U.S. Sustainability Core 1 Portfolio
Data updated: 2026-09-24
C000057263 — U.S. Sustainability Core 1 Portfolio. United States Large Cap Value Thematic Equity · $8.47B AUM. Holdings, fees, performance and SEC filings.
C000057263 Fund Overview
U.S. Sustainability Core 1 Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as United States Large Cap Value Thematic 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 Thematic Equity
- Assets under management: $8.47B
- 1-year return: 28.4%
- SEC CIK: 0000355437
- SEC series ID: S000020422
- Share class ID: C000057263
C000057263 Investment Objective and Strategy
U.S. Sustainability Core 1 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. Sustainability Core 1 Portfolio is long-term capital appreciation.
Principal investment strategy
The U.S. Sustainability Core 1 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, while adjusting the composition of the Portfolio based on sustainability impact considerations. 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. Sustainability Core 1 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. Sustainability Core 1 Portfolio to securities of the largest U.S. growth companies as defined above will generally be reduced from between 2.5% and 25% 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 29% of the U.S. Sustainability Core 1 Portfolio to securities of the largest U.S. growth companies. The percentage by which the U.S. Sustainability Core 1 Portfolios allocation to securities of the largest U.S.
growth companies is reduced will change due to market movements, sustainability impact considerations and other factors. Additionally, the range by which the U.S. Sustainability Core 1 Portfolios percentage allocation to all securities as compared to the U.S. Universe may be impacted by the Portfolios investment strategies with respect to sustainability impact considerations and the Advisor may also adjust the representation in the U.S. Sustainability Core 1 Portfolio of an eligible company, or exclude a company, after considering other factors the Advisor determines to be appropriate, such as free float, momentum, trading strategies, liquidity, size, value, profitability, and other factors the Advisor determines to be appropriate, given market conditions. The U.S. Sustainability Core 1 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, although they may incorporate, the U.S. Sustainability Core 1 Portfolios sustainability impact considerations. The U.S. Sustainability Core 1 Portfolio may lend its portfolio securities to generate additional income. The Advisor intends to take into account the impact that companies may have on the environment and other sustainability considerations when making investment decisions for the U.S. Sustainability Core 1 Portfolio.
Relative to a portfolio without these considerations, the U.S. Sustainability Core 1 Portfolio will exclude or underweight securities of companies that, according to the Portfolios sustainability impact considerations, may be less sustainable as compared either to other companies in the Portfolios investment universe or other companies with similar business lines. Similarly, relative to a portfolio without sustainability impact considerations, the U.S. Sustainability Core 1 Portfolio will overweight securities of companies that, according to the Portfolios sustainability impact considerations, may be more sustainable as compared either to other companies in the Portfolios investment universe or other companies with similar business lines. In considering sustainability impact and other factors that the Advisor believes may be important to investors, the Advisor may consider carbon and other greenhouse emissions, or potential emissions, land use, cluster munitions manufacturing, biodiversity, involvement in toxic spills or releases, operational waste, water use, tobacco, child labor and factory farming activities, among other factors.
In particular, the Portfolio may exclude companies the Advisor considers to have high carbon or greenhouse gas emissions or reserves that may produce those emissions. The Advisor may engage third party service providers to provide research and/or ratings information relating to the U.S. Sustainability Core 1 Portfolios sustainability impact considerations with respect to securities in the portfolio, where information is available from such providers.
C000057263 Holdings
Top 10 holdings of U.S. Sustainability Core 1 Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| NVIDIA Corp | 6.56% |
| Apple Inc | 6.24% |
| Amazon.com Inc | 3.37% |
| Meta Platforms Inc | 3.22% |
| Microsoft Corp | 2.80% |
| Alphabet Inc | 2.21% |
| Broadcom Inc | 2.16% |
| Alphabet Inc | 1.96% |
| JPMorgan Chase & Co | 1.74% |
| The DFA Investment Trust Company | 1.68% |
C000057263 Portfolio Allocation
Asset-class allocation of U.S. Sustainability Core 1 Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 101.5% |
| Cash & Equivalents | 1.8% |
C000057263 Performance
Total returns for C000057263 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 3.7% |
| 1 year | 28.4% |
| 3 years (annualised) | 20.3% |
| 5 years (annualised) | 11.4% |
C000057263 Risk Information
Risk metrics for C000057263, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 13.1%
C000057263 Costs and Fees
C000057263 costs about $17 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.17%
- Gross expense ratio: 0.17%
- Portfolio turnover: 13%
- Brokerage commissions: 0.25 bps of average net assets (SEC N-CEN)
C000057263 Cashflows
Over the 12 months to 2026-04, U.S. Sustainability Core 1 Portfolio had net outflows of $624.69M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$34.23M |
| 2026-03 | $74.32M |
| 2026-02 | $71.68M |
| 2026-01 | −$19.09M |
| 2025-12 | −$9.95M |
| 2025-11 | −$96.28M |
C000057263 Debt Constituents
No individual debt constituents are reported in U.S. Sustainability Core 1 Portfolio's latest SEC N-PORT filing.
C000057263 Prospectus and SEC Filings
Official U.S. Sustainability Core 1 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 Thematic 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.