SECURITIES AND EXCHANGE COMMISSION FORM NPORT-P Filing Date: 2020-03-31 | Period of Report: 2020-01-31 SEC Accession No. 0001752724-20-066929 (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.: 20759987 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 January 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 2005 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 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 CPI Consumer Price Index ADR American Depositary Receipt REIT Real Estate Investment Trust ST Special Tax CP Certificate Participation GDR Global Depositary Receipt 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 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 ST GTD State Guaranteed AMBAC American Municipal Bond Assurance Corporation SCH BD RES FD School Board Resolution Fund FGIC Federal Guaranty Insurance Corporation CAD Canadian Dollars DKK Danish Krone EUR Euro GBP British Pounds NOK Norwegian Krone SEK Swedish Krona USD United States Dollar AUD Australian Dollars CHF Swiss Franc ILS Israeli New Shekel JPY Japanese Yen NZD New Zealand Dollars SGD Singapore Dollars Table of Contents CONTINUED Investment Footnotes ^ Denominated in USD, unless otherwise noted. † See Security Valuation Note within the Notes to Schedules of Investments. (r) The adjustable rate shown is effective as of January 31, 2020 Ω Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional investors. The Fund’s Advisor has deemed this security to be liquid based upon procedures approved by the Board of Trustees. # Total or Partial Securities on Loan. @ Security purchased with cash proceeds from Securities on Loan. § Affiliated Fund. ^^ See Federal Tax Cost Note within the Notes to Schedules of Investments. * Non-Income Producing Securities. » Securities have generally been fair valued. See Security Valuation Note within the Notes to Schedules of Investments. ± 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). † See Note B to Financial Statements. Table of Contents DIMENSIONAL 2055 TARGET DATE RETIREMENT INCOME FUND SCHEDULE OF INVESTMENTS January 31, 2020 (Unaudited) Shares Value† AFFILIATED INVESTMENT COMPANIES — (100.0%) Investment in U.S. Large Company Portfolio of Dimensional Investment Group Inc. 398,099 $ 9,860,923 Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc. 384,346 9,820,047 Investment in Large Cap International Portfolio of DFA Investment Dimensions Group Inc. 227,963 5,240,868 Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc. 130,456 2,667,830 Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc. 196,978 2,621,774 Investment in DFA Short-Term Extended Quality Portfolio of DFA Investment Dimensions Group Inc. 74,809 811,675 Investment in DFA Two-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc. 81,650 810,785 TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $27,687,031)^^ $31,833,902 Summary of the Portfolio's investments as of January 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 $31,833,902 — — $31,833,902 TOTAL $31,833,902 — — $31,833,902 Table of Contents DIMENSIONAL 2060 TARGET DATE RETIREMENT INCOME FUND SCHEDULE OF INVESTMENTS January 31, 2020 (Unaudited) Shares Value† AFFILIATED INVESTMENT COMPANIES — (100.0%) Investment in U.S. Large Company Portfolio of Dimensional Investment Group Inc. 293,325 $ 7,265,650 Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc. 283,869 7,252,853 Investment in Large Cap International Portfolio of DFA Investment Dimensions Group Inc. 166,427 3,826,166 Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc. 95,425 1,951,443 Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc. 143,999 1,916,630 Investment in DFA Short-Term Extended Quality Portfolio of DFA Investment Dimensions Group Inc. 54,869 595,328 Investment in DFA Two-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc. 59,941 595,216 TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $20,512,383)^^ $23,403,286 Summary of the Portfolio's investments as of January 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 $23,403,286 — — $23,403,286 TOTAL $23,403,286 — — $23,403,286 Table of Contents DIMENSIONAL 2065 TARGET DATE RETIREMENT INCOME FUND SCHEDULE OF INVESTMENTS January 31, 2020 (Unaudited) Shares Value† AFFILIATED INVESTMENT COMPANIES — (100.0%) Investment in U.S. Large Company Portfolio of Dimensional Investment Group Inc. 526 $13,027 Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc. 505 12,899 Investment in Large Cap International Portfolio of DFA Investment Dimensions Group Inc. 300 6,896 Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc. 172 3,519 Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc. 258 3,436 Investment in DFA Short-Term Extended Quality Portfolio of DFA Investment Dimensions Group Inc. 99 1,082 Investment in DFA Two-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc. 109 1,080 TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $43,162)^^ $41,939 Summary of the Portfolio's investments as of January 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 $41,939 — — $41,939 TOTAL $41,939 — — $41,939 Table of Contents DIMENSIONAL 2005 TARGET DATE RETIREMENT INCOME FUND SCHEDULE OF INVESTMENTS January 31, 2020 (Unaudited) Shares Value† AFFILIATED INVESTMENT COMPANIES — (100.0%) Investment in DFA Inflation-Protected Securities Portfolio of DFA Investment Dimensions Group Inc. 254,378 $3,136,481 Investment in DFA One-Year Fixed Income Portfolio of DFA Investment Dimensions Group Inc.