DFA INVESTMENT DIMENSIONS GROUP INC Form NPORT-P Filed
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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. 0001752724-20-201314 (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.: 201208692 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 Dimensional 2055 Target Date Retirement Income Fund Dimensional 2060 Target Date Retirement Income Fund Dimensional 2065 Target Date Retirement Income Fund Dimensional 2010 Target Date Retirement Income Fund Dimensional 2015 Target Date Retirement Income Fund Dimensional 2020 Target Date Retirement Income Fund Dimensional 2025 Target Date Retirement Income Fund Dimensional 2030 Target Date Retirement Income Fund Dimensional 2035 Target Date Retirement Income Fund Dimensional 2040 Target Date Retirement Income Fund DFA Short-Duration Real Return Portfolio DFA Municipal Real Return Portfolio DFA Municipal Bond Portfolio World Core Equity Portfolio DFA LTIP Portfolio U.S. Social Core Equity 2 Portfolio U.S. Sustainability Core 1 Portfolio U.S. Sustainability Targeted Value Portfolio International Sustainability Core 1 Portfolio International Social Core Equity Portfolio Global Social Core Equity Portfolio Emerging Markets Social Core Equity Portfolio Tax-Managed U.S. Marketwide Value Portfolio Tax-Managed U.S. Equity Portfolio Tax-Managed U.S. Targeted Value Portfolio Tax-Managed U.S. Small Cap Portfolio 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 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 P.L.C. Public Limited Company SA Special Assessment AGM Assured Guaranty Municipal Corporation ETM Escrowed to Maturity GO General Obligation PSF-GTD Public School Fund Guarantee RB Revenue Bond RN Revenue Note SCH BD GTY School Bond Guaranty SCSDE South Carolina State Department of Education ST Special Tax ST AID WITHHLDG State Aid Withholding SD CRED PROG School District Credit Program ADR American Depositary Receipt CPI Consumer Price Index CP Certificate Participation GDR Global Depositary Receipt CAD Canadian Dollars EUR Euro GBP British Pounds SEK Swedish Krona USD United States Dollar 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. ^ 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. # Total or Partial Securities on Loan. ± Face Amount of security is not adjusted for inflation. @ Security purchased with cash collateral received from Securities on Loan. § Affiliated Fund. ¤ 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). * Non-Income Producing Securities. » Securities have generally been fair valued. See Security Valuation Note within the Notes to Schedules of Investments. Table of Contents DIMENSIONAL 2055 TARGET DATE RETIREMENT INCOME FUND SCHEDULE OF INVESTMENTS July 31, 2020 (Unaudited) Shares Value† AFFILIATED INVESTMENT COMPANIES — (99.9%) Investment in U.S. Large Company Portfolio of Dimensional Investment Group Inc. 325,226 $ 8,166,418 Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc. 325,934 8,135,312 Investment in Large Cap International Portfolio of DFA Investment Dimensions Group Inc. 185,664 3,930,506 Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc. 124,528 2,512,971 Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc. 163,007 1,964,237 Investment in DFA Short-Term Extended Quality Portfolio of DFA Investment Dimensions Group Inc. 59,847 654,725 Investment in DFA Two-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc. 65,538 654,724 TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $22,359,205) $26,018,893 TEMPORARY CASH INVESTMENTS — (0.1%) State Street Institutional U.S. Government Money Market Fund, 0.092% (Cost $26,993) 26,993 26,993 TOTAL INVESTMENTS — (100.0%) (Cost $22,386,198)^^ $26,045,886 Summary of the Portfolio's investments as of July 31, 2020, based on their valuation inputs, is as follows (see Security Valuation Note): Investments in Securities (Market Value) Level 1 Level 2 Level 3 Total Affiliated Investment Companies $26,018,893 — — $26,018,893 Temporary Cash Investments 26,993 — — 26,993 TOTAL $26,045,886 — — $26,045,886 Table of Contents DIMENSIONAL 2060 TARGET DATE RETIREMENT INCOME FUND SCHEDULE OF INVESTMENTS July 31, 2020 (Unaudited) Shares Value† AFFILIATED INVESTMENT COMPANIES — (99.8%) Investment in U.S. Large Company Portfolio of Dimensional Investment Group Inc. 263,171 $ 6,608,211 Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc. 263,700 6,581,949 Investment in Large Cap International Portfolio of DFA Investment Dimensions Group Inc. 150,135 3,178,363 Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc. 100,756 2,033,251 Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc. 132,087 1,591,652 Investment in DFA Short-Term Extended Quality Portfolio of DFA Investment Dimensions Group Inc. 48,366 529,127 Investment in DFA Two-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc. 52,965 529,124 TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $18,465,140) $21,051,677 TEMPORARY CASH INVESTMENTS — (0.2%) State Street Institutional U.S. Government Money Market Fund, 0.092% (Cost $46,467) 46,467 46,467 TOTAL INVESTMENTS — (100.0%) (Cost $18,511,607)^^ $21,098,144 Summary of the Portfolio's investments as of July 31, 2020, based on their valuation inputs, is as follows (see Security Valuation Note): Investments in Securities (Market Value) Level 1 Level 2 Level 3 Total Affiliated Investment Companies $21,051,677 — — $21,051,677 Temporary Cash Investments 46,467 — — 46,467 TOTAL $21,098,144 — — $21,098,144 Table of Contents DIMENSIONAL 2065 TARGET DATE RETIREMENT INCOME FUND SCHEDULE OF INVESTMENTS July 31, 2020 (Unaudited) Shares Value† AFFILIATED INVESTMENT COMPANIES — (98.5%) Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc. 9,995 $249,479 Investment in U.S. Large Company Portfolio of Dimensional Investment Group Inc. 9,928 249,307 Investment in Large Cap International Portfolio of DFA Investment Dimensions Group Inc. 5,702 120,708 Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc. 3,725 75,173 Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc. 5,108 61,548 Investment in DFA Short-Term Extended Quality Portfolio of DFA Investment Dimensions Group Inc. 1,815 19,853 Investment in DFA Two-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc. 1,926 19,241 TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $743,798) $795,309 TEMPORARY CASH INVESTMENTS — (1.5%) State Street Institutional U.S. Government Money Market Fund, 0.092% (Cost $11,812) 11,812 11,812 TOTAL INVESTMENTS — (100.0%) (Cost $755,610)^^ $807,121 Summary of the Portfolio's investments as of July 31, 2020, based on their valuation inputs, is as follows (see Security Valuation Note): Investments in Securities (Market Value) Level 1 Level 2 Level 3 Total Affiliated Investment Companies $795,309 — — $795,309 Temporary Cash Investments 11,812 — — 11,812 TOTAL $807,121 — — $807,121 Table of Contents DIMENSIONAL 2010 TARGET DATE RETIREMENT INCOME FUND SCHEDULE OF INVESTMENTS July 31, 2020 (Unaudited) Shares Value† AFFILIATED INVESTMENT