DFA Inflation-Protected Securities Portfolio

DFA INVESTMENT DIMENSIONS GROUP INC

Actively managed U.S. bond fund
$5.14B NAV
28 positions · as of 2026-04-30 · filed 2026-06-24

Fund classification

Classified from what the fund holds · as of 2026 Q2

DFA Inflation-Protected Securities Portfolio is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2026 Q1

The investment objective of the DFA Inflation-Protected Securities Portfolio (the Inflation-Protected Portfolio or the Portfolio) is to provide inflation protection and earn current income consistent with inflation-protected securities.

Strategy · summarised

The fund invests primarily in U.S. Treasury Inflation-Protected Securities and other inflation-linked debt, targeting a duration similar to the Bloomberg U.S. TIPS Index, typically holding securities with five- to twenty-year maturities. Because returns on inflation-protected securities depend on actual inflation outcomes and real interest rate movements, fund performance will diverge from conventional fixed-rate bonds. The fund may use futures and options to adjust interest rate exposure or substitute for direct holdings.

Expenses
0.11%one share class
Share classExpense ratio
C0000360410.11%

Portfolio turnover 16.00% · as of 2026 Q1

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

99.74%
of net assets
Bonds99.22%
Cash & short-term0.52%

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 2 new0 exited

Largest new: United States Treasury ×2

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

1-year
+3.93%
3-year
+10.74%
5-year
+6.81%
Volatility
3.11%
Worst 3-yr fall
-5.22%
Cumulative return· May 2023 – Apr 2026

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-04-30

Avg coupon
1.69%
Avg maturity
7.28 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

0%
floating
Fixed rate100.0%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y0.0%
1-3y34.6%
3-5y13.8%
5-10y23.9%
10y+27.7%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

This fund filed the credit-spread disclosure and reported no sensitivity — measured, and the answer is none.

Interest-rate duration
6.65 yr
approx. move per 100bp
Credit-spread duration
0.00 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -6.5%
of value
Interest rates100%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Investment grade: +0.00 yrHigh yield: +0.00 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate6.65 yr total
3 mo30 yr
3 mo0.00 yr0%
1 yr0.69 yr10%
5 yr1.89 yr28%
10 yr3.09 yr46%
30 yr0.98 yr15%
Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.00+0.00+0.00$0$0
1 yr+0.69+0.00+0.00$0$0
5 yr+1.89+0.00+0.00$0$0
10 yr+3.09+0.00+0.00$0$0
30 yr+0.98+0.00+0.00$0$0

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
United States Treasury0.88% · due 2029-01-159.90%$509.10M
United States Treasury2.50% · due 2029-01-159.63%$494.88M
United States Treasury3.88% · due 2029-04-159.36%$480.91M
United States Treasury2.13% · due 2040-02-157.88%$404.78M
United States Treasury2.13% · due 2041-02-157.70%$395.91M
United States Treasury3.38% · due 2032-04-156.38%$327.71M
United States Treasury0.13% · due 2032-01-155.05%$259.47M
United States Treasury3.63% · due 2028-04-154.70%$241.33M
United States Treasury0.13% · due 2030-01-154.66%$239.72M
United States Treasury0.75% · due 2042-02-154.35%$223.74M
Showing 10 of 28Sign in to see more

Top 10 positions are 69.60% of net assets, top 25 98.98%, across 2 issuers.

See more of this fund's book

More positions with filed share counts, and the quarter-over-quarter change list rather than the largest few — free with an account, no card required.

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