DFA Selectively Hedged Global Fixed Income Portfolio

C000057262 Fund Overview

DFA Selectively Hedged Global Fixed Income Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as Short 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: Short Total / Aggregate Bond
• Assets under management: $1.08B
• 1-year return: 4.3%
• SEC CIK: 0000355437
• SEC series ID: S000020421
• Share class ID: C000057262

C000057262 Investment Objective and Strategy

DFA Selectively Hedged Global 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 Selectively Hedged Global Fixed Income Portfolio (the “Selectively Hedged Global Portfolio”) is to maximize total returns within the universe of domestic and foreign debt securities that the Portfolio invests. Total return is comprised of income and capital appreciation.

Principal investment strategy

The Selectively Hedged Global Portfolio seeks to maximize total returns from a universe of U.S. and foreign debt securities maturing in five years or less from the date of settlement. The Portfolio may selectively hedge its currency exposures depending on market conditions. The debt securities in which the Portfolio may invest include 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. 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. The fixed income securities in which the Selectively Hedged Global Portfolio invests are considered investment grade at the time of purchase. Under normal market conditions, the Portfolio intends to invest its assets to gain exposure to issuers of at least three different countries, one of which may be the United States. An issuer may be considered to be of a country if it is organized, has substantial assets, or derives substantial operating income in that country. As a non-fundamental policy, under normal circumstances, the Portfolio will invest at least 80% of its net assets in fixed income securities. The Selectively Hedged Global Portfolio primarily invests in securities that mature within five years from the date of settlement and maintains an average portfolio maturity and an average portfolio duration of three years or less.

Duration is a measure of the sensitivity of a securitys price to changes in interest rates. The longer a securitys duration, the more sensitive it will be to changes in interest rates. In making purchase decisions, if the expected term premium is greater for longer-term securities in the eligible maturity range, the Advisor will focus investment in the longer-term area, otherwise, the Portfolio will focus investment in the shorter-term area of the eligible maturity range. In addition, the Portfolio is 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 Selectively Hedged Global Portfolios investments may be denominated in foreign currencies, the Portfolio 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.

Alternatively, the Portfolio may leave all or some of the currency exposure unhedged. 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 decision to hedge the Portfolios currency exposure with respect to a foreign market will be based on, among other things, a comparison of the respective foreign and U.S. short-term interest rates and the Portfolios existing exposure to a given foreign currency. The Portfolio may also enter into foreign currency forward contracts in order to gain exposure to foreign currencies in a more efficient manner.

In addition, the Portfolio may purchase or 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 Selectively Hedged Global Portfolio may lend its portfolio securities to generate additional income.

C000057262 Holdings

Top 10 holdings of DFA Selectively Hedged Global Fixed Income Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.

View all C000057262 holdings

C000057262 Portfolio Allocation

Asset-class allocation of DFA Selectively Hedged Global Fixed Income Portfolio by percentage of net assets, from the latest SEC N-PORT filing.

C000057262 Performance

Total returns for C000057262 (as of 2026-10-01), from SEC filings.

C000057262 Risk Information

Risk metrics for C000057262, derived from monthly returns in SEC filings.

• 1-year volatility (annualised): 1.7%

C000057262 Costs and Fees

C000057262 costs about $17 per $10,000 invested per year in fund expenses.

• Net expense ratio: 0.17%
• Gross expense ratio: 0.17%
• Portfolio turnover: 39%
• Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)

C000057262 Cashflows

Over the 12 months to 2026-04, DFA Selectively Hedged Global Fixed Income Portfolio had net inflows of $74.82M, from monthly SEC N-PORT filings.

C000057262 Debt Constituents

Largest debt holdings of DFA Selectively Hedged Global Fixed Income Portfolio by percentage of net assets, from the latest SEC N-PORT filing.

C000057262 Prospectus and SEC Filings

Official DFA Selectively Hedged Global 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 Short Total / Aggregate Bond funds tracked on ABC INVEST:

• Dfa Five-Year Global Fixed Income Portfolio (DFGBX)
• Vanguard Institutional Short-Term Bond Fund (VISTX)
• Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX)
• iShares Short Maturity Bond ETF (NEAR)
• Holbrook Income Fund (HOBIX)

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.