DFA Short-Duration Real Return Portfolio
DFA INVESTMENT DIMENSIONS GROUP INC
Fund classification
Classified from what the fund holds · as of 2026 Q2
DFA Short-Duration Real Return Portfolio is an actively managed global bond fund.
- Asset class
- Bonds
- Region
- Global
- Management
- Actively managed
- Fund type
- Open-end fund
- Credit quality
- Investment grade
- Rate sensitivity
- Short duration
Fund profile
As filed in the prospectus · 2026 Q1
The investment objective of the DFA Short-Duration Real Return Portfolio (the Short-Duration Real Return Portfolio or the Portfolio) is to seek inflation protection and maximize total returns.
The fund invests in investment-grade debt securities with a weighted average duration of three years or less, emphasizing securities rated A+ to BBB-, and uses inflation swaps and other derivatives to seek inflation protection and enhance returns. The Advisor tilts toward longer or shorter maturities within its eligible range based on expected term premiums. Because security selection depends on expected credit and term premiums, portfolio composition will vary with market conditions and the Advisor's expectations.
| Share class | Expense ratio |
|---|---|
| C000130944 | 0.22% |
Portfolio turnover 36.00% · as of 2026 Q1
Allocation
Asset groups · long / short shown separately, never netted · 2026 Q2
| Bonds | 96.00% |
| Cash & short-term | 4.07% |
| Stocks | 1.67% |
| Derivatives | 0.46% |
Derivatives are shown at market value, not notional exposure.
Sector allocation
The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2
| International | 31.1% |
| Government | 19.8% |
| Other | 14.7% |
| Financials | 10.5% |
| 11 smaller | 24.0% |
Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).
Latest quarter
What changed since the fund's previous filing
Largest new: AMAZON.COM INC, United States Treasury ×2, NOVARTIS CAPITAL CORP, KFW, NIPPON LIFE INSURANCE, AMERICAN HONDA FINANCE, PSP Capital Inc
Largest exited: United States Treasury, INTL FINANCE CORP, KFW, The WESTERN UNION CO, Deutsche Bank Securities, Inc., WESTPAC BANKING CORP, SWEDISH EXPORT CREDIT, JOHN DEERE CAPITAL CORP
Return profile
Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026
Debt profile
What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-04-30
Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.
| Fixed rate | 70.7% |
| Floating rate | 29.3% |
| Zero-coupon or unclassified | 0.1% |
Share of the fund's debt value in each maturity band, shortest first.
| <1y | 16.3% |
| 1-3y | 20.9% |
| 3-5y | 62.8% |
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
More of this fund’s sensitivity sits in credit spreads than in interest rates — a rate rally that comes with a credit selloff works against it.
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.
| Credit spreads | 52% |
| Interest rates | 48% |
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.
Share of the fund's spread duration carried by each credit tier.
| Investment grade | +2.49 yr |
| High yield | +0.02 yr |
Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.
| 3 mo | 0.02 yr | 1% |
| 1 yr | 0.66 yr | 29% |
| 5 yr | 1.60 yr | 70% |
| 30 yr | 0.00 yr | 0% |
10 yr is NEGATIVE (-0.00 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.
| 3 mo | 0.03 yr | 1% |
| 1 yr | 0.84 yr | 34% |
| 5 yr | 1.64 yr | 65% |
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
| Tenor | Rate yrs | IG yrs | HY yrs | IG $/bp | HY $/bp |
|---|---|---|---|---|---|
| 3 mo | +0.02 | +0.03 | +0.00 | $5.6k | $87 |
| 1 yr | +0.66 | +0.84 | +0.01 | $184.0k | $1.1k |
| 5 yr | +1.60 | +1.63 | +0.01 | $357.6k | $2.3k |
| 10 yr | -0.00 | +0.00 | +0.00 | $0 | $0 |
| 30 yr | +0.00 | +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.
Duration contribution in years, summing to the fund's 2.28 yr.
This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.
Holdings
By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page
| Ticker | Issuer | %NAV | Reported price | Value | Shares |
|---|---|---|---|---|---|
| — | NEW ZEALAND GOVERNMENT4.50% · due 2030-05-15 | 2.38% | — | $52.27M | — |
| — | United States Treasury3.78% floating · due 2027-04-30 | 2.19% | — | $48.05M | — |
| — | The DFA Investment Trust Company | 1.67% | $11.57 | $36.62M | 3.2M |
| — | Dimensional Holdings Inc. | 1.65% | — | $36.10M | — |
| — | JP MORGAN CHASE BANK NA4.65% floating · due 2026-12-08 | 1.02% | — | $22.33M | — |
| — | AMAZON.COM INC4.25% · due 2031-03-13 | 0.99% | — | $21.78M | — |
| — | ASIAN DEVELOPMENT BANK3.95% floating · due 2028-06-20 | 0.92% | — | $20.25M | — |
| — | DBS GROUP HOLDINGS LTD4.26% floating · due 2028-03-21 | 0.91% | — | $20.06M | — |
| — | INTER-AMERICAN DEVEL BK3.97% floating · due 2029-02-15 | 0.91% | — | $20.01M | — |
| — | INTL BK RECON & DEVELOP4.09% floating · due 2027-08-19 | 0.89% | — | $19.60M | — |
Reported price is the fund's own reported value divided by its own reported shares at 2026-04-30 — not a live quote, and not what the fund paid.
Top 10 positions are 13.54% of net assets, top 25 24.01%, across 446 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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