Dfa Ltip Portfolio
Data updated: 2026-09-24
C000102640 — Dfa Ltip Portfolio. Long Treasury / Sovereign Bond · $415.92M AUM · 0.12% expense ratio. Holdings, fees, performance and SEC filings.
C000102640 Fund Overview
Dfa Ltip Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as Long 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: Long Treasury / Sovereign Bond
- Assets under management: $415.92M
- 1-year return: -0.8%
- SEC CIK: 0000355437
- SEC series ID: S000033394
- Share class ID: C000102640
C000102640 Investment Objective and Strategy
Dfa Ltip 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 LTIP Portfolio (the “Portfolio”) is to seek to provide total return consistent with inflation protected long-term instruments. Total return is comprised of income and capital appreciation.
Principal investment strategy
The DFA LTIP Portfolio seeks its investment objective by generally investing in a universe of long-term fixed income securities structured to provide protection against inflation. The DFA LTIP Portfolio may invest in inflation-protected securities issued by the U.S. Government and its agencies and instrumentalities. The DFA LTIP Portfolio also may invest in inflation-protected securities of other investment grade issuers including foreign governments and U.S. and non-U.S. corporations. The fixed income securities in which the DFA LTIP Portfolio invests are considered investment grade at the time of purchase. 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 DFA LTIP Portfolio will purchase long-term fixed income securities with maturities greater than ten years, although it is anticipated that, at times, the DFA LTIP Portfolio will purchase securities with lesser maturities. The DFA LTIP Portfolio ordinarily will have an average weighted maturity, based upon market values, of greater than ten years. The DFA LTIP Portfolio also may invest in securities issued by the U.S. Government and its agencies and instrumentalities and other investment grade issuers that do not provide inflation protection while attempting to protect for inflation by engaging in swaps, futures or other derivatives to hedge against the inflation risk associated with such securities. The 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. As a non-fundamental policy, under normal circumstances, at least 80% of the DFA LTIP Portfolios net assets will be invested in fixed income securities. The DFA LTIP Portfolio is authorized to invest more than 25% of its total assets in Treasury bonds, bills and notes and obligations of U.S. government agencies and instrumentalities. The DFA LTIP Portfolio will not shift the maturity of its investments in anticipation of interest rate movements. The DFA LTIP Portfolio may lend its portfolio securities to generate additional income.
C000102640 Holdings
Top 4 holdings of Dfa Ltip Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Treasury | 28.98% |
| United States Treasury | 28.98% |
| United States Treasury | 28.97% |
| United States Treasury | 12.48% |
C000102640 Portfolio Allocation
Asset-class allocation of Dfa Ltip Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 99.4% |
C000102640 Performance
Total returns for C000102640 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -1.2% |
| 1 year | -0.8% |
| 3 years (annualised) | -5.2% |
| 5 years (annualised) | -8.3% |
C000102640 Risk Information
Risk metrics for C000102640, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 10.1%
C000102640 Costs and Fees
C000102640 costs about $12 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.12%
- Gross expense ratio: 0.12%
- Portfolio turnover: 15%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
C000102640 Cashflows
Over the 12 months to 2026-04, Dfa Ltip Portfolio had net inflows of $71.41M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | $4.02M |
| 2026-03 | −$771.12K |
| 2026-02 | −$1.14M |
| 2026-01 | $8.45M |
| 2025-12 | $10.46M |
| 2025-11 | −$2.75M |
C000102640 Debt Constituents
Largest debt holdings of Dfa Ltip Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 28.98% |
| United States Treasury | 28.98% |
| United States Treasury | 28.97% |
| United States Treasury | 12.48% |
C000102640 Prospectus and SEC Filings
Official Dfa Ltip 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 Long 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.