T.A. U.S. Core Equity 2 Portfolio

Data updated: 2021-06-15

C000046748 — T.A. U.S. Core Equity 2 Portfolio. Global (incl. US) Blend / Core Equity · $12.95B AUM. Holdings, fees, performance and SEC filings.

C000046748 Fund Overview

T.A. U.S. Core Equity 2 Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as Global (incl. US) Blend / Core 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: Global (incl. US) Blend / Core Equity
Assets under management: $12.95B
1-year return: 56.8%
SEC CIK: 0000355437
SEC series ID: S000016732
Share class ID: C000046748

C000046748 Investment Objective and Strategy

T.A. U.S. Core Equity 2 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 T.A. U.S. Core Equity 2 Portfolio is to achieve long-term capital appreciation while considering federal income tax implications of investment decisions.

Principal investment strategy

When constructing the T.A. U.S. Core Equity 2 Portfolios investment portfolio, Dimensional Fund Advisors LP (the Advisor) intends to consider federal tax implications when making investment decisions with respect to individual securities to seek to provide a tax advantage. When consistent with the Portfolios investment policies, the Advisor will buy and sell securities for the Portfolio considering the goals of: (i) delaying and minimizing the realization of net capital gains (e.g., selling stocks with capital losses to offset gains, realized or anticipated); and (ii) maximizing the extent to which any realized net capital gains are long-term in nature (i.e., taxable at lower capital gains tax rates). The T.A. U.S. Core Equity 2 Portfolio purchases a broad and diverse group of securities of U.S.

companies with a greater emphasis on small capitalization, value, and high profitability companies as compared to their representation in the U.S. Universe. The Advisor generally defines the U.S. Universe as a market capitalization weighted portfolio of U.S. operating companies listed on the New York Stock Exchange (NYSE), NYSE American LLC, Nasdaq Global Market , Nasdaq Capital Market , or such other securities exchanges deemed appropriate by the Advisor. The Portfolios increased exposure to small capitalization, value, and high profitability companies may be achieved by decreasing the allocation of the Portfolios assets to the largest U.S. growth or low profitability companies relative to their weight in the U.S. Universe, which would result in a greater weight allocation to small capitalization, value, and/or high profitability companies.

An equity issuer is considered a growth company primarily because it has a high price in relation to its book value. Securities are considered value stocks primarily because a companys shares have a low price in relation to their book value. In assessing growth and value, the Advisor may consider additional factors such as price to cash flow or price to earnings ratios. In assessing profitability, the Advisor may consider different ratios, such as that of earnings or profits from operations relative to book value or assets. The criteria the Advisor uses for assessing growth, value or profitability are subject to change from time to time. As a non-fundamental policy, under normal circumstances, the T.A. U.S. Core Equity 2 Portfolio will invest at least 80% of its net assets in securities of U.S.

companies. The percentage allocation of the assets of the T.A. U.S. Core Equity 2 Portfolio to securities of the largest U.S. growth companies will generally be reduced from between 5% and 35% of their percentage weight in the U.S. Universe. For example, as of December 31, 2017, securities of the largest U.S. growth companies comprised 33% of the U.S. Universe and the Advisor allocated approximately 15% of the T.A. U.S. Core Equity 2 Portfolio to securities of the largest U.S. growth companies. The percentage by which the T.A. U.S. Core Equity 2 Portfolios allocation to securities of the largest U.S. growth companies is reduced will change due to market movements. The Advisor may also adjust the representation in the T.A. U.S. Core Equity 2 Portfolio of an eligible company, or exclude a company, after considering such factors as free float, momentum, trading strategies, liquidity, size, value, profitability, and other factors that the Advisor determines to be appropriate, given market conditions.

The T.A. U.S. Core Equity 2 Portfolio may purchase or sell futures contracts and options on futures contracts for U.S. equity securities and indices, 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 T.A. U.S. Core Equity 2 Portfolio may lend its portfolio securities to generate additional income.

C000046748 Performance

Total returns for C000046748 (as of 2026-10-01), from SEC filings.

Period	Total return
1 year	56.8%

C000046748 Risk Information

Risk metrics for C000046748, derived from monthly returns in SEC filings.

1-year volatility (annualised): 14.5%

C000046748 Costs and Fees

C000046748 costs about $23 per $10,000 invested per year in fund expenses.

Net expense ratio: 0.23%
Gross expense ratio: 0.23%
Portfolio turnover: 3%
Brokerage commissions: 0.19 bps of average net assets (SEC N-CEN)

C000046748 Cashflows

Over the 12 months to 2021-04, T.A. U.S. Core Equity 2 Portfolio had net outflows of $211.30M, from monthly SEC N-PORT filings.

Month	Net flow
2021-04	$14.59M
2021-03	$35.77M
2021-02	$31.60M
2021-01	−$7.96M
2020-12	$861.78K
2020-11	−$15.52M

C000046748 Debt Constituents

No individual debt constituents are reported in T.A. U.S. Core Equity 2 Portfolio's latest SEC N-PORT filing.

C000046748 Prospectus and SEC Filings

Official T.A. U.S. Core Equity 2 Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

Related Funds

Other Global (incl. US) Blend / Core 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.