DFA Global Sustainability Fixed Income Portfolio
DFA INVESTMENT DIMENSIONS GROUP INC
Expense ratio
Net assets1
$695.54M
Holdings1
231
Category
Taxable Bond
Return

Investment objective & strategy

As of Feb. 27, 2026 · prospectus

Objective. The investment objective of the DFA Global Sustainability Fixed Income Portfolio (the Global Sustainability Fixed Income Portfolio or the 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.

Strategy. The Global Sustainability Fixed Income Portfolio invests in a broad portfolio of investment grade debt securities (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)) of U.S. and non-U.S. corporate and government issuers, while excluding or underweighting securities of corporate and certain government issuers based upon the Portfolios sustainability considerations. At times, the Portfolio may invest a majority of its net assets in securities of U.S. and non-U.S. government issuers. Dimensional Fund Advisors LP (the Advisor) expects that the Portfolio will primarily invest in the obligations of issuers that are in developed countries. The Advisor selects the Portfolio's foreign country and currency compositions based on an … The Global Sustainability Fixed Income Portfolio invests in a broad portfolio of investment grade debt securities (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)) of U.S. and non-U.S. corporate and government issuers, while excluding or underweighting securities of corporate and certain government issuers based upon the Portfolios sustainability considerations. At times, the Portfolio may invest a majority of its net assets in securities of U.S. and non-U.S. government issuers. Dimensional Fund Advisors LP (the Advisor) expects that the Portfolio will primarily invest in the obligations of issuers that are in developed countries. 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. 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 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 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 Bloomberg Global Aggregate Bond Index (Hedged to USD), which was approximately 6.34 years as of December 31, 2025. From time to time, the Portfolio may deviate from this duration range when the Advisor determines it to be appropriate under the circumstances. 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. The Global Sustainability Fixed Income 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 28% 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. As a non-fundamental policy, under normal circumstances, at least 80% of the Portfolios 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, money market funds, 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. 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 its instrumentalities. The Global Sustainability Fixed Income Portfolios investments may include 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. 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 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 increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The Global Sustainability Fixed Income Portfolio may lend its portfolio securities to generate additional income. The Advisor intends to take into account certain sustainability considerations when making investment decisions for the Global Sustainability Fixed Income Portfolio. Relative to a fund without these considerations that otherwise has the same investment objective, strategies, and policies as the Portfolio, the Portfolio will generally have excluded, and have less overall weight in, securities of companies that, according to the Portfolios sustainability considerations, may be less sustainable as compared to other companies in the Portfolios investment universe. Similarly, relative to such a fund, the Portfolio will generally have more overall weight in securities of companies that, according to the Portfolios sustainability considerations, may be more sustainable as compared to other companies in the Portfolios investment universe. In particular, the Advisor assesses corporate issuers by considering several factors, including carbon intensity and controversies related to land use and biodiversity, toxic spills and releases, operational waste, and water management, with most weight placed on carbon intensity. These issuers are then ranked based on one or more of these factors relative to the applicable universe of securities or their sector peers. Securities of the worst ranked of these companies within the applicable universe of securities are then generally excluded. Additionally, securities of the worst ranked of these companies within their sector are generally underweighted and the best ranked overweighted or neutral-weighted. The Advisor also assesses corporate issuers based on potential emissions from reserves and scaled potential emissions from reserves. These issuers are then ranked relative to the applicable universe of securities. Securities of the worst ranked of these companies within the applicable universe of securities are then generally excluded. In addition, the Advisor seeks to exclude securities of companies based on sustainability considerations relating to coal, factory farming, palm oil, cluster munitions and landmines, tobacco, child labor, civilian firearms, private prisons, and material involvement in severe environmental, social, or governance controversies that indicate operations inconsistent with responsible business conduct standards (such as those defined by the United Nations Global Compact Principles and the Organization for Economic Co-operation and Development Guidelines for Multinational Enterprises). For a more detailed description of these sustainability considerations, see Applying the Portfolios Sustainability Considerations. The Advisor engages third party service providers to provide research information relating to the Portfolios sustainability considerations with respect to securities in the Portfolio, where information is available from such providers. The Advisor also may use, or supplement third party service providers data with, proprietary research relating to certain sustainability considerations where information is not available or has not been obtained from third party service providers engaged by the Advisor. In addition to excluding, underweighting, overweighting and neutral weighting securities of companies based upon the Portfolios sustainability considerations, the Portfolio also will assess treasury, sovereign and local authority issuers on the respective sovereign entitys greenhouse gas emissions per GDP and underweight the highest emitters in aggregate. Additionally, the Portfolio will assess government agency and supranational issuers on their carbon intensity and potential emissions from reserves and seek to exclude securities of such issuers with relatively high carbon intensity or potential emissions from reserves. The Advisor periodically reviews the Portfolios sustainability considerations and the Portfolio may periodically modify, add, or remove sustainability considerations.

Top holdings

As of Jan. 31, 2026 · N-PORT

Allocation by sector

As of January 31, 2026 · N-PORT
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Portfolio moves

Oct 31, 2025 → Jan 31, 2026
Opened
21
Exited
17
Increased
6
Decreased
14
Unchanged
196

How many positions this fund opened, exited, grew, trimmed, or left unchanged between its two most recent N-PORT snapshots — net changes between point-in-time reports, not a trade log.

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Advisers

As of October 31, 2025 · N-CEN
FirmRole
DIMENSIONAL FUND ADVISORS LP Adviser
Dimensional Fund Advisors Ltd. Sub-adviser
DFA Australia Limited Sub-adviser

Footnotes

  1. Net assets and holdings count as of January 31, 2026, from the fund's N-PORT filing.

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