DFA Global Sustainability Fixed Income Portfolio
Data updated: 2026-09-24
C000205087 — DFA Global Sustainability Fixed Income Portfolio. Intermediate Total / Aggregate Bond. Holdings, fees, performance and SEC filings.
C000205087 Fund Overview
DFA Global Sustainability Fixed Income Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as Intermediate 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: Intermediate Total / Aggregate Bond
- Assets under management: $676.46M
- 1-year return: 3.4%
- SEC CIK: 0000355437
- SEC series ID: S000063222
- Share class ID: C000205087
C000205087 Investment Objective and Strategy
DFA Global Sustainability 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 Global Sustainability Fixed Income Portfolio (the ""Global Sustainability Fixed Income Portfolio"" or ""Portfolio"") is to seek to maximize total returns from the universe of debt securities in which the Portfolio invests. Total return is comprised of income and capital appreciation."
Principal investment strategy
"The Global Sustainability Fixed Income Portfolio invests in a broad portfolio of investment grade debt securities of U.S. and non-U.S. corporate and government issuers, while excluding or underweighting securities of corporate issuers based upon the Portfolio's sustainability impact considerations. Under normal circumstances, the Portfolio may invest a majority of its net assets in securities of U.S. and non-U.S. government issuers. At the present time, 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. Under normal circumstances, the Portfolio invests at least 40% of its net assets in non-U.S. fixed income securities (unless market conditions are not deemed favorable by the Advisor, in which case the Portfolio would invest at least 30% of its net assets in non-U.S.
fixed income securities). The Global Sustainability Fixed Income Portfolio will be managed with a view to capturing expected credit premiums and expected term premiums. The term ""expected credit premium"" means the expected incremental return on investment for holding obligations considered to have greater credit risk than direct obligations of the U.S. Treasury, and ""expected term premium"" means the expected relative return on investment for holding securities having longer-term maturities as compared to shorter-term maturities. In managing the Portfolio, the Advisor will increase or decrease investment exposure to intermediate-term securities depending on the expected term premium and also increase or decrease investment exposure to non-government securities depending on the expected credit premium.
Under normal circumstances, the Portfolio will generally maintain a weighted average duration of no more than one half year greater than, and no less than one year below, the weighted average duration of the Portfolio's benchmark, the Bloomberg Barclays Global Aggregate Bond Index (Hedged to USD), which was approximately seven years as of September 30, 2018. From time to time, the Portfolio may deviate from this duration range when the Advisor determines it to be appropriate under the circumstances. Under normal market conditions, the Global Sustainability Fixed Income 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 at least 50% of its assets, or derives at least 50% of its operating income in that country.
As a non-fundamental policy, under normal circumstances, at least 80% of the Portfolio's net assets will be invested in fixed income securities considered to be investment grade quality. The Portfolio may invest in obligations issued or guaranteed by the U.S. and foreign governments, their agencies and instrumentalities, 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. The Global Sustainability Fixed Income Portfolio's investments may include foreign securities denominated in foreign currencies. The Portfolio intends to hedge foreign currency exposure to attempt to protect against uncertainty in the level of future foreign currency rates.
The Portfolio may enter into foreign currency forward contracts to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another. 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 Portfolio also may enter into credit default swaps on issuers or indices to buy or sell credit protection to hedge its credit exposure; gain market or issuer exposure without owning the underlying securities; or increase the Portfolio's total return.
The Portfolio also may use derivatives, such as futures contracts and options on futures contracts, for hedging purposes such as hedging its interest rate or currency exposure or for non-hedging purposes 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, however, 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 Global Sustainability Fixed Income 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 Global Sustainability Fixed Income Portfolio.
Relative to a portfolio without these considerations, the Portfolio will generally exclude or underweight securities of companies that, according to the Portfolio's sustainability impact considerations, may be less sustainable as compared either to other companies in the Portfolio's investment universe or other companies with similar business lines. Similarly, relative to a portfolio without sustainability impact considerations, the Portfolio will generally be overweight in securities of companies that, according to the Portfolio's sustainability impact considerations, may be more sustainable as compared either to other companies in the Portfolio's 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 Portfolio's sustainability impact considerations with respect to securities in the portfolio, where information is available from such providers. The Portfolio's investments in securities of U.S. and non-U.S. government issuers are not subject to the sustainability impact considerations identified above. The Advisor, however, considers securities issued by the U.S. government and it agencies and instrumentalities to be consistent with the Portfolio's strategy of investing in sustainable investments."
C000205087 Holdings
Top 10 holdings of DFA Global Sustainability Fixed Income Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Japan Government Twenty Year Bonds | 3.74% |
| European Union | 2.89% |
| U.K. Gilts | 2.59% |
| New Zealand Government Bonds | 2.50% |
| The DFA Investment Trust Company | 2.19% |
| Dimensional Holdings Inc. | 2.19% |
| Treasury Corp. Victoria | 1.98% |
| Asian Development Bank | 1.85% |
| Siemens Financieringsmat | 1.83% |
| Bng Bank NV | 1.74% |
C000205087 Portfolio Allocation
Asset-class allocation of DFA Global Sustainability Fixed Income Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 99.7% |
| Equity | 2.2% |
| Cash & Equivalents | 2.2% |
C000205087 Performance
Total returns for C000205087 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 0.2% |
| 1 year | 3.4% |
| 3 years (annualised) | 4.3% |
| 5 years (annualised) | 0.2% |
C000205087 Risk Information
Risk metrics for C000205087, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 3.4%
C000205087 Costs and Fees
C000205087 costs about $22 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.22%
- Gross expense ratio: 0.22%
- Portfolio turnover: 38%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
C000205087 Cashflows
Over the 12 months to 2026-04, DFA Global Sustainability Fixed Income Portfolio had net inflows of $8.95M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$10.24M |
| 2026-03 | $4.36M |
| 2026-02 | $6.01M |
| 2026-01 | $7.86M |
| 2025-12 | $13.39M |
| 2025-11 | −$10.40M |
C000205087 Debt Constituents
Largest debt holdings of DFA Global Sustainability Fixed Income Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Japan Government Twenty Year Bonds | 3.74% |
| European Union | 2.89% |
| U.K. Gilts | 2.59% |
| New Zealand Government Bonds | 2.50% |
| Treasury Corp. Victoria | 1.98% |
| Asian Development Bank | 1.85% |
| Siemens Financieringsmat | 1.83% |
| Bng Bank NV | 1.74% |
| Sfil SA | 1.61% |
| Flemish Community | 1.61% |
C000205087 Prospectus and SEC Filings
Official DFA Global Sustainability 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 Intermediate Total / Aggregate Bond 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.