DFA Commodity Strategy Portfolio
Data updated: 2026-09-24
C000093002 — DFA Commodity Strategy Portfolio. Commodity · $1.33B AUM · 0.32% expense ratio · 48.0% 1-yr return. Holdings, fees, performance and SEC 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: $1.33B
- 1-year return: 48.0%
- SEC CIK: 0000355437
- SEC series ID: S000030217
- Share class ID: C000093002
C000093002 Investment Objective and Strategy
DFA Commodity Strategy 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 Commodity Strategy Portfolio (the “Portfolio”) is to seek total return consisting of capital appreciation and current income.
Principal investment strategy
The Portfolio seeks to achieve its investment objective by generally investing in a universe of allowable commodity-linked derivative instruments and fixed income investment opportunities. The Portfolio gains exposure to commodities markets by investing in derivative instruments, such as structured notes whose principal and/or coupon payments are linked to commodities or commodity indices, in swap agreements, and/or in other commodity-linked instruments (such as futures contracts on individual commodities or commodity indices). The Portfolio may invest up to 25% of its total assets in Dimensional Cayman Commodity Fund I Ltd. (the Subsidiary), a wholly-owned subsidiary of the Portfolio formed in the Cayman Islands, which has the same investment objective as the Portfolio and has a strategy of investing in derivative instruments, such as commodity-linked swap agreements and other commodity-linked instruments, futures contracts on individual commodities or commodity indices, and options on these instruments.
The Portfolio, directly and/or through its investment in the Subsidiary, expects to use such derivatives extensively as part of its investment strategy. The Portfolio will invest in obligations issued or guaranteed by the U.S. and foreign governments, their agencies and instrumentalities, bank obligations, commercial paper, repurchase agreements, obligations of other domestic and foreign issuers having investment grade ratings (e.g., rated AAA to BBB- by Standard & Poors Rating Group (S&P) or Fitch Ratings Ltd. (Fitch) or Aaa to Baa3 by Moodys Investors Service, Inc. (Moodys)), securities of domestic or foreign issuers denominated in U.S. dollars but not trading in the United States, and obligations of supranational organizations. At the present time, Dimensional Fund Advisors LP (the Advisor) expects that most fixed income investments will be made in the obligations of issuers that are located in developed countries.
However, in the future, the Advisor anticipates investing in issuers located in other countries as well. The fixed income securities in which the Portfolio invests are considered investment grade at the time of purchase. The Portfolios fixed income securities primarily will mature within five years from the date of settlement, and the Portfolio maintains an average portfolio duration of three years or less. Duration is a measure of the sensitivity of a securitys price to changes in interest rates. The longer a securitys duration, the more sensitive it will be to changes in interest rates. Similarly, a portfolio with a longer average portfolio duration will be more sensitive to changes in interest rates than a fund with a shorter average portfolio duration. In making purchase decisions, if the expected term premium is greater for longer-term securities in the eligible maturity range, the Advisor will focus investment in the longer-term area, otherwise, the Portfolio will focus investment in the shorter-term area of the eligible maturity range.
The Portfolios investments may include foreign securities denominated in foreign currencies. The Portfolio intends to hedge foreign currency exposure to protect against uncertainty in the level of future foreign currency rates, to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another. The Portfolio may hedge such currency exposure by entering into foreign currency forward contracts. In regard to currency hedging, it is generally not possible to precisely match the foreign currency exposure of such foreign currency forward contracts to the value of the securities involved due to fluctuations in the market values of such securities and cash flows into and out of the Portfolio between the date a foreign currency forward contract is entered into and the date it expires.
The Portfolio also may enter into credit default swaps on issuers or indices to buy or sell credit protection to hedge its credit exposure, gain market or issuer exposure without owning the underlying securities, or increase the Portfolios expected total return. The Portfolio may also use 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 may lend its portfolio securities to generate additional income.
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 | 6.90% |
| United States Treasury | 5.82% |
| United States Treasury | 2.62% |
| United States Treasury | 2.26% |
| Nz Local Govt Fund Agenc | 2.13% |
| New Zealand Government Bonds | 2.01% |
| Dbs Group Holdings Ltd. | 1.51% |
| NVIDIA Corp. | 1.37% |
| Cppib Capital, Inc. | 1.32% |
| National Australia Bank | 1.24% |
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 | 94.1% |
| Cash & Equivalents | 0.9% |
| Equity | 0.8% |
| Derivatives | 0.3% |
C000093002 Performance
Total returns for C000093002 (as of 2026-10-01), 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 | 6.90% |
| United States Treasury | 5.82% |
| United States Treasury | 2.62% |
| United States Treasury | 2.26% |
| Nz Local Govt Fund Agenc | 2.13% |
| New Zealand Government Bonds | 2.01% |
| Dbs Group Holdings Ltd. | 1.51% |
| NVIDIA Corp. | 1.37% |
| Cppib Capital, Inc. | 1.32% |
| National Australia Bank | 1.24% |
C000093002 Prospectus and SEC Filings
Official DFA Commodity Strategy 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 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.