DFA Diversified Fixed Income Portfolio
Data updated: 2026-09-24
C000170210 — DFA Diversified Fixed Income Portfolio. United States Multi-Cap / All-Cap Value Equity · $1.66B AUM. Holdings, fees, performance and SEC filings.
C000170210 Fund Overview
DFA Diversified Fixed Income Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as United States Multi-Cap / All-Cap Value Equity. 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: United States Multi-Cap / All-Cap Value Equity
- Assets under management: $1.66B
- 1-year return: 3.8%
- SEC CIK: 0000355437
- SEC series ID: S000054156
- Share class ID: C000170210
C000170210 Investment Objective and Strategy
DFA Diversified Fixed Income 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 Diversified Fixed Income Portfolio (the “Diversified Fixed Income Portfolio” or the “Portfolio”) is to provide a market rate of return for a fixed income portfolio with low relative volatility of returns.
Principal investment strategy
The investment objective of the Diversified Fixed Income Portfolio is to provide a market rate of return for a fixed income portfolio with low relative volatility of returns. The Portfolio seeks its investment objective by investing directly or through Underlying Funds in a universe of U.S. and foreign debt securities, including inflation-protected securities. The Portfolio and/or its Underlying Funds invest in obligations issued or guaranteed by the U.S. and foreign governments, their agencies and instrumentalities, corporate debt obligations, bank obligations, commercial paper, repurchase agreements, obligations of other domestic and foreign issuers, securities of domestic or foreign issuers denominated in U.S. dollars but not trading in the United States, and obligations of supranational organizations.
The inflation-protected securities in which the Portfolio and/or its Underlying Funds invest may include Treasury Inflation-Protected Securities. As of the date of this Prospectus, the Portfolio invests a portion of its assets in the DFA Two-Year Global Fixed Income Portfolio and DFA Intermediate Government Fixed Income Portfolio and/or other Underlying Funds, but the Portfolio also invests a substantial portion of its assets directly. Depending on the credit and term spreads in the current yield curves, the Diversified Fixed Income Portfolio will adjust its investment allocations to credit and maturity, within the eligible universe of investments held directly or through Underlying Funds. The fixed income securities in which the Portfolio invests will be considered investment grade at the time of purchase.
Generally, the Portfolio will purchase debt securities that mature within twenty years from the date of settlement. The Portfolio will ordinarily have an average weighted maturity, based on market values, between two and seven years. As a non-fundamental policy, under normal circumstances, the Diversified Fixed Income Portfolio will invest directly, or indirectly through its investment in the Underlying Funds, at least 80% of its net assets in fixed income securities. In addition, the Portfolio and each Underlying Fund are authorized to invest more than 25% of its total assets in U.S. Treasury bonds, bills and notes, and obligations of federal agencies and instrumentalities. Because many of the Diversified Fixed Income Portfolios and certain Underlying Funds investments may be denominated in foreign currencies, the Portfolio and such Underlying Funds may also enter into foreign currency forward contracts to attempt 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.
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 or Underlying Fund between the date a foreign currency forward contract is entered into and the date it expires. The Portfolio and certain Underlying Funds may also purchase or sell futures contracts and options on futures contracts for securities and indices, to hedge their currency exposure or to adjust market exposure based on actual or expected cash inflows to or outflows from the Portfolio or Underlying Fund. 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 Diversified Fixed Income Portfolio and the Underlying Funds may lend their portfolio securities to generate additional income.
C000170210 Holdings
Top 9 holdings of DFA Diversified Fixed Income Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| DFA Intermediate Government Fixed Income Portfolio | 49.69% |
| DFA Two-Year Global Fixed Income Portfolio | 30.29% |
| United States Treasury | 5.03% |
| United States Treasury | 4.93% |
| United States Treasury | 2.94% |
| United States Treasury | 2.44% |
| United States Treasury | 2.43% |
| United States Treasury | 2.00% |
| State Street Global Advisors | 0.25% |
C000170210 Portfolio Allocation
Asset-class allocation of DFA Diversified Fixed Income Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 80.0% |
| Fixed Income | 19.8% |
| Cash & Equivalents | 0.2% |
C000170210 Performance
Total returns for C000170210 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 0.7% |
| 1 year | 3.8% |
| 3 years (annualised) | 4.0% |
| 5 years (annualised) | 1.5% |
C000170210 Risk Information
Risk metrics for C000170210, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 2.5%
C000170210 Costs and Fees
C000170210 costs about $15 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.15%
- Gross expense ratio: 0.25%
- Portfolio turnover: 31%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
C000170210 Cashflows
Over the 12 months to 2026-04, DFA Diversified Fixed Income Portfolio had net outflows of $14.94M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | $295.01K |
| 2026-03 | −$3.52M |
| 2026-02 | $360.66K |
| 2026-01 | $2.27M |
| 2025-12 | $3.20M |
| 2025-11 | −$7.60M |
C000170210 Debt Constituents
Largest debt holdings of DFA Diversified Fixed Income Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 5.03% |
| United States Treasury | 4.93% |
| United States Treasury | 2.94% |
| United States Treasury | 2.44% |
| United States Treasury | 2.43% |
| United States Treasury | 2.00% |
C000170210 Prospectus and SEC Filings
Official DFA Diversified Fixed Income 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 United States Multi-Cap / All-Cap Value Equity 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.