SECURITIES AND EXCHANGE COMMISSION FORM NPORT-EX Filing Date: 2019-09-30 | Period of Report: 2019-07-31 SEC Accession No. 0001752724-19-129438 (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-EX | Act: 40 | File No.: 811-03258 | Film No.: 191125054 AUSTIN TX 78746 AUSTIN TX 78746 (512) 306-7400 Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document SELECTIVELY HEDGED GLOBAL EQUITY PORTFOLIO SCHEDULE OF INVESTMENTS July 31, 2019 (Unaudited) Shares Value† AFFILIATED INVESTMENT COMPANIES — (100.0%) Investment in U.S. Core Equity 2 Portfolio of DFA Investment Dimensions Group Inc. 9,403,760 $211,302,493 Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc. 10,310,486 130,840,067 Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc. 3,534,273 72,028,480 TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $342,503,851)^^ $414,171,040 As of July 31, 2019, Selectively Hedged Global Equity Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements: Unrealized Foreign Exchange Settlement Appreciation Currency Purchased Currency Sold Counterparty Date (Depreciation) USD 18,823,847 GBP 14,866,173 Citibank, N.A. 08/01/19 $ 745,099 USD 3,344,317 SEK 31,085,997 Bank of America Corp. 08/02/19 126,721 USD 7,454,419 CAD 9,755,815 State Street Bank and Trust 08/02/19 62,386 USD 7,842,923 CHF 7,709,193 Bank of America Corp. 08/02/19 91,484 USD 27,667,502 JPY 2,974,702,774 Citibank, N.A. 08/02/19 323,971 USD 1,128,979 NOK 9,738,959 UBS AG 08/07/19 29,201 USD 4,348,199 HKD 34,000,000 UBS AG 08/13/19 4,191 USD 4,381,773 HKD 34,262,698 UBS AG 08/13/19 4,202 USD 4,476,021 HKD 35,000,000 UBS AG 08/13/19 4,248 USD 7,964,552 AUD 11,315,968 Bank of America Corp. 08/15/19 222,294 USD 33,338,277 EUR 29,651,082 Citibank, N.A. 08/19/19 470,070 USD 547,669 NZD 808,981 Bank of America Corp. 08/21/19 16,275 USD 1,974,922 DKK 13,192,891 Bank of America Corp. 08/26/19 15,182 USD 3,178,350 SEK 30,334,722 Bank of America Corp. 09/03/19 30,981 USD 7,559,551 CAD 9,922,651 Bank of America Corp. 09/03/19 36,406 USD 7,855,220 CHF 7,735,168 State Street Bank and Trust 09/27/19 39,102 USD 18,331,555 GBP 15,011,112 Bank of America Corp. 09/27/19 26,042 USD 27,603,506 JPY 2,986,497,881 Australia and New Zealand Banking Group Ltd. 09/30/19 28,433 Total Appreciation $2,276,288 CAD 9,755,815 USD 7,427,934 Bank of America Corp. 08/02/19 $ (35,901) CHF 7,709,193 USD 7,788,795 State Street Bank and Trust 08/02/19 (37,356) GBP 14,866,173 USD 18,105,215 Bank of America Corp. 08/01/19 (26,466) HKD 33,000,000 USD 4,227,704 Barclays Capital 09/13/19 (10,491) HKD 32,972,665 USD 4,224,191 Barclays Capital 09/13/19 (10,471) HKD 32,500,000 USD 4,163,648 Barclays Capital 09/13/19 (10,332) JPY 2,974,702,774 USD 27,379,521 Australia and New Zealand Banking Group Ltd. 08/02/19 (35,989) SEK 31,085,997 USD 3,249,325 Bank of America Corp. 08/02/19 (31,729) USD 859,064 ILS 3,043,719 Bank of America Corp. 08/09/19 (8,099) Copyright © 2021 www.secdatabase.com. 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Please Consider the Environment Before Printing This Document USD 1,202,961 SGD 1,656,199 Citibank, N.A. 08/30/19 (2,803) USD 12,582,160 HKD 98,472,665 Citibank, N.A. 09/13/19 (2,090) Total (Depreciation) $ (211,727) Total Appreciation (Depreciation) $2,064,561 Selectively Hedged Global Equity Portfolio CONTINUED As of July 31, 2019, Selectively Hedged Global Equity Portfolio had entered into the following outstanding futures contracts: Number Unrealized of Expiration Notional Market Appreciation Description Contracts Date Value Value (Depreciation) Long Position Contracts: S&P 500® Emini Index 41 09/20/19 $5,936,635 $6,113,715 $177,080 Total Futures Contracts $5,936,635 $6,113,715 $177,080 Summary of the Portfolio's investments as of July 31, 2019, 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 $414,171,040 — — $414,171,040 Forward Currency Contracts** — $2,064,561 — 2,064,561 Futures Contracts** 177,080 — — 177,080 TOTAL $414,348,120 $2,064,561 — $416,412,681 ** Valued at the unrealized appreciation/(depreciation) on the investment. EMERGING MARKETS PORTFOLIO SCHEDULE OF INVESTMENTS July 31, 2019 (Unaudited) Value† AFFILIATED INVESTMENT COMPANIES — (100.0%) Investment in The Emerging Markets Series of The DFA Investment Trust Company $5,802,318,013 TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ $5,802,318,013 Summary of the Portfolio's Master Fund's investments as of July 31, 2019, based on their valuation inputs, is located within this report (see Security Valuation Note). EMERGING MARKETS SMALL CAP PORTFOLIO SCHEDULE OF INVESTMENTS July 31, 2019 (Unaudited) Value† AFFILIATED INVESTMENT COMPANIES — (100.0%) Investment in The Emerging Markets Small Cap Series of The DFA Investment Trust Company $6,667,650,449 Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ $6,667,650,449 Summary of the Portfolio's Master Fund's investments as of July 31, 2019, based on their valuation inputs, is located within this report (see Security Valuation Note). EMERGING MARKETS VALUE PORTFOLIO SCHEDULE OF INVESTMENTS July 31, 2019 (Unaudited) Value† AFFILIATED INVESTMENT COMPANIES — (100.0%) Investment in Dimensional Emerging Markets Value Fund $17,514,537,059 TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ $17,514,537,059 Summary of the Portfolio's Master Fund's investments as of July 31, 2019, based on their valuation inputs, is located within this report (see Security Valuation Note). EMERGING MARKETS CORE EQUITY PORTFOLIO SCHEDULE OF INVESTMENTS July 31, 2019 (Unaudited) Shares Value» COMMON STOCKS — (94.7%) BELGIUM — (0.0%) * Titan Cement International SA 244,035 $ 5,132,790 BRAZIL — (8.0%) AES Tiete Energia SA 2,255,458 7,558,874 AES Tiete Energia SA 681 521 Aliansce Shopping Centers SA 1,075,111 7,941,457 Alliar Medicos A Frente SA 256,519 994,122 Alupar Investimento SA 1,230,146 8,545,121 Ambev SA, ADR 16,187,015 85,305,569 Ambev SA 1,591,620 8,395,276 Anima Holding SA 306,759 1,729,782 Arezzo Industria e Comercio SA 545,880 7,207,644 Atacadao S.A. 501,505 3,076,299 #* Azul SA, ADR 490,810 19,975,967 B3 SA - Brasil Bolsa Balcao 5,891,987 65,136,303 Banco Bradesco SA, ADR 12,110,773 109,481,390 Banco Bradesco SA 5,482,795 44,694,473 Banco BTG Pactual SA 295,735 4,630,897 Banco do Brasil SA 4,147,023 53,484,736 Banco Santander Brasil SA 1,077,149 12,094,235 BB Seguridade Participacoes SA 3,719,861 31,629,565 BR Malls Participacoes SA 7,330,550 28,831,621 * BR Properties SA 671,394 1,766,294 * Brasil Brokers Participacoes SA 26,501 44,233 BrasilAgro - Co. Brasileira de Propriedades Agricolas 263,703 1,153,249 * Braskem SA, Sponsored ADR 559,977 9,928,952 * BRF SA 2,442,346 21,381,367 Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Camil Alimentos S.A. 310,466 601,188 CCR SA 10,874,056 42,597,544 Centrais Eletricas Brasileiras SA 1,215,800 12,548,734 # Cia Brasileira de Distribuicao 150,971 3,677,654 Cia de Locacao das Americas 239,914 3,143,239 Cia de Saneamento Basico do Estado de Sao Paulo 1,492,504 20,883,754 Cia de Saneamento Basico do Estado de Sao Paulo, ADR 772,983 10,752,194 Cia de Saneamento de Minas Gerais-COPASA 687,058 12,134,031 Cia de Saneamento do Parana 318,380 7,141,202 Cia de Saneamento do Parana 17,600 99,844 # Cia Energetica de Minas Gerais, Sponsored ADR 769,810 2,817,507 Cia Energetica de Minas Gerais 981,139 4,375,643 Cia Hering 923,876 7,746,677 Cia Paranaense de Energia, Sponsored ADR 283,710 3,662,696 Cia Paranaense de Energia 186,823 2,361,508 Cia Siderurgica Nacional SA, Sponsored ADR 3,613,990 15,431,737 Cia Siderurgica Nacional SA 4,805,090 20,812,593 Cielo SA 5,833,219 11,066,203 Construtora Tenda SA 1,120,990 7,443,208 * Cosan Logistica SA 1,426,089 6,980,320 Cosan SA 1,286,850 17,156,426 CSU Cardsystem SA 296,198 499,051 CVC Brasil Operadora e Agencia de Viagens SA 1,242,760 16,565,357 Cyrela Brazil Realty SA Empreendimentos e Participacoes 3,780,706 24,172,109 Cyrela Commercial Properties SA Empreendimentos e Participacoes 15,734 57,719 Dimed SA Distribuidora da Medicamentos 1,500 151,716 Direcional Engenharia SA 1,436,826 4,740,037 Duratex SA 3,887,255 12,803,541 Emerging Markets Core Equity Portfolio CONTINUED Shares Value» BRAZIL — (Continued) EcoRodovias Infraestrutura e Logistica SA 2,557,343 $ 7,893,799 EDP - Energias do Brasil SA 3,748,492 18,947,007 Embraer SA, Sponsored ADR 1,389,409 28,066,062 Enauta Participacoes SA 1,184,057 4,110,932 Energisa SA 1,219,400 15,784,286 * Eneva SA 279,900 1,898,100 Engie Brasil Energia SA 1,412,761 17,868,899 Equatorial Energia SA 1,983,883 49,124,672 * Even Construtora e Incorporadora SA 2,267,719 5,823,273 Ez Tec Empreendimentos e Participacoes SA 884,955 7,617,427 Fleury SA 1,995,788 12,200,593 Fras-Le SA 128,600 160,061 * Gafisa SA 189,389 320,085 Gafisa SA, ADR 103,158 345,578 # Gerdau SA, Sponsored ADR 4,354,272 15,501,208 Gerdau SA 702,671 2,178,154 # Gol Linhas Aereas Inteligentes SA, ADR 320,559 6,885,618 Grendene SA 1,386,884 2,761,885 Guararapes Confeccoes SA 807,228 4,122,492 Hapvida Participacoes e Investimentos S.A.