DFA Investment Grade Portfolio
Data updated: 2026-09-24
C000097895 — DFA Investment Grade Portfolio. Intermediate Total / Aggregate Bond · $12.59B AUM. Holdings, fees, performance and SEC filings.
C000097895 Fund Overview
DFA Investment Grade Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as Intermediate Total / Aggregate 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 Total / Aggregate Bond
- Assets under management: $12.59B
- 1-year return: 4.3%
- SEC CIK: 0000355437
- SEC series ID: S000031490
- Share class ID: C000097895
C000097895 Investment Objective and Strategy
DFA Investment Grade 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 Investment Grade Portfolio (the “Investment Grade Portfolio”) is to seek to maximize total returns from the universe of eligible investments. Total return is comprised of income and capital appreciation.
Principal investment strategy
The Investment Grade Portfolio seeks to achieve its investment objective through exposure to a broad portfolio of investment grade debt securities of U.S. and non-U.S. corporate and government issuers. At the present time, Dimensional Fund Advisors LP (the Advisor) expects that most 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. As a non-fundamental policy, under normal circumstances, at least 80% of the Investment Grade Portfolios net assets will be invested in fixed income securities considered to be investment grade quality. The Investment Grade Portfolio will be managed with a view to capturing expected credit premiums and expected term premiums.
The term expected credit premium means the expected incremental return on investment for holding obligations considered to have greater credit risk than direct obligations of the U.S. Treasury, and expected term premium means the expected relative return on investment for holding securities having longer-term maturities as compared to shorter-term maturities. In managing the Investment Grade Portfolio, the Advisor will increase or decrease investment exposure to intermediate-term securities depending on the expected term premium and also increase or decrease investment exposure to non-government securities depending on the expected credit premium. The Investment Grade Portfolio invests in U.S. and foreign corporate debt securities with an investment grade credit rating. In addition, the Portfolio may 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, securities of domestic or foreign issuers denominated in U.S. dollars but not trading in the United States, and obligations of supranational organizations. The Investment Grade Portfolio may invest with an emphasis on debt securities rated in the lower half of the investment grade spectrum (e.g., rated BBB- to A+ by Standard & Poors Rating Group (S&P) or Fitch Ratings Ltd. (Fitch) or Baa3 to A1 by Moodys Investors Service, Inc. (Moodys)). The Investment Grade Portfolio will not emphasize investments in the lower half of the investment grade spectrum, however, when the Advisor believes the expected credit premium is relatively low.
The Investment Grade Portfolio will also invest in higher-rated debt securities. The Investment Grade Portfolios investments may include foreign securities denominated in foreign currencies. The Investment Grade Portfolio intends to hedge foreign currency exposure to attempt to protect against uncertainty in the level of future foreign currency rates. The Investment Grade Portfolio may enter into foreign currency forward contracts to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another. 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 Investment Grade 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 total return. The Investment Grade Portfolio also may purchase to sell futures contracts and options on futures contracts, to hedge its interest rate or currency exposure or for non-hedging purposes, such as a substitute for direct investment or 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 Investment Grade Portfolio may lend its portfolio securities to generate additional income.
C000097895 Holdings
Top 10 holdings of DFA Investment Grade Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| The DFA Investment Trust Company | 4.53% |
| Dimensional Holdings Inc. | 4.47% |
| New Zealand Government | 2.94% |
| Fannie Mae | 1.45% |
| United States Treasury | 1.41% |
| United States Treasury | 1.38% |
| United States Treasury | 1.35% |
| United States Treasury | 1.35% |
| United States Treasury | 1.29% |
| United States Treasury | 1.21% |
C000097895 Portfolio Allocation
Asset-class allocation of DFA Investment Grade Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 97.4% |
| Equity | 4.5% |
| Cash & Equivalents | 4.5% |
C000097895 Performance
Total returns for C000097895 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 0.2% |
| 1 year | 4.3% |
| 3 years (annualised) | 4.0% |
| 5 years (annualised) | 0.5% |
C000097895 Risk Information
Risk metrics for C000097895, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 3.5%
C000097895 Costs and Fees
C000097895 costs about $19 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.19%
- Gross expense ratio: 0.19%
- Portfolio turnover: 25%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
C000097895 Cashflows
Over the 12 months to 2026-04, DFA Investment Grade Portfolio had net inflows of $758.12M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$25.53M |
| 2026-03 | $82.98M |
| 2026-02 | $103.02M |
| 2026-01 | $113.46M |
| 2025-12 | $168.66M |
| 2025-11 | $18.56M |
C000097895 Debt Constituents
Largest debt holdings of DFA Investment Grade Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| New Zealand Government | 2.94% |
| Fannie Mae | 1.45% |
| United States Treasury | 1.41% |
| United States Treasury | 1.38% |
| United States Treasury | 1.35% |
| United States Treasury | 1.35% |
| United States Treasury | 1.29% |
| United States Treasury | 1.21% |
| National Australia Bank | 1.04% |
| United States Treasury | 0.94% |
C000097895 Prospectus and SEC Filings
Official DFA Investment Grade 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 Total / Aggregate 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.