DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO

DFA INVESTMENT DIMENSIONS GROUP INC · 1 share class

Actively managed U.S. bond fund
One fund, 1 share class:DFIGX
$6.07B NAV
122 positions · as of 2026-04-30 · filed 2026-06-24

Fund classification

Classified from what the fund holds · as of 2026 Q2

DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO is an actively managed U.S. bond fund.

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

Fund profile

As filed in the prospectus · 2026 Q1

The investment objective of the DFA Intermediate Government Fixed Income Portfolio (the Intermediate Government Portfolio or the Portfolio) is to earn current income consistent with preservation of capital.

Strategy · summarised

The fund invests primarily in U.S. Treasury and government agency obligations with maturities between five and fifteen years, targeting a weighted average effective maturity between three and ten years and a duration similar to the Bloomberg U.S. Government Bond Index. It may also hold AAA-rated foreign government debt, supranational obligations, and money market funds, and may use Treasury futures to adjust exposure around cash flows. The fund maintains at least 80% of assets in fixed income government securities.

Expenses
0.12%one share class
Share classExpense ratio
DFIGX0.12%

Portfolio turnover 13.00% · as of 2026 Q1

Allocation

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

98.84%
of net assets
Bonds98.40%
Cash & short-term0.45%

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 2 new4 exited

Largest new: United States Treasury ×2

Largest exited: United States Treasury ×3, FEDERAL HOME LOAN BANK

Return profile

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

1-year
+3.10%
3-year
+8.30%
5-year
-1.37%
Volatility
3.65%
Worst 3-yr fall
-6.14%
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
3.69%
Avg maturity
7.10 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+
<1y9.5%
1-3y15.2%
3-5y22.6%
5-10y13.9%
10y+38.9%
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

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying a small fraction as much.

Interest-rate duration
5.79 yr
approx. move per 100bp
Credit-spread duration
1.48 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.

≈ -7.5%
of value
Interest rates80%
Credit spreads20%

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.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+1.48
yrs total
Investment grade+1.48 yr
High 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 rate5.79 yr total
3 mo30 yr
3 mo0.03 yr1%
1 yr0.58 yr10%
5 yr1.34 yr23%
10 yr3.48 yr60%
30 yr0.35 yr6%
Credit spread1.48 yr total
3 mo30 yr
3 mo0.01 yr1%
1 yr0.24 yr16%
5 yr0.43 yr29%
10 yr0.77 yr52%
30 yr0.03 yr2%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.03+0.01+0.00$9.0k$1
1 yr+0.58+0.24+0.00$145.5k$19
5 yr+1.34+0.43+0.00$262.3k$82
10 yr+3.48+0.77+0.00$464.7k$560
30 yr+0.35+0.03+0.00$16.3k$44

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 Treasury5.00% · due 2037-05-155.56%$337.73M
United States Treasury4.50% · due 2038-05-155.53%$335.64M
United States Treasury4.75% · due 2037-02-154.84%$293.76M
FEDERAL HOME LOAN BANK3.25% · due 2028-11-164.38%$266.22M
United States Treasury4.38% · due 2038-02-154.14%$251.43M
United States Treasury3.50% · due 2039-02-153.35%$203.28M
FEDERAL HOME LOAN BANK3.25% · due 2028-06-093.29%$199.72M
United States Treasury2.38% · due 2029-05-153.02%$183.10M
TENN VALLEY AUTHORITY7.13% · due 2030-05-012.92%$177.41M
FEDERAL HOME LOAN BANK5.50% · due 2036-07-152.83%$171.59M
Showing 10 of 122Sign in to see more

Top 10 positions are 39.84% of net assets, top 25 69.24%, across 4 issuers.

See more of this fund's book

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