DFA Commodity Strategy Portfolio

Fund Profile

Fund profile

Fund manager

Dfa Investment Dimensions Group Inc

Total assets

$1.08 bn

Liabilities

$14.62 mm

Net assets

$1.07 bn

Number of holdings

182.00

182 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Floating Rate Notes	137.94 mm	138.00 mm principal	12.91	Debt	Long	USA
U.S. Treasury Floating Rate Notes	125.05 mm	125.00 mm principal	11.71	Debt	Long	USA
U.S. Treasury Bills	78.59 mm	79.00 mm principal	7.36	Debt	Long	USA
U.S. Treasury Bills	49.88 mm	50.00 mm principal	4.67	Debt	Long	USA
U.S. Treasury Bills	39.39 mm	40.00 mm principal	3.69	Debt	Long	USA
U.S. Treasury Floating Rate Notes	35.00 mm	35.00 mm principal	3.28	Debt	Long	USA
U.S. Treasury Bills	27.96 mm	28.00 mm principal	2.62	Debt	Long	USA
U.S. Treasury Floating Rate Notes	17.99 mm	18.00 mm principal	1.68	Debt	Long	USA
U.S. Treasury Bills	16.99 mm	17.00 mm principal	1.59	Debt	Long	USA
Public Storage Operating Co.	10.15 mm	10.10 mm principal	0.95	Debt	Long	USA
AXP American Express Company	8.91 mm	8.88 mm principal	0.83	Debt	Long	USA
ELV Elevance Health Inc.	7.95 mm	8.00 mm principal	0.74	Debt	Long	USA
Toyota Motor Credit Corp.	7.92 mm	7.90 mm principal	0.74	Debt	Long	USA
NextEra Energy Capital Holdings, Inc.	7.83 mm	7.80 mm principal	0.73	Debt	Long	USA
BNP Paribas SA	7.67 mm	7.70 mm principal	0.72	Debt	Long	France
Credit Agricole SA	7.28 mm	7.25 mm principal	0.68	Debt	Long	France
SCHW The Charles Schwab Corporation	7.20 mm	7.20 mm principal	0.67	Debt	Long	USA
Constellation Energy Generation LLC	7.13 mm	7.20 mm principal	0.67	Debt	Long	USA
Walt Disney Co.	7.00 mm	7.00 mm principal	0.65	Short-term investment vehicle	Long	USA
EIDP, Inc.	6.99 mm	7.00 mm principal	0.65	Short-term investment vehicle	Long	USA
Consolidated Edison Co. of New York, Inc.	6.99 mm	7.00 mm principal	0.65	Short-term investment vehicle	Long	USA
Magna International, Inc.	6.97 mm	7.00 mm principal	0.65	Short-term investment vehicle	Long	Canada
TotalEnergies Capital SA	6.96 mm	7.00 mm principal	0.65	Short-term investment vehicle	Long	France
PNC Bank NA	6.96 mm	7.00 mm principal	0.65	Debt	Long	USA
NMR Nomura Holdings, Inc.	6.95 mm	6.99 mm principal	0.65	Debt	Long	Japan
Canadian National Railway Co.	6.93 mm	7.00 mm principal	0.65	Short-term investment vehicle	Long	Canada
CNQ Canadian Natural Resources Limited	6.78 mm	6.80 mm principal	0.63	Debt	Long	Canada
General Electric Co.	6.72 mm	6.71 mm principal	0.63	Debt	Long	USA
Caterpillar Financial Services Corp.	6.54 mm	6.50 mm principal	0.61	Debt	Long	USA
Eastern Energy Gas Holdings LLC	6.32 mm	6.33 mm principal	0.59	Debt	Long	USA
Nuveen Finance LLC	6.25 mm	6.25 mm principal	0.59	Debt	Long	USA
Royal Bank of Canada	6.20 mm	6.20 mm principal	0.58	Debt	Long	Canada
ORCL Oracle Corporation	5.99 mm	6.00 mm principal	0.56	Debt	Long	USA
Dow Chemical Co.	5.98 mm	6.00 mm principal	0.56	Short-term investment vehicle	Long	USA
Volkswagen Financial Services	5.98 mm	6.00 mm principal	0.56	Short-term investment vehicle	Long	USA
Waste Management, Inc.	5.97 mm	6.00 mm principal	0.56	Short-term investment vehicle	Long	USA
General Mills, Inc.	5.97 mm	6.00 mm principal	0.56	Short-term investment vehicle	Long	USA
Ventas Realty LP	5.88 mm	5.90 mm principal	0.55	Debt	Long	USA
BPCE SA	5.85 mm	5.89 mm principal	0.55	Debt	Long	France
CPB Campbell Soup Company	5.85 mm	5.89 mm principal	0.55	Debt	Long	USA
EMD Finance LLC	5.66 mm	5.70 mm principal	0.53	Debt	Long	USA
Sherwin-Williams Co.	5.49 mm	5.50 mm principal	0.51	Short-term investment vehicle	Long	USA
Dominion Energy, Inc.	5.49 mm	5.50 mm principal	0.51	Short-term investment vehicle	Long	USA
McCormick & Co., Inc.	5.48 mm	5.50 mm principal	0.51	Short-term investment vehicle	Long	USA
L3Harris Technologies, Inc.	5.47 mm	5.50 mm principal	0.51	Short-term investment vehicle	Long	USA
Parker-Hannifin Corp.	5.47 mm	5.50 mm principal	0.51	Short-term investment vehicle	Long	USA
Intesa Sanpaolo Funding LLC	5.47 mm	5.50 mm principal	0.51	Short-term investment vehicle	Long	USA
AMGN Amgen Inc.	5.41 mm	5.40 mm principal	0.51	Debt	Long	USA
Mars, Inc.	5.23 mm	5.25 mm principal	0.49	Short-term investment vehicle	Long	USA
National Bank of Canada	5.00 mm	5.00 mm principal	0.47	Debt	Long	Canada
Nutrien Ltd.	4.99 mm	5.00 mm principal	0.47	Short-term investment vehicle	Long	Canada
Interstate Power & Light Co.	4.99 mm	5.00 mm principal	0.47	Debt	Long	USA
IX ORIX Corporation	4.99 mm	5.00 mm principal	0.47	Debt	Long	Japan
Mondelez International, Inc.	4.99 mm	5.00 mm principal	0.47	Short-term investment vehicle	Long	USA
Duke Energy Corp.	4.99 mm	5.00 mm principal	0.47	Short-term investment vehicle	Long	USA
Marriott International, Inc.	4.99 mm	5.00 mm principal	0.47	Short-term investment vehicle	Long	USA
Daimler Truck Finance North America LLC	4.98 mm	5.00 mm principal	0.47	Debt	Long	USA
CRH America Finance, Inc.	4.98 mm	5.00 mm principal	0.47	Short-term investment vehicle	Long	USA
Entergy Corp.	4.97 mm	5.00 mm principal	0.47	Short-term investment vehicle	Long	USA
COF Capital One Financial Corporation	4.88 mm	4.90 mm principal	0.46	Debt	Long	USA
EIX Edison International	4.62 mm	4.62 mm principal	0.43	Debt	Long	USA
Goldman Sachs Group, Inc.	4.39 mm	4.40 mm principal	0.41	Debt	Long	USA
Williams Partners LP	4.30 mm	4.31 mm principal	0.40	Debt	Long	USA
FITB Fifth Third Bancorp	4.22 mm	4.25 mm principal	0.40	Debt	Long	USA
HSBC USA, Inc.	4.05 mm	4.06 mm principal	0.38	Short-term investment vehicle	Long	USA
Avangrid, Inc.	3.99 mm	4.00 mm principal	0.37	Short-term investment vehicle	Long	USA
Experian Finance PLC	3.98 mm	4.00 mm principal	0.37	Short-term investment vehicle	Long	UK
LSEGA Financing PLC	3.98 mm	4.00 mm principal	0.37	Short-term investment vehicle	Long	UK
AMP Ameriprise Financial, Inc.	3.93 mm	3.96 mm principal	0.37	Debt	Long	USA
Mercedes-Benz Finance North America LLC	3.81 mm	3.80 mm principal	0.36	Debt	Long	USA
Royal Bank of Canada	3.62 mm	3.60 mm principal	0.34	Debt	Long	Canada
American Electric Power Co., Inc.	3.47 mm	3.50 mm principal	0.32	Short-term investment vehicle	Long	USA
BAM Brookfield Asset Management Ltd.	3.39 mm	3.40 mm principal	0.32	Debt	Long	Canada
PEP PepsiCo, Inc.	3.03 mm	3.02 mm principal	0.28	Debt	Long	USA
LSEGA Financing PLC	3.00 mm	3.00 mm principal	0.28	Short-term investment vehicle	Long	UK
Boston Properties LP	2.99 mm	3.00 mm principal	0.28	Short-term investment vehicle	Long	USA
AerCap Ireland Capital DAC/AerCap Global Aviation Trust	2.99 mm	3.00 mm principal	0.28	Debt	Long	Ireland
EIX Edison International	2.98 mm	2.98 mm principal	0.28	Debt	Long	USA
General Motors Financial Co., Inc.	2.97 mm	3.00 mm principal	0.28	Short-term investment vehicle	Long	USA
General Motors Financial Co., Inc.	2.97 mm	3.00 mm principal	0.28	Short-term investment vehicle	Long	USA
ZBH Zimmer Biomet Holdings, Inc.	2.58 mm	2.60 mm principal	0.24	Debt	Long	USA
GPN Global Payments Inc.	2.58 mm	2.60 mm principal	0.24	Debt	Long	USA
John Deere Capital Corp.	2.50 mm	2.50 mm principal	0.23	Debt	Long	USA
DFS Discover Financial Services	2.50 mm	2.50 mm principal	0.23	Debt	Long	USA
SMFG Sumitomo Mitsui Financial Group, Inc.	2.39 mm	2.40 mm principal	0.22	Debt	Long	Japan
VZ Verizon Communications Inc.	2.27 mm	2.26 mm principal	0.21	Debt	Long	USA
Canadian Imperial Bank of Commerce	2.22 mm	2.20 mm principal	0.21	Debt	Long	Canada
Bank of Montreal	2.12 mm	2.10 mm principal	0.20	Debt	Long	Canada
PM Philip Morris International Inc.	2.10 mm	2.10 mm principal	0.20	Debt	Long	USA
Bank of Montreal	2.01 mm	2.00 mm principal	0.19	Debt	Long	Canada
BMW U.S. Capital LLC	2.00 mm	2.00 mm principal	0.19	Debt	Long	USA
AGR Avangrid, Inc.	2.00 mm	2.00 mm principal	0.19	Debt	Long	USA
Experian Finance PLC	1.99 mm	2.00 mm principal	0.19	Short-term investment vehicle	Long	UK
Crown Castle, Inc.	1.99 mm	2.00 mm principal	0.19	Short-term investment vehicle	Long	USA
Glencore Funding LLC	1.99 mm	2.00 mm principal	0.19	Short-term investment vehicle	Long	USA
DFA Short Term Investment Fund	1.95 mm	1.95 mm shares	0.18	Short-term investment vehicle	Long	USA
ENB Enbridge Inc.	1.91 mm	1.92 mm principal	0.18	Debt	Long	Canada
SCHW The Charles Schwab Corporation	1.88 mm	1.89 mm principal	0.18	Debt	Long	USA
Alimentation Couche-Tard, Inc.	1.86 mm	1.87 mm principal	0.17	Short-term investment vehicle	Long	Canada
Banque Federative du Credit Mutuel SA	1.84 mm	1.85 mm principal	0.17	Debt	Long	France
Sumitomo Mitsui Trust Bank Ltd.	1.77 mm	1.75 mm principal	0.17	Debt	Long	Japan
MPLX MPLX LP	1.75 mm	1.75 mm principal	0.16	Debt	Long	USA
American Honda Finance Corp.	1.74 mm	1.73 mm principal	0.16	Debt	Long	USA
Volkswagen Group of America Finance LLC	1.70 mm	1.70 mm principal	0.16	Debt	Long	USA
EFX Equifax Inc.	1.70 mm	1.70 mm principal	0.16	Debt	Long	USA
General Motors Financial Co., Inc.	1.61 mm	1.60 mm principal	0.15	Debt	Long	USA
Alimentation Couche-Tard, Inc.	1.49 mm	1.50 mm principal	0.14	Short-term investment vehicle	Long	Canada
DFA Investment Trust Co.	1.32 mm	114.07 k shares	0.12	Common equity	Long	USA
Province of Quebec	1.31 mm	2.00 mm principal	0.12	Debt	Long	Canada
Toyota Motor Credit Corp.	1.31 mm	1.30 mm principal	0.12	Debt	Long	USA
Boston Properties LP	1.30 mm	1.31 mm principal	0.12	Debt	Long	USA
ERAC USA Finance LLC	1.30 mm	1.30 mm principal	0.12	Debt	Long	USA
Experian Finance PLC	1.29 mm	1.30 mm principal	0.12	Short-term investment vehicle	Long	UK
Bank of Nova Scotia	1.21 mm	1.21 mm principal	0.11	Debt	Long	Canada
Aetna Inc	1.20 mm	1.20 mm principal	0.11	Debt	Long	USA
GWW W.W. Grainger, Inc.	1.12 mm	1.13 mm principal	0.10	Debt	Long	USA
Bank of Nova Scotia	1.00 mm	1.00 mm principal	0.09	Debt	Long	Canada
Reckitt Benckiser Treasury Services PLC	998.23 k	1.00 mm principal	0.09	Short-term investment vehicle	Long	UK
Magna International, Inc.	997.15 k	1.00 mm principal	0.09	Short-term investment vehicle	Long	Canada
BAX Baxter International Inc.	996.98 k	1.00 mm principal	0.09	Debt	Long	USA
CAH Cardinal Health, Inc.	994.37 k	995.00 k principal	0.09	Debt	Long	USA
UBS AG	992.93 k	1.00 mm principal	0.09	Debt	Long	Switzerland
Bank of Nova Scotia	801.17 k	801.00 k principal	0.08	Debt	Long	Canada
CRH America Finance, Inc.	746.06 k	750.00 k principal	0.07	Short-term investment vehicle	Long	USA
NextEra Energy Capital Holdings, Inc.	632.05 k	630.00 k principal	0.06	Debt	Long	USA
KeyCorp	631.89 k	630.00 k principal	0.06	Debt	Long	USA
Flex Ltd.	598.12 k	600.00 k principal	0.06	Debt	Long	Singapore
Future	557.51 k	42.00 contracts	0.05	Commodity derivative	N/A	USA
Glencore Funding LLC	520.68 k	517.00 k principal	0.05	Debt	Long	USA
Parker-Hannifin Corp.	498.51 k	500.00 k principal	0.05	Short-term investment vehicle	Long	USA
Nutrien Ltd.	498.16 k	500.00 k principal	0.05	Short-term investment vehicle	Long	Canada
Nutrien Ltd.	497.69 k	500.00 k principal	0.05	Short-term investment vehicle	Long	Canada
Duke Energy Corp.	494.60 k	500.00 k principal	0.05	Short-term investment vehicle	Long	USA
Canadian Imperial Bank of Commerce	477.84 k	481.00 k principal	0.04	Debt	Long	Canada
American Honda Finance Corp.	441.59 k	440.00 k principal	0.04	Debt	Long	USA
Future	376.29 k	78.00 contracts	0.04	Commodity derivative	N/A	UK
Laboratory Corp. of America Holdings	361.44 k	363.00 k principal	0.03	Debt	Long	USA
Energy Transfer LP	342.59 k	344.00 k principal	0.03	Debt	Long	USA
Future	265.74 k	-28.00 contracts	0.02	Commodity derivative	N/A	UK
Future	224.59 k	42.00 contracts	0.02	Commodity derivative	N/A	UK
Future	144.11 k	71.00 contracts	0.01	Commodity derivative	N/A	USA
Future	135.40 k	38.00 contracts	0.01	Commodity derivative	N/A	USA
Future	130.98 k	23.00 contracts	0.01	Commodity derivative	N/A	USA
Future	95.11 k	70.00 contracts	0.01	Commodity derivative	N/A	USA
Future	73.87 k	58.00 contracts	0.01	Commodity derivative	N/A	UK
Swap	70.76 k	111.72 mm other units	0.01	Commodity derivative	N/A	USA
Future	63.01 k	30.00 contracts	0.01	Commodity derivative	N/A	USA
Future	52.18 k	147.00 contracts	0.00	Commodity derivative	N/A	USA
Future	43.98 k	55.00 contracts	0.00	Commodity derivative	N/A	USA
Future	38.09 k	-17.00 contracts	0.00	Commodity derivative	N/A	UK
Future	27.54 k	60.00 contracts	0.00	Commodity derivative	N/A	USA
Future	22.92 k	33.00 contracts	0.00	Commodity derivative	N/A	USA
Purchased USD / Sold AUD Citibank NA	21.64 k	1.00 contracts	0.00	DFE	N/A	USA
Future	17.78 k	12.00 contracts	0.00	Commodity derivative	N/A	USA
Future	16.44 k	15.00 contracts	0.00	Commodity derivative	N/A	USA
Future	15.75 k	-2.00 contracts	0.00	Commodity derivative	N/A	UK
Future	13.03 k	22.00 contracts	0.00	Commodity derivative	N/A	UK
Future	12.34 k	-4.00 contracts	0.00	Commodity derivative	N/A	UK
Future	10.03 k	35.00 contracts	0.00	Commodity derivative	N/A	USA
Future	9.17 k	-8.00 contracts	0.00	Commodity derivative	N/A	UK
Future	2.62 k	-2.00 contracts	0.00	Commodity derivative	N/A	UK
Future	-17.18 k	23.00 contracts	-0.00	Commodity derivative	N/A	USA
Future	-24.61 k	12.00 contracts	-0.00	Commodity derivative	N/A	UK
Future	-33.90 k	51.00 contracts	-0.00	Commodity derivative	N/A	UK
Future	-44.49 k	17.00 contracts	-0.00	Commodity derivative	N/A	UK
Future	-77.44 k	-42.00 contracts	-0.01	Commodity derivative	N/A	UK
Future	-87.57 k	26.00 contracts	-0.01	Commodity derivative	N/A	USA
Future	-94.20 k	27.00 contracts	-0.01	Commodity derivative	N/A	UK
Future	-153.89 k	-78.00 contracts	-0.01	Commodity derivative	N/A	UK
Future	-163.73 k	18.00 contracts	-0.02	Commodity derivative	N/A	UK
Future	-164.95 k	56.00 contracts	-0.02	Commodity derivative	N/A	USA
Future	-173.58 k	28.00 contracts	-0.02	Commodity derivative	N/A	UK
Swap	-180.14 k	119.08 mm other units	-0.02	Commodity derivative	N/A	USA
Future	-182.08 k	57.00 contracts	-0.02	Commodity derivative	N/A	USA
Swap	-729.82 k	56.94 mm other units	-0.07	Commodity derivative	N/A	USA
Swap	-731.18 k	215.64 mm other units	-0.07	Commodity derivative	N/A	USA
Future	-919.91 k	182.00 contracts	-0.09	Commodity derivative	N/A	USA
Swap	-1.22 mm	85.26 mm other units	-0.11	Commodity derivative	N/A	USA
Swap	-1.67 mm	100.41 mm other units	-0.16	Commodity derivative	N/A	USA
Swap	-1.83 mm	90.51 mm other units	-0.17	Commodity derivative	N/A	USA
Swap	-1.99 mm	136.35 mm other units	-0.19	Commodity derivative	N/A	USA
Swap	-2.02 mm	97.19 mm other units	-0.19	Commodity derivative	N/A	USA