DFA Global Sustainability Fixed Income Portfolio

Fund Profile

Fund profile

Fund manager

Dfa Investment Dimensions Group Inc

Total assets

$717.81 mm

Liabilities

$10.72 mm

Net assets

$707.10 mm

Number of holdings

269.00

Top 200 of 269 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.K. Gilts	20.60 mm	25.00 mm principal	2.91	Debt	Long	UK
U.S. Treasury Floating Rate Notes	20.51 mm	20.50 mm principal	2.90	Debt	Long	USA
French Republic Government Bonds OAT	12.52 mm	14.00 mm principal	1.77	Debt	Long	France
Nederlandse Waterschapsbank NV	11.31 mm	8.80 mm principal	1.60	Debt	Long	Netherlands
Ontario Teachers' Finance Trust	10.60 mm	10.60 mm principal	1.50	Debt	Long	Canada
U.S. Treasury Floating Rate Notes	10.49 mm	10.50 mm principal	1.48	Debt	Long	USA
NKE NIKE, Inc.	10.30 mm	12.95 mm principal	1.46	Debt	Long	USA
International Bank for Reconstruction & Development	10.00 mm	10.00 mm principal	1.41	Debt	Long	XX
Treasury Corp. of Victoria	9.97 mm	19.90 mm principal	1.41	Debt	Long	Australia
SNCF Reseau	7.69 mm	5.87 mm principal	1.09	Debt	Long	France
Japan Government Thirty Year Bonds	7.48 mm	1.00 bn principal	1.06	Debt	Long	Japan
Dexia SA	7.01 mm	7.00 mm principal	0.99	Debt	Long	France
U.S. Treasury Floating Rate Notes	7.00 mm	7.00 mm principal	0.99	Debt	Long	USA
Japan Government Twenty Year Bonds	6.95 mm	1.00 bn principal	0.98	Debt	Long	Japan
AMZN Amazon.com, Inc.	6.42 mm	8.50 mm principal	0.91	Debt	Long	USA
Province of Alberta	5.94 mm	8.00 mm principal	0.84	Debt	Long	Canada
Royalty Pharma PLC	5.92 mm	8.00 mm principal	0.84	Debt	Long	UK
Japan Government Ten Year Bonds	5.90 mm	900.00 mm principal	0.83	Debt	Long	Japan
Federal National Mortgage Association	5.87 mm	5.00 mm principal	0.83	Debt	Long	USA
Province of Manitoba	5.80 mm	8.00 mm principal	0.82	Debt	Long	Canada
INTC Intel Corporation	5.73 mm	6.00 mm principal	0.81	Debt	Long	USA
DFA Investment Trust Co.	5.65 mm	488.08 k shares	0.80	Common equity	Long	USA
Japan Government Twenty Year Bonds	5.58 mm	1.00 bn principal	0.79	Debt	Long	Japan
Asian Development Bank	5.53 mm	800.00 mm principal	0.78	Debt	Long	XX
Ontario Teachers' Finance Trust	5.49 mm	6.00 mm principal	0.78	Debt	Long	Canada
Enexis Holding NV	5.47 mm	5.00 mm principal	0.77	Debt	Long	Netherlands
Province of Quebec	5.47 mm	7.00 mm principal	0.77	Debt	Long	Canada
Deutsche Bahn Finance GmbH	5.39 mm	6.60 mm principal	0.76	Debt	Long	Germany
Svenska Handelsbanken AB	5.20 mm	5.50 mm principal	0.74	Debt	Long	Sweden
BPCE SA	5.10 mm	5.00 mm principal	0.72	Debt	Long	France
Cooperatieve Rabobank UA	5.00 mm	5.00 mm principal	0.71	Debt	Long	Netherlands
State of North Rhine-Westphalia	4.99 mm	5.00 mm principal	0.71	Debt	Long	Germany
Oesterreichische Kontrollbank AG	4.96 mm	5.00 mm principal	0.70	Debt	Long	Austria
Ontario Teachers' Finance Trust	4.95 mm	5.00 mm principal	0.70	Debt	Long	Canada
Bank of America Corp.	4.90 mm	4.60 mm principal	0.69	Debt	Long	USA
DFA Short Term Investment Fund	4.85 mm	4.85 mm shares	0.69	Short-term investment vehicle	Long	USA
Queensland Treasury Corp.	4.84 mm	10.00 mm principal	0.68	Debt	Long	Australia
L Loews Corporation	4.72 mm	5.50 mm principal	0.67	Debt	Long	USA
C Citigroup Inc.	4.54 mm	3.60 mm principal	0.64	Debt	Long	USA
TRV The Travelers Companies, Inc.	4.52 mm	4.50 mm principal	0.64	Debt	Long	USA
JAB Holdings BV	4.49 mm	5.30 mm principal	0.64	Debt	Long	Netherlands
JNJ Johnson & Johnson	4.47 mm	6.50 mm principal	0.63	Debt	Long	USA
Japan Government Ten Year Bonds	4.46 mm	700.00 mm principal	0.63	Debt	Long	Japan
Nordea Bank Abp	4.42 mm	4.50 mm principal	0.62	Debt	Long	Finland
Japan Government Twenty Year Bonds	4.35 mm	715.00 mm principal	0.62	Debt	Long	Japan
ABT Abbott Laboratories	4.34 mm	4.50 mm principal	0.61	Debt	Long	USA
International Bank for Reconstruction & Development	4.22 mm	4.20 mm principal	0.60	Debt	Long	XX
Walmart, Inc.	4.19 mm	3.10 mm principal	0.59	Debt	Long	USA
European Investment Bank	4.14 mm	3.20 mm principal	0.59	Debt	Long	XX
New South Wales Treasury Corp.	4.12 mm	7.90 mm principal	0.58	Debt	Long	Australia
Bank of Montreal	4.04 mm	4.00 mm principal	0.57	Debt	Long	Canada
European Investment Bank	4.03 mm	590.00 mm principal	0.57	Debt	Long	XX
Australia & New Zealand Banking Group Ltd.	4.02 mm	4.00 mm principal	0.57	Debt	Long	Australia
Japan Government Twenty Year Bonds	4.01 mm	600.00 mm principal	0.57	Debt	Long	Japan
Asian Development Bank	3.98 mm	3.00 mm principal	0.56	Debt	Long	XX
CMCSA Comcast Corporation	3.89 mm	5.00 mm principal	0.55	Debt	Long	USA
TMO Thermo Fisher Scientific Inc.	3.85 mm	3.80 mm principal	0.54	Debt	Long	USA
Japan Government Twenty Year Bonds	3.85 mm	700.00 mm principal	0.54	Debt	Long	Japan
Deutsche Bahn Finance GmbH	3.83 mm	4.00 mm principal	0.54	Debt	Long	Germany
Japan Government Ten Year Bonds	3.82 mm	600.00 mm principal	0.54	Debt	Long	Japan
Japan Government Ten Year Bonds	3.79 mm	600.00 mm principal	0.54	Debt	Long	Japan
Agence Francaise de Developpement EPIC	3.76 mm	4.60 mm principal	0.53	Debt	Long	France
AVT Avnet, Inc.	3.74 mm	4.35 mm principal	0.53	Debt	Long	USA
BNP Paribas SA	3.64 mm	2.80 mm principal	0.51	Debt	Long	France
Novartis Capital Corp.	3.63 mm	4.00 mm principal	0.51	Debt	Long	USA
CARR Carrier Global Corporation	3.55 mm	4.50 mm principal	0.50	Debt	Long	USA
Elevance Health, Inc.	3.54 mm	4.00 mm principal	0.50	Debt	Long	USA
Japan Government Five Year Bonds	3.53 mm	540.00 mm principal	0.50	Debt	Long	Japan
Broadcom Pte. Ltd.	3.49 mm	4.00 mm principal	0.49	Debt	Long	USA
CSCO Cisco Systems, Inc.	3.45 mm	3.33 mm principal	0.49	Debt	Long	USA
Japan Government Twenty Year Bonds	3.43 mm	500.00 mm principal	0.49	Debt	Long	Japan
Japan Government Twenty Year Bonds	3.43 mm	540.00 mm principal	0.49	Debt	Long	Japan
JPM JPMorgan Chase & Co.	3.38 mm	3.30 mm principal	0.48	Debt	Long	USA
Action Logement Services	3.37 mm	4.10 mm principal	0.48	Debt	Long	France
Kingdom of Belgium Government Bonds	3.37 mm	3.75 mm principal	0.48	Debt	Long	Belgium
Japan Government Thirty Year Bonds	3.36 mm	450.00 mm principal	0.48	Debt	Long	Japan
AIZ Assurant, Inc.	3.36 mm	4.00 mm principal	0.47	Debt	Long	USA
GILD Gilead Sciences, Inc.	3.34 mm	3.25 mm principal	0.47	Debt	Long	USA
New Zealand Government Bonds	3.32 mm	6.80 mm principal	0.47	Debt	Long	New Zealand
HSBC HSBC Holdings plc	3.30 mm	3.00 mm principal	0.47	Debt	Long	UK
Treasury Corp. of Victoria	3.29 mm	7.50 mm principal	0.46	Debt	Long	Australia
Japan Government Ten Year Bonds	3.22 mm	500.00 mm principal	0.46	Debt	Long	Japan
Athene Holding Ltd.	3.22 mm	3.17 mm principal	0.46	Debt	Long	USA
Inter-American Development Bank	3.20 mm	3.20 mm principal	0.45	Debt	Long	XX
Prudential Funding Asia PLC	3.20 mm	3.50 mm principal	0.45	Debt	Long	UK
WMT Walmart Inc.	3.19 mm	3.00 mm principal	0.45	Debt	Long	USA
Purchased USD / Sold JPY State Street Bank & Trust Co.	3.13 mm	1.00 contracts	0.44	DFE	N/A	USA
CME CME Group Inc.	3.07 mm	3.00 mm principal	0.43	Debt	Long	USA
Ile-de-France Mobilites	3.06 mm	4.00 mm principal	0.43	Debt	Long	France
WMT Walmart Inc.	3.05 mm	4.30 mm principal	0.43	Debt	Long	USA
Inter-American Development Bank	3.00 mm	3.00 mm principal	0.42	Debt	Long	XX
Nederlandse Waterschapsbank NV	3.00 mm	3.00 mm principal	0.42	Debt	Long	Netherlands
CNO CNO Financial Group, Inc.	2.98 mm	3.00 mm principal	0.42	Debt	Long	USA
Prologis Euro Finance LLC	2.98 mm	3.00 mm principal	0.42	Debt	Long	USA
Morgan Stanley	2.92 mm	2.60 mm principal	0.41	Debt	Long	USA
Province of Ontario	2.87 mm	4.40 mm principal	0.41	Debt	Long	Canada
Societe Nationale SNCF SACA	2.87 mm	3.00 mm principal	0.41	Debt	Long	France
Ile-de-France Mobilites	2.82 mm	3.10 mm principal	0.40	Debt	Long	France
International Bank for Reconstruction & Development	2.81 mm	2.80 mm principal	0.40	Debt	Long	XX
MHK Mohawk Industries, Inc.	2.80 mm	3.00 mm principal	0.40	Debt	Long	USA
COF Capital One Financial Corporation	2.79 mm	2.80 mm principal	0.39	Debt	Long	USA
U.S. Treasury Bonds	2.78 mm	4.50 mm principal	0.39	Debt	Long	USA
BorgWarner, Inc.	2.65 mm	2.90 mm principal	0.37	Debt	Long	USA
BMY Bristol-Myers Squibb Company	2.64 mm	3.00 mm principal	0.37	Debt	Long	USA
UNH UnitedHealth Group Incorporated	2.64 mm	2.50 mm principal	0.37	Debt	Long	USA
BRO Brown & Brown, Inc.	2.63 mm	3.10 mm principal	0.37	Debt	Long	USA
AMGN Amgen Inc.	2.58 mm	3.38 mm principal	0.36	Debt	Long	USA
HP, Inc.	2.58 mm	2.50 mm principal	0.36	Debt	Long	USA
Telefonica Emisiones SA	2.57 mm	2.30 mm principal	0.36	Debt	Long	Spain
Lazard Group LLC	2.54 mm	2.60 mm principal	0.36	Debt	Long	USA
AMGN Amgen Inc.	2.52 mm	3.50 mm principal	0.36	Debt	Long	USA
International Finance Corp.	2.48 mm	5.30 mm principal	0.35	Debt	Long	XX
JBL Jabil Inc.	2.47 mm	2.80 mm principal	0.35	Debt	Long	USA
Treasury Corp. of Victoria	2.38 mm	4.50 mm principal	0.34	Debt	Long	Australia
Treasury Corp. of Victoria	2.27 mm	4.80 mm principal	0.32	Debt	Long	Australia
FI Fiserv, Inc.	2.18 mm	2.20 mm principal	0.31	Debt	Long	USA
Motability Operations Group PLC	2.18 mm	2.00 mm principal	0.31	Debt	Long	UK
Utah Acquisition Sub, Inc.	2.16 mm	2.00 mm principal	0.31	Debt	Long	Netherlands
IBM International Business Machines Corporation	2.12 mm	2.90 mm principal	0.30	Debt	Long	USA
French Republic Government Bonds OAT	2.11 mm	2.50 mm principal	0.30	Debt	Long	France
New South Wales Treasury Corp.	2.11 mm	5.00 mm principal	0.30	Debt	Long	Australia
Prudential Financial, Inc.	2.10 mm	2.00 mm principal	0.30	Debt	Long	USA
MET MetLife, Inc.	2.09 mm	2.00 mm principal	0.30	Debt	Long	USA
Agence Francaise de Developpement EPIC	2.08 mm	2.50 mm principal	0.29	Debt	Long	France
Kommunalbanken AS	2.02 mm	2.00 mm principal	0.29	Debt	Long	Norway
Cooperatieve Rabobank UA	2.02 mm	2.00 mm principal	0.29	Debt	Long	Netherlands
Province of Quebec	2.01 mm	2.80 mm principal	0.28	Debt	Long	Canada
Ryder System, Inc.	1.98 mm	2.00 mm principal	0.28	Debt	Long	USA
CPPIB Capital, Inc.	1.96 mm	1.50 mm principal	0.28	Debt	Long	Canada
T AT&T Inc.	1.96 mm	2.50 mm principal	0.28	Debt	Long	USA
BCS Barclays PLC	1.94 mm	1.80 mm principal	0.27	Debt	Long	UK
Queensland Treasury Corp.	1.90 mm	3.50 mm principal	0.27	Debt	Long	Australia
Nordic Investment Bank	1.87 mm	20.00 mm principal	0.26	Debt	Long	XX
Kuntarahoitus OYJ	1.85 mm	2.30 mm principal	0.26	Debt	Long	Finland
National Australia Bank Ltd.	1.84 mm	1.80 mm principal	0.26	Debt	Long	Australia
UBS Group AG	1.82 mm	2.00 mm principal	0.26	Debt	Long	Switzerland
Chubb INA Holdings LLC	1.79 mm	1.83 mm principal	0.25	Debt	Long	USA
RTX Corp.	1.78 mm	2.00 mm principal	0.25	Debt	Long	USA
Elevance Health, Inc.	1.78 mm	2.00 mm principal	0.25	Debt	Long	USA
FLIR Teledyne FLIR, LLC	1.76 mm	2.00 mm principal	0.25	Debt	Long	USA
AMT American Tower Corporation	1.75 mm	1.88 mm principal	0.25	Debt	Long	USA
IBM International Business Machines Corporation	1.75 mm	2.00 mm principal	0.25	Debt	Long	USA
SMFG Sumitomo Mitsui Financial Group, Inc.	1.72 mm	2.51 mm principal	0.24	Debt	Long	Japan
General Motors Financial Co., Inc.	1.72 mm	2.00 mm principal	0.24	Debt	Long	USA
Walt Disney Co	1.62 mm	2.00 mm principal	0.23	Debt	Long	USA
Japan Government Thirty Year Bonds	1.58 mm	220.00 mm principal	0.22	Debt	Long	Japan
GILD Gilead Sciences, Inc.	1.57 mm	1.75 mm principal	0.22	Debt	Long	USA
LNC Lincoln National Corporation	1.54 mm	1.37 mm principal	0.22	Debt	Long	USA
Asian Infrastructure Investment Bank	1.51 mm	1.50 mm principal	0.21	Debt	Long	XX
NMR Nomura Holdings, Inc.	1.48 mm	1.63 mm principal	0.21	Debt	Long	Japan
Flex Ltd.	1.47 mm	1.50 mm principal	0.21	Debt	Long	Singapore
LNC Lincoln National Corporation	1.44 mm	1.59 mm principal	0.20	Debt	Long	USA
Societe Generale SA	1.44 mm	1.50 mm principal	0.20	Debt	Long	France
Royal Bank of Canada	1.44 mm	2.00 mm principal	0.20	Debt	Long	Canada
Societe Generale SA	1.43 mm	1.60 mm principal	0.20	Debt	Long	France
Optus Finance Pty. Ltd.	1.39 mm	1.43 mm principal	0.20	Debt	Long	Australia
Purchased USD / Sold EUR Bank of America NA	1.38 mm	1.00 contracts	0.20	DFE	N/A	USA
VZ Verizon Communications Inc.	1.36 mm	1.30 mm principal	0.19	Debt	Long	USA
UNH UnitedHealth Group Incorporated	1.35 mm	1.80 mm principal	0.19	Debt	Long	USA
New Zealand Local Government Funding Agency Bonds	1.34 mm	2.50 mm principal	0.19	Debt	Long	New Zealand
Anheuser-Busch InBev Worldwide, Inc.	1.34 mm	1.40 mm principal	0.19	Debt	Long	USA
Cigna Holding Co	1.33 mm	1.44 mm principal	0.19	Debt	Long	USA
T-Mobile USA, Inc.	1.33 mm	1.50 mm principal	0.19	Debt	Long	USA
South Australian Government Financing Authority	1.32 mm	2.50 mm principal	0.19	Debt	Long	Australia
Dexia SA	1.30 mm	1.25 mm principal	0.18	Debt	Long	France
EQIX Equinix, Inc.	1.29 mm	1.50 mm principal	0.18	Debt	Long	USA
SJM The J. M. Smucker Company	1.29 mm	1.40 mm principal	0.18	Debt	Long	USA
Inter-American Development Bank	1.28 mm	1.00 mm principal	0.18	Debt	Long	XX
Kommunalbanken AS	1.28 mm	1.00 mm principal	0.18	Debt	Long	Norway
T AT&T Inc.	1.28 mm	1.50 mm principal	0.18	Debt	Long	USA
RGA Reinsurance Group of America, Incorporated	1.27 mm	1.40 mm principal	0.18	Debt	Long	USA
American Tower Corp.	1.27 mm	1.40 mm principal	0.18	Debt	Long	USA
SWK Stanley Black & Decker, Inc.	1.27 mm	1.31 mm principal	0.18	Debt	Long	USA
Cooperatieve Rabobank UA	1.25 mm	1.25 mm principal	0.18	Debt	Long	Netherlands
Western Australian Treasury Corp.	1.25 mm	2.50 mm principal	0.18	Debt	Long	Australia
JAB Holdings BV	1.25 mm	1.20 mm principal	0.18	Debt	Long	Netherlands
FMR LLC	1.23 mm	1.25 mm principal	0.17	Debt	Long	USA
Purchased USD / Sold GBP HSBC Bank PLC	1.23 mm	1.00 contracts	0.17	DFE	N/A	USA
ALL The Allstate Corporation	1.23 mm	1.20 mm principal	0.17	Debt	Long	USA
SNCF Reseau	1.21 mm	1.50 mm principal	0.17	Debt	Long	France
FNF Fidelity National Financial, Inc.	1.18 mm	1.30 mm principal	0.17	Debt	Long	USA
MET MetLife, Inc.	1.10 mm	1.05 mm principal	0.16	Debt	Long	USA
TRV The Travelers Companies, Inc.	1.10 mm	1.00 mm principal	0.16	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	1.08 mm	1.00 mm principal	0.15	Debt	Long	USA
HD The Home Depot, Inc.	1.07 mm	1.00 mm principal	0.15	Debt	Long	USA
PHM PulteGroup, Inc.	1.05 mm	1.00 mm principal	0.15	Debt	Long	USA
Treasury Corp. of Victoria	1.04 mm	2.00 mm principal	0.15	Debt	Long	Australia
Deutsche Bahn Finance GmbH	1.02 mm	1.00 mm principal	0.14	Debt	Long	Germany
Daimler Truck Finance North America LLC	1.02 mm	1.00 mm principal	0.14	Debt	Long	USA
HD The Home Depot, Inc.	1.01 mm	1.00 mm principal	0.14	Debt	Long	USA
Svenska Handelsbanken AB	1.01 mm	1.00 mm principal	0.14	Debt	Long	Sweden
Bank of Nova Scotia	1.00 mm	1.00 mm principal	0.14	Debt	Long	Canada
National Australia Bank Ltd.	1.00 mm	1.00 mm principal	0.14	Debt	Long	Australia
HOG Harley-Davidson, Inc.	987.30 k	1.00 mm principal	0.14	Debt	Long	USA
Flex Ltd.	987.18 k	1.00 mm principal	0.14	Debt	Long	Singapore
BRO Brown & Brown, Inc.	983.37 k	1.00 mm principal	0.14	Debt	Long	USA
ARW Arrow Electronics, Inc.	965.84 k	1.00 mm principal	0.14	Debt	Long	USA
Kommunalbanken AS	963.07 k	750.00 k principal	0.14	Debt	Long	Norway
Export Development Canada	950.81 k	950.00 k principal	0.13	Debt	Long	Canada
MUFG Mitsubishi UFJ Financial Group, Inc.	911.02 k	1.00 mm principal	0.13	Debt	Long	Japan