DFA Short-Duration Real Return Portfolio

Fund Profile

Fund profile

Fund manager

Dfa Investment Dimensions Group Inc

Total assets

$1.98 bn

Liabilities

$43.24 mm

Net assets

$1.94 bn

Number of holdings

552.00

Top 200 of 552 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Floating Rate Notes	58.99 mm	59.00 mm principal	3.04	Debt	Long	USA
U.S. Treasury Floating Rate Notes	32.01 mm	32.00 mm principal	1.65	Debt	Long	USA
JPMorgan Chase Bank NA	27.55 mm	27.24 mm principal	1.42	Debt	Long	USA
International Finance Corp.	23.71 mm	23.70 mm principal	1.22	Debt	Long	XX
U.S. Treasury Floating Rate Notes	23.49 mm	23.50 mm principal	1.21	Debt	Long	USA
Inter-American Development Bank	19.97 mm	20.00 mm principal	1.03	Debt	Long	XX
Monetary Authority of Singapore Bills	19.83 mm	26.20 mm principal	1.02	Debt	Long	Singapore
International Bank for Reconstruction & Development	19.62 mm	19.52 mm principal	1.01	Debt	Long	XX
Inter-American Development Bank	16.90 mm	16.90 mm principal	0.87	Debt	Long	XX
National Rural Utilities Cooperative Finance Corp.	14.34 mm	14.30 mm principal	0.74	Debt	Long	USA
DXC DXC Technology Company	14.17 mm	15.07 mm principal	0.73	Debt	Long	USA
MMM 3M Company	14.16 mm	14.30 mm principal	0.73	Debt	Long	USA
Plains All American Pipeline LP/PAA Finance Corp.	13.58 mm	13.58 mm principal	0.70	Debt	Long	USA
DFA Investment Trust Co.	13.30 mm	1.15 mm shares	0.69	Common equity	Long	USA
SCHW The Charles Schwab Corporation	12.87 mm	12.87 mm principal	0.66	Debt	Long	USA
Macquarie Bank Ltd.	12.78 mm	12.62 mm principal	0.66	Debt	Long	Australia
NUE Nucor Corporation	12.62 mm	12.84 mm principal	0.65	Debt	Long	USA
BMW U.S. Capital LLC	12.52 mm	12.50 mm principal	0.65	Debt	Long	USA
AerCap Ireland Capital DAC/AerCap Global Aviation Trust	12.31 mm	12.80 mm principal	0.63	Debt	Long	Ireland
DFA Short Term Investment Fund	12.16 mm	12.16 mm shares	0.63	Short-term investment vehicle	Long	USA
Dow Chemical Co.	11.98 mm	12.00 mm principal	0.62	Short-term investment vehicle	Long	USA
European Bank for Reconstruction & Development	11.98 mm	12.00 mm principal	0.62	Debt	Long	XX
Bank of Nova Scotia	11.90 mm	11.85 mm principal	0.61	Debt	Long	Canada
LUV Southwest Airlines Co.	11.87 mm	11.86 mm principal	0.61	Debt	Long	USA
Inter-American Development Bank	11.59 mm	11.60 mm principal	0.60	Debt	Long	XX
BCS Barclays PLC	11.33 mm	11.40 mm principal	0.58	Debt	Long	UK
Constellation Energy Generation LLC	11.16 mm	11.27 mm principal	0.57	Debt	Long	USA
EIDP, Inc.	10.99 mm	11.00 mm principal	0.57	Short-term investment vehicle	Long	USA
Asian Infrastructure Investment Bank	10.92 mm	17.50 mm principal	0.56	Debt	Long	XX
WU The Western Union Company	10.79 mm	11.35 mm principal	0.56	Debt	Long	USA
Caterpillar Financial Services Corp.	10.77 mm	10.75 mm principal	0.56	Debt	Long	USA
Utah Acquisition Sub, Inc.	10.61 mm	10.79 mm principal	0.55	Debt	Long	Netherlands
NFG National Fuel Gas Company	10.51 mm	10.53 mm principal	0.54	Debt	Long	USA
Cooperatieve Rabobank UA	10.41 mm	10.38 mm principal	0.54	Debt	Long	Netherlands
Public Storage Operating Co.	10.15 mm	10.10 mm principal	0.52	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	9.99 mm	10.02 mm principal	0.51	Debt	Long	USA
Reckitt Benckiser Treasury Services PLC	9.98 mm	10.00 mm principal	0.51	Short-term investment vehicle	Long	UK
ERP Operating LP	9.93 mm	10.00 mm principal	0.51	Debt	Long	USA
Svensk Exportkredit AB	9.90 mm	9.75 mm principal	0.51	Debt	Long	Sweden
European Investment Bank	9.85 mm	10.00 mm principal	0.51	Short-term investment vehicle	Long	Luxembourg
John Deere Capital Corp.	9.85 mm	9.78 mm principal	0.51	Debt	Long	USA
Monetary Authority of Singapore Bills	9.77 mm	12.90 mm principal	0.50	Debt	Long	Singapore
O Realty Income Corporation	9.70 mm	10.00 mm principal	0.50	Debt	Long	USA
International Bank for Reconstruction & Development	9.61 mm	9.60 mm principal	0.50	Debt	Long	XX
OVV Ovintiv Inc.	9.58 mm	9.55 mm principal	0.49	Debt	Long	USA
Kommunalbanken AS	9.51 mm	9.50 mm principal	0.49	Debt	Long	Norway
Westpac Banking Corp.	9.48 mm	14.30 mm principal	0.49	Debt	Long	Australia
National Bank of Canada	9.48 mm	13.00 mm principal	0.49	Debt	Long	Canada
AXP American Express Company	9.30 mm	9.29 mm principal	0.48	Debt	Long	USA
Ontario Treasury Bills	9.27 mm	13.00 mm principal	0.48	Debt	Long	Canada
Asian Development Bank	9.19 mm	9.20 mm principal	0.47	Debt	Long	XX
EIX Edison International	8.92 mm	8.92 mm principal	0.46	Debt	Long	USA
Celanese U.S. Holdings LLC	8.92 mm	9.49 mm principal	0.46	Debt	Long	USA
Banque Federative du Credit Mutuel SA	8.72 mm	8.10 mm principal	0.45	Debt	Long	France
MUFG Mitsubishi UFJ Financial Group, Inc.	8.65 mm	8.72 mm principal	0.45	Debt	Long	Japan
BNG Bank NV	8.30 mm	8.20 mm principal	0.43	Debt	Long	Netherlands
Canada Treasury Bills	8.01 mm	11.20 mm principal	0.41	Debt	Long	Canada
Canada Treasury Bills	7.99 mm	11.20 mm principal	0.41	Debt	Long	Canada
Alimentation Couche-Tard, Inc.	7.98 mm	8.00 mm principal	0.41	Short-term investment vehicle	Long	Canada
Experian Finance PLC	7.96 mm	8.00 mm principal	0.41	Short-term investment vehicle	Long	UK
AXP American Express Company	7.71 mm	7.68 mm principal	0.40	Debt	Long	USA
CCI Crown Castle Inc.	7.66 mm	8.00 mm principal	0.39	Debt	Long	USA
Flex Ltd.	7.49 mm	7.61 mm principal	0.39	Debt	Long	Singapore
European Bank for Reconstruction & Development	7.47 mm	7.46 mm principal	0.38	Debt	Long	XX
HPQ HP Inc.	7.44 mm	7.57 mm principal	0.38	Debt	Long	USA
Mercedes-Benz Finance North America LLC	7.36 mm	7.35 mm principal	0.38	Debt	Long	USA
CDP Financial, Inc.	7.31 mm	7.30 mm principal	0.38	Debt	Long	Canada
Goldman Sachs Group, Inc.	7.26 mm	7.30 mm principal	0.37	Debt	Long	USA
Quebec Treasury Bills	7.22 mm	10.13 mm principal	0.37	Debt	Long	Canada
BPCE SA	7.16 mm	7.20 mm principal	0.37	Debt	Long	France
Canada Treasury Bills	7.12 mm	10.00 mm principal	0.37	Debt	Long	Canada
Aviation Capital Group LLC	7.10 mm	7.15 mm principal	0.37	Debt	Long	USA
Ontario Treasury Bills	7.06 mm	9.90 mm principal	0.36	Debt	Long	Canada
Bank of Montreal	7.00 mm	7.00 mm principal	0.36	Debt	Long	Canada
Sumitomo Mitsui Financial Group, Inc.	7.00 mm	6.58 mm principal	0.36	Debt	Long	Japan
LMHA Legg Mason, Inc.	6.99 mm	7.00 mm principal	0.36	Debt	Long	USA
Consolidated Edison Co. of New York, Inc.	6.99 mm	7.00 mm principal	0.36	Short-term investment vehicle	Long	USA
Nutrien Ltd.	6.98 mm	7.00 mm principal	0.36	Short-term investment vehicle	Long	Canada
EFX Equifax Inc.	6.88 mm	6.89 mm principal	0.35	Debt	Long	USA
Asian Development Bank	6.76 mm	10.65 mm principal	0.35	Debt	Long	XX
U.S. Treasury Inflation-Indexed Notes	6.60 mm	6.65 mm principal	0.34	Debt	Long	USA
BMY Bristol-Myers Squibb Company	6.51 mm	6.50 mm principal	0.34	Debt	Long	USA
Entergy Corp.	6.46 mm	6.50 mm principal	0.33	Short-term investment vehicle	Long	USA
Canada Treasury Bills	6.40 mm	9.00 mm principal	0.33	Debt	Long	Canada
Canada Treasury Bills	6.39 mm	9.00 mm principal	0.33	Debt	Long	Canada
Credit Agricole SA	6.35 mm	6.32 mm principal	0.33	Debt	Long	France
Westpac Banking Corp.	6.33 mm	9.60 mm principal	0.33	Debt	Long	Australia
SMFG Sumitomo Mitsui Financial Group, Inc.	6.26 mm	6.20 mm principal	0.32	Debt	Long	Japan
PFG Principal Financial Group, Inc.	6.25 mm	6.30 mm principal	0.32	Debt	Long	USA
DLTR Dollar Tree, Inc.	6.21 mm	6.25 mm principal	0.32	Debt	Long	USA
Australia & New Zealand Banking Group Ltd.	6.19 mm	6.18 mm principal	0.32	Debt	Long	Australia
General Motors Financial Co., Inc.	6.13 mm	6.22 mm principal	0.32	Debt	Long	USA
ORCL Oracle Corporation	6.08 mm	6.14 mm principal	0.31	Debt	Long	USA
NMR Nomura Holdings, Inc.	6.08 mm	6.22 mm principal	0.31	Debt	Long	Japan
Svensk Exportkredit AB	6.07 mm	6.00 mm principal	0.31	Debt	Long	Sweden
DTE DTE Energy Company	6.07 mm	6.20 mm principal	0.31	Debt	Long	USA
Australia & New Zealand Banking Group Ltd.	6.02 mm	6.00 mm principal	0.31	Debt	Long	Australia
Daimler Truck Finance Canada, Inc.	6.02 mm	8.40 mm principal	0.31	Debt	Long	Canada
Caisse des Depots et Consignations	5.94 mm	6.00 mm principal	0.31	Short-term investment vehicle	Long	USA
Lazard Group LLC	5.82 mm	6.00 mm principal	0.30	Debt	Long	USA
EQIX Equinix, Inc.	5.80 mm	5.81 mm principal	0.30	Debt	Long	USA
Santander Holdings USA, Inc.	5.80 mm	6.00 mm principal	0.30	Debt	Long	USA
Svenska Handelsbanken AB	5.66 mm	5.59 mm principal	0.29	Debt	Long	Sweden
STT State Street Corporation	5.54 mm	5.50 mm principal	0.29	Debt	Long	USA
RCI Rogers Communications Inc.	5.51 mm	7.70 mm principal	0.28	Debt	Long	Canada
Volkswagen Financial Services	5.50 mm	5.50 mm principal	0.28	Short-term investment vehicle	Long	USA
Duke Energy Corp.	5.49 mm	5.50 mm principal	0.28	Short-term investment vehicle	Long	USA
BPCE SA	5.47 mm	5.50 mm principal	0.28	Debt	Long	France
LSEGA Financing PLC	5.47 mm	5.50 mm principal	0.28	Short-term investment vehicle	Long	UK
ABBV AbbVie Inc.	5.47 mm	5.50 mm principal	0.28	Debt	Long	USA
Dexia SA	5.41 mm	5.00 mm principal	0.28	Debt	Long	France
NMR Nomura Holdings, Inc.	5.23 mm	5.53 mm principal	0.27	Debt	Long	Japan
National Australia Bank Ltd.	5.23 mm	7.90 mm principal	0.27	Debt	Long	Australia
American Honda Finance Corp.	5.21 mm	5.20 mm principal	0.27	Debt	Long	USA
Royalty Pharma PLC	5.21 mm	5.37 mm principal	0.27	Debt	Long	UK
Jefferies Financial Group, Inc.	5.19 mm	5.00 mm principal	0.27	Debt	Long	USA
Toyota Motor Credit Corp.	5.07 mm	5.03 mm principal	0.26	Debt	Long	USA
Export Development Canada	5.04 mm	5.04 mm principal	0.26	Debt	Long	Canada
Glencore Funding LLC	5.04 mm	5.00 mm principal	0.26	Debt	Long	USA
Host Hotels & Resorts LP	5.03 mm	5.07 mm principal	0.26	Debt	Long	USA
American Honda Finance Corp.	5.03 mm	5.00 mm principal	0.26	Debt	Long	USA
Toronto-Dominion Bank	5.00 mm	5.00 mm principal	0.26	Debt	Long	Canada
Toronto-Dominion Bank	5.00 mm	4.96 mm principal	0.26	Debt	Long	Canada
LSEGA Financing PLC	5.00 mm	5.00 mm principal	0.26	Short-term investment vehicle	Long	UK
Harley-Davidson Financial Services, Inc.	5.00 mm	5.00 mm principal	0.26	Short-term investment vehicle	Long	USA
Lloyds Banking Group PLC	4.99 mm	5.00 mm principal	0.26	Debt	Long	UK
ADSK Autodesk, Inc.	4.99 mm	5.00 mm principal	0.26	Debt	Long	USA
Arrow Electronics, Inc.	4.98 mm	5.00 mm principal	0.26	Debt	Long	USA
Societe Generale SA	4.97 mm	5.00 mm principal	0.26	Debt	Long	France
Truist Bank	4.97 mm	5.00 mm principal	0.26	Debt	Long	USA
PSP Capital, Inc.	4.95 mm	5.00 mm principal	0.26	Short-term investment vehicle	Long	Canada
Oesterreichische Kontrollbank AG	4.95 mm	5.00 mm principal	0.26	Short-term investment vehicle	Long	USA
UBS Group AG	4.95 mm	5.00 mm principal	0.25	Debt	Long	Switzerland
Avangrid, Inc.	4.94 mm	5.00 mm principal	0.25	Short-term investment vehicle	Long	USA
Svensk Exportkredit AB	4.94 mm	5.00 mm principal	0.25	Short-term investment vehicle	Long	Sweden
DNB Bank ASA	4.93 mm	5.00 mm principal	0.25	Short-term investment vehicle	Long	Norway
JBL Jabil Inc.	4.92 mm	5.00 mm principal	0.25	Debt	Long	USA
COF Capital One Financial Corporation	4.89 mm	5.00 mm principal	0.25	Debt	Long	USA
Swap	4.73 mm	45.00 mm other units	0.24	Interest rate derivative	N/A	USA
GPN Global Payments Inc.	4.72 mm	5.00 mm principal	0.24	Debt	Long	USA
Caterpillar Financial Services Corp.	4.70 mm	4.70 mm principal	0.24	Debt	Long	USA
PVH PVH Corp.	4.67 mm	4.69 mm principal	0.24	Debt	Long	USA
Daimler Truck International Finance BV	4.64 mm	4.30 mm principal	0.24	Debt	Long	Netherlands
Swap	4.63 mm	42.00 mm other units	0.24	Interest rate derivative	N/A	USA
UBS AG	4.61 mm	4.41 mm principal	0.24	Debt	Long	Switzerland
Boston Properties LP	4.60 mm	5.00 mm principal	0.24	Debt	Long	USA
Royal Bank of Canada	4.59 mm	4.58 mm principal	0.24	Debt	Long	Canada
Province of Quebec	4.49 mm	4.50 mm principal	0.23	Short-term investment vehicle	Long	USA
Royal Bank of Canada	4.49 mm	6.25 mm principal	0.23	Debt	Long	Canada
Svenska Handelsbanken AB	4.44 mm	4.42 mm principal	0.23	Debt	Long	Sweden
Westpac Banking Corp.	4.43 mm	6.70 mm principal	0.23	Debt	Long	Australia
Australia & New Zealand Banking Group Ltd.	4.41 mm	4.40 mm principal	0.23	Debt	Long	Australia
Societe Generale SA	4.39 mm	4.42 mm principal	0.23	Debt	Long	France
EIDP, Inc.	4.38 mm	4.40 mm principal	0.23	Short-term investment vehicle	Long	USA
UNH UnitedHealth Group Incorporated	4.35 mm	4.33 mm principal	0.22	Debt	Long	USA
Swap	4.34 mm	43.00 mm other units	0.22	Interest rate derivative	N/A	USA
Wells Fargo & Co.	4.31 mm	4.00 mm principal	0.22	Debt	Long	USA
Volkswagen Group of America Finance LLC	4.31 mm	4.30 mm principal	0.22	Debt	Long	USA
Swap	4.31 mm	25.00 mm other units	0.22	Interest rate derivative	N/A	USA
Westpac Banking Corp.	4.28 mm	6.50 mm principal	0.22	Debt	Long	Australia
Chubb INA Holdings LLC	4.23 mm	4.26 mm principal	0.22	Debt	Long	USA
Westpac Banking Corp.	4.23 mm	6.40 mm principal	0.22	Debt	Long	Australia
Nuveen Finance LLC	4.18 mm	4.18 mm principal	0.22	Debt	Long	USA
MPC Marathon Petroleum Corporation	4.16 mm	4.17 mm principal	0.21	Debt	Long	USA
Marriott International, Inc.	4.14 mm	4.16 mm principal	0.21	Short-term investment vehicle	Long	USA
SCHW The Charles Schwab Corporation	4.13 mm	4.09 mm principal	0.21	Debt	Long	USA
ORCL Oracle Corporation	4.05 mm	4.09 mm principal	0.21	Debt	Long	USA
Kommunalbanken AS	4.04 mm	4.00 mm principal	0.21	Debt	Long	Norway
American Honda Finance Corp.	4.02 mm	4.00 mm principal	0.21	Debt	Long	USA
Inter-American Development Bank	4.00 mm	4.00 mm principal	0.21	Debt	Long	XX
BMW U.S. Capital LLC	4.00 mm	4.00 mm principal	0.21	Debt	Long	USA
Consolidated Edison Co. of New York, Inc.	4.00 mm	4.00 mm principal	0.21	Short-term investment vehicle	Long	USA
Banque Stellantis France SACA	4.00 mm	3.70 mm principal	0.21	Debt	Long	France
Duke Energy Corp.	4.00 mm	4.00 mm principal	0.21	Short-term investment vehicle	Long	USA
Dominion Energy, Inc.	3.99 mm	4.00 mm principal	0.21	Short-term investment vehicle	Long	USA
Duke Energy Corp.	3.99 mm	4.00 mm principal	0.21	Short-term investment vehicle	Long	USA
Parker-Hannifin Corp.	3.98 mm	4.00 mm principal	0.20	Short-term investment vehicle	Long	USA
United Overseas Bank Ltd.	3.95 mm	4.00 mm principal	0.20	Short-term investment vehicle	Long	Singapore
Nordea Bank Abp	3.92 mm	3.90 mm principal	0.20	Debt	Long	Finland
LEN Lennar Corporation	3.89 mm	3.90 mm principal	0.20	Debt	Long	USA
EIX Edison International	3.88 mm	3.88 mm principal	0.20	Debt	Long	USA
Penske Truck Leasing Co. LP/PTL Finance Corp.	3.85 mm	4.00 mm principal	0.20	Debt	Long	USA
Banque Federative du Credit Mutuel SA	3.85 mm	3.80 mm principal	0.20	Debt	Long	France
NFX Newfield Exploration Co	3.82 mm	3.81 mm principal	0.20	Debt	Long	USA
HOWOGE Wohnungsbaugesellschaft GmbH	3.81 mm	3.50 mm principal	0.20	Debt	Long	Germany
UBS AG	3.75 mm	3.71 mm principal	0.19	Debt	Long	Switzerland
Toyota Finance Australia Ltd.	3.73 mm	3.45 mm principal	0.19	Debt	Long	Australia
ERAC USA Finance LLC	3.72 mm	3.75 mm principal	0.19	Debt	Long	USA
John Deere Capital Corp.	3.70 mm	3.70 mm principal	0.19	Debt	Long	USA
Goldman Sachs Group, Inc.	3.70 mm	3.40 mm principal	0.19	Debt	Long	USA
Roche Holdings, Inc.	3.62 mm	3.60 mm principal	0.19	Debt	Long	USA
Walt Disney Co.	3.60 mm	3.60 mm principal	0.19	Short-term investment vehicle	Long	USA
Canada Housing Trust No. 1	3.58 mm	5.00 mm principal	0.18	Debt	Long	Canada
Canada Treasury Bills	3.56 mm	5.00 mm principal	0.18	Debt	Long	Canada
Enterprise Products Operating LLC	3.55 mm	3.56 mm principal	0.18	Debt	Long	USA
Mercedes-Benz Finance Canada, Inc.	3.53 mm	5.00 mm principal	0.18	Debt	Long	Canada
U.S. Treasury Floating Rate Notes	3.50 mm	3.50 mm principal	0.18	Debt	Long	USA
Quebec Treasury Bills	3.50 mm	4.90 mm principal	0.18	Debt	Long	Canada
Santander Holdings USA, Inc.	3.46 mm	3.50 mm principal	0.18	Debt	Long	USA
Toyota Motor Credit Corp.	3.40 mm	3.40 mm principal	0.18	Debt	Long	USA