DFA Short-Term Extended Quality Portfolio

DFA INVESTMENT DIMENSIONS GROUP INC

Actively managed global bond fund
$5.87B NAV
766 positions · as of 2026-04-30 · filed 2026-06-24

Fund classification

Classified from what the fund holds · as of 2026 Q2

DFA Short-Term Extended Quality 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-Term Extended Quality Portfolio (the Short-Term Extended Quality Portfolio or the Portfolio) is to maximize total returns from the universe of debt securities in which the Portfolio invests. Total return is comprised of income and capital appreciation.

Strategy · summarised

The fund invests in investment-grade corporate and government debt securities maturing within five years, with a weighted average duration of three years or less, adjusting its focus between shorter and longer maturities within that range based on expected term premiums. The fund may also use credit default swaps, currency forwards, and futures to hedge exposures or adjust market positioning. Because the fund's allocation to lower-rated investment-grade securities varies with expected credit premiums, its credit quality composition will shift over time.

Expenses
0.18%one share class
Share classExpense ratio
C0000710230.18%

Portfolio turnover 47.00% · as of 2026 Q1

Allocation

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

100.42%
of net assets
Bonds91.91%
Cash & short-term7.64%
Stocks1.12%
Derivatives-0.26%

The outer band is exposure held short — written against the portfolio rather than part of it, which is why it sits outside the ring and why the two are never netted into one figure.

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

100%
of net assets
International33.3%
Government17.7%
Other11.8%
Financials11.8%
11 smaller25.5%

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

2026Q2 vs 2026Q1: 234 new154 exited

Largest new: United States Treasury, LVMH Moet Hennessy Louis Vuitton SE, SERVICENOW INC, PSP Capital Inc, ATHENE HOLDING LTD, EASTMAN CHEMICAL CO, Province of Alberta Canada, BASF SE

Largest exited: United States Treasury, The WESTERN UNION CO, ALBERTA PROVINCE, PSP CAPITAL INC, ONTARIO (PROVINCE OF), UNITED OVERSEAS BANK LTD, EUROPEAN INVESTMENT BANK, LSEG US FIN CORP

Return profile

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

1-year
+4.19%
3-year
+15.31%
5-year
+10.93%
Volatility
1.03%
Worst 3-yr fall
-0.55%
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
3.77%
Avg maturity
3.04 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.

40%
floating
Fixed rate60.4%
Floating rate39.6%
Maturity ladder

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

<1y3-5y
<1y14.7%
1-3y24.8%
3-5y60.6%
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

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.

Interest-rate duration
1.94 yr
approx. move per 100bp
Credit-spread duration
2.46 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.

≈ -4.5%
of value
Credit spreads56%
Interest rates44%

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.

+2.46
yrs total
Investment grade+2.44 yr
High yield+0.01 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 rate1.94 yr total
3 mo30 yr
3 mo0.02 yr1%
1 yr0.51 yr26%
5 yr1.41 yr73%
30 yr0.00 yr0%

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.

Credit spread2.46 yr total
3 mo5 yr
3 mo0.03 yr1%
1 yr0.80 yr33%
5 yr1.63 yr66%

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+0.02+0.03+0.00$15.2k$130
1 yr+0.51+0.80+0.01$467.6k$3.0k
5 yr+1.41+1.62+0.01$951.5k$4.9k
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.

Rate exposure by currency

Duration contribution in years, summing to the fund's 1.94 yr.

USD+0.96 yr
EUR+0.86 yr
NZD+0.12 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

Issuer%NAVValue
NEW ZEALAND GOVERNMENT4.50% · due 2030-05-152.78%$163.24M
United States Treasury3.72% floating · due 2028-01-311.90%$111.25M
Dimensional Holdings Inc.1.14%$66.87M
The DFA Investment Trust Company1.12%$65.68M
INTL BK RECON & DEVELOP4.09% floating · due 2027-08-191.05%$61.86M
INTER-AMERICAN DEVEL BK4.00% floating · due 2027-10-041.04%$60.93M
DBS GROUP HOLDINGS LTD4.26% floating · due 2028-03-210.93%$54.67M
SHELL FINANCE US INC4.45% floating · due 2030-11-060.89%$52.17M
LVMH Moet Hennessy Louis Vuitton SE0.78%$45.67M
SERVICENOW INC1.40% · due 2030-09-010.71%$41.60M
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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 12.33% of net assets, top 25 21.26%, across 471 issuers.

See more of this fund's book

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