T.A. World ex U.S. Core Equity Portfolio

C000059643 Fund Overview

T.A. World ex U.S. Core Equity Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as Emerging Markets 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: Emerging Markets Blend / Core Equity
• Assets under management: $4.51B
• 1-year return: 36.3%
• SEC CIK: 0000355437
• SEC series ID: S000020997
• Share class ID: C000059643

C000059643 Investment Objective and Strategy

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

Principal investment strategy

When constructing the T.A. World ex U.S. Core Equity 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 Advisor purchases for the T.A. World ex U.S. Core Equity Portfolio a broad and diverse group of securities of non-U.S.

companies in countries with developed and emerging markets with a greater emphasis on small capitalization, value, and high profitability companies as compared to their representation in the Non-U.S. Universe. For purposes of this Portfolio, the Advisor defines the Non-U.S. Universe as a market capitalization weighted portfolio of non-U.S. companies in developed and emerging markets that have been authorized for investment as approved markets by the Advisors Investment Committee. The Portfolios increased exposure to small capitalization, value, and high profitability companies may be achieved by decreasing the allocation of the T.A. World ex U.S. Core Equity Portfolios assets to the largest growth or low profitability companies relative to their weight in the Non-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. The T.A. World ex U.S. Core Equity Portfolio intends to purchase securities of companies associated with developed market and emerging market countries, which may include frontier markets (emerging market countries in an earlier stage of development), that the Advisor has designated as approved markets.

As a non-fundamental policy, under normal circumstances, the T.A. World ex U.S. Core Equity Portfolio will invest at least 80% of its net assets in non-U.S. equity securities and/or investments that provide exposure to non-U.S. securities. The Advisor determines company size on a country or region specific basis and based primarily on market capitalization. The percentage allocation of the assets of the T.A. World ex U.S. Core Equity Portfolio to securities of the largest growth companies will generally be reduced from between 5% and 35% of their percentage weight in the Non-U.S. Universe. As of December 31, 2017, securities of the largest growth companies in the Non-U.S. Universe comprised approximately 14% of the Non-U.S. Universe and the Advisor allocated approximately 4% of the Portfolio to securities of the largest growth companies in the Non-U.S.

Universe. The percentage by which the Portfolios allocation to securities of the largest growth companies is reduced will change due to market movements and other factors. The Advisor may also adjust the representation in the T.A. World ex U.S. Core Equity 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. World ex U.S. Core Equity Portfolio may purchase or sell futures contracts and options on futures contracts for foreign or 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. World ex U.S. Core Equity Portfolio may lend its portfolio securities to generate additional income.

C000059643 Performance

Total returns for C000059643 (as of 2026-10-01), from SEC filings.

C000059643 Risk Information

Risk metrics for C000059643, derived from monthly returns in SEC filings.

• 1-year volatility (annualised): 15.4%

C000059643 Costs and Fees

C000059643 costs about $36 per $10,000 invested per year in fund expenses.

• Net expense ratio: 0.36%
• Gross expense ratio: 0.36%
• Portfolio turnover: 8%
• Brokerage commissions: 1.00 bps of average net assets (SEC N-CEN)

C000059643 Cashflows

Over the 12 months to 2021-07, T.A. World ex U.S. Core Equity Portfolio had net inflows of $221.54M, from monthly SEC N-PORT filings.

C000059643 Debt Constituents

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

C000059643 Prospectus and SEC Filings

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

• Prospectus (485BPOS) — filed 2021-02-26
• Prospectus (485BPOS) — filed 2020-03-20
• Prospectus (485BPOS) — filed 2019-03-21
• Portfolio holdings (N-PORT) — filed 2021-09-24
• Portfolio holdings (N-PORT) — filed 2021-06-15
• Portfolio holdings (N-PORT) — filed 2021-03-25
• Annual census (N-CEN) — filed 2021-01-14
• Annual census (N-CEN) — filed 2020-01-14

Related Funds

Other Emerging Markets Blend / Core Equity funds tracked on ABC INVEST:

• Strategic Advisers Fidelity Emerging Markets Fund (FGOMX)
• iShares MSCI South Korea ETF (EWY)
• Strategic Advisers Emerging Markets Fund (FSAMX)
• iShares MSCI Taiwan ETF (EWT)
• iShares MSCI Brazil ETF (EWZ)

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.