Q2D84) 4.16 2.41 0.2121 0.0048
US20030NED93 / Comcast Corp 4.14 1.92 0.2112 0.0038
US808513BZ79 / Charles Schwab Corp/The 4.11 -0.48 0.2096 -0.0012
AU3FN0080305 / Westpac Banking Corp. 4.11 2.93 0.2095 0.0058
US718172CN75 / Philip Morris International, Inc. 4.08 53.48 0.2076 0.0722
US50048MDE75 / Kommunalbanken AS 4.03 -0.20 0.2053 -0.0006
US02665WES61 / American Honda Finance Corp. 4.01 -0.07 0.2041 -0.0003
US4581X0EG91 / Inter-American Development Bank 4.00 0.00 0.2039 -0.0002
HD / The Home Depot, Inc. - Depositary Receipt (Common Stock) 4.00 -0.22 0.2037 -0.0006
FR0013257623 / LVMH Moet Hennessy Louis Vuitton SE 3.99 0.2035 0.2035
BMW U.S. Capital LLC / DBT (US05565ECL74) 3.99 -0.32 0.2035 -0.0008
MOSD / The Mosaic Company - Depositary Receipt (Common Stock) 3.99 0.2034 0.2034
Erste Abwicklungsanstalt / STIV (US29604CSN38) 3.99 0.2033 0.2033
Volkswagen Group of America Finance LLC / DBT (USU9273AEH42) 3.97 0.99 0.2022 0.0018
DNB Bank ASA / STIV (US2332K0UJ95) 3.96 0.2019 0.2019
US87165BAP85 / SYNCHRONY FINANCIAL SR UNSECURED 03/29 5.15 3.96 -0.13 0.2015 -0.0005
US709599BL72 / Penske Truck Leasing Co Lp / PTL Finance Corp 3.92 0.82 0.1997 0.0014
X5S8VL105 / Nordea Bank Abp 3.91 -0.28 0.1990 -0.0007
National Grid North America, Inc. / DBT (XS2947149360) 3.90 0.1988 0.1988
US526057BV57 / Lennar Corp 3.90 0.03 0.1987 -0.0001
Banque Federative du Credit Mutuel SA / DBT (USF0803NAF99) 3.84 -0.16 0.1958 -0.0005
US651290AR99 / Newfield Exploration Co 3.81 -0.34 0.1943 -0.0008
US12621EAL74 / CNO Financial Group Inc 5.25% 05/30/2029 3.74 1,616.51 0.1907 0.1796
US26884TAP75 / ERAC USA Finance LLC 3.73 0.16 0.1902 0.0001
US902674ZV55 / UBS AG/London 3.72 -0.35 0.1897 -0.0008
John Deere Capital Corp. / DBT (US24422EXL81) 3.70 -0.22 0.1885 -0.0006
CA23384NBS59 / DAIMLER CANADA 3.61 5.84 0.1838 0.0100
US771196CD29 / ROCHE HLDGS INC FRN SOFR+74 11/13/2026 144A 3.61 -0.63 0.1837 -0.0014
AU3CB0279818 / Asian Development Bank 3.56 -44.82 0.1815 -0.1477
US24820RAG39 / Equinor ASA 3.54 0.97 0.1806 0.0016
Ontario Treasury Bills / DBT (CA6832Z5NB21) 3.51 6.15 0.1786 0.0102
P1HC34 / Parker-Hannifin Corporation - Depositary Receipt (Common Stock) 3.50 0.1782 0.1782
US80282KBB17 / Santander Holdings USA Inc 3.49 0.32 0.1780 0.0004
FR0013257623 / LVMH Moet Hennessy Louis Vuitton SE 3.48 0.1773 0.1773
MOSD / The Mosaic Company - Depositary Receipt (Common Stock) 3.48 0.1771 0.1771
US25160RLM33 / MD ST GO DB-8076 Q=DB D7 3.46 0.1761 0.1761
US55608PBS20 / Macquarie Bank Ltd. 3.45 15.60 0.1760 0.0236
ARCC / Ares Capital Corporation 3.44 -0.15 0.1754 -0.0004
US87938WAT09 / Telefonica Emisiones SA 3.32 0.91 0.1693 0.0013
US22003BAL09 / Corporate Office Properties LP 3.32 0.48 0.1690 0.0007
CA233852AG75 / DAIMLER TRCKS FI 3.29 4.98 0.1675 0.0078
Mercedes-Benz Finance North America LLC / DBT (US58769JAV98) 3.19 -0.37 0.1626 -0.0008
US756109BK93 / REALTY INCOME CORP REGD 3.10000000 3.17 1.80 0.1617 0.0027
US94988J6B89 / Wells Fargo Bank NA 3.13 -0.25 0.1596 -0.0006
US91324PDS83 / UnitedHealth Group Inc 3.12 2.46 0.1592 0.0037
CA013051DQ75 / ALBERTA PROVINCE 3.12 5.55 0.1589 0.0082
US2027A0KR94 / Commonwealth Bank of Australia 3.10 -0.06 0.1581 -0.0003
US29736RAP55 / Estee Lauder Cos Inc/The 3.10 2.04 0.1580 0.0030
Cooperatieve Rabobank UA / DBT (US21688ABE10) 3.00 -0.20 0.1531 -0.0004
US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd 3.00 -0.86 0.1531 -0.0015
US45828RAA32 / Inter-American Development Bank 3.00 -0.03 0.1529 -0.0002
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) 3.00 0.1528 0.1528
BAT International Finance PLC / STIV (US05531MS584) 3.00 0.1528 0.1528
US260543BC66 / Dow Chemical Co 8.850% Debentures 09/15/21 3.00 0.1527 0.1527
CNQ / Canadian Natural Resources Limited 3.00 0.1527 0.1527
US29251USL34 / Enbridge US, Inc. 2.99 0.1525 0.1525
USG91703AB73 / UBS Group AG 2.99 0.00 0.1524 -0.0001
RTX / RTX Corporation - Depositary Receipt (Common Stock) 2.99 0.1524 0.1524
E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) 2.99 0.1524 0.1524
US63906EB929 / NatWest Markets PLC 2.99 -0.83 0.1524 -0.0014
RTX / RTX Corporation - Depositary Receipt (Common Stock) 2.99 0.1523 0.1523
E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) 2.99 0.1523 0.1523
FR0013257623 / LVMH Moet Hennessy Louis Vuitton SE 2.98 0.1520 0.1520
US37045XDQ60 / General Motors Financial Co., Inc. 2.97 -1.30 0.1512 -0.0022
US595112BQ52 / Micron Technology Inc. 2.95 0.1505 0.1505
US00130HCE36 / CORP. NOTE 2.93 0.83 0.1491 0.0011
US89236TKF11 / Toyota Motor Credit Corp 2.89 0.24 0.1474 0.0003
FR001400A3G4 / Banque Federative du Credit Mutuel SA 2.89 0.1471 0.1471
NAB / National Australia Bank Limited 2.88 -0.10 0.1470 -0.0003
Ontario Treasury Bills / DBT (CA6832Z5NK20) 2.88 0.1468 0.1468
Volkswagen Group of America Finance LLC / DBT (US928668CM23) 2.88 0.95 0.1466 0.0013
US92277GAN79 / Ventas Realty LP 2.88 1.59 0.1465 0.0022
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 2.87 1.88 0.1464 0.0026
XS2238787415 / Medtronic Global Holdings SCA 2.85 9.98 0.1454 0.0131
XS1040508167 / Imperial Brands Finance plc 2.83 0.1443 0.1443
US037735CU97 / Appalachian Power Co 2.83 0.28 0.1442 0.0003
Cooperatieve Rabobank UA / DBT (AU3FN0074530) 2.78 3.07 0.1419 0.0041
Roche Holdings, Inc. / DBT (USU75000BW55) 2.78 2.47 0.1418 0.0033
S1WK34 / Stanley Black & Decker, Inc. - Depositary Receipt (Common Stock) 2.73 0.1391 0.1391
HON / Honeywell International Inc. - Depositary Receipt (Common Stock) 2.71 0.1383 0.1383
WBCPM / Westpac Banking Corporation - Preferred Stock 2.70 2.82 0.1376 0.0036
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XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV 0.41 1.50 0.0206 0.0003
Mercedes-Benz Finance North America LLC / DBT (US58769JBA43) 0.40 1.00 0.0206 0.0002
BMW U.S. Capital LLC / DBT (US05565ECJ29) 0.40 1.00 0.0206 0.0002
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US862121AB61 / STORE Capital Corp 0.39 0.0199 0.0199
US521865BA22 / Lear Corp 0.39 0.0198 0.0198
AU3FN0069217 / WESTPAC BANKING 0.39 2.93 0.0197 0.0005
US29874QEN07 / European Bank for Reconstruction & Development 0.38 0.00 0.0192 -0.0000
US097023CD51 / Boeing Co/The 0.38 0.0192 0.0192
US714046AG46 / PerkinElmer Inc 0.38 1.89 0.0192 0.0003
US90265EAQ35 / UDR Inc. 0.38 2.18 0.0191 0.0004
XS1255433754 / ECOLAB INC 0.37 9.38 0.0190 0.0016
US052769AG12 / Autodesk Inc 0.37 2.48 0.0190 0.0005
US33938XAA37 / Flex Ltd 0.37 0.81 0.0190 0.0001
US92277GAU13 / Ventas Realty LP 0.37 2.49 0.0189 0.0004
US03027XBA72 / CORPORATE BONDS 0.37 0.0189 0.0189
CA11070TAF53 / Province of British Columbia Canada 0.36 5.23 0.0185 0.0009
CA563469UE37 / Province of Manitoba Canada 0.36 5.54 0.0185 0.0010
AU3CB0279081 / NRW Bank 0.36 4.03 0.0184 0.0007
US174610AS45 / Citizens Financial Group Inc 0.36 0.0182 0.0182
US431282AS12 / HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05 0.36 0.0182 0.0182
FR001400F1G3 / Engie SA 0.35 0.0178 0.0178
US30161NAN12 / Exelon Corp 0.35 0.00 0.0178 -0.0000
US03027XAW02 / American Tower Corp 0.35 130.46 0.0177 0.0100
AerCap Ireland Capital DAC/AerCap Global Aviation Trust / DBT (US00774MBL81) 0.35 0.0177 0.0177
US031162BY57 / Amgen, Inc. 0.35 0.58 0.0177 0.0000
US25160RLM33 / MD ST GO DB-8076 Q=DB D7 0.34 0.0174 0.0174
FR0013283371 / RCI Banque SA 0.34 0.0174 0.0174
US709599BJ27 / Penske Truck Leasing Co. LP 0.34 0.29 0.0173 0.0000
US37045XEN21 / General Motors Financial Co Inc 0.33 0.0166 0.0166
US03040WAU99 / American Water Capital Corp 0.31 1.95 0.0160 0.0003
US37046US851 / General Motors Financial Co Inc 0.31 0.0158 0.0158
Swap / DIR (000000000) 0.31 0.0157 0.0157
US37046US851 / General Motors Financial Co Inc 0.30 0.0155 0.0155
US61690U7X23 / Morgan Stanley Bank NA 0.30 -0.66 0.0154 -0.0001
NRUC / National Rural Utilities Cooperative Finance Corporation - Corporate Bond/Note 0.30 -0.99 0.0153 -0.0001
Nordic Investment Bank / DBT (XS2911777782) 0.30 0.00 0.0153 -0.0000
US37045XDV55 / General Motors Financial Co Inc 0.30 0.0153 0.0153
Swap / DIR (000000000) 0.29 0.0146 0.0146
Purchased CAD / Sold USD / DFE (000000000) 0.28 0.0143 0.0143
Swap / DIR (000000000) 0.28 0.0142 0.0142
Swap / DIR (000000000) 0.27 0.0139 0.0139
XS2346207892 / American Tower Corp 0.26 0.0133 0.0133
Swap / DIR (000000000) 0.26 0.0133 0.0133
XS2629064267 / Stora Enso OYJ 0.26 0.0132 0.0132
ACA / Crédit Agricole S.A. 0.26 1.59 0.0131 0.0001
XS2599156192 / VAR ENERGI ASA /EUR/ REGD REG S EMTN 5.50000000 0.25 0.0130 0.0130
T / TELUS Corporation 0.25 0.0127 0.0127
Swap / DIR (000000000) 0.25 0.0126 0.0126
CRH America Finance, Inc. / STIV (US12636CUQ13) 0.25 0.0126 0.0126
Swap / DIR (000000000) 0.25 0.0125 0.0125
Swap / DIR (000000000) 0.24 0.0123 0.0123
US816851BP33 / Sempra Energy 0.23 2.21 0.0118 0.0002
COL / Inmobiliaria Colonial, SOCIMI, S.A. 0.23 0.0116 0.0116
US458140AS90 / Intel Corp 0.23 0.0116 0.0116
US87165BAS25 / Synchrony Financial 0.22 0.0115 0.0115
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.22 0.0114 0.0114
Swap / DIR (000000000) 0.22 0.0113 0.0113
US64110LAY20 / Netflix Inc 0.22 0.00 0.0112 0.0000
Swap / DIR (000000000) 0.22 0.0112 0.0112
US961214EW94 / Westpac Banking Corp 0.22 2.83 0.0111 0.0003
US50212YAH71 / LPL Holdings, Inc. 0.21 0.0108 0.0108
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) 0.21 0.0105 0.0105
Z1BH34 / Zimmer Biomet Holdings, Inc. - Depositary Receipt (Common Stock) 0.20 0.0104 0.0104
G1MI34 / General Mills, Inc. - Depositary Receipt (Common Stock) 0.20 0.0103 0.0103
IVW / Meta Platforms, Inc. - Depositary Receipt (Common Stock) 0.20 2.03 0.0103 0.0002
PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) 0.20 1.52 0.0103 0.0002
US37940XAN21 / Global Payments Inc 0.20 0.0103 0.0103
US58769JAJ60 / Mercedes-Benz Finance North America LLC 0.20 0.0102 0.0102
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0.20 0.0102 0.0102
US233851DT84 / Daimler Finance North America LLC 0.20 1.55 0.0100 0.0001
US04010LBB80 / Ares Capital Corp 0.19 321.74 0.0099 0.0076
US292480AM22 / Enable Midstream Partners LP 0.19 0.0099 0.0099
Swap / DIR (000000000) 0.19 0.0097 0.0097
US466313AJ20 / Jabil, Inc. 0.19 0.0096 0.0096
US637071AM31 / National Oilwell Varco Inc 0.19 0.0096 0.0096
US42225UAG94 / Healthcare Trust of America Holdings LP 0.18 0.0094 0.0094
US097023CN34 / Boeing Co/The 0.18 0.0094 0.0094
XS2068932222 / HSBC BANK PLC WARRANT 0.18 0.0093 0.0093
US446150AS35 / Huntington Bancshares Inc/OH 0.18 0.0092 0.0092
US025537AN10 / American Electric Power Co Inc 0.18 0.0091 0.0091
US25215DAP42 / Dexia Credit Local SA/New York NY 0.17 1.18 0.0088 0.0001
Swap / DIR (000000000) 0.17 0.0087 0.0087
US95000U2D40 / Wells Fargo & Co 0.17 1.81 0.0086 0.0001
US120568BB55 / Bunge Ltd Finance Corp 0.17 -55.28 0.0084 -0.0101
XS2382953789 / Czech Gas Networks Investments Sarl 0.16 0.0082 0.0082
Swap / DIR (000000000) 0.16 0.0082 0.0082
US89788MAA09 / Truist Financial Corp 0.16 0.0081 0.0081
XS2529520715 / ProLogis International Funding II S.A. 0.15 0.0077 0.0077
US00774MAL90 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 0.15 0.00 0.0076 -0.0000
US58013MEU45 / McDonald's Corp 0.15 0.0075 0.0075
CA748148RX35 / Province of Quebec Canada 0.15 5.84 0.0074 0.0004
US06051GFS30 / Bank of America Corp 0.14 0.0071 0.0071
Purchased CAD / Sold USD / DFE (000000000) 0.12 0.0063 0.0063
HP / Helmerich & Payne, Inc. 0.12 0.0063 0.0063
US65339KCG31 / NextEra Energy Capital Holdings Inc 0.12 0.00 0.0061 -0.0000
Swap / DIR (000000000) 0.12 0.0061 0.0061
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0.12 0.0059 0.0059
Holding d'Infrastructures de Transport SASU / DBT (XS2980865658) 0.11 0.0059 0.0059
Purchased CAD / Sold USD / DFE (000000000) 0.11 0.0058 0.0058
US446150AM64 / Huntington Bancshares Inc. 0.11 0.0056 0.0056
Purchased CAD / Sold USD / DFE (000000000) 0.11 0.0056 0.0056
US11271LAD47 / Brookfield Finance Inc 0.10 1.01 0.0051 0.0000
US29444UBF21 / Equinix Inc 0.10 0.0051 0.0051
US744573AP19 / Public Service Enterprise Group Inc 0.10 0.0050 0.0050
US609207AU94 / Mondelez International Inc 0.07 0.0038 0.0038
NRUC / National Rural Utilities Cooperative Finance Corporation - Corporate Bond/Note 0.07 1.41 0.0037 0.0001
Purchased CAD / Sold USD / DFE (000000000) 0.06 0.0033 0.0033
Swap / DIR (000000000) 0.05 0.0027 0.0027
Swap / DIR (000000000) 0.05 0.0026 0.0026
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) 0.05 0.0026 0.0026
Swap / DIR (000000000) 0.04 0.0023 0.0023
Swap / DIR (000000000) 0.04 0.0019 0.0019
Swap / DIR (000000000) 0.03 0.0016 0.0016
Swap / DIR (000000000) 0.03 0.0016 0.0016
Purchased CAD / Sold USD / DFE (000000000) 0.03 0.0013 0.0013
Purchased USD / Sold JPY / DFE (000000000) 0.02 0.0010 0.0010
Swap / DIR (000000000) 0.02 0.0010 0.0010
ANZ / ANZ Group Holdings Limited 0.02 0.0009 0.0009
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0.01 0.0003 0.0003
US25160RLM33 / MD ST GO DB-8076 Q=DB D7 0.00 0.0001 0.0001
Purchased USD / Sold EUR / DFE (000000000) 0.00 0.0001 0.0001
Purchased EUR / Sold USD / DFE (000000000) -0.00 -0.0002 -0.0002
Swap / DIR (000000000) -0.02 -0.0012 -0.0012
Purchased USD / Sold EUR / DFE (000000000) -0.02 -0.0012 -0.0012
Swap / DIR (000000000) -0.03 -0.0015 -0.0015
Purchased USD / Sold GBP / DFE (000000000) -0.05 -0.0025 -0.0025
Purchased USD / Sold EUR / DFE (000000000) -0.05 -0.0026 -0.0026
XS2068932222 / HSBC BANK PLC WARRANT -0.06 -0.0029 -0.0029
Purchased USD / Sold GBP / DFE (000000000) -0.06 -0.0029 -0.0029
Purchased USD / Sold CAD / DFE (000000000) -0.06 -0.0029 -0.0029
Purchased USD / Sold EUR / DFE (000000000) -0.08 -0.0042 -0.0042
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0.12 -0.0059 -0.0059
Purchased USD / Sold CAD / DFE (000000000) -0.12 -0.0061 -0.0061
ANZ / ANZ Group Holdings Limited -0.12 -0.0063 -0.0063
Purchased USD / Sold CAD / DFE (000000000) -0.14 -0.0072 -0.0072
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -0.15 -0.0078 -0.0078
Purchased USD / Sold CAD / DFE (000000000) -0.17 -0.0084 -0.0084
Purchased USD / Sold EUR / DFE (000000000) -0.20 -0.0104 -0.0104
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) -0.27 -0.0136 -0.0136
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) -0.28 -0.0143 -0.0143
Purchased USD / Sold CAD / DFE (000000000) -0.33 -0.0168 -0.0168
Purchased USD / Sold EUR / DFE (000000000) -0.35 -0.0179 -0.0179
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0.36 -0.0184 -0.0184
Purchased USD / Sold EUR / DFE (000000000) -0.48 -0.0244 -0.0244
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0.49 -0.0249 -0.0249
Purchased USD / Sold EUR / DFE (000000000) -0.50 -0.0254 -0.0254
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0.64 -0.0325 -0.0325
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -1.11 -0.0567 -0.0567
Purchased USD / Sold CAD / DFE (000000000) -1.25 -0.0635 -0.0635