Selectively Hedged Global Equity Portfolio
Data updated: 2026-09-24
C000106201 — Selectively Hedged Global Equity Portfolio. United States Multi-Cap / All-Cap Blend / Core Equity. Holdings, fees, performance and SEC filings.
C000106201 Fund Overview
Selectively Hedged Global Equity Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as United States Multi-Cap / All-Cap 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: United States Multi-Cap / All-Cap Blend / Core Equity
- Assets under management: $368.56M
- 1-year return: 35.4%
- SEC CIK: 0000355437
- SEC series ID: S000034541
- Share class ID: C000106201
C000106201 Investment Objective and Strategy
Selectively Hedged Global 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 Selectively Hedged Global Equity Portfolio is to achieve long-term capital appreciation.
Principal investment strategy
The Selectively Hedged Global Equity Portfolio is a ?fund of funds,? which means that the Portfolio generally allocates its assets among other mutual funds managed by the Advisor although it also has the ability to invest directly in securities and derivatives. The Portfolio seeks to achieve exposure to a broad portfolio of securities of both U.S. companies and non-U.S. companies associated with countries with developed and emerging markets, including frontier markets (emerging markets in an earlier stage of development), by primarily purchasing shares of U.S. Core Equity 2 Portfolio, International Core Equity Portfolio and Emerging Markets Core Equity Portfolio (the ?Underlying Funds?). Periodically, the Advisor will review the allocations for the Selectively Hedged Global Equity Portfolio in each Underlying Fund and may adjust allocations to the Underlying Funds or may add or remove Underlying Funds in the Portfolio without notice to shareholders.
The Advisor may consider the relative market capitalization weighting of developed and emerging markets within the universe of eligible securities along with other factors, including different valuation ratios and/or profitability, when allocating Portfolio investments among the Underlying Funds or securities. The Portfolio may have exposure to companies in all the market capitalization ranges. Securities are considered value stocks primarily because a company?s shares have a low price in relation to their book value. In assessing 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 value or profitability are subject to change from time to time. As a non-fundamental policy, under normal circumstances, at least 80% of the Selectively Hedged Global Equity Portfolio?s net assets will be invested directly, or indirectly through its investment in the Underlying Funds, in equity securities or investments that provide exposure to equity securities. In addition to, or in place of, investments in the Underlying Funds, the Portfolio is permitted to invest directly in the same types of equity securities of U.S. and non-U.S. companies that are eligible investments for the Underlying Funds. The Selectively Hedged Global Equity Portfolio, directly or indirectly through its investment in the Underlying Funds, invests a substantial portion of its assets in the securities of issuers located in multiple countries throughout the world.
The Selectively Hedged Global Equity Portfolio invests directly or indirectly through its investment in the Underlying Funds in securities that may be denominated in foreign currencies. The Selectively Hedged Global Equity Portfolio may hedge some or all of the currency exposure of the foreign securities by entering into foreign currency forward contracts, futures or other derivatives. Currencies may be hedged against the U.S. dollar or non-U.S. dollar currencies. The decision to hedge the Selectively Hedged Global Equity Portfolio?s 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 Portfolio?s existing exposure to a given foreign currency. The Selectively Hedged Global Equity Portfolio and each Underlying Fund also may purchase or sell futures contracts and options on futures contracts, to adjust market exposure based on actual or expected cash inflows to or outflows from the Portfolio or Underlying Fund.
The Portfolio and Underlying Funds do not intend to sell futures contracts to establish short positions in individual securities. In order to meet segregation requirements with respect to such derivative transactions, the Selectively Hedged Global Equity Portfolio may hold short-term fixed income obligations. The Selectively Hedged Global Equity Portfolio and Underlying Funds may lend their portfolio securities to generate additional income.
C000106201 Holdings
Top 5 holdings of Selectively Hedged Global Equity Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| DFA US Core Equity 2 Portfolio | 57.63% |
| International Core Equity 2 Portfolio | 23.44% |
| Emerging Markets Core Equity 2 Portfolio | 18.16% |
| Chicago Mercantile Exchange | 0.01% |
| Citibank NA | 0.01% |
C000106201 Portfolio Allocation
Asset-class allocation of Selectively Hedged Global Equity Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 99.2% |
C000106201 Performance
Total returns for C000106201 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 9.2% |
| 1 year | 35.4% |
| 3 years (annualised) | 19.9% |
| 5 years (annualised) | 11.6% |
C000106201 Risk Information
Risk metrics for C000106201, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 12.0%
C000106201 Costs and Fees
C000106201 costs about $31 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.31%
- Gross expense ratio: 0.50%
- Portfolio turnover: 17%
- Brokerage commissions: 0.01 bps of average net assets (SEC N-CEN)
C000106201 Cashflows
Over the 12 months to 2026-04, Selectively Hedged Global Equity Portfolio had net outflows of $19.74M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$4.95M |
| 2026-03 | −$2.10M |
| 2026-02 | −$1.31M |
| 2026-01 | $914.19K |
| 2025-12 | $4.52M |
| 2025-11 | −$2.22M |
C000106201 Debt Constituents
No individual debt constituents are reported in Selectively Hedged Global Equity Portfolio's latest SEC N-PORT filing.
C000106201 Prospectus and SEC Filings
Official Selectively Hedged Global Equity 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 Multi-Cap / All-Cap 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.