DFA INVESTMENT DIMENSIONS GROUP INC Form NPORT-P Filed 2020-09-29
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SECURITIES AND EXCHANGE COMMISSION FORM NPORT-P Filing Date: 2020-09-29 | Period of Report: 2020-07-31 SEC Accession No. 0001752724-20-200821 (HTML Version on secdatabase.com) FILER DFA INVESTMENT DIMENSIONS GROUP INC Mailing Address Business Address 6300 BEE CAVE ROAD 6300 BEE CAVE ROAD CIK:355437| IRS No.: 363129984 | State of Incorp.:MD | Fiscal Year End: 1031 BUILDING ONE BUILDING ONE Type: NPORT-P | Act: 40 | File No.: 811-03258 | Film No.: 201208259 AUSTIN TX 78746 AUSTIN TX 78746 (512) 306-7400 Copyright © 2020 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document DFA INVESTMENT DIMENSIONS GROUP INC. FORM N-Q REPORT July 31, 2020 (UNAUDITED) Table of Contents DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES Emerging Markets Portfolio Emerging Markets Small Cap Portfolio Emerging Markets Value Portfolio Emerging Markets Core Equity Portfolio U.S. Large Cap Equity Portfolio DFA Commodity Strategy Portfolio DFA One-Year Fixed Income Portfolio DFA Two-Year Global Fixed Income Portfolio DFA Selectively Hedged Global Fixed Income Portfolio DFA Short-Term Government Portfolio DFA Five-Year Global Fixed Income Portfolio DFA World ex U.S. Government Fixed Income Portfolio DFA Intermediate Government Fixed Income Portfolio DFA Short-Term Extended Quality Portfolio DFA Intermediate-Term Extended Quality Portfolio DFA Targeted Credit Portfolio DFA Investment Grade Portfolio DFA Inflation-Protected Securities Portfolio DFA Short-Term Municipal Bond Portfolio DFA Intermediate-Term Municipal Bond Portfolio DFA California Short-Term Municipal Bond Portfolio DFA California Intermediate-Term Municipal Bond Portfolio DFA NY Municipal Bond Portfolio Dimensional Retirement Income Fund Dimensional 2045 Target Date Retirement Income Fund Dimensional 2050 Target Date Retirement Income Fund NOTES TO FINANCIAL STATEMENTS Organization Security Valuation Financial Instruments Federal Tax Cost Recently Issued Accounting Standards Other Subsequent Event Evaluations Table of Contents TABLE OF CONTENTS CONTINUED THE DFA INVESTMENT TRUST COMPANY Copyright © 2020 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document SCHEDULES OF INVESTMENTS The U.S. Large Cap Value Series The DFA International Value Series The Japanese Small Company Series The Asia Pacific Small Company Series The United Kingdom Small Company Series The Continental Small Company Series The Emerging Markets Series The Emerging Markets Small Cap Series The Tax-Managed U.S. Marketwide Value Series NOTES TO SCHEDULES OF INVESTMENTS Organization Security Valuation Financial Instruments Federal Tax Cost Recently Issued Accounting Standards Other Subsequent Event Evaluations DIMENSIONAL EMERGING MARKETS VALUE FUND SCHEDULE OF INVESTMENTS NOTES TO SCHEDULE OF INVESTMENTS Organization Security Valuation Financial Instruments Federal Tax Cost Recently Issued Accounting Standards Other Subsequent Event Evaluations Table of Contents DFA INVESTMENT DIMENSIONS GROUP INC. DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES Schedules of Investments Investment Abbreviations ADR American Depositary Receipt CP Certificate Participation GDR Global Depositary Receipt P.L.C. Public Limited Company SA Special Assessment ST Special Tax LIBOR London Interbank Offered Rate USTMMR U.S. Treasury Money Market Rate AGM Assured Guaranty Municipal Corporation ETM Escrowed to Maturity GO General Obligation PSF-GTD Public School Fund Guarantee Copyright © 2020 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document RB Revenue Bond RN Revenue Note SCH BD GTY School Bond Guaranty SCSDE South Carolina State Department of Education SD CRED PROG School District Credit Program ST AID WITHHLDG State Aid Withholding AMBAC American Municipal Bond Assurance Corporation SCH BD RES FD School Board Resolution Fund ST GTD State Guaranteed FGIC Federal Guaranty Insurance Corporation CAD Canadian Dollars EUR Euro USD United States Dollar AUD Australian Dollars DKK Danish Krone GBP British Pounds NOK Norwegian Krone SEK Swedish Krona SGD Singapore Dollars JPY Japanese Yen Table of Contents CONTINUED Investment Footnotes † See Security Valuation Note within the Notes to Schedules of Investments. ^^ See Federal Tax Cost Note within the Notes to Schedules of Investments. » Securities have generally been fair valued. See Security Valuation Note within the Notes to Schedules of Investments. # Total or Partial Securities on Loan. * Non-Income Producing Securities. @ Security purchased with cash collateral received from Securities on Loan. § Affiliated Fund. ^ Denominated in USD, unless otherwise noted. (r) The adjustable rate shown is effective as of July 31, 2020. Ω Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional investors. This security has been deemed liquid based upon the Fund’s Liquidity Guidelines. The liquidity determination is unaudited. ∞ Rates reflect the effective yields at purchase date. ± Face Amount of security is not adjusted for inflation. ¤ Pre-refunded bonds are collateralized by U.S. Government or other eligible securities that are held in escrow and used to pay principal and interest and retire the bonds at the earliest refunding date (payment date) and/or whose interest rates vary with changes in a designated base rate (such as the prime interest rate). Table of Contents Copyright © 2020 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document EMERGING MARKETS PORTFOLIO SCHEDULE OF INVESTMENTS July 31, 2020 (Unaudited) Value† AFFILIATED INVESTMENT COMPANIES — (100.0%) Investment in The Emerging Markets Series of The DFA Investment Trust Company $6,022,549,551 TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ $6,022,549,551 Summary of the Portfolio's Master Fund's investments as of July 31, 2020, based on their valuation inputs, is located within this report (see Security Valuation Note). Table of Contents EMERGING MARKETS SMALL CAP PORTFOLIO SCHEDULE OF INVESTMENTS July 31, 2020 (Unaudited) Value† AFFILIATED INVESTMENT COMPANIES — (100.0%) Investment in The Emerging Markets Small Cap Series of The DFA Investment Trust Company $5,238,054,607 TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ $5,238,054,607 Summary of the Portfolio's Master Fund's investments as of July 31, 2020, based on their valuation inputs, is located within this report (see Security Valuation Note). Table of Contents EMERGING MARKETS VALUE PORTFOLIO SCHEDULE OF INVESTMENTS July 31, 2020 (Unaudited) Value† AFFILIATED INVESTMENT COMPANIES — (100.0%) Investment in Dimensional Emerging Markets Value Fund $13,663,723,936 TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ $13,663,723,936 Summary of the Portfolio's Master Fund's investments as of July 31, 2020, based on their valuation inputs, is located within this report (see Security Valuation Note). Table of Contents EMERGING MARKETS CORE EQUITY PORTFOLIO Copyright © 2020 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document SCHEDULE OF INVESTMENTS July 31, 2020 (Unaudited) Shares Value» COMMON STOCKS — (96.8%) BRAZIL — (5.0%) AES Tiete Energia SA 2,287,727 $ 6,648,444 AES Tiete Energia SA 681 419 Aliansce Sonae Shopping Centers SA 488,261 2,596,423 Alliar Medicos A Frente SA 266,719 580,830 Alupar Investimento SA 1,139,846 5,276,913 # Ambev SA, ADR 16,147,015 43,274,000 Ambev SA 514,820 1,371,787 * Anima Holding SA 251,359 1,384,834 Arezzo Industria e Comercio SA 317,680 3,213,004 Atacadao SA 680,305 2,926,464 #* Azul SA, ADR 490,810 5,663,947 * B2W Cia Digital 34,100 779,981 B3 SA - Brasil Bolsa Balcao 3,138,497 38,168,186 Banco Bradesco SA, ADR 2,439,724 10,295,635 Banco Bradesco SA 2,992,932 11,893,585 Banco BTG Pactual SA 354,135 5,866,779 Banco do Brasil SA 1,819,892 11,715,017 Banco Santander Brasil SA 897,318 5,141,489 BB Seguridade Participacoes SA 2,714,161 14,479,896 BK Brasil Operacao e Assessoria a Restaurantes SA 78,186 157,974 BR Malls Participacoes SA 4,694,640 8,909,516 BR Properties SA 709,294 1,260,441 BrasilAgro - Co. Brasileira de Propriedades Agricolas 258,703 1,042,935 # Braskem SA, Sponsored ADR 516,634 4,541,213 * BRF SA 1,993,468 7,910,360 Camil Alimentos SA 501,366 1,183,122 CCR SA 8,956,956 25,686,721 Centrais Eletricas Brasileiras SA 614,000 4,347,923 # Cia Brasileira de Distribuicao, ADR 93,958 1,280,648 Cia Brasileira de Distribuicao 743,436 10,118,557 Cia de Locacao das Americas 869,742 3,189,496 Cia de Saneamento Basico do Estado de Sao Paulo 1,278,004 14,907,658 Cia de Saneamento Basico do Estado de Sao Paulo, ADR 212,352 2,454,789 Cia de Saneamento de Minas Gerais-COPASA 437,637 4,576,415 Cia de Saneamento do Parana 1,248,558 7,335,941 Cia de Saneamento do Parana 75,900 90,937 # Cia Energetica de Minas Gerais, Sponsored ADR 421,341 977,510 Cia Energetica de Minas Gerais 641,379 1,502,459 Cia Hering 668,276 1,895,982 Cia Paranaense de Energia 130,786 1,663,986 # Cia Siderurgica Nacional SA, Sponsored ADR 3,240,847 7,486,357 Cia Siderurgica Nacional SA 2,566,728 6,027,435 Cielo SA 5,163,224 5,315,105 Cogna Educacao 11,225,297 17,817,419 Construtora Tenda SA 531,027 3,401,024 * Cosan Logistica SA 1,208,760 4,689,939 Cosan SA 742,967 12,875,218 Copyright © 2020 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document CSU Cardsystem SA 317,798 838,274 CVC Brasil Operadora e Agencia de Viagens SA 862,960 3,440,889 Cyrela Brazil Realty SA