DFA Commodity Strategy Portfolio
Data updated: 2026-06-24
C000093002 — DFA Commodity Strategy Portfolio data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Commodity · $1.41B AUM · 0.32% expense ratio · 48.0% 1-yr return. From SEC regulatory filings.
C000093002 Fund Overview
DFA Commodity Strategy Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as Commodity. 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: Commodity
- Assets under management: $1.41B
- 1-year return: 48.0%
- SEC CIK: 0000355437
- SEC series ID: S000030217
- Share class ID: C000093002
C000093002 Holdings
Top 10 holdings of DFA Commodity Strategy Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Treasury | 2.85% |
| United States Treasury | 2.24% |
| United States Treasury | 2.19% |
| United States Treasury | 2.11% |
| New Zealand Government Bonds | 1.87% |
| Nz Local Govt Fund Agenc | 1.82% |
| Inter-American Devel Bk | 1.56% |
| Dbs Group Holdings Ltd. | 1.42% |
| Aust & Nz Banking Group | 1.37% |
| National Australia Bank | 1.20% |
C000093002 Portfolio Allocation
Asset-class allocation of DFA Commodity Strategy Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 73.7% |
| Cash & Equivalents | 8.8% |
| Derivatives | 2.3% |
| Equity | 0.1% |
C000093002 Performance
Total returns for C000093002 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 32.4% |
| 1 year | 48.0% |
| 3 years (annualised) | 16.1% |
| 5 years (annualised) | 12.6% |
C000093002 Risk Information
Risk metrics for C000093002, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 13.4%
C000093002 Costs and Fees
C000093002 costs about $32 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.32%
- Gross expense ratio: 0.32%
- Portfolio turnover: 69%
- Brokerage commissions: 0.52 bps of average net assets (SEC N-CEN)
C000093002 Cashflows
Over the 12 months to 2026-04, DFA Commodity Strategy Portfolio had net inflows of $3.14M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | $3.94M |
| 2026-03 | −$5.27M |
| 2026-02 | −$4.47M |
| 2026-01 | −$2.69M |
| 2025-12 | $36.23M |
| 2025-11 | −$7.18M |
C000093002 Debt Constituents
Largest debt holdings of DFA Commodity Strategy Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 2.85% |
| United States Treasury | 2.24% |
| United States Treasury | 2.19% |
| United States Treasury | 2.11% |
| New Zealand Government Bonds | 1.87% |
| Nz Local Govt Fund Agenc | 1.82% |
| Inter-American Devel Bk | 1.56% |
| Dbs Group Holdings Ltd. | 1.42% |
| Aust & Nz Banking Group | 1.37% |
| National Australia Bank | 1.20% |
C000093002 Prospectus and SEC Filings
Official DFA Commodity Strategy Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Commodity 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.