DFA Global Core Plus Real Return Portfolio
Data updated: 2026-09-24
C000226674 — DFA Global Core Plus Real Return Portfolio. Intermediate Total / Aggregate Bond · $316.18M AUM. Holdings, fees, performance and SEC filings.
C000226674 Fund Overview
DFA Global Core Plus Real Return 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: $316.18M
- 1-year return: 5.7%
- SEC CIK: 0000355437
- SEC series ID: S000071470
- Share class ID: C000226674
C000226674 Investment Objective and Strategy
DFA Global Core Plus Real Return 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 Core Plus Real Return Portfolio (the Global Core Plus Real Return Portfolio or Portfolio) is to seek inflation protection and maximize total returns.
Principal investment strategy
The Global Core Plus Real Return Portfolio will pursue its investment objective by investing in a universe of U.S. and foreign debt securities, including inflation-protected securities, and derivative instruments. The Portfolio primarily invests in securities that mature within twenty years from the date of settlement, but may, as in the case of mortgage-backed securities, invest in securities with longer maturities. Under normal circumstances, the Portfolio will generally maintain a weighted average duration between three and ten years. 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. Dimensional Fund Advisors LP (the Advisor) expects that the Portfolio will primarily invest in the obligations of issuers that are in developed countries.
However, the Advisor may invest in issuers located in other countries as well, which may include emerging markets. The Advisor selects the Portfolio's foreign country and currency compositions based on an evaluation of various factors, including, but not limited to, relative interest rates and exchange 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 investments in the longer-term area, otherwise, the Global Core Plus Real Return Portfolio will focus investments in the shorter-term area of the eligible maturity range. The Global Core Plus Real Return Portfolio may invest in fixed income securities considered investment grade at the time of purchase (e.g., rated AAA to BBB- by S&P Global Ratings (S&P) or Fitch Ratings Ltd.
(Fitch) or Aaa to Baa3 by Moodys Ratings (Moodys)). The Portfolio may invest with an emphasis on fixed income securities rated A+ to BBB- by S&P or Fitch or A1 to Baa3 by Moodys. In addition, the Portfolio may invest in fixed income securities rated below investment grade (also known as junk bonds). The 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 incremental 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 lower-rated debt securities depending on the expected credit premium.
The Global Core Plus Real Return Portfolio may invest in inflation protected securities, obligations issued or guaranteed by the U.S. and foreign governments, their agencies and instrumentalities, including mortgage-backed securities, corporate debt obligations, bank obligations, commercial paper, repurchase agreements, money market funds, securities of domestic or foreign issuers denominated in U.S. dollars but not trading in the United States, and obligations of supranational organizations. The Portfolio may purchase or sell mortgage-backed securities on a delayed delivery or forward commitment basis through the to-be-announced (TBA) market. 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.
The Advisor expects that the Portfolio will primarily invest in the obligations of issuers that are in developed countries. The Portfolio intends to invest its assets to gain exposure to at least three different countries, including the United States. As of the date of the Prospectus, the Portfolio invests approximately 47% of its net assets in U.S. issuers. This percentage will change due to market conditions. An issuer may be considered to be of a country if it is organized under the laws of, maintains its principal place of business in, has at least 50% of its assets or derives at least 50% of its operating income in, or is a government, government agency, instrumentality or central bank of, that country. The Global Core Plus Real Return Portfolio may enter into swaps, such as inflation swaps, to seek inflation protection.
Because many of the Global Core Plus Real Return Portfolios investments may be denominated in foreign currencies, the Portfolio may 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. 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 Portfolios total return. 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 increase or decrease market exposure, including adjustments based on actual or expected cash inflows to or outflows from the Portfolio.
The Global Core Plus Real Return Portfolio may lend its portfolio securities to generate additional income.
C000226674 Holdings
Top 10 holdings of DFA Global Core Plus Real Return Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Japan Government Twenty Year Bonds | 3.66% |
| Dimensional Holdings Inc. | 2.77% |
| New Zealand Government Bonds | 2.56% |
| United States Treasury | 2.48% |
| The DFA Investment Trust Company | 2.46% |
| Exxon Mobil Corporation | 2.36% |
| Umbs, Tba | 2.32% |
| Umbs, Tba | 2.00% |
| Bank of America NA | 1.84% |
| Umbs, Tba | 1.53% |
C000226674 Portfolio Allocation
Asset-class allocation of DFA Global Core Plus Real Return Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 96.0% |
| Securitized | 9.3% |
| Real Estate | 3.0% |
| Cash & Equivalents | 2.8% |
| Equity | 2.5% |
C000226674 Performance
Total returns for C000226674 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 2.0% |
| 1 year | 5.7% |
| 3 years (annualised) | 5.9% |
| 5 years (annualised) | 2.7% |
C000226674 Risk Information
Risk metrics for C000226674, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 3.5%
C000226674 Costs and Fees
C000226674 costs about $29 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.29%
- Gross expense ratio: 0.30%
- Portfolio turnover: 59%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
C000226674 Cashflows
Over the 12 months to 2026-04, DFA Global Core Plus Real Return Portfolio had net inflows of $34.35M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | $1.82M |
| 2026-03 | $2.19M |
| 2026-02 | $4.31M |
| 2026-01 | $4.04M |
| 2025-12 | $6.18M |
| 2025-11 | $4.01M |
C000226674 Debt Constituents
Largest debt holdings of DFA Global Core Plus Real Return Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Japan Government Twenty Year Bonds | 3.66% |
| New Zealand Government Bonds | 2.56% |
| United States Treasury | 2.48% |
| Exxon Mobil Corporation | 2.36% |
| Province Of Alberta | 1.47% |
| Province Of Saskatchewan | 1.36% |
| Berkshire Hathaway, Inc. | 1.23% |
| Nova Scotia Province | 1.18% |
| Alphabet, Inc. | 1.14% |
| Caisse Des Depots Et Con | 1.12% |
C000226674 Prospectus and SEC Filings
Official DFA Global Core Plus Real Return 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
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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.