U.S. Social Core Equity 2 Portfolio

C000050178 Fund Overview

U.S. Social Core Equity 2 Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as United States Large 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 Large Cap Value Equity
• Assets under management: $2.48B
• 1-year return: 34.3%
• SEC CIK: 0000355437
• SEC series ID: S000018154
• Share class ID: C000050178

C000050178 Investment Objective and Strategy

U.S. Social 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 U.S. Social Core Equity 2 Portfolio is to achieve long-term capital appreciation.

Principal investment strategy

The U.S. Social Core Equity 2 Portfolio purchases a broad and diverse group of securities of U.S. companies with greater emphasis on small capitalization, value, and high profitability companies as compared to their representation in the U.S. Universe, while excluding companies based on the Portfolios social issue screens. Dimensional Fund Advisors LP (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 U.S. Social Core Equity 2 Portfolio will invest at least 80% of its net assets in equity securities of U.S. companies. The percentage allocation of the assets of the U.S. Social Core Equity 2 Portfolio to securities of the largest U.S. growth companies as defined above 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 13% of the U.S. Social Core Equity 2 Portfolio to securities of the largest U.S. growth companies. The percentage by which the U.S. Social 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 U.S. Social 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 U.S. Social Core Equity 2 Portfolio also 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 above-referenced investments are not subject to, though they may incorporate, the Portfolios social criteria.

The U.S. Social Core Equity 2 Portfolio may lend its portfolio securities to generate additional income. The U.S. Social Core Equity 2 Portfolio seeks to purchase securities that are consistent with the Portfolios social issue screens, which are monitored by an independent third party. The Portfolio seeks to exclude from its investment portfolio those companies that are identified by the Portfolios social issue screens, as further discussed below. The Portfolios social issue screens are designed to identify companies that: (1) earn at least 20% of their total annual revenue through the production and/or sale of conventional or nuclear weapons, their weapon systems, or critical components of these products, or the provision of weapon systems support and service; (2) are engaged in certain for profit business activities in or with the Republic of the Sudan; (3) earn at least 15% of their total annual revenue through the production and/or sale of tobacco or alcohol products, or key products or raw materials necessary for their production; (4) earn at least 20% of their total annual revenue from certain gambling activities, the production of goods used exclusively for gambling, or the provision of certain services in casinos that are fundamental to gambling operations; (5) directly participate in abortions, or develop or manufacture abortive agents or contraceptives; (6) earn at least 15% of their total annual revenue from the rental, sale, distribution or production of pornographic materials, or the ownership or operation of adult entertainment establishments; (7) are involved in the production or manufacture of landmines, cluster munitions, or the essential components of these products; (8) have had major recent controversies relating to child labor infractions in the U.S.

or abroad; and/or (9) are involved in stem cell research. The Portfolio may modify this list of social issue screens, at any time, without prior shareholder approval or notice.

C000050178 Holdings

Top 10 holdings of U.S. Social Core Equity 2 Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.

View all C000050178 holdings

C000050178 Portfolio Allocation

Asset-class allocation of U.S. Social Core Equity 2 Portfolio by percentage of net assets, from the latest SEC N-PORT filing.

C000050178 Performance

Total returns for C000050178 (as of 2026-10-01), from SEC filings.

C000050178 Risk Information

Risk metrics for C000050178, derived from monthly returns in SEC filings.

• 1-year volatility (annualised): 14.3%

C000050178 Costs and Fees

C000050178 costs about $22 per $10,000 invested per year in fund expenses.

• Net expense ratio: 0.22%
• Gross expense ratio: 0.22%
• Portfolio turnover: 10%
• Brokerage commissions: 0.24 bps of average net assets (SEC N-CEN)

C000050178 Cashflows

Over the 12 months to 2026-04, U.S. Social Core Equity 2 Portfolio had net inflows of $14.77M, from monthly SEC N-PORT filings.

C000050178 Debt Constituents

No individual debt constituents are reported in U.S. Social Core Equity 2 Portfolio's latest SEC N-PORT filing.

C000050178 Prospectus and SEC Filings

Official U.S. Social Core Equity 2 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 Large Cap Value Equity funds tracked on ABC INVEST:

• Vanguard Value Index Fund (VIVAX)
• Washington Mutual Investors Fund (AWSHX)
• Investment CO Of America (AIVSX)
• American Mutual Fund (AMRMX)
• Vanguard High Dividend Yield Index Fund (VYM)

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.