DFA Inflation-Protected Securities Portfolio
Data updated: 2026-09-24
C000036041 — DFA Inflation-Protected Securities Portfolio. Intermediate Treasury / Sovereign Bond · $5.01B AUM. Holdings, fees, performance and SEC filings.
C000036041 Fund Overview
DFA Inflation-Protected Securities Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as Intermediate Treasury / Sovereign Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Dfa Investment Dimensions Group INC
- Category: Intermediate Treasury / Sovereign Bond
- Assets under management: $5.01B
- 1-year return: 3.9%
- SEC CIK: 0000355437
- SEC series ID: S000013345
- Share class ID: C000036041
C000036041 Investment Objective and Strategy
DFA Inflation-Protected Securities Portfolio describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Dfa Investment Dimensions Group INC.
Investment objective
The investment objective of the DFA Inflation-Protected Securities Portfolio (the “Inflation-Protected Portfolio”) is to provide inflation protection and earn current income consistent with inflation-protected securities.
Principal investment strategy
The Inflation-Protected Portfolio seeks its investment objective by investing in a universe of inflation-protected securities that are structured to provide returns linked to the rate of inflation over the long-term. The Inflation-Protected Portfolio ordinarily invests in inflation-protected securities issued by the U.S. Government and its agencies and instrumentalities and the credit quality of such inflation-protected securities will be that of such applicable U.S. government, agency or instrumentality issuer. As a non-fundamental policy, under normal circumstances, the Portfolio will invest at least 80% of its net assets in inflation-protected securities. Inflation-protected securities (also known as inflation-indexed securities) are securities whose principal and/or interest payments are adjusted for inflation, unlike conventional debt securities that make fixed principal and interest payments.
Inflation-protected securities include Treasury Inflation-Protected Securities (TIPS), which are securities issued by the U.S. Treasury. The principal value of TIPS is adjusted for inflation (payable at maturity) and the semi-annual interest payments by TIPS equal a fixed percentage of the inflation-adjusted principal amount. These inflation adjustments are based upon the Consumer Price Index for Urban Consumers (CPI-U). The original principal value of TIPS is guaranteed, even during periods of deflation. At maturity, TIPS are redeemed at the greater of their inflation-adjusted principal or par amount at original issue. Other types of inflation-protected securities may use other methods to adjust for inflation and other measures of inflation. In addition, inflation-protected securities issued by entities other than the U.S.
Treasury may not provide a guarantee of principal value at maturity. Generally, the Inflation-Protected Portfolio will purchase inflation-protected securities with maturities between five and twenty years from the date of settlement, although it is anticipated that, at times, the Portfolio will purchase securities outside of this range. The Portfolio ordinarily will have an average weighted maturity, based upon market values, between three to twelve years. The Inflation-Protected Portfolio is authorized to invest more than 25% of its total assets in U.S. Treasury bonds, bills and notes and obligations of U.S. government agencies and instrumentalities. The Portfolio will not shift the maturity of its investments in anticipation of interest rate movements. The Inflation-Protected Portfolio may purchase or sell futures contracts and options on futures contracts, to adjust market exposure based on actual or expected cash inflows to or outflows from the Portfolio.
The Portfolio does not intend to sell futures contracts to establish short positions in individual securities or to use derivatives for purposes of speculation or leveraging investment returns. The Inflation-Protected Portfolio may lend its portfolio securities to generate additional income.
C000036041 Holdings
Top 10 holdings of DFA Inflation-Protected Securities Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Treasury | 10.11% |
| United States Treasury | 9.79% |
| United States Treasury | 9.48% |
| United States Treasury | 7.87% |
| United States Treasury | 7.69% |
| United States Treasury | 6.43% |
| United States Treasury | 5.12% |
| United States Treasury | 4.75% |
| United States Treasury | 4.34% |
| United States Treasury | 3.94% |
C000036041 Portfolio Allocation
Asset-class allocation of DFA Inflation-Protected Securities Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 99.3% |
| Cash & Equivalents | 0.3% |
C000036041 Performance
Total returns for C000036041 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.5% |
| 1 year | 3.9% |
| 3 years (annualised) | 3.5% |
| 5 years (annualised) | 1.3% |
C000036041 Risk Information
Risk metrics for C000036041, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 3.1%
C000036041 Costs and Fees
C000036041 costs about $11 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.11%
- Gross expense ratio: 0.11%
- Portfolio turnover: 16%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
C000036041 Cashflows
Over the 12 months to 2026-04, DFA Inflation-Protected Securities Portfolio had net inflows of $16.10M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$5.16M |
| 2026-03 | −$9.07M |
| 2026-02 | $2.18M |
| 2026-01 | $16.09M |
| 2025-12 | $51.16M |
| 2025-11 | −$75.09M |
C000036041 Debt Constituents
Largest debt holdings of DFA Inflation-Protected Securities Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 10.11% |
| United States Treasury | 9.79% |
| United States Treasury | 9.48% |
| United States Treasury | 7.87% |
| United States Treasury | 7.69% |
| United States Treasury | 6.43% |
| United States Treasury | 5.12% |
| United States Treasury | 4.75% |
| United States Treasury | 4.34% |
| United States Treasury | 3.94% |
C000036041 Prospectus and SEC Filings
Official DFA Inflation-Protected Securities Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-02-27
- Prospectus (485BPOS) — filed 2025-02-28
- Prospectus (485BPOS) — filed 2024-02-28
- Portfolio holdings (N-PORT) — filed 2026-09-24
- Portfolio holdings (N-PORT) — filed 2026-06-24
- Portfolio holdings (N-PORT) — filed 2026-03-27
- Annual census (N-CEN) — filed 2026-01-12
- Annual census (N-CEN) — filed 2025-01-10
Related Funds
Other Intermediate Treasury / Sovereign Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.