-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, AngIq8/lijRbe5msc4braTuToHw7ths6fA5Z/Nq/4oHMNgjN+ZyfkVLh/5labRRu hWeBi8bl7VcjxKjj+cWuRw== 0001104659-09-042599.txt : 20090709 0001104659-09-042599.hdr.sgml : 20090709 20090709135938 ACCESSION NUMBER: 0001104659-09-042599 CONFORMED SUBMISSION TYPE: N-CSRS PUBLIC DOCUMENT COUNT: 14 CONFORMED PERIOD OF REPORT: 20090430 FILED AS OF DATE: 20090709 DATE AS OF CHANGE: 20090709 EFFECTIVENESS DATE: 20090709 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DFA INVESTMENT DIMENSIONS GROUP INC CENTRAL INDEX KEY: 0000355437 IRS NUMBER: 363129984 STATE OF INCORPORATION: MD FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-CSRS SEC ACT: 1940 Act SEC FILE NUMBER: 811-03258 FILM NUMBER: 09936739 BUSINESS ADDRESS: STREET 1: 6300 BEE CAVE ROAD STREET 2: BUILDING ONE CITY: AUSTIN STATE: TX ZIP: 78746 BUSINESS PHONE: (512) 306-7400 MAIL ADDRESS: STREET 1: 6300 BEE CAVE ROAD STREET 2: BUILDING ONE CITY: AUSTIN STATE: TX ZIP: 78746 FORMER COMPANY: FORMER CONFORMED NAME: DFA SMALL CO FUND INC DATE OF NAME CHANGE: 19830621 0000355437 S000000948 U.S. MICRO CAP PORTFOLIO C000002699 U.S. MICRO CAP PORTFOLIO - INSTITUTIONAL CLASS DFSCX 0000355437 S000000949 DFA REAL ESTATE SECURITIES PORTFOLIO C000002700 DFA REAL ESTATE SECURITIES PORTFOLIO - INSTITUTIONAL CLASS DFREX 0000355437 S000000950 DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO C000002701 DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS DISVX 0000355437 S000000951 VA INTERNATIONAL SMALL PORTFOLIO C000002702 VA INTERNATIONAL SMALL PORTFOLIO 0000355437 S000000952 VA INTERNATIONAL VALUE PORTFOLIO C000002703 VA INTERNATIONAL VALUE PORTFOLIO 0000355437 S000000953 VA U.S. TARGETED VALUE PORTFOLIO C000002704 VA U.S. TARGETED VALUE PORTFOLIO 0000355437 S000000954 VA SHORT-TERM FIXED PORTFOLIO C000002705 VA SHORT-TERM FIXED PORTFOLIO 0000355437 S000000955 DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO C000002706 DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS DFGFX 0000355437 S000000956 ENHANCED U.S. LARGE COMPANY PORTFOLIO C000002707 ENHANCED U.S. LARGE COMPANY PORTFOLIO DFELX 0000355437 S000000957 EMERGING MARKETS PORTFOLIO C000002708 EMERGING MARKETS PORTFOLIO - INSTITUTIONAL CLASS DFEMX 0000355437 S000000958 U.S. LARGE COMPANY PORTFOLIO C000002709 U.S. LARGE COMPANY PORTFOLIO - INSTITUTIONAL CLASS DFLCX 0000355437 S000000959 EMERGING MARKETS VALUE PORTFOLIO C000002710 EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS DFEVX C000053626 Emerging Markets Value Portfolio - Class R2 0000355437 S000000960 LWAS/DFA INTERNATIONAL HIGH BOOK TO MARKET PORTFOLIO C000002711 LWAS/DFA INTERNATIONAL HIGH BOOK TO MARKET PORTFOLIO DFHBX 0000355437 S000000961 VA U.S. LARGE VALUE PORTFOLIO C000002712 VA U.S. LARGE VALUE PORTFOLIO 0000355437 S000000962 VA GLOBAL BOND PORTFOLIO C000002713 VA GLOBAL BOND PORTFOLIO 0000355437 S000000963 JAPANESE SMALL COMPANY PORTFOLIO C000002714 JAPANESE SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS DFJSX 0000355437 S000000964 UNITED KINGDOM SMALL COMPANY PORTFOLIO C000002715 UNITED KINGDOM SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS DFUKX 0000355437 S000000965 CONTINENTAL SMALL COMPANY PORTFOLIO C000002716 CONTINENTAL SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS DFCSX 0000355437 S000000966 ASIA PACIFIC SMALL COMPANY PORTFOLIO C000002717 ASIA PACIFIC SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS DFRSX 0000355437 S000000967 INTERNATIONAL SMALL COMPANY PORTFOLIO C000002718 INTERNATIONAL SMALL COMPANY PORTFOLIO - INSTITUTIONAL CLASS DFISX 0000355437 S000000968 DFA ONE-YEAR FIXED INCOME PORTFOLIO C000002719 DFA ONE-YEAR FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS DFIHX 0000355437 S000000969 DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO C000002720 DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS DFGBX 0000355437 S000000970 U.S. Targeted Value Portfolio C000002721 U.S. Targeted Value Portfolio - Institutional Class DFFVX C000053633 U.S. Targeted Value Portfolio - Class R1 C000053634 U.S. Targeted Value Portfolio - Class R2 0000355437 S000000971 U.S. SMALL CAP PORTFOLIO C000002722 U.S. SMALL CAP PORTFOLIO - INSTITUTIONAL CLASS DFSTX 0000355437 S000000972 TAX-MANAGED U.S. EQUITY PORTFOLIO C000002723 TAX-MANAGED U.S. EQUITY PORTFOLIO DTMEX 0000355437 S000000973 DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO C000002724 DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO DFSMX 0000355437 S000000974 TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO C000002725 TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO DTMMX 0000355437 S000000975 TAX-MANAGED DFA INTERNATIONAL VALUE PORTFOLIO C000002726 TAX-MANAGED DFA INTERNATIONAL VALUE PORTFOLIO DTMIX 0000355437 S000000976 TAX-MANAGED U.S. SMALL CAP PORTFOLIO C000002727 TAX-MANAGED U.S. SMALL CAP PORTFOLIO DFTSX 0000355437 S000000977 Tax-Managed U.S. Targeted Value Portfolio C000002728 Tax-Managed U.S. Targeted Value Portfolio DTMVX 0000355437 S000000978 EMERGING MARKETS CORE EQUITY PORTFOLIO C000002729 EMERGING MARKETS CORE EQUITY PORTFOLIO - INSTITUTIONAL CLASS DFCEX 0000355437 S000000979 U.S. CORE EQUITY 1 PORTFOLIO C000002730 U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS DFEOX 0000355437 S000000980 U.S. CORE EQUITY 2 PORTFOLIO C000002731 U.S. CORE EQUITY 2 PORTFOLIO - INSTITUTIONAL CLASS DFQTX 0000355437 S000000981 EMERGING MARKETS SMALL CAP PORTFOLIO C000002732 EMERGING MARKETS SMALL CAP PORTFOLIO - INSTITUTIONAL CLASS DEMSX 0000355437 S000000982 U.S. VECTOR EQUITY PORTFOLIO C000002733 U.S. VECTOR EQUITY PORTFOLIO - INSTITUTIONAL CLASS DFVEX 0000355437 S000000983 INTERNATIONAL CORE EQUITY PORTFOLIO C000002734 INTERNATIONAL CORE EQUITY PORTFOLIO - INSTITUTIONAL CLASS DFIEX 0000355437 S000000984 DFA FIVE-YEAR GOVERNMENT PORTFOLIO C000002735 DFA FIVE-YEAR GOVERNMENT PORTFOLIO - INSTITUTIONAL CLASS DFFGX 0000355437 S000000985 LARGE CAP INTERNATIONAL PORTFOLIO C000002736 LARGE CAP INTERNATIONAL PORTFOLIO - INSTITUTIONAL CLASS DFALX 0000355437 S000000986 DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO C000002737 DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS DFIGX 0000355437 S000000987 U.S. SMALL CAP VALUE PORTFOLIO C000002738 U.S. SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS DFSVX 0000355437 S000000988 U.S. LARGE CAP VALUE PORTFOLIO C000002739 U.S. LARGE CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS DFLVX 0000355437 S000012960 Emerging Markets Social Core Equity Portfolio C000035022 Emerging Markets Social Core Equity Portfolio Shares 0000355437 S000013345 DFA Inflation-Protected Securities Portfolio C000036041 DFA Inflation-Protected Securities Portfolio - Institutional Class 0000355437 S000014548 DFA International Real Estate Securities Portfolio C000039642 DFA International Real Estate Securities Portfolio - Institutional Class 0000355437 S000016731 DFA California Short-Term Municipal Bond Portfolio C000046747 DFA California Short-Term Municipal Bond Portfolio - Institutional Class 0000355437 S000016732 T.A. U.S. Core Equity 2 Portfolio C000046748 T.A. U.S. Core Equity 2 Portfolio - Institutional Class 0000355437 S000018154 U.S. Social Core Equity 2 Portfolio C000050178 U.S. Social Core Equity 2 Portfolio Shares 0000355437 S000018396 CSTG&E U.S. Social Core Equity 2 Portfolio C000050867 CSTG&E U.S. Social Core Equity 2 Portfolio Shares 0000355437 S000018397 CSTG&E International Social Core Equity Portfolio C000050868 CSTG&E International Social Core Equity Portfolio Shares 0000355437 S000020421 DFA Selectively Hedged Global Fixed Income Portfolio C000057262 DFA Selectively Hedged Global Fixed Income Portfolio - Institutional Class 0000355437 S000020422 U.S. Sustainability Core 1 Portfolio C000057263 U.S. Sustainability Core 1 Portfolio Shares 0000355437 S000020423 International Sustainability Core 1 Portfolio C000057264 International Sustainability Core 1 Portfolio Shares 0000355437 S000020997 T.A. World ex U.S. Core Equity Portfolio C000059643 T.A. World ex U.S. Core Equity Portfolio - Institutional Class 0000355437 S000021884 DFA Global Real Estate Securities Portfolio C000062760 DFA Global Real Estate Securities Portfolio Shares 0000355437 S000022529 DFA International Value Ex Tobacco Portfolio C000065173 DFA International Value Ex Tobacco Portfolio Shares 0000355437 S000022895 International Vector Equity Portfolio C000066387 International Vector Equity Portfolio Shares 0000355437 S000024202 DFA Short-Term Extended Quality Portfolio C000071023 Institutional Class Shares N-CSRS 1 a09-10326_2ncsrs.htm N-CSRS

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

FORM N-CSR

 

CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES

 

Investment Company Act file number

811-3258

 

DFA INVESTMENT DIMENSIONS GROUP INC.

(Exact name of registrant as specified in charter)

 

6300 Bee Cave Road, Building One, Austin, TX

 

78746

(Address of principal executive offices)

 

(Zip code)

 

Catherine L. Newell, Esquire, Vice President and Secretary
DFA Investment Dimensions Group Inc.,
6300 Bee Cave Road, Building One, Austin, TX  78746

(Name and address of agent for service)

 

Registrant’s telephone number, including area code:

512-306-7400

 

 

Date of fiscal year end:

October 31

 

 

Date of reporting period:

November 1, 2008 – April 30, 2009

 

 



 

ITEM 1.          REPORTS TO STOCKHOLDERS.

 



DFA INVESTMENT DIMENSIONS GROUP INC.

VA U.S. Targeted Value Portfolio

VA U.S. Large Value Portfolio

VA International Value Portfolio

VA International Small Portfolio

VA Short-Term Fixed Portfolio

VA Global Bond Portfolio

Semi-Annual Report

Six Months Ended April 30, 2009
(Unaudited)




Dimensional Fund Advisors
6300 Bee Cave Road, Building One
Austin, TX 78746

May 2009

Dear Fellow Shareholder,

The past six months have been challenging for investors, with stock markets continuing to exhibit historically high volatility. After enduring significant losses in 2008, markets around the world continued to sell off early in the year, with some dropping by early March to lows not seen in over a decade. Since then, global markets have rallied strongly. During this period, ten of the 13 Dimensional equity mutual funds with a 15-year track record posted their highest two-month total return since inception.

Recent market performance illustrates that pulling money out of stocks, even for short periods of time, can result in significant missed opportunities. No one can predict whether the recent rally signals a sustained recovery, but over time we can still expect markets to offer a premium to investors who are willing to invest in relatively risky assets such as stocks.

The current market environment illustrates the reason why Dimensional believes that markets are efficient. History has shown time and again that prices cannot be predicted in public equity markets. This "random walk" makes diversification very important. Although the broad diversification in our portfolios didn't prevent negative performance over the past six months, the positive results produced in some markets demonstrate the importance of maintaining broad, global asset class exposure.

The unpredictability of stock prices also makes it important for investors to take a hard look at their own portfolios and determine how much risk and what types of risk they should take. Investors who base their approach on a sensible risk/return framework and who hold asset mixes that reflect their risk tolerance are better able to withstand down markets and are better positioned to participate when markets rise.

All of us at Dimensional take our job as the steward of your assets very seriously and hope to have the opportunity to serve you for many years to come.

Sincerely,

David G. Booth
Chairman and Chief Executive Officer




[THIS PAGE INTENTIONALLY LEFT BLANK]



DFA INVESTMENT DIMENSIONS GROUP INC.

SEMI-ANNUAL REPORT

(Unaudited)

Table of Contents

Letter to Shareholders   Page  
Definitions of Abbreviations and Footnotes     1    
Disclosure of Fund Expenses     2    
Disclosure of Portfolio Holdings     4    
Summary Schedules of Portfolio Holdings/Schedules of Investments  
VA U.S. Targeted Value Portfolio     5    
VA U.S. Large Value Portfolio     7    
VA International Value Portfolio     9    
VA International Small Portfolio     12    
VA Short-Term Fixed Portfolio     16    
VA Global Bond Portfolio     17    
Statements of Assets and Liabilities     19    
Statements of Operations     21    
Statements of Changes in Net Assets     23    
Financial Highlights     26    
Notes to Financial Statements     29    
Voting Proxies on Fund Portfolio Securities     39    
Board Approval of Investment Advisory Agreements     40    

 

This report is submitted for the information of the Fund's shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.


i



[THIS PAGE INTENTIONALLY LEFT BLANK]




DFA INVESTMENT DIMENSIONS GROUP INC.

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Summary Schedules of Portfolio Holdings/Schedules of Investments

Investment Abbreviations

ADR  American Depositary Receipt

FHLMC  Federal Home Loan Mortgage Corporation

FNMA  Federal National Mortgage Association

Investment Footnotes

†  See Note B to Financial Statements.

††  Securities have generally been fair valued. See Note B to Financial Statements.

**  Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. "Other Securities" are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.

*  Non-Income Producing Securities.

#  Total or Partial Securities on Loan.

^  Denominated in local currency or the Euro, unless otherwise noted.

@  Security purchased with cash proceeds from Securities on Loan.

(r)  The adjustable rate shown is effective as of April 30, 2009.

(j)  Face Amount denominated in Japanese Yen.

(s)  Face Amount denominated in Swedish Krona.

(f)  Face Amount denominated in Swiss Francs.

(u)  Face Amount denominated in United States Dollars.

§  Affiliated Fund.

Financial Highlights

(A)  Computed using average shares outstanding.

(B)  Annualized

(C)  Non-Annualized

All Statements and Schedules

—  Amounts designated as — are either zero or rounded to zero.

SEC  Securities and Exchange Commission


1




DFA INVESTMENT DIMENSIONS GROUP INC.

DISCLOSURE OF FUND EXPENSES
(Unaudited)

The following Expense Tables are shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund's gross income, directly reduce the investment return of the fund. A fund's expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Tables below illustrate your fund's costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The "Ending Account Value" shown is derived from the fund's actual return and "Expenses Paid During Period" reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading "Expenses Paid During Period."

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund's costs with those of other mutual funds. The hypothetical "Ending Account Value" and "Expenses Paid During Period" are derived from the fund's actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund's actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund's cost by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the tables are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The "Annualized Expense Ratio" represents the actual expenses for the six-month period indicated.

  Six Months Ended April 30, 2009

EXPENSE TABLES

VA U.S. Targeted Value Portfolio   Beginning
Account
Value
11/01/08
  Ending
Account
Value
04/30/09
  Annualized
Expense
Ratio*
  Expenses
Paid
During
Period*
 
Actual Fund Return   $ 1,000.00     $ 879.20       0.48 %   $ 2.24    
Hypothetical 5% Annual Return   $ 1,000.00     $ 1,022.41       0.48 %   $ 2.41    

 


2



VA U.S. Large Value Portfolio   Beginning
Account
Value
11/01/08
  Ending
Account
Value
04/30/09
  Annualized
Expense
Ratio*
  Expenses
Paid
During
Period*
 
Actual Fund Return   $ 1,000.00     $ 891.60       0.35 %   $ 1.64    
Hypothetical 5% Annual Return   $ 1,000.00     $ 1,023.06       0.35 %   $ 1.76    
VA International Value Portfolio  
Actual Fund Return   $ 1,000.00     $ 989.40       0.53 %   $ 2.61    
Hypothetical 5% Annual Return   $ 1,000.00     $ 1,022.17       0.53 %   $ 2.66    
VA International Small Portfolio  
Actual Fund Return   $ 1,000.00     $ 1,034.80       0.69 %   $ 3.48    
Hypothetical 5% Annual Return   $ 1,000.00     $ 1,021.37       0.69 %   $ 3.46    
VA Short-Term Fixed Portfolio  
Actual Fund Return   $ 1,000.00     $ 1,026.40       0.31 %   $ 1.56    
Hypothetical 5% Annual Return   $ 1,000.00     $ 1,023.26       0.31 %   $ 1.56    
VA Global Bond Portfolio  
Actual Fund Return   $ 1,000.00     $ 1,033.10       0.32 %   $ 1.61    
Hypothetical 5% Annual Return   $ 1,000.00     $ 1,023.21       0.32 %   $ 1.61    

 

*  Expenses are equal to the fund's annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (181), then divided by the number of days in the year (365) to reflect the six-month period.


3



DFA INVESTMENT DIMENSIONS GROUP INC.

DISCLOSURE OF PORTFOLIO HOLDINGS
(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For DFA Investment Dimensions Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. DFA Investment Dimensions Group Inc. filed its most recent Form N-Q with the SEC on April 1, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC's website at http://www.sec.gov, or they may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a "Summary Schedule of Portfolio Holdings" in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund's 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund's net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC's website at http://www.sec.gov, or they may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

DOMESTIC AND INTERNATIONAL EQUITY PORTFOLIOS

    Consumer
Discretionary
  Consumer
Staples
  Energy   Financials   Health
Care
  Industrials   Information
Technology
  Materials   Telecommunication
Services
  Utilities   Other   Total  
VA U.S. Targeted
Value Portfolio
    17.5 %     3.9 %     4.9 %     27.7 %     6.2 %     16.3 %     18.5 %     4.6 %     0.3 %     0.1 %           100.0 %  
VA U.S. Large
Value Portfolio
    16.4 %     6.3 %     15.5 %     30.2 %     3.5 %     14.9 %     3.7 %     3.3 %     6.0 %     0.2 %           100.0 %  
VA International
Value Portfolio
    12.6 %     4.0 %     7.1 %     43.7 %     0.2 %     9.9 %     3.8 %     9.5 %     7.1 %     1.9 %     0.2 %     100.0 %  
VA International
Small Portfolio
    18.5 %     7.2 %     5.6 %     13.1 %     5.7 %     26.4 %     10.0 %     10.5 %     0.7 %     2.1 %     0.2 %     100.0 %  

 

FIXED INCOME PORTFOLIOS

    Corporate   Government   Foreign
Corporate
  Foreign
Government
  Supranational   Total  
VA Short-Term Fixed Portfolio     30.9 %     38.7 %     30.4 %                 100.0 %  
VA Global Bond Portfolio     26.1 %     34.0 %     21.5 %     14.9 %     3.5 %     100.0 %  

 


4




VA U.S. TARGETED VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2009
(Unaudited)

   
Shares
 
Value†
  Percentage
of Net Assets**
 
COMMON STOCKS — (88.2%)  
Consumer Discretionary — (15.3%)  
Bob Evans Farms, Inc.     13,400     $ 324,950       0.6 %  
Jarden Corp.     12,266       246,547       0.4 %  
KB HOME     15,500       280,085       0.5 %  
Penske Automotive Group, Inc.     27,670       366,627       0.6 %  
Regis Corp.     13,290       254,371       0.4 %  
Ryland Group, Inc.     12,600       260,946       0.4 %  
Scholastic Corp.     13,900       274,247       0.5 %  
Other Securities             8,412,338       13.9 %  
Total Consumer Discretionary             10,420,111       17.3 %  
Consumer Staples — (4.0%)  
Del Monte Foods Co.     31,571       238,361       0.4 %  
TreeHouse Foods, Inc.     9,100       241,969       0.4 %  
Weis Markets, Inc.     8,600       318,114       0.5 %  
Other Securities             1,914,362       3.2 %  
Total Consumer Staples             2,712,806       4.5 %  
Energy — (4.1%)  
Mariner Energy, Inc.     22,800       259,464       0.4 %  
Whiting Petroleum Corp.     9,800       321,048       0.5 %  
Other Securities             2,219,961       3.8 %  
Total Energy             2,800,473       4.7 %  
Financials — (24.5%)  
*# AmeriCredit Corp.     22,900       232,893       0.4 %  
CNA Surety Corp.     15,930       306,652       0.5 %  
Delphi Financial Group, Inc. Class A     15,896       274,524       0.5 %  
First Niagara Financial Group, Inc.     40,583       549,494       0.9 %  
Harleysville Group, Inc.     9,618       278,153       0.5 %  
Infinity Property & Casualty Corp.     6,600       232,584       0.4 %  
Navigators Group, Inc.     6,000       272,280       0.5 %  
NewAlliance Bancshares, Inc.     42,279       545,822       0.9 %  
*# PHH Corp.     17,000       285,260       0.5 %  
ProAssurance Corp.     11,400       500,916       0.8 %  
Prosperity Bancshares, Inc.     15,000       416,550       0.7 %  
Provident Financial Services, Inc.     24,000       256,080       0.4 %  
Selective Insurance Group, Inc.     19,700       290,772       0.5 %  
Zenith National Insurance Corp.     11,900       271,201       0.5 %  
Other Securities             12,037,883       19.9 %  
Total Financials             16,751,064       27.9 %  
Health Care — (5.4%)  
Cooper Companies, Inc.     13,500       388,125       0.7 %  
*# LifePoint Hospitals, Inc.     11,400       294,690       0.5 %  
Res-Care, Inc.     34,907       559,210       0.9 %  
Other Securities             2,437,211       4.0 %  
Total Health Care             3,679,236       6.1 %  

 


5



VA U.S. TARGETED VALUE PORTFOLIO

CONTINUED

    Shares   Value†   Percentage
of Net Assets**
 
Industrials — (13.3%)  
Applied Industrial Technologies, Inc.     12,825     $ 288,563       0.5 %  
Briggs & Stratton Corp.     18,800       279,744       0.5 %  
EnerSys     15,860       270,413       0.5 %  
Esterline Technologies Corp.     9,859       259,785       0.4 %  
GATX Corp.     15,076       453,938       0.8 %  
Regal-Beloit Corp.     9,706       394,355       0.7 %  
SkyWest, Inc.     23,200       279,328       0.5 %  
Tredegar Industries, Inc.     14,219       249,970       0.4 %  
Watts Water Technologies, Inc.     11,300       251,538       0.4 %  
Werner Enterprises, Inc.     26,500       433,275       0.7 %  
Other Securities             5,892,955       9.6 %  
Total Industrials             9,053,864       15.0 %  
Information Technology — (16.7%)  
3Com Corp.     150,900       611,145       1.0 %  
Acxiom Corp.     36,797       355,091       0.6 %  
Benchmark Electronics, Inc.     27,623       335,067       0.6 %  
Integrated Device Technology, Inc.     50,800       275,844       0.5 %  
MKS Instruments, Inc.     20,600       322,390       0.5 %  
MPS Group, Inc.     36,900       296,676       0.5 %  
Sycamore Networks, Inc.     100,500       296,475       0.5 %  
SYNNEX Corp.     11,400       245,442       0.4 %  
Tech Data Corp.     13,700       394,423       0.7 %  
Other Securities             8,242,853       13.6 %  
Total Information Technology             11,375,406       18.9 %  
Materials — (4.5%)  
Rock-Tenn Co. Class A     8,200       309,632       0.5 %  
Westlake Chemical Corp.     13,100       244,970       0.4 %  
Other Securities             2,547,934       4.3 %  
Total Materials             3,102,536       5.2 %  
Other — (0.0%)  
Total Other             102       0.0 %  
Telecommunication Services — (0.3%)  
Total Telecommunication Services             197,159       0.3 %  
Utilities — (0.1%)  
Total Utilities             77,653       0.1 %  
TOTAL COMMON STOCKS             60,170,410       100.0 %  
RIGHTS/WARRANTS — (0.0%)  
TOTAL RIGHTS/WARRANTS             49       0.0 %  
SECURITIES LENDING COLLATERAL — (11.8%)  
§@ DFA Short Term Investment Fund LP     7,989,530       7,989,530       13.3 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $51,752 FNMA 6.000%, 08/01/37, valued at $49,114) to be 
repurchased at $47,683
  $ 48       47,683       0.1 %  
TOTAL SECURITIES LENDING COLLATERAL             8,037,213       13.4 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $111,868,097)
          $ 68,207,672       113.4 %  

 

See accompanying Notes to Financial Statements.
6



VA U.S. LARGE VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2009
(Unaudited)

    Shares   Value†   Percentage
of Net Assets**
 
COMMON STOCKS — (89.4%)  
Consumer Discretionary — (15.4%)  
Carnival Corp.     28,539     $ 767,128       0.9 %  
Comcast Corp. Class A     141,028       2,180,293       2.6 %  
Comcast Corp. Special Class A     42,918       630,036       0.8 %  
Disney (Walt) Co.     47,273       1,035,279       1.3 %  
Johnson Controls, Inc.     36,200       688,162       0.8 %  
Liberty Media Corp. - Entertainment Class A     37,266       907,427       1.1 %  
Time Warner Cable, Inc.     26,584       856,802       1.0 %  
Time Warner, Inc.     87,333       1,906,479       2.3 %  
Other Securities             5,118,934       6.3 %  
Total Consumer Discretionary             14,090,540       17.1 %  
Consumer Staples — (5.3%)  
Archer-Daniels-Midland Co.     22,483       553,531       0.7 %  
CVS Caremark Corp.     57,391       1,823,886       2.2 %  
Kraft Foods, Inc.     34,024       796,162       1.0 %  
Molson Coors Brewing Co.     11,200       428,400       0.5 %  
Other Securities             1,268,329       1.5 %  
Total Consumer Staples             4,870,308       5.9 %  
Energy — (13.9%)  
Anadarko Petroleum Corp.     32,664       1,406,512       1.7 %  
Apache Corp.     23,854       1,738,002       2.1 %  
Chesapeake Energy Corp.     30,000       591,300       0.7 %  
ConocoPhillips     69,606       2,853,846       3.5 %  
Devon Energy Corp.     31,615       1,639,238       2.0 %  
Marathon Oil Corp.     43,071       1,279,209       1.5 %  
Valero Energy Corp.     21,156       419,735       0.5 %  
XTO Energy, Inc.     14,700       509,502       0.6 %  
Other Securities             2,254,961       2.8 %  
Total Energy             12,692,305       15.4 %  
Financials — (27.0%)  
Allstate Corp.     34,900       814,217       1.0 %  
Bank of America Corp.     161,346       1,440,820       1.7 %  
Bank of New York Mellon Corp.     25,810       657,639       0.8 %  
BlackRock, Inc.     3,500       512,820       0.6 %  
Capital One Financial Corp.     25,153       421,061       0.5 %  
Chubb Corp.     26,600       1,036,070       1.3 %  
Goldman Sachs Group, Inc.     7,400       950,900       1.2 %  
JPMorgan Chase & Co.     106,810       3,524,730       4.3 %  
Loews Corp.     32,846       817,537       1.0 %  
MetLife, Inc.     61,733       1,836,557       2.2 %  
Morgan Stanley     58,030       1,371,829       1.7 %  
PNC Financial Services Group, Inc.     12,682       503,475       0.6 %  
Prudential Financial, Inc.     24,700       713,336       0.9 %  
The Travelers Companies, Inc.     44,088       1,813,780       2.2 %  
Wells Fargo & Co.     62,600       1,252,626       1.5 %  
Other Securities             7,042,546       8.5 %  
Total Financials             24,709,943       30.0 %  
Health Care — (3.1%)  
WellPoint, Inc.     30,819       1,317,820       1.6 %  
Other Securities             1,494,086       1.8 %  
Total Health Care             2,811,906       3.4 %  

 


7



VA U.S. LARGE VALUE PORTFOLIO

CONTINUED

    Shares   Value†   Percentage
of Net Assets**
 
Industrials — (13.3%)  
Burlington Northern Santa Fe Corp.     25,627     $ 1,729,310       2.1 %  
CSX Corp.     29,860       883,557       1.1 %  
FedEx Corp.     12,641       707,390       0.9 %  
General Electric Co.     244,300       3,090,395       3.7 %  
Norfolk Southern Corp.     27,700       988,336       1.2 %  
Northrop Grumman Corp.     23,289       1,126,023       1.4 %  
Union Pacific Corp.     38,026       1,868,598       2.3 %  
Other Securities             1,830,742       2.1 %  
Total Industrials             12,224,351       14.8 %  
Information Technology — (2.9%)  
Computer Sciences Corp.     11,483       424,412       0.5 %  
Motorola, Inc.     99,955       552,751       0.7 %  
Other Securities             1,721,939       2.1 %  
Total Information Technology             2,699,102       3.3 %  
Materials — (2.9%)  
Alcoa, Inc.     53,076       481,399       0.6 %  
Dow Chemical Co.     45,308       724,928       0.9 %  
Weyerhaeuser Co.     16,032       565,288       0.7 %  
Other Securities             901,222       1.1 %  
Total Materials             2,672,837       3.3 %  
Telecommunication Services — (5.4%)  
AT&T, Inc.     118,841       3,044,706       3.7 %  
Verizon Communications, Inc.     34,340       1,041,875       1.3 %  
Other Securities             862,639       1.0 %  
Total Telecommunication Services             4,949,220       6.0 %  
Utilities — (0.2%)  
Total Utilities             180,744       0.2 %  
TOTAL COMMON STOCKS             81,901,256       99.4 %  
    Face
Amount
         
    (000)          
TEMPORARY CASH INVESTMENTS — (0.1%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $120,000 FNMA 5.50%, 05/01/37, valued at $108,711) to be  
repurchased at $107,001
  $ 107       107,000       0.1 %  
    Shares          
SECURITIES LENDING COLLATERAL — (10.5%)  
§@DFA Short Term Investment Fund LP     9,547,506       9,547,506       11.6 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $61,843 FNMA 6.000%, 08/01/37, valued at $58,691) to be  
repurchased at $56,981
  $ 57       56,981       0.1 %  
TOTAL SECURITIES LENDING COLLATERAL             9,604,487       11.7 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $116,899,316)
          $ 91,612,743       111.2 %  

 

See accompanying Notes to Financial Statements.
8




VA INTERNATIONAL VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2009
(Unaudited)

    Shares   Value††   Percentage
of Net Assets**
 
AUSTRALIA — (3.3%)  
COMMON STOCKS — (3.3%)  
Australia & New Zealand Banking Group, Ltd.     40,316     $ 464,933       0.8 %  
Commonwealth Bank of Australia     14,508       370,696       0.6 %  
National Australia Bank, Ltd.     35,036       523,972       0.9 %  
Other Securities             940,370       1.5 %  
TOTAL — AUSTRALIA             2,299,971       3.8 %  
AUSTRIA — (0.4%)  
COMMON STOCKS — (0.4%)  
Other Securities             260,552       0.4 %  
BELGIUM — (0.8%)  
COMMON STOCKS — (0.8%)  
Other Securities             529,559       0.9 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             2       0.0 %  
TOTAL — BELGIUM             529,561       0.9 %  
CANADA — (7.1%)  
COMMON STOCKS — (7.1%)  
Bank of Montreal     13,902       460,177       0.8 %  
Goldcorp, Inc.     19,700       538,518       0.9 %  
Manulife Financial Corp.     23,250       395,910       0.7 %  
Petro-Canada     14,100       444,990       0.7 %  
Sun Life Financial, Inc.     17,008       397,656       0.7 %  
Toronto Dominion Bank     11,700       461,803       0.8 %  
TransCanada Corp.     13,125       327,548       0.5 %  
Other Securities             1,934,899       3.0 %  
TOTAL — CANADA             4,961,501       8.1 %  
DENMARK — (0.8%)  
COMMON STOCKS — (0.8%)  
Other Securities             581,875       0.9 %  
FINLAND — (1.1%)  
COMMON STOCKS — (1.1%)  
Other Securities             727,443       1.2 %  
FRANCE — (7.5%)  
COMMON STOCKS — (7.4%)  
AXA SA     36,997       621,612       1.0 %  
BNP Paribas SA     19,418       1,022,239       1.7 %  
France Telecom SA     14,340       318,348       0.5 %  
Societe Generale Paris     6,112       312,376       0.5 %  
Vivendi SA     30,477       819,498       1.3 %  
Other Securities             2,031,677       3.4 %  
TOTAL COMMON STOCKS             5,125,750       8.4 %  
RIGHTS/WARRANTS — (0.1%)  
Other Securities             96,454       0.2 %  
TOTAL — FRANCE             5,222,204       8.6 %  

 


9



VA INTERNATIONAL VALUE PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
GERMANY — (7.7%)  
COMMON STOCKS — (7.7%)  
Allianz SE Sponsored ADR     72,836     $ 659,894       1.1 %  
Bayerische Motoren Werke AG     10,122       350,718       0.6 %  
Daimler AG     17,468       622,885       1.0 %  
Deutsche Bank AG     10,577       564,043       0.9 %  
Deutsche Telekom AG Sponsored ADR     86,100       936,768       1.5 %  
E.ON AG Sponsored ADR     16,000       538,400       0.9 %  
Munchener Rueckversicherungs-Gesellschaft AG     3,975       549,227       0.9 %  
Other Securities             1,149,430       1.9 %  
TOTAL — GERMANY             5,371,365       8.8 %  
GREECE — (0.2%)  
COMMON STOCKS — (0.2%)  
Other Securities             146,250       0.2 %  
HONG KONG — (2.8%)  
COMMON STOCKS — (2.8%)  
Cheung Kong Holdings, Ltd.     33,000       343,367       0.6 %  
Hutchison Whampoa, Ltd.     74,000       433,962       0.7 %  
Other Securities             1,151,037       1.9 %  
TOTAL — HONG KONG             1,928,366       3.2 %  
IRELAND — (0.2%)  
COMMON STOCKS — (0.2%)  
Other Securities             120,961       0.2 %  
ITALY — (2.2%)  
COMMON STOCKS — (2.2%)  
Intesa Sanpaolo SpA     169,745       540,784       0.9 %  
Other Securities             959,756       1.6 %  
TOTAL — ITALY             1,500,540       2.5 %  
JAPAN — (14.8%)  
COMMON STOCKS — (14.8%)  
FUJIFILM Holdings Corp.     16,600       427,089       0.7 %  
Mitsubishi UFJ Financial Group, Inc. ADR     60,500       327,910       0.5 %  
Nissan Motor Co., Ltd.     66,700       348,140       0.6 %  
Sony Corp. Sponsored ADR     27,600       713,736       1.2 %  
Sumitomo Corp.     36,800       320,327       0.5 %  
Other Securities             8,132,211       13.4 %  
TOTAL — JAPAN             10,269,413       16.9 %  
NETHERLANDS — (3.6%)  
COMMON STOCKS — (3.6%)  
ArcelorMittal     28,380       664,784       1.1 %  
ING Groep NV     37,531       342,103       0.6 %  
Koninklijke Philips Electronics NV     46,544       839,793       1.4 %  
Other Securities             672,353       1.0 %  
TOTAL — NETHERLANDS             2,519,033       4.1 %  
NEW ZEALAND — (0.1%)  
COMMON STOCKS — (0.1%)  
Other Securities             98,571       0.2 %  
NORWAY — (0.7%)  
COMMON STOCKS — (0.7%)  
Other Securities             512,024       0.8 %  

 


10



VA INTERNATIONAL VALUE PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
PORTUGAL — (0.2%)  
COMMON STOCKS — (0.2%)  
Other Securities           $ 113,615       0.2 %  
SINGAPORE — (1.5%)  
COMMON STOCKS — (1.5%)  
Other Securities             1,022,351       1.7 %  
SPAIN — (5.4%)  
COMMON STOCKS — (5.4%)  
Banco Santander Central Hispano SA     123,438       1,187,344       2.0 %  
Banco Santander SA Sponsored ADR     61,400       561,810       0.9 %  
Repsol YPF SA     21,824       414,824       0.7 %  
Other Securities             1,608,680       2.6 %  
TOTAL — SPAIN             3,772,658       6.2 %  
SWEDEN — (2.5%)  
COMMON STOCKS — (2.5%)  
Nordea Bank AB     87,311       649,449       1.1 %  
Other Securities             1,092,201       1.8 %  
TOTAL — SWEDEN             1,741,650       2.9 %  
SWITZERLAND — (5.9%)  
COMMON STOCKS — (5.9%)  
Credit Suisse Group AG     22,276       870,469       1.4 %  
Credit Suisse Group AG Sponsored ADR     10,600       405,768       0.7 %  
Holcim, Ltd.     7,515       381,179       0.6 %  
#* UBS AG     34,659       476,093       0.8 %  
Zurich Financial Services AG     4,307       800,372       1.3 %  
Other Securities             1,196,985       2.0 %  
TOTAL — SWITZERLAND             4,130,866       6.8 %  
UNITED KINGDOM — (17.5%)  
COMMON STOCKS — (17.5%)  
Aviva P.L.C.     102,064       469,907       0.8 %  
Barclays P.L.C. Sponsored ADR     33,200       531,532       0.9 %  
HSBC Holdings P.L.C. Sponsored ADR     61,105       2,175,338       3.6 %  
Royal Dutch Shell P.L.C. ADR     43,265       1,968,557       3.2 %  
Sainsbury (J.) P.L.C.     64,578       312,947       0.5 %  
Vodafone Group P.L.C.     672,985       1,236,928       2.0 %  
Vodafone Group P.L.C. Sponsored ADR     60,025       1,101,459       1.8 %  
William Morrison Supermarkets P.L.C.     97,778       354,183       0.6 %  
Other Securities             4,052,858       6.7 %  
TOTAL — UNITED KINGDOM             12,203,709       20.1 %  
        Value†      
SECURITIES LENDING COLLATERAL — (13.7%)  
§@ DFA Short Term Investment Fund LP     8,271,148       8,271,148       13.6 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $51,198,873 FHLMC 7.000%(r), 08/01/38, valued at $1,300,480) to be  
repurchased at $1,274,986
  $ 1,275       1,274,980       2.1 %  
TOTAL SECURITIES LENDING COLLATERAL             9,546,128       15.7 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $99,703,200)
          $ 69,580,607       114.4 %  

 

See accompanying Notes to Financial Statements.
11




VA INTERNATIONAL SMALL PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2009
(Unaudited)

    Shares   Value††   Percentage
of Net Assets**
 
AUSTRALIA — (4.1%)  
COMMON STOCKS — (4.1%)  
Other Securities           $ 2,237,111       4.8 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             69       0.0 %  
TOTAL — AUSTRALIA             2,237,180       4.8 %  
AUSTRIA — (1.2%)  
COMMON STOCKS — (1.2%)  
Andritz AG     2,690       91,445       0.2 %  
Other Securities             585,409       1.3 %  
TOTAL — AUSTRIA             676,854       1.5 %  
BELGIUM — (1.3%)  
COMMON STOCKS — (1.3%)  
Ackermans & van Haaren NV     2,011       117,409       0.3 %  
Bekaert SA     983       91,223       0.2 %  
Other Securities             493,003       1.0 %  
TOTAL COMMON STOCKS             701,635       1.5 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             2       0.0 %  
TOTAL — BELGIUM             701,637       1.5 %  
CANADA — (5.4%)  
COMMON STOCKS — (5.4%)  
Celestica, Inc.     16,300       98,076       0.2 %  
Other Securities             2,898,149       6.3 %  
TOTAL — CANADA             2,996,225       6.5 %  
DENMARK — (0.8%)  
COMMON STOCKS — (0.8%)  
Other Securities             434,274       1.0 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             13,013       0.0 %  
TOTAL — DENMARK             447,287       1.0 %  
FINLAND — (2.7%)  
COMMON STOCKS — (2.7%)  
Elisa Oyj     8,708       115,291       0.3 %  
Kesko Oyj     4,933       128,273       0.3 %  
Outokumpu Oyj Series A     8,649       128,850       0.3 %  
Other Securities             1,140,755       2.4 %  
TOTAL — FINLAND             1,513,169       3.3 %  

 


12



VA INTERNATIONAL SMALL PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
FRANCE — (5.3%)  
COMMON STOCKS — (5.3%)  
Atos Origin SA     3,680     $ 113,450       0.3 %  
Bourbon SA     2,784       104,195       0.2 %  
#* Compagnie Generale de Geophysique-Veritas SA     8,856       127,944       0.3 %  
Establissements Maurel et Prom     6,429       94,342       0.2 %  
Gemalto NV     4,519       142,291       0.3 %  
Neopost SA     1,673       141,674       0.3 %  
Nexans SA     2,122       98,311       0.2 %  
Societe BIC SA     2,253       120,948       0.3 %  
Other Securities             1,953,824       4.2 %  
TOTAL COMMON STOCKS             2,896,979       6.3 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             1,353       0.0 %  
TOTAL — FRANCE             2,898,332       6.3 %  
GERMANY — (4.8%)  
COMMON STOCKS — (4.8%)  
Bilfinger Berger AG     2,718       128,995       0.3 %  
Lanxess AG     5,031       107,415       0.2 %  
Rhoen-Klinikum AG     5,528       115,212       0.3 %  
#* Software AG     1,603       101,390       0.2 %  
Symrise AG     8,168       111,080       0.2 %  
Other Securities             2,067,803       4.5 %  
TOTAL COMMON STOCKS             2,631,895       5.7 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             188       0.0 %  
TOTAL — GERMANY             2,632,083       5.7 %  
GREECE — (1.5%)  
COMMON STOCKS — (1.5%)  
Other Securities             801,956       1.7 %  
HONG KONG — (1.4%)  
COMMON STOCKS — (1.4%)  
Other Securities             776,173       1.7 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             344       0.0 %  
TOTAL — HONG KONG             776,517       1.7 %  
IRELAND — (0.8%)  
COMMON STOCKS — (0.8%)  
Other Securities             428,658       0.9 %  
ITALY — (3.2%)  
COMMON STOCKS — (3.2%)  
Hera SpA     44,932       90,364       0.2 %  
Other Securities             1,677,595       3.6 %  
TOTAL — ITALY             1,767,959       3.8 %  
JAPAN — (22.3%)  
COMMON STOCKS — (22.3%)  
Other Securities             12,254,535       26.5 %  

 


13



VA INTERNATIONAL SMALL PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
NETHERLANDS — (1.9%)  
COMMON STOCKS — (1.9%)  
SBM Offshore NV     9,842     $ 158,631       0.3 %  
Other Securities             909,830       2.0 %  
TOTAL — NETHERLANDS             1,068,461       2.3 %  
NEW ZEALAND — (0.5%)  
COMMON STOCKS — (0.5%)  
Other Securities             300,187       0.7 %  
NORWAY — (1.2%)  
COMMON STOCKS — (1.2%)  
Tandberg ASA Series A     6,600       92,860       0.2 %  
Other Securities             549,817       1.2 %  
TOTAL — NORWAY             642,677       1.4 %  
PORTUGAL — (0.5%)  
COMMON STOCKS — (0.5%)  
Other Securities             252,454       0.6 %  
SINGAPORE — (0.9%)  
COMMON STOCKS — (0.9%)  
Other Securities             503,843       1.1 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             6       0.0 %  
TOTAL — SINGAPORE             503,849       1.1 %  
SPAIN — (2.2%)  
COMMON STOCKS — (2.2%)  
Bolsas y Mercados Espanoles     4,485       125,292       0.3 %  
Other Securities             1,080,589       2.3 %  
TOTAL — SPAIN             1,205,881       2.6 %  
SWEDEN — (1.7%)  
COMMON STOCKS — (1.6%)  
Other Securities             893,265       1.9 %  
RIGHTS/WARRANTS — (0.1%)  
Other Securities             26,280       0.1 %  
TOTAL — SWEDEN             919,545       2.0 %  
SWITZERLAND — (4.2%)  
COMMON STOCKS — (4.2%)  
Aryzta AG     7,275       210,708       0.5 %  
Galenica Holding AG     362       104,206       0.2 %  
Helvetia Holding AG     360       93,323       0.2 %  
Romande Energie Holding SA     50       89,690       0.2 %  
Other Securities             1,824,744       3.9 %  
TOTAL COMMON STOCKS             2,322,671       5.0 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             3,154       0.0 %  
TOTAL — SWITZERLAND             2,325,825       5.0 %  

 


14



VA INTERNATIONAL SMALL PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
UNITED KINGDOM — (15.1%)  
COMMON STOCKS — (15.1%)  
Aggreko P.L.C.     14,299     $ 121,270       0.3 %  
ARM Holdings P.L.C.     81,209       142,631       0.3 %  
Arriva P.L.C.     13,563       92,593       0.2 %  
Burberry Group P.L.C.     26,972       160,546       0.4 %  
Carillion P.L.C.     33,513       130,891       0.3 %  
Catlin Group, Ltd.     20,635       106,784       0.2 %  
Dana Petroleum P.L.C.     5,619       103,887       0.2 %  
Greene King P.L.C.     10,256       94,137       0.2 %  
Hays P.L.C.     70,323       93,350       0.2 %  
Hiscox, Ltd.     24,784       122,695       0.3 %  
IMI P.L.C.     18,222       95,535       0.2 %  
Informa P.L.C.     28,570       124,871       0.3 %  
Ladbrokes P.L.C.     45,856       158,400       0.3 %  
Logica P.L.C.     98,662       111,300       0.2 %  
Meggitt P.L.C.     50,317       133,344       0.3 %  
Provident Financial P.L.C.     7,567       94,233       0.2 %  
Rentokil Initial P.L.C.     101,470       97,890       0.2 %  
SSL International P.L.C.     13,041       91,430       0.2 %  
The Berkeley Group Holdings P.L.C.     7,115       102,319       0.2 %  
Tomkins P.L.C.     72,716       185,641       0.4 %  
Travis Perkins P.L.C.     9,381       96,888       0.2 %  
United Business Media P.L.C.     16,744       113,395       0.3 %  
Other Securities             5,704,431       12.3 %  
TOTAL COMMON STOCKS             8,278,461       17.9 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             14,642       0.0 %  
TOTAL — UNITED KINGDOM             8,293,103       17.9 %  
        Value†      
SECURITIES LENDING COLLATERAL — (17.0%)  
§@ DFA Short Term Investment Fund LP     9,237,345       9,237,345       20.0 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09 (Collateralized
by $51,198,873 FHLMC 7.000%(r), 08/01/38, valued at $101,700) to be  
repurchased at $99,706
  $ 100       99,706       0.2 %  
TOTAL SECURITIES LENDING COLLATERAL             9,337,051       20.2 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $78,848,595)
          $ 54,981,425       119.0 %  

 

See accompanying Notes to Financial Statements.
15




VA SHORT-TERM FIXED PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2009
(Unaudited)

    Face
Amount
  Value†  
    (000)      
AGENCY OBLIGATIONS — (49.3%)  
Federal Farm Credit Bank
2.750%, 05/04/10
  $ 1,200     $ 1,222,039    
3.750%, 12/06/10     500       519,485    
Federal Home Loan Bank
4.875%, 05/14/10
    4,000       4,161,684    
4.250%, 06/11/10     4,000       4,144,352    
2.750%, 06/18/10     3,900       3,977,294    
3.500%, 07/16/10     1,700       1,740,246    
4.625%, 02/18/11     1,000       1,059,859    
Federal Home Loan Mortgage Corporation
2.875%, 04/30/10
    3,000       3,055,698    
1.500%, 01/07/11     3,000       3,016,155    
3.250%, 02/25/11     1,000       1,033,800    
Federal National Mortgage Association
4.125%, 05/15/10
    3,900       4,017,979    
2.375%, 05/20/10     6,000       6,092,406    
7.125%, 06/15/10     4,200       4,491,703    
TOTAL AGENCY OBLIGATIONS             38,532,700    
BONDS — (38.1%)  
American Express Centurion Floating Rate Note
(r) 0.480%, 06/12/09
    1,700       1,694,291    
Bank of America NA
1.700%, 12/23/10
    500       504,693    
Bank of New York Mellon Corp. Floating Rate Note
(r) 1.634%, 02/05/10
    2,000       1,993,610    
BP Capital Markets P.L.C.
4.875%, 03/15/10
    2,000       2,058,918    
Canada Mortgage & Housing Corp.
4.800%, 10/01/10
    1,000       1,031,199    
Citigroup Funding, Inc. Floating Rate Note
(r) 1.351%, 10/22/09
    1,900       1,854,647    
CME Group, Inc. Floating Rate Note
(r) 1.886%, 08/06/10
    1,000       980,446    
Deutsche Bank AG Floating Rate Note
(r) 1.909%, 06/18/10
    2,200       2,166,910    
General Electric Capital Corp.
1.625%, 01/07/11
    1,000       1,006,727    
Georgia Power Co. Floating Rate Note
(r) 1.866%, 03/17/10
    1,900       1,909,624    
Goldman Sachs Group, Inc.
1.700%, 03/15/11
    1,000       1,007,853    
JPMorgan Chase & Co. Floating Rate Note
(r) 1.596%, 11/19/09
    2,100       2,094,114    
Kreditanstalt fuer Wiederaufbau
4.625%, 01/20/11
    2,000       2,092,272    
Landeskreditbank Baden-Wuerttemberg Foerderbank
4.250%, 09/15/10
    600       617,657    
Oesterreichische Kontrollbank AG
4.250%, 10/06/10
    2,000       2,057,668    
Svensk Exportkredit AB
4.000%, 06/15/10
    1,000       1,021,019    
4.500%, 09/27/10     1,000       1,036,087    

 

    Face
Amount
  Value†  
    (000)      
Wachovia Corp. Floating Rate Note
(r) 1.699%, 11/24/09
  $ 2,000     $ 1,979,286    
Wal-Mart Stores, Inc.
6.875%, 08/10/09
    2,200       2,232,965    
Wells Fargo & Co. Floating Rate Note
(r) 1.420%, 09/15/09
    400       398,906    
TOTAL BONDS             29,738,892    
CERTIFICATES OF DEPOSIT
INTEREST BEARING — (6.7%)
 
Abbey National North America
3.060%, 06/04/09
    2,400       2,405,137    
Barclays Bank P.L.C.
3.430%, 07/10/09
    2,400       2,411,250    
UBS AG
3.390%, 07/13/09
    400       401,921    
TOTAL CERTIFICATES OF
DEPOSIT INTEREST BEARING
            5,218,308    
COMMERCIAL PAPER — (4.8%)  
CBA (Delaware) Finance
0.493%, 06/09/09
    1,000       999,526    
FPL Fuels, Inc.
0.450%, 05/15/09
    370       369,961    
Westpac Banking Corp.
3.020%, 09/04/09
    2,400       2,390,407    
TOTAL COMMERCIAL PAPER             3,759,894    
U.S. TREASURY OBLIGATIONS — (0.6%)  
U.S. Treasury Note
1.500%, 10/31/10
    500       505,703    
TEMPORARY CASH
INVESTMENTS — (0.5%)
 
Repurchase Agreement, PNC Capital
Markets, Inc. 0.19%, 05/01/09  
(Collateralized by $425,000  
FNMA 5.50%, 05/01/37,  
valued at $385,017) to be  
repurchased at $375,002
    375       375,000    
TOTAL INVESTMENTS — (100.0%)
(Cost $77,400,106)
          $ 78,130,497    

 

See accompanying Notes to Financial Statements.
16




VA GLOBAL BOND PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2009
(Unaudited)

    Face
Amount^
  Value†  
    (000)      
AUSTRIA — (5.2%)  
BONDS — (5.2%)  
Oesterreichischen Kontrollbank AG
(u) 4.750%, 10/16/12
    1,300     $ 1,360,319    
PfandBriefstelle der Oesterreichischen
Landes-Hypothekenbanken
(j) 1.600%, 02/15/11
    200,000       1,984,612    
Republic of Austria International Bond
(u) 3.250%, 06/25/13
    1,000       998,918    
TOTAL — AUSTRIA             4,343,849    
BELGIUM — (2.5%)  
BONDS — (2.5%)  
Belgium, Kingdom of
(u) 4.250%, 09/03/13
    2,000       2,083,528    
CANADA — (2.6%)  
BONDS — (2.6%)  
Ontario Electricity Financial Corp.
(u) 7.450%, 03/31/13
    1,900       2,171,570    
FRANCE — (1.9%)  
BONDS — (1.9%)  
Total Capital SA
(u) 5.000%, 05/22/12
    1,500       1,582,897    
GERMANY — (4.3%)  
BONDS — (4.3%)  
Kreditanstalt fuer Wiederaufbau
(u) 3.500%, 03/10/14
    2,000       2,054,668    
Landwirtschaftliche Rentenbank
(u) 4.875%, 01/10/14
    1,400       1,487,840    
TOTAL — GERMANY             3,542,508    
JAPAN — (1.2%)  
BONDS — (1.2%)  
Japan Financial Corp. Small &
Medium Enterprises 
1.100%, 09/20/11
    100,000       1,014,170    
NETHERLANDS — (3.3%)  
BONDS — (3.3%)  
Rabobank Nederland
(s) 2.250%, 05/08/09
    2,000       248,634    
(j) 0.800%, 02/03/11     250,000       2,479,299    
TOTAL — NETHERLANDS             2,727,933    
NORWAY — (3.5%)  
BONDS — (3.5%)  
Eksportfinans
(j) 1.800%, 06/21/10
    243,000       2,481,594    
(u) 5.000%, 02/14/12     400       416,781    
TOTAL — NORWAY             2,898,375    

 

    Face
Amount^
  Value†  
    (000)      
SPAIN — (2.6%)  
BONDS — (2.6%)  
Instituto de Credito Oficial
(j) 1.500%, 09/20/12
    215,000     $ 2,194,834    
SUPRANATIONAL ORGANIZATION
OBLIGATIONS — (5.4%)
 
BONDS — (5.4%)  
African Development Bank
(j) 1.950%, 03/23/10
    230,000       2,357,766    
European Investment Bank
(u) 3.000%, 04/08/14
    2,200       2,171,076    
TOTAL — SUPRANATIONAL
ORGANIZATION OBLIGATIONS
            4,528,842    
SWEDEN — (1.7%)  
BONDS — (1.7%)  
Kommuninvest
4.100%, 05/11/09
    6,000       746,182    
(f) 2.250%, 12/14/09     740       653,552    
TOTAL — SWEDEN             1,399,734    
UNITED KINGDOM — (9.7%)  
BONDS — (9.7%)  
Bank of Scotland P.L.C.
(u) 5.500%, 06/15/12
    2,682       2,195,968    
Barclays Bank P.L.C.
(u) 5.450%, 09/12/12
    1,400       1,422,087    
BP Capital Markets P.L.C.
(f) 1.250%, 12/29/09
    2,300       2,018,106    
United Kingdom Gilt
5.250%, 06/07/12
    1,500       2,425,426    
TOTAL — UNITED KINGDOM             8,061,587    
    Face
Amount
     
    (000)      
UNITED STATES — (55.6%)  
AGENCY OBLIGATIONS — (27.4%)  
Federal Home Loan Bank
2.625%, 05/20/11
  $ 3,000       3,055,260    
3.625%, 09/16/11     3,000       3,146,922    
4.500%, 09/16/13     1,500       1,629,627    
Federal Home Loan Mortgage
Corporation
6.000%, 06/15/11
    3,000       3,289,845    
4.750%, 03/05/12     4,000       4,336,952    
Federal National Mortgage Association
5.375%, 11/15/11
    700       766,401    
5.000%, 02/16/12     2,000       2,178,172    
6.125%, 03/15/12     2,000       2,246,270    
4.875%, 05/18/12     2,000       2,182,106    
TOTAL AGENCY OBLIGATIONS             22,831,555    

 


17



VA GLOBAL BOND PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
BONDS — (28.2%)  
3M Co.
4.375%, 08/15/13
  $ 900     $ 942,357    
Bank of America Floating Rate Note
(r) 1.822%, 05/12/10
    1,800       1,754,642    
Bank of New York Co., Inc. Floating Rate Note
(r) 1.247%, 06/29/10
    1,000       955,505    
Bank of New York Mellon Corp.
4.950%, 11/01/12
    1,400       1,453,182    
General Electric Capital Corp.
4.800%, 05/01/13
    2,500       2,444,988    
Hewlett-Packard Co. Floating Rate Note
(r) 1.380%, 06/15/10
    2,200       2,190,296    
JPMorgan Chase & Co. Floating Rate Note
(r) 1.596%, 11/19/09
    2,300       2,293,553    
Merck & Co., Inc.
4.375%, 02/15/13
    747       776,848    
Paccar Financial Corp. Floating Rate Note
(r) 1.634%, 12/03/10
    2,100       2,086,048    
Pfizer, Inc.
(j) 1.200%, 02/22/11
    150,000       1,481,233    
Toyota Motor Credit Corp.
(j) 1.300%, 03/16/12
    230,000       2,277,469    
Wal-Mart Stores, Inc.
7.250%, 06/01/13
    2,200       2,530,028    
Wells Fargo Bank & Co.
5.250%, 10/23/12
    2,300       2,308,746    
TOTAL BONDS             23,494,895    
TOTAL — UNITED STATES             46,326,450    
TEMPORARY CASH INVESTMENTS — (0.5%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09 (Collateralized by $625,000
FHLMC 6.040%(r), 11/01/36, valued at $444,543) to be repurchased at $436,002
    436       436,000    
TOTAL INVESTMENTS — (100.0%)
(Cost $80,146,103)
          $ 83,312,277    

 

See accompanying Notes to Financial Statements.
18




  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF ASSETS AND LIABILITIES

  APRIL 30, 2009

  (Unaudited)

  (Amounts in thousands, except share and per share amounts)

    VA U.S.
Targeted
Value
Portfolio
  VA U.S.
Large
Value
Portfolio
  VA
International
Value
Portfolio
 
ASSETS:  
Investments at Value (including $7,465, $9,135, and
$8,989 of securities on loan, respectively)
  $ 60,171     $ 81,901     $ 60,034    
Temporary Cash Investments at Value & Cost           107          
Collateral Received from Securities on Loan at Value & Cost     8,037       9,605       9,546    
Foreign Currencies at Value                 363    
Cash     1       1          
Receivables:  
Investment Securities Sold     2       471       498    
Dividends, Interest, and Tax Reclaims     31       131       410    
Securities Lending Income     8       12       25    
Fund Shares Sold     35       138       121    
Total Assets     68,285       92,366       70,997    
LIABILITIES:  
Payables:  
Upon Return of Securities Loaned     8,037       9,605       9,546    
Investment Securities Purchased           340       361    
Fund Shares Redeemed     8       11       9    
Due to Advisor     17       16       19    
Loan Payable     76             223    
Accrued Expenses and Other Liabilities     13       15       8    
Total Liabilities     8,151       9,987       10,166    
NET ASSETS   $ 60,134     $ 82,379     $ 60,831    
SHARES OUTSTANDING, $0.01 PAR VALUE (1)     8,624,320       8,592,866       7,333,498    
NET ASSET VALUE, OFFERING AND REDEMPTION
PRICE PER SHARE
  $ 6.97     $ 9.59     $ 8.29    
Investments at Cost   $ 103,831     $ 107,188     $ 90,157    
Foreign Currencies at Cost   $     $     $ 355    
NET ASSETS CONSIST OF:  
Paid-In Capital   $ 114,098     $ 124,255     $ 92,952    
Undistributed Net Investment Income (Distributions
in Excess of Net Investment Income)
    163       672       633    
Accumulated Net Realized Gain (Loss)     (10,467 )     (17,261 )     (2,634 )  
Net Unrealized Foreign Exchange Gain (Loss)                 (5 )  
Net Unrealized Appreciation (Depreciation)     (43,660 )     (25,287 )     (30,115 )  
NET ASSETS   $ 60,134     $ 82,379     $ 60,831    
(1) NUMBER OF SHARES AUTHORIZED     50,000,000       50,000,000       50,000,000    

 

See accompanying Notes to Financial Statements.
19



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF ASSETS AND LIABILITIES

  APRIL 30, 2009

  (Unaudited)

  (Amounts in thousands, except share and per share amounts)

    VA
International
Small
Portfolio
  VA
Short-Term
Fixed
Portfolio
  VA Global
Bond
Portfolio
 
ASSETS:  
Investments at Value (including $8,780, $0, and $0 of
securities on loan, respectively)
  $ 45,644     $ 77,755     $ 82,876    
Temporary Cash Investments at Value & Cost           375       436    
Collateral Received from Securities on Loan at Value & Cost     9,337                
Foreign Currencies at Value     259             2    
Cash     61             16    
Receivables:  
Dividends, Interest, and Tax Reclaims     292       797       968    
Securities Lending Income     17                
Fund Shares Sold     89       241       1    
Unrealized Gain on Forward Currency Contracts                 71    
Total Assets     55,699       79,168       84,370    
LIABILITIES:  
Payables:  
Upon Return of Securities Loaned     9,337                
Investment Securities Purchased     118                
Fund Shares Redeemed     5       5       255    
Due to Advisor     18       16       17    
Unrealized Loss on Forward Currency Contracts                 183    
Accrued Expenses and Other Liabilities     7       3       4    
Total Liabilities     9,485       24       459    
NET ASSETS   $ 46,214     $ 79,144     $ 83,911    
SHARES OUTSTANDING, $0.01 PAR VALUE (1)     6,848,276       7,685,168       7,666,556    
NET ASSET VALUE, OFFERING AND REDEMPTION
PRICE PER SHARE
  $ 6.75     $ 10.30     $ 10.95    
Investments at Cost   $ 69,512     $ 77,025     $ 79,710    
Foreign Currencies at Cost   $ 252     $     $ 2    
NET ASSETS CONSIST OF:  
Paid-In Capital   $ 71,563     $ 78,041     $ 79,034    
Undistributed Net Investment Income (Distributions
in Excess of Net Investment Income)
    468       589       939    
Accumulated Net Realized Gain (Loss)     (1,954 )     (216 )     890    
Net Unrealized Foreign Exchange Gain (Loss)     (2 )           (118 )  
Net Unrealized Appreciation (Depreciation)     (23,861 )     730       3,166    
NET ASSETS   $ 46,214     $ 79,144     $ 83,911    
(1NUMBER OF SHARES AUTHORIZED     50,000,000       50,000,000       50,000,000    

 

See accompanying Notes to Financial Statements.
20



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF OPERATIONS

  FOR THE SIX MONTHS ENDED APRIL 30, 2009
  (Unaudited)

  (Amounts in thousands)

    VA U.S.
Targeted
Value
Portfolio
  VA U.S.
Large
Value
Portfolio
  VA
International
Value
Portfolio
 
Investment Income  
Dividends (Net of Foreign Taxes Withheld
of $0, $0 and $101, respectively)
  $ 477     $ 1,217     $ 1,051    
Interest     1       2       2    
Income from Securities Lending     55       55       67    
Total Investment Income     533       1,274       1,120    
Expenses  
Investment Advisory Services Fees     99       95       112    
Accounting & Transfer Agent Fees     14       15       16    
Custodian Fees     5       2       8    
Shareholders' Reports     9       12       5    
Directors'/Trustees' Fees & Expenses           1          
Professional Fees     5       4       3    
Other     2       2       2    
Total Expenses     134       131       146    
Net Investment Income (Loss)     399       1,143       974    
Realized and Unrealized Gain (Loss)  
Net Realized Gain (Loss) on:  
Investment Securities Sold     (9,658 )     (9,510 )     (2,662 )  
Futures     22       88       37    
Foreign Currency Transactions                 (6 )  
Change in Unrealized Appreciation
(Depreciation) of:
 
Investment Securities and
Foreign Currency
    494       (1,108 )     945    
Translation of Foreign Currency
Denominated Amounts
                (10 )  
Net Realized and Unrealized
Gain (Loss)
    (9,142 )     (10,530 )     (1,696 )  
Net Increase (Decrease) in Net Assets
Resulting from Operations
  $ (8,743 )   $ (9,387 )   $ (722 )  

 

See accompanying Notes to Financial Statements.
21



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF OPERATIONS

  FOR THE SIX MONTHS ENDED APRIL 30, 2009
  (Unaudited)

  (Amounts in thousands)

    VA
International
Small
Portfolio
  VA
Short-Term
Fixed
Portfolio
  VA Global
Bond
Portfolio
 
Investment Income  
Dividends (Net of Foreign Taxes Withheld
of $54, $0 and $0, respectively)
  $ 660                
Interest     2     $ 1,081     $ 1,190    
Income from Securities Lending     98                
Total Investment Income     760       1,081       1,190    
Expenses  
Investment Advisory Services Fees     108       103       109    
Accounting & Transfer Agent Fees     15       15       18    
Custodian Fees     15       1       1    
Shareholders' Reports     3       3       4    
Directors'/Trustees' Fees & Expenses           1       1    
Professional Fees     3       3       3    
Other     3       1       2    
Total Expenses     147       127       138    
Net Investment Income (Loss)     613       954       1,052    
Realized and Unrealized Gain (Loss)  
Net Realized Gain (Loss) on:  
Investment Securities Sold     (1,915 )     119       446    
Futures     (57 )              
Foreign Currency Transactions     (7 )           1,625    
Change in Unrealized Appreciation
(Depreciation) of:
 
Investment Securities and
Foreign Currency
    2,831       1,076       (419 )  
Translation of Foreign Currency
Denominated Amounts
    (8 )           172    
Net Realized and Unrealized
Gain (Loss)
    844       1,195       1,824    
Net Increase (Decrease) in Net Assets
Resulting from Operations
  $ 1,457     $ 2,149     $ 2,876    

 

See accompanying Notes to Financial Statements.
22



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF CHANGES IN NET ASSETS

  (Amounts in thousands)

    VA U.S. Targeted Value Portfolio   VA U.S. Large Value Portfolio  
    Six Months
Ended
April 30,
2009
  Period
Dec. 1, 2007
to
Oct. 31, 2008
  Year
Ended
Nov. 30,
2007
  Six Months
Ended
April 30,
2009
  Period
Dec. 1, 2007
to
Oct. 31, 2008
  Year
Ended
Nov. 30,
2007
 
    (Unaudited)           (Unaudited)          
Increase (Decrease) in Net Assets  
Operations:  
Net Investment Income (Loss)   $ 399     $ 1,067     $ 1,093     $ 1,143     $ 2,163     $ 1,779    
Net Realized Gain (Loss) on
Investment Securities Sold
    (9,658 )     (500 )     8,865       (9,510 )     (5,981 )     (1,858 )  
Futures     22                   88                
Change in Unrealized Appreciation
(Depreciation) of Investment Securities
    494       (33,703 )     (23,357 )     (1,108 )     (45,136 )     (2,084 )  
Net Increase (Decrease) in Net
Assets Resulting from Operations
    (8,743 )     (33,136 )     (13,399 )     (9,387 )     (48,954 )     (2,163 )  
Distributions From:  
Net Investment Income     (1,179 )     (1,060 )     (811 )     (2,495 )     (1,777 )     (1,444 )  
Net Short-Term Gains     (301 )     (484 )     (2,135 )                 (169 )  
Net Long-Term Gains           (8,104 )     (10,434 )                 (7,379 )  
Total Distributions     (1,480 )     (9,648 )     (13,380 )     (2,495 )     (1,777 )     (8,992 )  
Capital Share Transactions (1):  
Shares Issued     4,931       14,517       24,219       9,913       14,727       36,420    
Shares Issued in Lieu of Cash Distributions     1,478       9,645       13,377       2,491       1,774       8,990    
Shares Redeemed     (5,881 )     (13,244 )     (9,459 )     (7,152 )     (17,586 )     (14,206 )  
Net Increase (Decrease) from
Capital Share Transactions
    528       10,918       28,137       5,252       (1,085 )     31,204    
Total Increase (Decrease) in
Net Assets
    (9,695 )     (31,866 )     1,358       (6,630 )     (51,816 )     20,049    
Net Assets  
Beginning of Period     69,829       101,695       100,337       89,009       140,825       120,776    
End of Period   $ 60,134     $ 69,829     $ 101,695     $ 82,379     $ 89,009     $ 140,825    
(1) Shares Issued and Redeemed:  
Shares Issued     766       1,327       1,584       1,128       958       1,941    
Shares Issued in Lieu of Cash
Distributions
    219       828       890       258       105       504    
Shares Redeemed     (945 )     (1,247 )     (622 )     (813 )     (1,115 )     (765 )  
      40       908       1,852       573       (52 )     1,680    
Undistributed Net Investment Income
(Distributions in Excess of Net
Investment Income)
  $ 163     $ 937     $ 1,010     $ 672     $ 2,024     $ 1,638    

 

See accompanying Notes to the Financial Statements.
23



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF CHANGES IN NET ASSETS

  (Amounts in thousands)

    VA International Value Portfolio   VA International Small Portfolio  
    Six Months
Ended
April 30,
2009
  Period
Dec. 1, 2007
to
Oct. 31, 2008
  Year
Ended
Nov. 30,
2007
  Six Months
Ended
April 30,
2009
  Period
Dec. 1, 2007
to
Oct. 31, 2008
  Year
Ended
Nov. 30,
2007
 
    (Unaudited)           (Unaudited)          
Increase (Decrease) in Net Assets  
Operations:  
Net Investment Income (Loss)   $ 974     $ 3,340     $ 3,386     $ 613     $ 1,859     $ 1,331    
Net Realized Gain (Loss) on:  
Investment Securities Sold     (2,662 )     7,651       9,732       (1,915 )     3,325       7,307    
Futures     37                   (57 )              
Foreign Currency Transactions     (6 )     (62 )     25       (7 )     (64 )     14    
Change in Unrealized Appreciation
(Depreciation) of:
 
Investment Securities and
Foreign Currency
    945       (65,211 )     3,230       2,831       (42,484 )     (594 )  
Translation of Foreign Currency
Denominated Amounts
    (10 )     (2 )     3       (8 )     (2 )     6    
Net Increase (Decrease) in Net
Assets Resulting from Operations
    (722 )     (54,284 )     16,376       1,457       (37,366 )     8,064    
Distributions From:  
Net Investment Income     (3,296 )     (3,423 )     (2,505 )     (1,740 )     (1,408 )     (1,154 )  
Net Short-Term Gains           (130 )     (158 )     (435 )     (500 )     (328 )  
Net Long-Term Gains     (7,234 )     (9,234 )     (5,140 )     (2,623 )     (6,601 )     (3,696 )  
Total Distributions     (10,530 )     (12,787 )     (7,803 )     (4,798 )     (8,509 )     (5,178 )  
Capital Share Transactions (1):  
Shares Issued     5,358       14,205       20,205       5,435       12,278       23,462    
Shares Issued in Lieu of Cash Distributions     10,521       12,777       7,797       4,795       8,506       5,176    
Shares Redeemed     (4,769 )     (13,217 )     (13,899 )     (5,445 )     (9,859 )     (11,910 )  
Net Increase (Decrease) from
Capital Share Transactions
    11,110       13,765       14,103       4,785       10,925       16,728    
Total Increase (Decrease) in
Net Assets
    (142 )     (53,306 )     22,676       1,444       (34,950 )     19,614    
Net Assets  
Beginning of Period     60,973       114,279       91,603       44,770       79,720       60,106    
End of Period   $ 60,831     $ 60,973     $ 114,279     $ 46,214     $ 44,770     $ 79,720    
(1) Shares Issued and Redeemed:  
Shares Issued     674       882       947       831       1,087       1,500    
Shares Issued in Lieu of Cash
Distributions
    1,329       694       407       779       664       375    
Shares Redeemed     (645 )     (799 )     (651 )     (866 )     (819 )     (777 )  
      1,358       777       703       744       932       1,098    
Undistributed Net Investment Income
(Distributions in Excess of Net
Investment Income)
  $ 633     $ 2,955     $ 3,265     $ 468     $ 1,595     $ 1,243    

 

See accompanying Notes to the Financial Statements.
24



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF CHANGES IN NET ASSETS

  (Amounts in thousands)

    VA Short-Term Fixed Portfolio   VA Global Bond Portfolio  
    Six Months
Ended
April 30,
2009
  Period
Dec. 1, 2007
to
Oct. 31 2008
  Year
Ended
Nov. 30,
2007
  Six Months
Ended
April 30,
2009
  Period
Dec. 1, 2007
to
Oct. 31 2008
  Year
Ended
Nov. 30,
2007
 
    (Unaudited)           (Unaudited)          
Increase (Decrease) in Net Assets  
Operations:  
Net Investment Income (Loss)     954     $ 2,405     $ 3,739     $ 1,052     $ 2,163     $ 2,667    
Net Realized Gain (Loss) on:  
Investment Securities Sold     119       4       (1 )     446       36       (413 )  
Foreign Currency Transactions                       1,625       1,177       (2,451 )  
Change in Unrealized Appreciation
(Depreciation) of:
 
Investment Securities and
Foreign Currency
    1,076       (288 )     (27 )     (419 )     (880 )     2,551    
Translation of Foreign Currency
Denominated Amounts
                      172       (373 )     2,055    
Net Increase (Decrease) in Net
Assets Resulting from Operations
    2,149       2,121       3,711       2,876       2,123       4,409    
Distributions From:  
Net Investment Income     (2,453 )     (3,782 )     (2,431 )     (3,000 )     (1,901 )     (278 )  
Total Distributions     (2,453 )     (3,782 )     (2,431 )     (3,000 )     (1,901 )     (278 )  
Capital Share Transactions (1):  
Shares Issued     5,392       12,498       22,198       4,008       9,290       23,635    
Shares Issued in Lieu of Cash Distributions     2,453       3,782       2,431       3,000       1,901       278    
Shares Redeemed     (15,202 )     (11,550 )     (8,110 )     (15,286 )     (15,246 )     (9,316 )  
Net Increase (Decrease) from
Capital Share Transactions
    (7,357 )     4,730       16,519       (8,278 )     (4,055 )     14,597    
Total Increase (Decrease) in
Net Assets
    (7,661 )     3,069       17,799       (8,402 )     (3,833 )     18,728    
Net Assets  
Beginning of Period     86,805       83,736       65,937       92,313       96,146       77,418    
End of Period   $ 79,144     $ 86,805     $ 83,736     $ 83,911     $ 92,313     $ 96,146    
(1) Shares Issued and Redeemed:  
Shares Issued     525       1,216       2,153       368       854       2,218    
Shares Issued in Lieu of Cash
Distributions
    242       374       241       278       176       26    
Shares Redeemed     (1,476 )     (1,125 )     (782 )     (1,396 )     (1,397 )     (866 )  
      (709 )     465       1,612       (750 )     (367 )     1,378    
Undistributed Net Investment Income
(Distributions in Excess of Net
Investment Income)
  $ 589     $ 2,088     $ 3,465     $ 939     $ 2,887     $ 1,594    

 

See accompanying Notes to the Financial Statements.
25




  DFA INVESTMENT DIMENSIONS GROUP INC.

  FINANCIAL HIGHLIGHTS

  (for a share outstanding throughout each period)

    VA U.S. Targeted Value Portfolio   VA U.S. Large Value Portfolio  
    Six Months
Ended
April 30,
2009
  Period
Dec. 1, 2007
to
Oct. 31, 2008
  Year
Ended
Nov. 30,
2007
  Year
Ended
Nov. 30,
2006
  Year
Ended
Nov. 30,
2005
  Year
Ended
Nov. 30,
2004
  Year
Ended
Nov. 30,
2003
  Six Months
Ended
April 30,
2009
  Period
Dec. 1, 2007
to
Oct. 31, 2008
  Year
Ended
Nov. 30,
2007
  Year
Ended
Nov. 30,
2006
  Year
Ended
Nov. 30,
2005
  Year
Ended
Nov. 30,
2004
  Year
Ended
Nov. 30,
2003
 
    (Unaudited)                           (Unaudited)                          
Net Asset Value, Beginning
of Period
  $ 8.13     $ 13.25     $ 17.23     $ 16.57     $ 16.95     $ 15.02     $ 10.83     $ 11.10     $ 17.45     $ 18.89     $ 16.93     $ 15.01     $ 12.59     $ 10.69    
Income from Investment Operations  
Net Investment
Income (Loss)
    0.05 (A)     0.12 (A)     0.15 (A)     0.15 (A)     0.05       0.05       0.02       0.14 (A)     0.27 (A)     0.24 (A)     0.25 (A)     0.19       0.15       0.13    
Net Gains (Losses) on
Securities (Realized and
Unrealized)
    (1.03 )     (3.98 )     (1.85 )     2.63       1.42       3.34       4.94       (1.34 )     (6.40 )     (0.30 )     2.60       1.88       2.42       1.90    
Total from Investment
Operations
    (0.98 )     (3.86 )     (1.70 )     2.78       1.47       3.39       4.96       (1.20 )     (6.13 )     (0.06 )     2.85       2.07       2.57       2.03    
Less Distributions  
Net Investment Income     (0.14 )     (0.14 )     (0.14 )     (0.05 )     (0.06 )     (0.02 )     (0.03 )     (0.31 )     (0.22 )     (0.22 )     (0.20 )     (0.15 )     (0.15 )     (0.13 )  
Net Realized Gains     (0.04 )     (1.12 )     (2.14 )     (2.07 )     (1.79 )     (1.44 )     (0.74 )                 (1.16 )     (0.69 )                    
Total Distributions     (0.18 )     (1.26 )     (2.28 )     (2.12 )     (1.85 )     (1.46 )     (0.77 )     (0.31 )     (0.22 )     (1.38 )     (0.89 )     (0.15 )     (0.15 )     (0.13 )  
Net Asset Value, End of Period   $ 6.97     $ 8.13     $ 13.25     $ 17.23     $ 16.57     $ 16.95     $ 15.02     $ 9.59     $ 11.10     $ 17.45     $ 18.89     $ 16.93     $ 15.01     $ 12.59    
Total Return     (12.08 )%(C)     (32.03 )%(C)     (11.45 )%     19.33 %     9.61 %     24.62 %     49.71 %     (10.84 )%(C)     (35.56 )%(C)     (0.47 )%     17.74 %     13.91 %     20.55 %     19.21 %  
Net Assets, End of
Period (thousands)
  $ 60,134     $ 69,829     $ 101,695     $ 100,337     $ 77,914     $ 64,567     $ 48,051     $ 82,379     $ 89,009     $ 140,825     $ 120,776     $ 86,031     $ 69,571     $ 48,115    
Ratio of Expenses to Average
Net Assets
    0.48 %(B)     0.50 %(B)     0.56 %     0.57 %     0.63 %     0.63 %     0.68 %     0.35 %(B)     0.31 %(B)     0.28 %     0.32 %     0.38 %     0.40 %     0.40 %  
Ratio of Net Investment
Income to Average
Net Assets
    1.43 %(B)     1.24 %(B)     1.01 %     0.93 %     0.33 %     0.31 %     0.14 %     3.05 %(B)     1.86 %(B)     1.28 %     1.44 %     1.27 %     1.13 %     1.27 %  
Portfolio Turnover Rate     15 %(C)     23 %(C)     32 %     38 %     35 %     30 %     40 %     23 %(C)     21 %(C)     9 %     14 %     13 %     8 %     7 %  

 

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.
26



  DFA INVESTMENT DIMENSIONS GROUP INC.

  FINANCIAL HIGHLIGHTS

  (for a share outstanding throughout each period)

    VA International Value Portfolio   VA International Small Portfolio  
    Six Months
Ended
April 30,
2009
  Period
Dec. 1, 2007
to
Oct. 31, 2008
  Year
Ended
Nov. 30,
2007
  Year
Ended
Nov. 30,
2006
  Year
Ended
Nov. 30,
2005
  Year
Ended
Nov. 30,
2004
  Year
Ended
Nov. 30,
2003
  Six Months
Ended
April 30,
2009
  Period
Dec. 1, 2007
to
Oct. 31, 2008
  Year
Ended
Nov. 30,
2007
  Year
Ended
Nov. 30,
2006
  Year
Ended
Nov. 30,
2005
  Year
Ended
Nov. 30,
2004
  Year
Ended
Nov. 30,
2003
 
    (Unaudited)                           (Unaudited)                          
Net Asset Value, Beginning
of Period
  $ 10.20     $ 21.98     $ 20.37     $ 16.08     $ 14.25     $ 11.53     $ 8.70     $ 7.33     $ 15.41     $ 14.76     $ 12.93     $ 11.22     $ 9.19     $ 6.26    
Income from Investment Operations  
Net Investment Income (Loss)     0.14 (A)     0.57 (A)     0.67 (A)     0.55 (A)     0.32       0.25       0.20       0.09 (A)     0.32 (A)     0.28 (A)     0.26 (A)     0.22       0.20       0.15    
Net Gains (Losses) on
Securities (Realized and
Unrealized)
    (0.33 )     (9.89 )     2.68       4.91       1.96       3.04       2.81       0.10       (6.75 )     1.63       3.10       1.92       2.42       2.89    
Total from Investment
Operations
    (0.19 )     (9.32 )     3.35       5.46       2.28       3.29       3.01       0.19       (6.43 )     1.91       3.36       2.14       2.62       3.04    
Less Distributions  
Net Investment Income     (0.54 )     (0.66 )     (0.56 )     (0.38 )     (0.27 )     (0.18 )     (0.18 )     (0.28 )     (0.27 )     (0.28 )     (0.22 )     (0.21 )     (0.17 )     (0.11 )  
Net Realized Gains     (1.18 )     (1.80 )     (1.18 )     (0.79 )     (0.18 )     (0.39 )           (0.49 )     (1.38 )     (0.98 )     (1.31 )     (0.22 )     (0.42 )        
Total Distributions     (1.72 )     (2.46 )     (1.74 )     (1.17 )     (0.45 )     (0.57 )     (0.18 )     (0.77 )     (1.65 )     (1.26 )     (1.53 )     (0.43 )     (0.59 )     (0.11 )  
Net Asset Value, End of Period   $ 8.29     $ 10.20     $ 21.98     $ 20.37     $ 16.08     $ 14.25     $ 11.53     $ 6.75     $ 7.33     $ 15.41     $ 14.76     $ 12.93     $ 11.22     $ 9.19    
Total Return     (1.06 )%(C)     (47.39 )%(C)     17.66 %     36.16 %     16.42 %     29.80 %     35.49 %     3.48 %(C)     (46.30 )%(C)     13.94 %     28.59 %     19.72 %     30.17 %     49.54 %  
Net Assets, End of
Period (thousands)
  $ 60,831     $ 60,973     $ 114,279     $ 91,603     $ 61,613     $ 48,946     $ 33,700     $ 46,214     $ 44,770     $ 79,720     $ 60,106     $ 43,662     $ 33,819     $ 21,814    
Ratio of Expenses to Average
Net Assets
    0.53 %(B)     0.49 %(B)     0.47 %     0.49 %     0.59 %     0.61 %     0.63 %     0.69 %(B)     0.62 %(B)     0.62 %     0.64 %     0.73 %     0.77 %     0.78 %  
Ratio of Net Investment
Income to Average
Net Assets
    3.52 %(B)     3.73 %(B)     3.18 %     3.09 %     2.21 %     1.98 %     2.07 %     2.87 %(B)     2.90 %(B)     1.84 %     1.91 %     1.86 %     1.70 %     1.92 %  
Portfolio Turnover Rate     8 %(C)     18 %(C)     19 %     13 %     12 %     8 %     21 %     11 %(C)     18 %(C)     20 %     14 %     21 %     9 %     27 %  

 

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.
27



  DFA INVESTMENT DIMENSIONS GROUP INC.

  FINANCIAL HIGHLIGHTS

  (for a share outstanding throughout each period)

    VA Short-Term Fixed Portfolio   VA Global Bond Portfolio  
    Six Months
Ended
April 30,
2009
  Period
Dec. 1, 2007
to
Oct. 31, 2008
  Year
Ended
Nov. 30,
2007
  Year
Ended
Nov. 30,
2006
  Year
Ended
Nov. 30,
2005
  Year
Ended
Nov. 30,
2004
  Year
Ended
Nov. 30,
2003
  Six Months
Ended
April 30,
2009
  Period
Dec. 1, 2007
to
Oct. 31, 2008
  Year
Ended
Nov. 30,
2007
  Year
Ended
Nov. 30,
2006
  Year
Ended
Nov. 30,
2005
  Year
Ended
Nov. 30,
2004
  Year
Ended
Nov. 30,
2003
 
    (Unaudited)                           (Unaudited)                          
Net Asset Value, Beginning
of Period
  $ 10.34     $ 10.56     $ 10.44     $ 10.26     $ 10.20     $ 10.31     $ 10.50     $ 10.97     $ 10.95     $ 10.46     $ 10.55     $ 10.55     $ 10.95     $ 10.91    
Income from Investment Operations  
Net Investment
Income (Loss)
    0.12 (A)     0.29 (A)     0.51 (A)     0.41 (A)     0.26       0.14       0.13       0.13 (A)     0.24 (A)     0.32 (A)     0.27 (A)     0.33 (A)     0.22       0.31    
Net Gains (Losses) on
Securities (Realized and
Unrealized)
    0.15       (0.04 )     (0.01 )     0.04       (0.06 )     (0.04 )     0.03       0.23             0.21       0.12       (0.12 )     0.09       0.14    
Total from Investment
Operations
    0.27       0.25       0.50       0.45       0.20       0.10       0.16       0.36       0.24       0.53       0.39       0.21       0.31       0.45    
Less Distributions  
Net Investment Income     (0.31 )     (0.47 )     (0.38 )     (0.27 )     (0.14 )     (0.12 )     (0.22 )     (0.38 )     (0.22 )     (0.04 )     (0.48 )     (0.21 )     (0.30 )     (0.29 )  
Net Realized Gains                                   (0.09 )     (0.13 )                                   (0.41 )     (0.12 )  
Total Distributions     (0.31 )     (0.47 )     (0.38 )     (0.27 )     (0.14 )     (0.21 )     (0.35 )     (0.38 )     (0.22 )     (0.04 )     (0.48 )     (0.21 )     (0.71 )     (0.41 )  
Net Asset Value, End of Period   $ 10.30     $ 10.34     $ 10.56     $ 10.44     $ 10.26     $ 10.20     $ 10.31     $ 10.95     $ 10.97     $ 10.95     $ 10.46     $ 10.55     $ 10.55     $ 10.95    
Total Return     2.64 %(C)     2.48 %(C)     4.99 %     4.49 %     1.98 %     1.01 %     1.60 %     3.31 %(C)     2.18 %(C)     5.06 %     3.90 %     1.98 %     2.97 %     4.29 %  
Net Assets, End of
Period (thousands)
  $ 79,144     $ 86,805     $ 83,736     $ 65,937     $ 52,364     $ 41,576     $ 34,583     $ 83,911     $ 92,313     $ 96,146     $ 77,418     $ 61,828     $ 44,555     $ 32,339    
Ratio of Expenses to Average
Net Assets
    0.31 %(B)     0.31 %(B)     0.31 %     0.32 %     0.34 %     0.35 %     0.36 %     0.32 %(B)     0.32 %(B)     0.31 %     0.33 %     0.41 %     0.42 %     0.43 %  
Ratio of Net Investment
Income to Average
Net Assets
    2.35 %(B)     3.03 %(B)     4.93 %     3.98 %     2.77 %     1.38 %     1.31 %     2.44 %(B)     2.42 %(B)     3.02 %     2.59 %     3.12 %     3.01 %     3.09 %  
Portfolio Turnover Rate     14 %(C)     20 %(C)     22 %     29 %     31 %     141 %     160 %     24 %(C)     61 %(C)     85 %     97 %     75 %     86 %     107 %  

 

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.
28




  DFA INVESTMENT DIMENSIONS GROUP INC.
  NOTES TO FINANCIAL STATEMENTS
(Unaudited)

A.  Organization:

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are generally offered, without a sales charge, to institutional investors, retirement plans, and clients of registered investment advisors. The Fund consists of fifty-seven operational portfolios, six of which (the "Portfolios") are included in this report and the remaining fifty-one are presented in separate reports. The Portfolios are only available through a select group of insurance products.

At a regular meeting of the Board of Directors/Trustees (the "Board") on September 16, 2008, the Board voted to change the fiscal and tax year ends of the Portfolios from November 30 to October 31.

B.  Significant Accounting Policies:

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America. Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates and those differences could be material.

1.  Security Valuation:  Securities held by VA U.S. Targeted Value Portfolio and VA U.S. Large Value Portfolio (the "Domestic Equity Portfolios") and VA International Value Portfolio and VA International Small Portfolio (the "International Equity Portfolios"), including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Domestic Equity Portfolios and the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price ("NOCP"). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and International Equity Portfolios value the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the Domestic Equity Portfolios and International Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 11:00 p.m. PT), which is fourteen hours prior to the close of the NYSE (normally, 1:00 p.m. PT) and the time that the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the International Equity Portfolios price their shares at the close of the NYSE, the International Equity Portfolios will fair value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value pr ices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the International Equity Portfolios' foreign investments since the last closing prices of the foreign investments were calculated on their primary foreign securities markets or exchanges. For these purposes, the Board of


29



Directors/Trustees of the Fund have determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios utilizes data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). The fair value prices of portfolio securities generally will be used when it is determined that the use of such prices will have a material impact on the net asset value of an International Equity Portfolio. When an International Equity Portfolio uses fair value pricing, the values assigned to the International Equity Portfolio's foreign investments may not be the quoted or published prices of the investments on their p rimary markets or exchanges.

Securities held by VA Short-Term Fixed Portfolio and VA Global Bond Portfolio (the "Fixed Income Portfolios"), are valued on the basis of prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities which are traded over-the counter and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market. Securities for which quotations are not readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees.

Adoption of Statement of Financial Accounting Standards No. 157 "Fair Value Measurements" ("FAS 157")

Effective December 1, 2007, the Portfolios adopted Financial Accounting Standards No. 157. This standard clarifies the definition of fair value for financial reporting, establishes a framework for measuring fair value and requires additional disclosures about the use of fair value measurements. The three levels of the fair value hierarchy under FAS 157 are described below:

•  Level 1 – quoted prices in active markets for identical securities

•  Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

•  Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of the inputs used to value the Portfolios' net assets as of April 30, 2009 is listed below (in thousands).

    Valuation Inputs  
    Investments in
Securities
(Market Value)
  Other Financial
Instruments
(Unrealized
Appreciation/
Depreciation)*
 
    Level 1   Level 2   Level 3   Total   Level 1   Level 2   Level 3   Total  
VA U.S. Targeted Value Portfolio   $ 60,168     $ 8,040           $ 68,208                            
VA U.S. Large Value Portfolio     81,901       9,712             91,613                            
VA International Value Portfolio     19,381       50,199             69,580                            
VA International Small Portfolio     3,152       51,829             54,981                            
VA Short-Term Fixed Portfolio           78,130             78,130                            
VA Global Bond Portfolio           83,312             83,312           $ (112 )         $ (112 )  

 

  *  Other financial instruments are derivative instruments not reflected in the Schedule of Investments, such as futures, forwards and swaps which are valued at the unrealized appreciation/depreciation on the investment.

2.  Foreign Currency Translation: Securities and other assets and liabilities of the International Equity Portfolios and VA Global Bond Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recently quoted bid and asked prices for the U.S. dollar as quoted by generally recognized reliable sources. Dividend and interest income and certain expenses are translated to U.S.


30



dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked to market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement. VA Global Bond Portfolio also enters into forward foreign currency contracts solely for the purpose of hedging against fluctuations in currency exchange rates. These contracts are also marked to market daily based on daily exchange rates.

The International Equity Portfolios do not isolate the effect of fluctuations in foreign exchange rates from the effect of fluctuations in the market prices of securities whether realized or unrealized. However, VA Global Bond Portfolio does isolate the effect of fluctuations in foreign currency rates when determining the gain or loss upon the sale or maturity of foreign currency denominated debt obligations pursuant to U.S. federal income tax regulations; such amounts are categorized as foreign exchange gain or loss for both financial reporting and income tax reporting purposes.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the difference between amount of interest, dividends and foreign withholding taxes recorded on the books of the International Equity Portfolios and VA Global Bond Portfolio and the U.S. dollar equivalent amounts actually received or paid.

3.  Deferred Compensation Plan: Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized a ppreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year's notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of April 30, 2009, none of the Directors have requested distribution of proceeds.

4.  Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities are on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distrbutions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of distributions received that may be considered return of capital distributions. Interest income is recorded on the accrual basis. Discount and prem ium on debt securities purchased are amortized over the lives of the respective securities. Expenses directly attributable to a VA Portfolio are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

The International Equity Portfolios may be subject to taxes imposed by countries in which they invest, with respect to their investments in issues existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The International Equity Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. In addition, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.


31



C.  Investment Advisor:

Dimensional Fund Advisors LP ("Dimensional" or "the Advisor") provides investment advisory services to the Portfolios. For the six months ended April 30, 2009, the VA Portfolios' investment advisory fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

VA U.S. Targeted Value Portfolio     0.35 %  
VA U.S. Large Value Portfolio     0.25 %  
VA International Value Portfolio     0.40 %  
VA International Small Portfolio     0.50 %  
VA Short-Term Fixed Portfolio     0.25 %  
VA Global Bond Portfolio     0.25 %*  

 

*  The Portfolio's investment advisory fees are based on an effective annual rate of 0.25% of the first $100 million of average daily net assets and 0.20% of average daily net assets exceeding $100 million.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the six months ended April 30, 2009, the total related amounts paid by the Fund to the CCO were $94 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statement of Operations.

D.  Deferred Compensation:

At April 30, 2009, the total liability for deferred compensation to Directors/Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amounts in thousands):

VA U.S. Targeted Value Portfolio   $ 1    
VA U.S. Large Value Portfolio     2    
VA International Value Portfolio     1    
VA International Small Portfolio     1    
VA Short-Term Fixed Portfolio     2    
VA Global Bond Portfolio     2    

 

E.  Purchases and Sales of Securities:

For the six months ended April 30, 2009, the Portfolios made the following purchases and sales of investment securities, other than short-term securities (amounts in thousands):

    U.S. Government
Securities
  Other Investment
Securities
 
    Purchases   Sales   Purchases   Sales  
VA U.S. Targeted Value Portfolio               $ 9,036     $ 8,623    
VA U.S. Large Value Portfolio                 21,935       17,874    
VA International Value Portfolio                 6,376       4,696    
VA International Small Portfolio                 5,766       4,668    
VA Short-Term Fixed Portfolio   $ 12,418     $ 6,796       10,398       1,779    
VA Global Bond Portfolio     3,715       12,882       16,655       13,929    

 

F.  Federal Income Taxes:

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to shareholders. Accordingly, no provision has been made for federal income taxes.


32



Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under accounting principles generally accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income or accumulated net realized gains, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2008, primarily attributable to net realized gains on securities considered to be "passive foreign investment companies" and foreign bond bifurcation, were reclassified to the f ollowing accounts. These reclassifications had no effect on net assets or net asset value per share (amounts in thousands):

    Increase
(Decrease)
Paid-In Capital
  Increase
(Decrease)
Undistributed
Net Investment
Income
  Increase
(Decrease)
Accumulated
Net Realized
Gains
 
VA U.S. Targeted Value Portfolio   $ 70     $ (54 )   $ (16 )  
VA International Value Portfolio     582       (227 )     (355 )  
VA International Small Portfolio     262       (99 )     (163 )  
VA Global Bond Portfolio           1,031       (1,031 )  

 

The tax character of dividends and distributions declared and paid during the years ended November 30, 2006, November 30, 2007 and the period December 1, 2007 to October 31, 2008 were as follows (amounts in thousands):

    Net Investment
Income and
Short-Term
Capital Gains
  Long-Term
Capital Gains
  Total  
VA U.S. Targeted Value Portfolio      
2006   $ 1,811     $ 8,156     $ 9,967    
2007     2,946       10,434       13,380    
2008     1,614       8,104       9,718    
VA U.S. Large Value Portfolio      
2006     1,005       3,535       4,540    
2007     1,615       7,377       8,992    
2008     1,777             1,777    
VA International Value Portfolio      
2006     1,535       2,981       4,516    
2007     2,663       5,140       7,803    
2008     3,735       9,634       13,369    
VA International Small Portfolio      
2006     1,187       4,001       5,188    
2007     1,482       3,696       5,178    
2008     2,029       6,742       8,771    
VA Short-Term Fixed Portfolio      
2006     1,375             1,375    
2007     2,431             2,431    
2008     3,782             3,782    
VA Global Bond Portfolio      
2006     2,857             2,857    
2007     278             278    
2008     1,901             1,901    

 


33



At October 31, 2008, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the utilization of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

    Net Investment
Income and
Short-Term
Capital Gains
  Long-Term
Capital Gains
  Total  
VA U.S. Targeted Value Portfolio   $ 70           $ 70    
VA International Value Portfolio     183     $ 400       583    
VA International Small Portfolio     121       141       262    

 

At October 31, 2008, the components of distributable earnings/(accumulated losses) were as follows (amounts in thousands):

    Undistributed
Net Investment
Income and
Short-Term
Capital Gains
  Undistributed
Long-Term
Capital Gains
  Capital
Loss
Carryforward
  Total Net
Distributable
Earnings
(Accumulated
Losses)
 
VA U.S. Targeted Value Portfolio   $ 1,232                 $ 1,232    
VA U.S. Large Value Portfolio     2,026           $ (7,839 )     (5,813 )  
VA International Value Portfolio     3,046     $ 7,231             10,277    
VA International Small Portfolio     2,068       2,623             4,691    
VA Short-Term Fixed Portfolio     2,089             (335 )     1,754    
VA Global Bond Portfolio     2,610             (1,181 )     1,429    

 

For federal income tax purposes, the Fund measures its capital loss carryforwards as of October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. At October 31, 2008, the following Portfolios had capital loss carryforwards available to offset future realized capital gains through the indicated expiration dates (amount in thousands):

    Expires on
October 31,
 
 
    2012   2013   2014   2015   2016   Total  
VA U.S. Large Value Portfolio                     $ 1,858     $ 5,981     $ 7,839    
VA Short-Term Fixed Income Portfolio   $ 92     $ 117     $ 125       1             335    
VA Global Bond Portfolio     17       558       535       71             1,181    

 

During the period ended October 31, 2008, the following Portfolios utilized capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

VA Short-Term Fixed Portfolio   $ 4    
VA Global Bond Portfolio     181    

 

Some of the Portfolio's investments are in securities considered to be "passive foreign investment companies" for which any unrealized appreciation (depreciation) (mark to market) and/or realized gains are required to be included in distributable net investment income for tax purposes. At October 31, 2008, the following Portfolios had cumulative unrealized appreciation (depreciation) (mark to market) to be included in distributable net investment income for federal income tax purposes. Additionally, for the period December 1, 2007 to October 31, 2008, realized gains on the sale of passive foreign investment companies as listed below have been reclassified from accumulated net realized gains to accumulated net investment income for federal tax purposes. The amounts listed below are in thousands.

    Mark to Market   Realized Gains  
VA International Value Portfolio   $ 90     $ 1    
VA International Small Portfolio           63    

 


34



At April 30, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

    Federal
Tax Cost
  Unrealized
Appreciation
  Unrealized
(Depreciation)
  Net
Unrealized
Appreciation
(Depreciation)
 
VA U.S. Targeted Value Portfolio   $ 112,539     $ 3,264     $ (47,595 )   $ (44,331 )  
VA U.S. Large Value Portfolio     116,900       7,221       (32,508 )     (25,287 )  
VA International Value Portfolio     99,703       2,840       (32,963 )     (30,123 )  
VA International Small Portfolio     78,877       4,297       (28,193 )     (23,896 )  
VA Short-Term Fixed Portfolio     77,400       875       (145 )     730    
VA Global Bond Portfolio     80,146       4,141       (975 )     3,166    

 

In June 2006, the Financial Accounting Standards Board (FASB) issued FASB Interpretation 48 ("FIN 48"), "Accounting for Uncertainty in Income Taxes." This standard defines the threshold for recognizing the benefits of tax-return positions in the financial statements as "more-likely-than-not" to be sustained by the taxing authority and requires measurement of a tax position meeting the more-likely-than-not criterion, based on the largest benefit that is more than 50 percent likely to be realized. Management has analyzed the Portfolios' tax positions to be taken on the federal income tax returns for all open tax years (tax years ended November 30, 2005 through the period ended October 31, 2008), for purposes of implementing FIN 48, and has concluded that no provision for income tax is required in the Portfolios' financial statements.

G.  Financial Instruments:

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest in certain financial instruments which have off-balance sheet risk and concentrations of credit risk. These instruments and their significant corresponding risks are described below:

1.  Repurchase Agreements: The Portfolios may purchase money market instruments subject to the counterparty's agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Portfolio's custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on April 30, 2009.

2.  Forward Currency Contracts: VA Global Bond Portfolio may enter into forward foreign currency contracts only to hedge against adverse changes in the relationship of the U.S. dollar to foreign currencies. At April 30, 2009, VA Global Bond Portfolio had entered into the following contracts and the net unrealized foreign exchange gain (loss) is reflected in the accompanying financial statements (amounts in thousands):

Settlement Date   Currency Amount   Currency Sold   Contract
Amount
  Value at
April 30, 2009
  Unrealized
Foreign
Exchange
Gain (Loss)
 
05/12/09     1,611,683     Japanese Yen   $ 16,416     $ 16,345     $ 71    
05/12/09     3,067     Swiss Franc     2,617       2,687       (70 )  
05/12/09     8,291     Swedish Krona     955       1,031       (76 )  
05/12/09     1,663     Pound Sterling     2,423       2,460       (37 )  
                $ 22,411     $ 22,523     $ (112 )  

 

Risks may arise upon entering into these contracts from the potential inability of the counter-parties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar and are generally limited to unrealized appreciation, if any, on the contracts.

3.  Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and


35



economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of securities by the Fund may be inhibited.

4.  Futures Contracts: During the six months ended April 30, 2009, the Portfolios entered into futures contracts in accordance with their investment objectives. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker, equal to the minimum "initial margin" requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios record a realized gain or loss equal to the difference between the va lue of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements.

At April 30, 2009, the Portfolios had no outstanding futures contracts.

H.  Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into a $250 million unsecured discretionary line of credit effective June 30, 2003 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current federal funds rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 23, 2009.

For the six months ended April 30, 2009, borrowings by the Portfolios under this line of credit were as follows (amounts in thousands, except percentages and days):

    Weighted
Average
Interest Rate
  Weighted
Average
Loan Balance
  Number of
Days
Outstanding
  Interest
Expense
Incurred
  Maximum Amount
Borrowed During
the Period
 
VA U.S. Targeted Value Portfolio     2.00 %   $ 167       25           $ 879    
VA U.S. Large Value Portfolio     1.97 %     154       11             332    

 

At April 30, 2009, VA U.S. Targeted Value Portfolio had a loan outstanding in the amount of $76 (in thousands).

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement for the line of credit expires on January 15, 2010.

For the six months ended April 30, 2009, borrowings by the Portfolios under this line of credit with the international custodian bank were as follows (amounts in thousands except percentage and days):

    Weighted
Average
Interest Rate
  Weighted
Average
Loan Balance
  Number of
Days
Outstanding
  Interest
Expense
Incurred
  Maximum Amount
Borrowed During
the Period
 
VA International Value Portfolio     0.94 %   $ 148       19           $ 572    
VA International Small Portfolio     0.93 %     209       31             520    

 

At April 30, 2009, VA International Value Portfolio had a loan outstanding in the amount of $223 (in thousands).


36



I.  Securities Lending:

As of April 30, 2009, some of the Portfolios had securities on loan to brokers/dealers, for which each Portfolio held cash collateral. Each Portfolio invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolios' collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collater alization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities.

Subject to each Portfolios' investment policy, the cash collateral received by the Portfolio from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies or shares of the DFA Short Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, each Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible to be taxed at qualified dividend income rates.

J.  Indemnitees; Contractual Obligations:

Under the Fund's organizational documents, its officers and directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnification. The Fund's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

K.  Recently Issued Accounting Standards and Interpretation:

In March 2008, Statement of Financial Accounting Standards No. 161, Disclosures about Derivative Instruments and Hedging Activities ("FAS 161"), was issued and is effective for fiscal years beginning after November 15, 2008. FAS 161 defines new disclosures of derivative instruments and hedging activities. Management is currently evaluating the implications of FAS 161. At this time, its impact on the Portfolios' financial statements has not been determined.

In April 2009, FASB issued FASB Staff Position No. 157-4, Determining Fair Value when the Volume and Level of Activity for the Asset or Liability Have Significantly Decreased and Identifying Transactions That Are Not Orderly ("FSP 157-4"). FSP 157-4 is effective for fiscal years and interim periods ending after June 15, 2009. FSP 157-4 provides additional guidance for estimating fair value in accordance with SFAS 157 (see Note 2A) when the volume and level of activity for the asset or liability have significantly decreased. FSP 157-4 also includes guidance on identifying circumstances that indicate a transaction is not orderly. FSP 157-4 requires entities to describe the inputs used in valuation techniques used to measure fair value and changes in inputs over the period. FSP 157-4 expands the three-level hierarchy disclosure and the level three-roll forward disclosure for each major security type as described in paragraph 19 of FAS No. 115, Accounting for Certain Investments in Debt and Equity Securities. Management is currently evaluating the impact the implementation of FSP 157-4 will have on the Funds' financial statement disclosures, if any.


37



L.  Other:

At April 30, 2009, the following number of shareholders held the following approximate percentages of outstanding shares of the Portfolios. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

    Number of
Shareholders
  Approximate
Percentage
of Outstanding
Shares
 
VA U.S. Targeted Value Portfolio     1       78 %  
VA U.S. Large Value Portfolio     1       78 %  
VA International Value Portfolio     1       78 %  
VA International Small Portfolio     2       84 %  
VA Short-Term Fixed Portfolio     1       80 %  
VA Global Bond Portfolio     1       81 %  

 


38




VOTING PROXIES ON FUND PORTFOLIO SECURITIES

A description of the policies and procedures that the Fund uses in voting proxies relating to securities held in the portfolio is available without charge, upon request, by calling collect: (512) 306-7400. Information regarding how the Advisor votes these proxies is available from the EDGAR database on the SEC's website at http://www.sec.gov and from the Advisor's website at http://www.dimensional.com and reflects the twelve-month period beginning July 1st and ending June 30th.


39



BOARD APPROVAL OF INVESTMENT ADVISORY AGREEMENTS

At the Board meeting held on December 18, 2008 (the "Meeting"), the Board of Directors of DFA Investment Dimensions Group Inc. (the "Board") considered the continuation of the investment advisory agreements for each portfolio (collectively, the "Funds") and, if applicable, a Fund's sub-advisory agreement. For VA International Small Portfolio, Dimensional Fund Advisors Ltd. And DFA Australia Limited each serves as a sub-advisor. (The investment advisory agreements and the sub-advisory agreements are referred to as the "Advisory Agreements," and the Advisor and sub-advisors are referred to as the "Advisor.")

Prior to the Meeting, independent counsel to the Independent Board Members sent to the Advisor a request for information, which identified the information that the Independent Board Members wished to receive in order to consider the continuation of the Advisory Agreements. The Independent Board Members met with their independent counsel in advance of the Meeting to discuss the materials provided by the Advisor, the independent reports prepared by Lipper, Inc. (the "Lipper Reports"), and issues related to the continuation of the Advisory Agreements. Also in advance of the Meeting, management provided additional materials to address and respond to questions that the Independent Board Members posed after their review and analysis of materials provided by the Advisor and the Lipper Reports.

At the Meeting, the Board considered a number of factors when considering the continuation of each Advisory Agreement for a Fund, including: (i) the nature, extent and quality of services provided by the Advisor to each Fund; (ii) the performance of each Fund and the Advisor; (iii) the fees and expenses borne by each Fund; (iv) the profitability realized by the Advisor from the relationship with each Fund; (v) whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of the advisory fee charged; (vi) comparisons of the services to be rendered and the amounts to be paid under other advisory contracts; and (vii) any benefits to be derived by the Advisor from its relationship with each Fund.

When considering the nature, extent and quality of the services provided by the Advisor to a Fund, the Board reviewed: (a) the scope and depth of the Advisor's organization; (b) the experience and expertise of its investment professionals currently providing management services to the Fund; and (c) the Advisor's investment advisory capabilities. The Board evaluated the Advisor's portfolio management process and discussed the unique features of the Advisor's investment approach. The Board also considered the nature and character of non-investment management services provided by the Advisor. After analyzing the caliber of services provided by the Advisor to each Fund, both quantitatively and qualitatively, including the impact of these services on investment performance, the Board concluded that the nature, extent and quality of services provided to each Fund were consistent with the operational requirements of the Fund and met the needs of th e shareholders of the Fund.

In considering the performance of each Fund, the Board analyzed the Lipper Reports, which compared the performance of each Fund with other funds in its respective peer group and peer universe. The Board also reviewed the performance analysis prepared by the Advisor, which presented the performance of each Fund and its benchmark index, over multiple performance periods, along with the Advisor's explanation of the performance. The Board concluded that the Advisor's explanations provided a sound basis for understanding the comparative performance of the Funds. The Board noted that the Advisor's investment style and methodologies in managing the Funds are not designed to track traditional indexes. As a result, it is expected that certain Funds will underperform their Lipper-designated peer funds and that reporting results will diverge from market indexes, while other Funds may outperform their Lipper-designated peer funds and market indexes for the same periods. The Board determined, among other things, that the performance of each Fund was acceptable as compared with relevant performance standards.

When considering the fees and expenses borne by each Fund, and considering the reasonableness of the management fees paid to the Advisor in light of the services provided to the Fund and any additional benefits received by the Advisor in connection with providing such services, the Board compared the fees charged by the Advisor to the Fund to the fees charged to the funds in its peer group for comparable services as provided in the Lipper Reports. The Board concluded that the advisory fees and total expenses of each Fund over various periods were


40



favorable in relation to their peer funds, and that the advisory fees were fair, both on an absolute basis and in comparison with the fees of other funds identified in the peer groups and the industry at large. The Board also noted that significant reductions in the non-management fees charged by the Funds' administrator and transfer agent have been negotiated by management over the course of the last three years.

The Board considered the profitability of each Fund to the Advisor by reviewing the profitability analysis provided by the Advisor, including information about its fee revenues and income. The Board reviewed the overall profitability of the Advisor, and the compensation that it received for providing services to each Fund. The Board considered the profitability to the Advisor of managing the Funds and other "non-1940 Act registered" investment vehicles. Upon closely examining the Advisor's profitability, the Board concluded, among other things, that it was reasonable.

The Board also discussed whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of advisory fees charged. For several reasons, including factors relating to the current level of fees and expenses and the profitability of the Advisor with respect to the Fund, the Board concluded that economies of scale and the reflection of such economies of scale in the level of advisory fees charged were inapplicable to each Fund at the present time.

After full consideration of the factors discussed above, with no single factor identified as being of paramount importance, the Board, including the Independent Board Members, with the assistance of independent counsel, concluded that the continuation of the Advisory Agreement for each Fund was in the best interests of the Fund and its shareholders.


41




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DFA043009-004S




DFA INVESTMENT DIMENSIONS GROUP INC.

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

Semi-Annual Report

Six Months Ended April 30, 2009
(Unaudited)




Dimensional Fund Advisors
6300 Bee Cave Road, Building One
Austin, TX 78746

May 2009

Dear Fellow Shareholder,

The past six months have been challenging for investors, with stock markets continuing to exhibit historically high volatility. After enduring significant losses in 2008, markets around the world continued to sell off early in the year, with some dropping by early March to lows not seen in over a decade. Since then, global markets have rallied strongly. During this period, ten of the 13 Dimensional equity mutual funds with a 15-year track record posted their highest two-month total return since inception.

Recent market performance illustrates that pulling money out of stocks, even for short periods of time, can result in significant missed opportunities. No one can predict whether the recent rally signals a sustained recovery, but over time we can still expect markets to offer a premium to investors who are willing to invest in relatively risky assets such as stocks.

The current market environment illustrates the reason why Dimensional believes that markets are efficient. History has shown time and again that prices cannot be predicted in public equity markets. This "random walk" makes diversification very important. Although the broad diversification in our portfolios didn't prevent negative performance over the past six months, the positive results produced in some markets demonstrate the importance of maintaining broad, global asset class exposure.

The unpredictability of stock prices also makes it important for investors to take a hard look at their own portfolios and determine how much risk and what types of risk they should take. Investors who base their approach on a sensible risk/return framework and who hold asset mixes that reflect their risk tolerance are better able to withstand down markets and are better positioned to participate when markets rise.

All of us at Dimensional take our job as the steward of your assets very seriously and hope to have the opportunity to serve you for many years to come.

Sincerely,

David G. Booth
Chairman and Chief Executive Officer




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SEMI-ANNUAL REPORT
(Unaudited)

Table of Contents

Letter to Shareholders   Page  
Definitions of Abbreviations and Footnotes     1    
DFA Investment Dimensions Group Inc.  
Disclosure of Fund Expenses     3    
Disclosure of Portfolio Holdings     9    
Schedules of Investments/Summary Schedules of Portfolio Holdings  
U.S. Large Company Portfolio     12    
Enhanced U.S. Large Company Portfolio     13    
U.S. Large Cap Value Portfolio     15    
U.S. Targeted Value Portfolio     16    
U.S. Small Cap Value Portfolio     18    
U.S. Core Equity 1 Portfolio     20    
U.S. Core Equity 2 Portfolio     22    
U.S. Vector Equity Portfolio     24    
T.A. U.S. Core Equity 2 Portfolio     26    
U.S. Small Cap Portfolio     28    
U.S. Micro Cap Portfolio     30    
DFA Real Estate Securities Portfolio     32    
Large Cap International Portfolio     34    
International Core Equity Portfolio     38    
T.A. World ex U.S. Core Equity Portfolio     42    
International Small Company Portfolio     47    
Japanese Small Company Portfolio     47    
Asia Pacific Small Company Portfolio     47    
United Kingdom Small Company Portfolio     48    
Continental Small Company Portfolio     48    
DFA International Real Estate Securities Portfolio     49    
DFA Global Real Estate Securities Portfolio     52    
DFA International Small Cap Value Portfolio     53    
International Vector Equity Portfolio     57    
Emerging Markets Portfolio     61    
Emerging Markets Small Cap Portfolio     61    
Emerging Markets Core Equity Portfolio     62    
DFA One-Year Fixed Income Portfolio     66    
DFA Two-Year Global Fixed Income Portfolio     66    
DFA Selectively Hedged Global Fixed Income Portfolio     67    
DFA Five-Year Government Portfolio     70    
DFA Five-Year Global Fixed Income Portfolio     71    
DFA Intermediate Government Fixed Income Portfolio     73    
DFA Short-Term Extended Quality Portfolio     75    
DFA Inflation-Protected Securities Portfolio     79    
DFA Short-Term Municipal Bond Portfolio     80    
DFA California Short-Term Municipal Bond Portfolio     84    
Statements of Assets and Liabilities     87    
Statements of Operations     96    
Statements of Changes in Net Assets     105    
Financial Highlights     123    
Notes to Financial Statements     147    

 


i



Table of Contents

Continued

    Page  
Dimensional Investment Group Inc. — DFA International Value Portfolio  
Disclosure of Fund Expenses     174    
Disclosure of Portfolio Holdings     175    
Statement of Assets and Liabilities     176    
Statement of Operations     177    
Statements of Changes in Net Assets     178    
Financial Highlights     179    
Notes to Financial Statements     181    

 


ii



Table of Contents

Continued

The DFA Investment Trust Company  
    Page  
Disclosure of Fund Expenses     187    
Disclosure of Portfolio Holdings     189    
Schedules of Investments/Summary Schedules of Portfolio Holdings  
The U.S. Large Company Series     191    
The U.S. Large Cap Value Series     193    
The DFA International Value Series     195    
The Japanese Small Company Series     199    
The Asia Pacific Small Company Series     202    
The United Kingdom Small Company Series     204    
The Continental Small Company Series     207    
The Canadian Small Company Series     211    
The Emerging Markets Series     213    
The Emerging Markets Small Cap Series     217    
The DFA One-Year Fixed Income Series     221    
The DFA Two-Year Global Fixed Income Series     223    
Statements of Assets and Liabilities     225    
Statements of Operations     228    
Statements of Changes in Net Assets     231    
Financial Highlights     237    
Notes to Financial Statements     243    
Voting Proxies on Fund Portfolio Securities     254    
Board Approval of Investment Advisory Agreements     255    

 

This report is submitted for the information of the Fund's shareholders. It is not authorized for distribution to prospective investors unless preceded or accompanied by an effective prospectus.


iii



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DFA INVESTMENT DIMENSIONS GROUP INC.

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Schedules of Investments/Summary Schedules of Portfolio Holdings

Investment Abbreviations

ADR  American Depositary Receipt

AMBAC  American Municipal Bond Assurance Corporation

ETM  Escrowed to Maturity

FGIC  Federal Guaranty Insurance Corporation

FSA  Financial Security Assurance

FHLMC  Federal Home Loan Mortgage Corporation

FNMA  Federal National Mortgage Association

GO  General Obligation

MBIA  Municipal Bond Insurance Association

P.L.C.  Public Liability Company

RB  Revenue Bond

REIT  Real Estate Investment Trust

SA  Special Assessment

SPDR  Standard & Poor's Depository Receipts

STRB  Special Tax Revenue Bond

STRIP  Separate Trading of Registered Interest and Principal of Securities

TAN  Tax Anticipation Note

TECP  Tax Exempt Commercial Paper

TRAN  Tax and Revenue Anticipation Note

Investment Footnotes

†  See Note B to Financial Statements.

††  Securities have generally been fair valued. See Note B to Financial Statements.

**  Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. "Other Securities" are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.

*  Non-Income Producing Securities.

#  Total or Partial Securities on Loan.

^  Denominated in local currency or the Euro, unless otherwise noted.

@  Security purchased with cash proceeds from Securities on Loan.

(r)  The adjustable rate shown is effective as of April 30, 2009.

(t)  Face Amount denominated in Australian Dollars.

(g)  Face Amount denominated in British Pounds.

(d)  Face Amount denominated in Denmark Krone.

(e)  Face Amount denominated in Euro.

(j)  Face Amount denominated in Japanese Yen.

(z)  Face Amount denominated in New Zealand Dollars.

(n)  Face Amount denominated in Norwegian Krone.

(s)  Face Amount denominated in Swedish Krona.

(f)  Face Amount denominated in Swiss Francs.

(u)  Face Amount denominated in United States Dollars.

§  Affiliated Fund.


1



DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES
Continued

Financial Highlights

(A)  Computed using average shares outstanding.

(B)  Annualized

(C)  Non-Annualized

(D)  Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master Fund (Affiliated Investment Company).

(E)  Because of commencement of operations and related preliminary transaction costs, these ratios are not necessarily indicative of future ratios.

N/A  Does not apply to this fund.

All Statements and Schedules

—  Amounts designated as — are either zero or rounded to zero.

REITs  Real Estate Investment Trusts

RIC  Registered Investment Company

SEC  Securities and Exchange Commission

(a)  Commencement of Operations.


2



DFA INVESTMENT DIMENSIONS GROUP INC.

DISCLOSURE OF FUND EXPENSES
(Unaudited)

The following Expense Tables are shown so that you can understand the impact of fees on your investment. All mutual funds have operating expenses. As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports, among others. Operating expenses, legal and audit services, which are deducted from a fund's gross income, directly reduce the investment return of the fund. A fund's expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs, in dollars, of investing in the fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The Expense Tables below illustrate your fund's costs in two ways.

Actual Fund Return

This section helps you to estimate the actual expenses after fee waivers that you paid over the period. The "Ending Account Value" shown is derived from the fund's actual return and "Expenses Paid During Period" reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, a $7,500 account value divided by $1,000 = 7.5), then multiply the result by the number given for your fund under the heading "Expenses Paid During Period."

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund's costs with those of other mutual funds. The hypothetical "Ending Account Value" and "Expenses Paid During Period" are derived from the fund's actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund's actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund's cost by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Please note that the expenses shown in the tables are meant to highlight and help you compare ongoing costs only and do not reflect any transactional costs, if applicable. The "Annualized Expense Ratio" represents the actual expenses for the six-month period indicated.

  Six Months Ended April 30, 2009

EXPENSE TABLES

U.S. Large Company Portfolio**   Beginning
Account
Value
11/01/08
  Ending
Account
Value
04/30/09
  Annualized
Expense
Ratio*
  Expenses
Paid
During
Period*
 
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 916.90       0.15 %   $ 0.71    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,024.05       0.15 %   $ 0.75    
Enhanced U.S. Large Company Portfolio*****  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 922.30       0.28 %   $ 1.33    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.41       0.28 %   $ 1.40    

 


3



DISCLOSURE OF FUND EXPENSES
CONTINUED

U.S. Large Cap Value Portfolio**   Beginning
Account
Value
11/01/08
  Ending
Account
Value
04/30/09
  Annualized
Expense
Ratio*
  Expenses
Paid
During
Period*
 
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 900.30       0.29 %   $ 1.37    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.36       0.29 %   $ 1.45    
U.S. Targeted Value Portfolio                                  
Actual Fund Return  
Class R1 Shares   $ 1,000.00     $ 919.70       0.50 %   $ 2.38    
Class R2 Shares   $ 1,000.00     $ 918.00       0.65 %   $ 3.09    
Institutional Class Shares   $ 1,000.00     $ 919.30       0.39 %   $ 1.86    
Hypothetical 5% Annual Return  
Class R1 Shares   $ 1,000.00     $ 1,022.32       0.50 %   $ 2.51    
Class R2 Shares   $ 1,000.00     $ 1,021.57       0.65 %   $ 3.26    
Institutional Class Shares   $ 1,000.00     $ 1,022.86       0.39 %   $ 1.96    
U.S. Small Cap Value Portfolio*****                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 905.20       0.54 %   $ 2.55    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,022.12       0.54 %   $ 2.71    
U.S. Core Equity 1 Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 934.30       0.20 %   $ 0.96    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.80       0.20 %   $ 1.00    
U.S. Core Equity 2 Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 928.00       0.23 %   $ 1.10    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.65       0.23 %   $ 1.15    
U.S. Vector Equity Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 914.70       0.34 %   $ 1.61    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.11       0.34 %   $ 1.71    
T.A. U.S. Core Equity 2 Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 928.00       0.26 %   $ 1.24    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.51       0.26 %   $ 1.30    

 


4



DISCLOSURE OF FUND EXPENSES
CONTINUED

U.S. Small Cap Portfolio*****   Beginning
Account
Value
11/01/08
  Ending
Account
Value
04/30/09
  Annualized
Expense
Ratio*
  Expenses
Paid
During
Period*
 
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 941.90       0.39 %   $ 1.88    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,022.86       0.39 %   $ 1.96    
U.S. Micro Cap Portfolio*****                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 906.60       0.54 %   $ 2.55    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,022.12       0.54 %   $ 2.71    
DFA Real Estate Securities Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 795.10       0.35 %   $ 1.56    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.06       0.35 %   $ 1.76    
Large Cap International Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 963.10       0.31 %   $ 1.51    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.26       0.31 %   $ 1.56    
International Core Equity Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,000.80       0.41 %   $ 2.03    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,022.76       0.41 %   $ 2.06    
T.A. World ex U.S. Core Equity Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,042.80       0.60 %   $ 3.04    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,021.82       0.60 %   $ 3.01    
International Small Company Portfolio***                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,037.20       0.57 %   $ 2.88    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,021.97       0.57 %   $ 2.86    
Japanese Small Company Portfolio**                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 995.60       0.61 %   $ 3.02    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,021.77       0.61 %   $ 3.06    

 


5



DISCLOSURE OF FUND EXPENSES
CONTINUED

Asia Pacific Small Company Portfolio**   Beginning
Account
Value
11/01/08
  Ending
Account
Value
04/30/09
  Annualized
Expense
Ratio*
  Expenses
Paid
During
Period*
 
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,101.80       0.68 %   $ 3.54    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,021.42       0.68 %   $ 3.41    
United Kingdom Small Company Portfolio**                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,070.00       0.61 %   $ 3.13    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,021.77       0.61 %   $ 3.06    
Continental Small Company Portfolio**                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,026.70       0.62 %   $ 3.12    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,021.72       0.62 %   $ 3.11    
DFA International Real Estate Securities Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 885.50       0.43 %   $ 2.01    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,022.66       0.43 %   $ 2.16    
DFA Global Real Estate Securities Portfolio***                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 836.30       0.48 %   $ 2.19    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,022.41       0.48 %   $ 2.41    
DFA International Small Cap Value Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,039.70       0.71 %   $ 3.59    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,021.27       0.71 %   $ 3.56    
International Vector Equity Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,026.50       0.60 %   $ 3.01    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,021.82       0.60 %   $ 3.01    
Emerging Markets Portfolio**  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,110.90       0.61 %   $ 3.19    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,021.77       0.61 %   $ 3.06    

 


6



DISCLOSURE OF FUND EXPENSES
CONTINUED

Emerging Markets Small Cap Portfolio**   Beginning
Account
Value
11/01/08
  Ending
Account
Value
04/30/09
  Annualized
Expense
Ratio*
  Expenses
Paid
During
Period*
 
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,268.00       0.80 %   $ 4.50    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,020.83       0.80 %   $ 4.01    
Emerging Markets Core Equity Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,191.40       0.67 %   $ 3.64    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,021.47       0.67 %   $ 3.36    
DFA One-Year Fixed Income Portfolio**                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,024.50       0.18 %   $ 0.90    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.90       0.18 %   $ 0.90    
DFA Two-Year Global Fixed Income Portfolio**                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.50       0.19 %   $ 0.95    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.85       0.19 %   $ 0.95    
DFA Selectively Hedged Global Fixed Income Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,028.10       0.22 %   $ 1.11    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.70       0.22 %   $ 1.10    
DFA Five-Year Government Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,052.80       0.23 %   $ 1.17    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.65       0.23 %   $ 1.15    
DFA Five-Year Global Fixed Income Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,038.30       0.28 %   $ 1.42    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.41       0.28 %   $ 1.40    
DFA Intermediate Government Fixed Income Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,078.10       0.13 %   $ 0.67    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,024.15       0.13 %   $ 0.65    

 


7



DISCLOSURE OF FUND EXPENSES
CONTINUED

DFA Short-Term Extended Quality Portfolio****   Beginning
Account
Value
11/01/08
  Ending
Account
Value
04/30/09
  Annualized
Expense
Ratio*
  Expenses
Paid
During
Period*
 
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,013.50       0.22 %   $ 0.35    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.70       0.22 %   $ 1.10    
DFA Inflation-Protected Securites Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,103.90       0.14 %   $ 0.73    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,024.10       0.14 %   $ 0.70    
DFA Short-Term Municipal Bond Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,032.70       0.23 %   $ 1.16    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.65       0.23 %   $ 1.15    
DFA California Short-Term Municipal Bond Portfolio                                  
Actual Fund Return  
Institutional Class Shares   $ 1,000.00     $ 1,039.00       0.25 %   $ 1.26    
Hypothetical 5% Annual Return  
Institutional Class Shares   $ 1,000.00     $ 1,023.55       0.25 %   $ 1.25    

 

*  Expenses are equal to the fund's annualized expense ratio for the six-month period, multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period (181), then divided by the number of days in the year (365) to reflect the six-month period.

**  The Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund's portion of the expenses of its Master Fund (Affiliated Investment Company).

***  The Portfolio is a Fund of Funds. The expenses shown reflect the direct expenses of the Fund of Funds and the indirect payment of the Fund of Funds' portion of the expenses of its Master Funds (Affiliated Investment Companies).

****  DFA Short-Term Extended Quality Portfolio commenced operations on March 4, 2009. Expenses are equal to the fund's annualized expense ratio for the period, multiplied by the average account value over the period, multiplied by the number of days since inception (58), then divided by the number of days in the year (365) to reflect the period. The "Ending Account Value" is derived from the fund's share class actual return since inception. The "Hypothetical 5% Annual Return" information reflects the 181 day period for the six-months ended April 30, 2009 to allow for comparability.

*****  Effective February 28, 2009, the Portfolio invests directly in securities rather than through the Master Fund. The expenses shown reflect the direct expenses of the Portfolio and the indirect payments of the Portfolio's portion of the expenses, for the period November 1, 2008 through February 27, 2009 of the Master Fund (Affiliated Investment Company).


8



DFA INVESTMENT DIMENSIONS GROUP INC.

DISCLOSURE OF PORTFOLIO HOLDINGS
(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For DFA Investment Dimensions Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. DFA Investment Dimensions Group Inc. filed its most recent Form N-Q with the SEC on April 1, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC's website at http://www.sec.gov, or they may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

SEC regulations permit a fund to include in its reports to shareholders a "Summary Schedule of Portfolio Holdings" in lieu of a full Schedule of Investments. The Summary Schedule of Portfolio Holdings reports the fund's 50 largest holdings in unaffiliated issuers and any investments that exceed one percent of the fund's net assets at the end of the reporting period. The amendments also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

The fund is required to file a complete Schedule of Investments with the SEC on Form N-CSR within ten days after mailing the annual and semi-annual reports to shareholders. It will be available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC's website at http://www.sec.gov, or they may be reviewed and copied at the SEC's Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

The SEC requires that all Funds present their categories of portfolio holdings in a table, chart or graph format in their annual and semi-annual shareholder reports, whether or not a Schedule of Investments is utilized. The following table, which presents portfolio holdings as a percent of total investments before short-term investments and collateral for loaned securities, is provided in compliance with such requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

The categories of industry classification for the Affiliated Investment Companies are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Schedule of Investments/Summary Schedule of Portfolio Holdings for each of the underlying Master Funds' holdings which reflect the investments by category or country.

FEEDER FUNDS

    Affiliated Investment Companies  
U.S. Large Company Portfolio     100.0 %  
U.S. Large Cap Value Portfolio     100.0 %  
International Small Company Portfolio     100.0 %  
Japanese Small Company Portfolio     100.0 %  
Asia Pacific Small Company Portfolio     100.0 %  
United Kingdom Small Company Portfolio     100.0 %  
Continental Small Company Portfolio     100.0 %  
DFA Global Real Estate Securities Portfolio     100.0 %  
Emerging Markets Portfolio     100.0 %  
Emerging Markets Small Cap Portfolio     100.0 %  
DFA One-Year Fixed Income Portfolio     100.0 %  
DFA Two-Year Global Fixed Income Portfolio     100.0 %  

 


9




DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

DOMESTIC AND INTERNATIONAL EQUITY PORTFOLIOS

    Consumer
Discretionary
  Consumer
Staples
  Energy   Financials   Health
Care
  Industrials   Information
Technology
  Materials   REITs   Telecommunication
Services
  Utilities   Other   Total  
U.S. Targeted Value
Portfolio
    17.6 %     3.9 %     5.4 %     23.9 %     7.4 %     15.2 %     19.8 %     5.6 %           0.8 %     0.4 %           100.0 %  
U.S. Small Cap Value
Portfolio
    17.6 %     3.6 %     5.3 %     25.0 %     6.5 %     18.5 %     18.3 %     4.8 %           0.3 %     0.1 %           100.0 %  
U.S. Core Equity 1 Portfolio     13.0 %     9.4 %     9.2 %     15.0 %     12.3 %     12.4 %     16.9 %     4.6 %           3.1 %     4.1 %           100.0 %  
U.S. Core Equity 2 Portfolio     14.5 %     7.8 %     9.9 %     18.1 %     10.5 %     13.1 %     14.5 %     5.0 %           3.8 %     2.8 %           100.0 %  
U.S. Vector Equity Portfolio     16.9 %     6.0 %     8.4 %     23.2 %     8.9 %     13.1 %     14.8 %     4.9 %           2.5 %     1.3 %           100.0 %  
T.A. U.S. Core Equity 2
Portfolio
    15.0 %     7.2 %     8.9 %     18.1 %     11.0 %     13.9 %     14.8 %     4.4 %           3.8 %     2.9 %           100.0 %  
U.S. Small Cap Portfolio     18.2 %     4.6 %     4.2 %     15.0 %     12.0 %     17.7 %     20.7 %     4.1 %           0.9 %     2.6 %           100.0 %  
U.S. Micro Cap Portfolio     16.8 %     4.8 %     2.3 %     16.9 %     14.1 %     17.1 %     21.3 %     3.8 %           1.1 %     1.8 %           100.0 %  
DFA Real Estate Securities
Portfolio
                                                    100.0 %                       100.0 %  
Large Cap International
Portfolio
    10.4 %     9.3 %     10.0 %     23.0 %     8.1 %     11.3 %     5.5 %     9.9 %           6.2 %     6.2 %     0.1 %     100.0 %  
International Core Equity
Portfolio
    14.4 %     6.8 %     8.8 %     25.7 %     4.0 %     16.5 %     5.8 %     11.7 %           3.1 %     3.1 %     0.1 %     100.0 %  
T.A. World ex U.S. Core
Equity Portfolio
    13.2 %     6.4 %     7.8 %     25.3 %     4.1 %     16.7 %     6.6 %     13.2 %           3.2 %     3.4 %     0.1 %     100.0 %  
DFA International Real Estate
Securities Portfolio
                                                    100.0 %                       100.0 %  
DFA International Small Cap
Value Portfolio
    18.5 %     7.5 %     3.0 %     22.7 %     2.1 %     22.2 %     6.7 %     16.2 %     0.1 %     0.3 %     0.4 %     0.3 %     100.0 %  
International Vector Equity
Portfolio
    15.7 %     5.7 %     7.0 %     25.9 %     3.3 %     18.5 %     6.5 %     13.8 %           1.7 %     1.7 %     0.2 %     100.0 %  
Emerging Markets Core
Equity Portfolio
    9.6 %     6.5 %     8.8 %     22.4 %     4.1 %     11.7 %     10.5 %     15.4 %           7.3 %     3.6 %     0.1 %     100.0 %  

 


10



DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

FIXED INCOME PORTFOLIOS

    Corporate   Government   Foreign
Corporate
  Foreign
Government
  Muni
Insured
  Muni G.O.
Local
  Muni G.O.
State
  Muni
Revenue
  Supranational   Total  
Enhanced U.S. Large Company
Portfolio
    38.3 %     37.4 %     14.8 %     9.5 %                                   100.0 %  
DFA Selectively Hedged Global
Fixed Income Portfolio
    13.9 %     6.7 %     50.7 %     24.5 %                             4.2 %     100.0 %  
DFA Five-Year Government
Portfolio
          100.0 %                                               100.0 %  
DFA Five-Year Global Fixed
Income Portfolio
    29.6 %     40.9 %     14.6 %     11.5 %                             3.4 %     100.0 %  
DFA Intermediate Government
Fixed Income Portfolio
          100.0 %                                               100.0 %  
DFA Short-Term Extended Quality
Portfolio
    57.3 %     12.1 %     17.9 %     12.7 %                                   100.0 %  
DFA Inflation-Protected Securities
Portfolio
          100.0 %                                               100.0 %  
DFA Short-Term Municipal Bond
Portfolio
                            20.1 %     20.4 %     24.3 %     35.2 %           100.0 %  
DFA California Short-Term
Municipal Bond Portfolio
                            42.1 %     14.9 %     17.0 %     26.0 %           100.0 %  

 


11




DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULE OF INVESTMENTS
April 30, 2009
(Unaudited)

U.S. LARGE COMPANY PORTFOLIO

    Value†  
AFFILIATED INVESTMENT COMPANY — (100.0%)  
Investment in The U.S. Large Company Series of
The DFA Investment Trust Company
  $ 2,272,424,922    
TOTAL INVESTMENTS IN AFFILIATED
INVESTMENT COMPANY (Cost $2,701,396,870)
  $ 2,272,424,922    

 

See accompanying Notes to Financial Statements.


12



ENHANCED U.S. LARGE COMPANY PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2009
(Unaudited)

    Face
Amount^
  Value†  
    (000)      
AUSTRALIA — (3.6%)  
BONDS — (3.6%)  
Australia & New Zealand Banking
Group, Ltd.
(u) 4.875%, 11/08/10
    3,258       $3,243,805    
Commonwealth Bank of Australia
(u) 4.750%, 01/27/11
    434       429,165    
National Australia Bank, Ltd.
(u) 5.125%, 03/08/10
    1,500       1,526,483    
TOTAL — AUSTRALIA             5,199,453    
AUSTRIA — (5.4%)  
BONDS — (5.4%)  
ASFINAG
(u) 4.750%, 11/17/10
    3,500       3,658,567    
Oesterreichische Kontrollbank AG
(u) 4.250%, 10/06/10
    3,000       3,086,502    
Republic of Austria
(u) 4.375%, 08/30/10
    1,000       1,035,782    
TOTAL — AUSTRIA             7,780,851    
CANADA — (3.9%)  
BONDS — (3.9%)  
Canada Mortgage & Housing Corp.
(u) 4.800%, 10/01/10
    2,000       2,062,398    
Ontario, Province of Canada
(u) 3.125%, 09/08/10
    3,400       3,471,930    
TOTAL — CANADA             5,534,328    
FRANCE — (2.5%)  
BONDS — (2.5%)  
Caisse D'amortissement de la
Dette Sociale
 
(u) 4.250%, 11/08/10     3,500       3,626,042    
GERMANY — (7.2%)  
BONDS — (7.2%)  
Kreditanstalt fuer Wiederaufbau
(u) 4.625%, 01/20/11
    3,000       3,138,408    
Landeskreditbank Baden-Wuerttemberg
Foerderbank
 
(u) 3.250%, 10/29/10     4,000       4,060,680    
Landwirtschaftliche Rentenbank
(u) 4.250%, 01/21/11
    3,000       3,124,701    
TOTAL — GERMANY             10,323,789    
NETHERLANDS — (7.5%)  
BONDS — (7.5%)  
Bank Nederlandse Gemeenten
(u) 3.375%, 12/15/10
    3,000       3,071,259    
(u) 3.375%, 01/18/11     800       817,403    

 

    Face
Amount^
  Value†  
    (000)      
Deutsche Bahn Finance
(u) 5.125%, 01/05/11
    4,500     $ 4,652,118    
Rabobank Nederland
(u) 5.000%, 02/15/11
    2,200       2,315,317    
TOTAL — NETHERLANDS             10,856,097    
SPAIN — (2.5%)  
BONDS — (2.5%)  
Instituto de Credito Oficial
(u) 4.625%, 10/26/10
    3,400       3,534,205    
SUPRANATIONAL ORGANIZATION
OBLIGATIONS — (3.8%)
 
BONDS — (3.8%)  
Inter-American Development Bank
(u) 5.000%, 04/05/11
    1,500       1,591,305    
Nordic Investment Bank
(u) 4.875%, 03/15/11
    3,840       3,942,989    
TOTAL — SUPRANATIONAL
ORGANIZATION OBLIGATIONS
            5,534,294    
SWEDEN — (3.1%)  
BONDS — (3.1%)  
Svensk Exportkredit AB
(u) 4.000%, 06/15/10
    4,332       4,423,054    
UNITED KINGDOM — (4.0%)  
BONDS — (4.0%)  
BP Capital Markets P.L.C.
(u) 4.875%, 03/15/10
    2,500       2,573,648    
Network Rail Infrastructure
Finance P.L.C.
(u) 3.000%, 01/24/11
    3,115       3,180,823    
TOTAL — UNITED KINGDOM             5,754,471    
UNITED STATES — (56.5%)  
AGENCY OBLIGATIONS — (18.2%)  
Federal Home Loan Bank
3.500%, 07/16/10
  $ 800       818,939    
4.375%, 10/22/10     1,200       1,255,330    
1.625%, 01/21/11     5,000       5,044,930    
1.625%, 03/16/11     3,000       3,019,488    
Federal Home Loan Bank
Discount Note
0.210%, 07/14/09
    6,000       5,998,026    
0.270%, 07/14/09     5,100       5,098,322    
Federal National Mortgage
Association Discount Note
0.250%, 07/20/09
    5,000       4,998,220    
TOTAL AGENCY OBLIGATIONS             26,233,255    

 


13



ENHANCED U.S. LARGE COMPANY PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
BONDS — (20.3%)  
Citigroup Funding, Inc. Floating Rate Note
(r) 1.351%, 10/22/09
  $ 4,000     $ 3,904,520    
CME Group, Inc. Floating Rate Note
(r) 1.886%, 08/06/10
    4,000       3,921,784    
General Electric Capital Corp. Floating Rate Note
(r) 1.620%, 02/01/11
    4,000       3,712,968    
John Deere Capital Corp. Floating Rate Note
(r) 1.700%, 02/26/10
    4,000       3,982,932    
JPMorgan Chase & Co. Floating Rate Note
(r) 1.596%, 11/19/09
    3,800       3,789,349    
Paccar Financial Corp. Floating Rate Note
(r) 1.328%, 09/21/09
    2,500       2,493,948    
Wal-Mart Stores, Inc.
6.875%, 08/10/09
    3,300       3,349,447    
Wells Fargo Bank & Co.
4.625%, 08/09/10
    4,000       4,032,552    
TOTAL BONDS             29,187,500    
COMMERCIAL PAPER — (11.5%)  
BNP Paribas Finance, Inc.
0.500%, 06/22/09
    3,500       3,497,472    
L'Oreal USA, Inc.
0.300%, 07/16/09
    3,800       3,793,660    
National Rural Utilities
0.230%, 06/01/09
    3,500       3,499,307    
Rockwell Collins, Inc.
0.150%, 05/06/09
    2,000       1,999,958    
Westpac Banking Corp.
3.020%, 09/04/09
    3,800       3,784,811    
TOTAL COMMERCIAL PAPER             16,575,208    
EXCHANGE-TRADED FUND — (2.7%)  
SPDR Trust Series I     44,100       3,860,955    
    Shares      
TEMPORARY CASH INVESTMENTS — (3.8%)  
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares     5,526,556       5,526,556    
TOTAL INVESTMENTS — (100.0%)
(Cost $144,218,048)
          $ 143,950,058    

 

See accompanying Notes to Financial Statements.
14



DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULE OF INVESTMENTS
April 30, 2009
(Unaudited)

U.S. LARGE CAP VALUE PORTFOLIO

    Value†  
AFFILIATED INVESTMENT COMPANY — (100.0%)  
Investment in The U.S. Large Cap Value Series of
The DFA Investment Trust Company
  $ 4,747,094,148    
TOTAL INVESTMENTS IN AFFILIATED
INVESTMENT COMPANY (Cost $4,796,126,375)
  $ 4,747,094,148    

 

See accompanying Notes to Financial Statements.


15



U.S. TARGETED VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS
April 30, 2009
(Unaudited)

    Shares   Value†   Percentage
of Net Assets**
 
COMMON STOCKS — (78.9%)  
Consumer Discretionary — (13.9%)  
*# AutoNation, Inc.     285,685     $ 5,059,481       0.5 %  
*# Cabela's, Inc.     285,642       3,659,074       0.3 %  
Cinemark Holdings, Inc.     392,892       3,496,739       0.3 %  
Foot Locker, Inc.     287,581       3,419,338       0.3 %  
*# Iconix Brand Group, Inc.     257,210       3,667,815       0.3 %  
Jarden Corp.     333,443       6,702,204       0.6 %  
Meredith Corp.     160,422       4,023,384       0.4 %  
*# Mohawk Industries, Inc.     106,140       5,021,483       0.5 %  
Penske Automotive Group, Inc.     323,775       4,290,019       0.4 %  
*# Toll Brothers, Inc.     273,119       5,533,391       0.5 %  
Whirlpool Corp.     127,927       5,777,183       0.5 %  
Other Securities             145,830,386       12.9 %  
Total Consumer Discretionary             196,480,497       17.5 %  
Consumer Staples — (3.3%)  
*# Collective Brands, Inc.     278,432       4,042,833       0.4 %  
Constellation Brands, Inc. Class A     322,680       3,739,861       0.3 %  
PepsiAmericas, Inc.     160,714       3,948,743       0.4 %  
Other Securities             34,907,765       3.0 %  
Total Consumer Staples             46,639,202       4.1 %  
Energy — (4.3%)  
Cimarex Energy Co.     126,477       3,402,231       0.3 %  
Tesoro Petroleum Corp.     223,940       3,415,085       0.3 %  
*# Western Refining, Inc.     298,300       3,755,597       0.3 %  
Other Securities             49,869,064       4.5 %  
Total Energy             60,441,977       5.4 %  
Financials — (19.1%)  
American Financial Group, Inc.     221,530       3,894,497       0.4 %  
Fidelity National Financial, Inc.     311,710       5,651,302       0.5 %  
First American Corp.     179,565       5,042,185       0.5 %  
First Horizon National Corp.     299,226       3,444,102       0.3 %  
HCC Insurance Holdings, Inc.     150,975       3,611,322       0.3 %  
Odyssey Re Holdings Corp.     88,247       3,378,978       0.3 %  
Old Republic International Corp.     431,692       4,044,954       0.4 %  
Reinsurance Group of America, Inc.     118,451       3,765,557       0.3 %  
Transatlantic Holdings, Inc.     115,613       4,385,201       0.4 %  
Unitrin, Inc.     204,114       3,469,938       0.3 %  
W. R. Berkley Corp.     143,115       3,421,880       0.3 %  
Other Securities             227,531,358       20.2 %  
Total Financials             271,641,274       24.2 %  
Health Care — (5.6%)  
*# Community Health Systems, Inc.     178,748       4,082,604       0.4 %  
*# Inverness Medical Innovations, Inc.     131,000       4,229,990       0.4 %  
King Pharmaceuticals, Inc.     479,100       3,775,308       0.3 %  
Omnicare, Inc.     156,837       4,032,279       0.4 %  
Other Securities             63,589,349       5.6 %  
Total Health Care             79,709,530       7.1 %  

 


16



U.S. TARGETED VALUE PORTFOLIO

CONTINUED

    Shares   Value†   Percentage
of Net Assets**
 
Industrials — (11.4%)  
Applied Industrial Technologies, Inc.     202,120     $ 4,547,700       0.4 %  
Masco Corp.     537,852       4,765,369       0.4 %  
Other Securities             152,945,814       13.6 %  
Total Industrials             162,258,883       14.4 %  
Information Technology — (15.7%)  
3Com Corp.     1,429,966       5,791,362       0.5 %  
Arrow Electronics, Inc.     227,021       5,162,458       0.5 %  
Avnet, Inc.     214,386       4,692,910       0.4 %  
Benchmark Electronics, Inc.     298,403       3,619,628       0.3 %  
Cypress Semiconductor Corp.     581,763       4,613,381       0.4 %  
Fidelity National Information Services, Inc.     259,600       4,633,860       0.4 %  
IAC/InterActiveCorp     221,621       3,550,368       0.3 %  
Ingram Micro, Inc.     317,283       4,606,949       0.4 %  
Integrated Device Technology, Inc.     652,749       3,544,427       0.3 %  
Macrovision Solutions Corp.     191,465       3,871,422       0.4 %  
Sycamore Networks, Inc.     1,172,970       3,460,262       0.3 %  
Tech Data Corp.     220,978       6,361,957       0.6 %  
Tellabs, Inc.     658,049       3,448,177       0.3 %  
Other Securities             165,623,925       14.7 %  
Total Information Technology             222,981,086       19.8 %  
Materials — (4.7%)  
MeadWestavco Corp.     313,877       4,915,314       0.4 %  
Worthington Industries, Inc.     222,516       3,315,488       0.3 %  
Other Securities             57,861,269       5.2 %  
Total Materials             66,092,071       5.9 %  
Telecommunication Services — (0.6%)  
CenturyTel, Inc.     184,065       4,997,365       0.4 %  
Other Securities             3,455,119       0.3 %  
Total Telecommunication Services             8,452,484       0.7 %  
Utilities — (0.3%)  
Total Utilities             4,098,651       0.4 %  
TOTAL COMMON STOCKS             1,118,795,656       99.5 %  
RIGHTS/WARRANTS — (0.0%)  
TOTAL RIGHTS/WARRANTS             1,144       0.0 %  
TEMPORARY CASH INVESTMENTS — (0.4%)  
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares     5,280,854       5,280,854       0.5 %  
SECURITIES LENDING COLLATERAL — (20.7%)  
§ DFA Short Term Investment Fund LP     292,507,976       292,507,976       26.0 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $1,965,420 FNMA 7.000%, 12/01/37, valued at  
$1,798,107) to be repurchased at $1,745,743
  $ 1,746       1,745,735       0.1 %  
TOTAL SECURITIES LENDING COLLATERAL             294,253,711       26.1 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $1,747,147,820)
          $ 1,418,331,364       126.1 %  

 

See accompanying Notes to Financial Statements.


17



U.S. SMALL CAP VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS
April 30, 2009
(Unaudited)

    Shares   Value†   Percentage
of Net Assets**
 
COMMON STOCKS — (88.9%)  
Consumer Discretionary — (15.5%)  
Bob Evans Farms, Inc.     1,205,684     $ 29,237,837       0.6 %  
Foot Locker, Inc.     2,212,746       26,309,550       0.6 %  
*# Jarden Corp.     2,423,597       48,714,300       1.0 %  
Penske Automotive Group, Inc.     2,164,666       28,681,824       0.6 %  
Regis Corp.     1,045,670       20,014,124       0.4 %  
Scholastic Corp.     1,773,991       35,000,842       0.7 %  
Other Securities             636,371,202       13.4 %  
Total Consumer Discretionary             824,329,679       17.3 %  
Consumer Staples — (3.7%)  
*# Hain Celestial Group, Inc.     1,303,172       21,749,941       0.5 %  
Other Securities             178,220,792       3.7 %  
Total Consumer Staples             199,970,733       4.2 %  
Energy — (4.7%)  
*# Bristow Group, Inc.     906,031       20,621,266       0.4 %  
Encore Acquisition Co.     724,581       21,150,519       0.5 %  
Overseas Shipholding Group, Inc.     736,187       21,135,929       0.5 %  
*# SEACOR Holdings, Inc.     312,838       20,559,713       0.4 %  
Other Securities             165,486,293       3.4 %  
Total Energy             248,953,720       5.2 %  
Financials — (22.4%)  
*# AmeriCredit Corp.     2,109,220       21,450,767       0.5 %  
Argo Group International Holdings, Ltd.     919,019       25,723,342       0.6 %  
Brookline Bancorp, Inc.     2,047,148       20,307,708       0.4 %  
CNA Surety Corp.     1,085,424       20,894,412       0.5 %  
Delphi Financial Group, Inc. Class A     1,479,669       25,553,884       0.5 %  
First Niagara Financial Group, Inc.     3,268,855       44,260,297       0.9 %  
Harleysville Group, Inc.     791,615       22,893,506       0.5 %  
Infinity Property & Casualty Corp.     579,946       20,437,297       0.4 %  
Navigators Group, Inc.     461,215       20,929,937       0.5 %  
NewAlliance Bancshares, Inc.     3,355,507       43,319,595       0.9 %  
*# PHH Corp.     1,610,740       27,028,217       0.6 %  
Prosperity Bancshares, Inc.     991,519       27,534,483       0.6 %  
Provident Financial Services, Inc.     2,524,606       26,937,546       0.6 %  
Selective Insurance Group, Inc.     1,931,259       28,505,383       0.6 %  
Susquehanna Bancshares, Inc.     2,507,238       20,208,338       0.4 %  
Umpqua Holdings Corp.     2,227,403       21,360,795       0.5 %  
Other Securities             779,856,240       16.1 %  
Total Financials             1,197,201,747       25.1 %  
Health Care — (5.6%)  
Kindred Healthcare, Inc.     1,556,280       20,262,766       0.4 %  
*# LifePoint Hospitals, Inc.     1,732,785       44,792,492       1.0 %  
Other Securities             232,767,056       4.8 %  
Total Health Care             297,822,314       6.2 %  
Industrials — (15.2%)  
Alexander & Baldwin, Inc.     1,094,786       29,165,099       0.6 %  
Applied Industrial Technologies, Inc.     1,370,450       30,835,125       0.7 %  
Briggs & Stratton Corp.     2,002,165       29,792,215       0.6 %  
EnerSys     1,359,088       23,172,450       0.5 %  
Esterline Technologies Corp.     1,043,023       27,483,656       0.6 %  
GATX Corp.     1,352,865       40,734,765       0.9 %  

 


18



U.S. SMALL CAP VALUE PORTFOLIO

CONTINUED

    Shares   Value†   Percentage
of Net Assets**
 
Tredegar Industries, Inc.     1,245,361     $ 21,893,446       0.5 %  
Trinity Industries, Inc.     1,524,225       22,268,927       0.5 %  
Watts Water Technologies, Inc.     898,916       20,009,870       0.4 %  
Werner Enterprises, Inc.     2,379,515       38,905,070       0.8 %  
Other Securities             527,429,109       10.9 %  
Total Industrials             811,689,732       17.0 %  
Information Technology — (16.8%)  
*# Arris Group, Inc.     2,152,087       22,962,768       0.5 %  
Benchmark Electronics, Inc.     2,841,081       34,462,313       0.7 %  
Integrated Device Technology, Inc.     4,948,453       26,870,100       0.6 %  
MKS Instruments, Inc.     2,124,394       33,246,766       0.7 %  
MPS Group, Inc.     3,441,900       27,672,876       0.6 %  
Skyworks Solutions, Inc.     4,982,775       44,047,731       0.9 %  
Sycamore Networks, Inc.     6,832,668       20,156,371       0.4 %  
SYNNEX Corp.     1,047,945       22,562,256       0.5 %  
Tech Data Corp.     1,380,727       39,751,130       0.8 %  
Other Securities             623,110,092       13.1 %  
Total Information Technology             894,842,403       18.8 %  
Materials — (4.6%)  
OM Group, Inc.     826,326       23,021,442       0.5 %  
Westlake Chemical Corp.     1,707,624       31,932,569       0.7 %  
Other Securities             193,046,984       4.0 %  
Total Materials             248,000,995       5.2 %  
Other — (0.0%)  
Total Other             6,633       0.0 %  
Telecommunication Services — (0.3%)  
Total Telecommunication Services             15,020,525       0.3 %  
Utilities — (0.1%)  
Total Utilities             3,472,459       0.1 %  
TOTAL COMMON STOCKS             4,741,310,940       99.4 %  
RIGHTS/WARRANTS — (0.0%)  
TOTAL RIGHTS/WARRANTS             27,265       0.0 %  
    Face
Amount
         
    (000)          
TEMPORARY CASH INVESTMENTS — (0.5%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $29,515,000 FHLMC 4.50%, 05/01/23, valued at  
$28,210,237) to be repurchased at $27,792,147
  $ 27,792       27,792,000       0.6 %  
    Shares          
SECURITIES LENDING COLLATERAL — (10.6%)  
§ DFA Short Term Investment Fund LP     562,250,070       562,250,070       11.8 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $7,063,532,820)
          $ 5,331,380,275       111.8 %  

 

See accompanying Notes to Financial Statements.


19



U.S. CORE EQUITY 1 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS
April 30, 2009
(Unaudited)

    Shares   Value†   Percentage
of Net Assets**
 
COMMON STOCKS — (80.6%)  
Consumer Discretionary — (10.6%)  
Comcast Corp. Class A     347,609     $ 5,374,035       0.4 %  
Disney (Walt) Co.     277,825       6,084,367       0.4 %  
Home Depot, Inc.     200,625       5,280,450       0.4 %  
Lowe's Companies, Inc.     185,719       3,992,958       0.3 %  
McDonald's Corp.     124,831       6,652,244       0.5 %  
Time Warner, Inc.     188,821       4,121,962       0.3 %  
Other Securities             166,681,071       10.9 %  
Total Consumer Discretionary             198,187,087       13.2 %  
Consumer Staples — (7.5%)  
Coca-Cola Co.     243,860       10,498,173       0.7 %  
CVS Caremark Corp.     263,150       8,362,907       0.6 %  
Kraft Foods, Inc.     255,784       5,985,346       0.4 %  
PepsiCo, Inc.     170,959       8,506,920       0.6 %  
Philip Morris International, Inc.     172,590       6,247,758       0.4 %  
Procter & Gamble Co.     341,128       16,865,368       1.1 %  
Wal-Mart Stores, Inc.     309,760       15,611,904       1.0 %  
Other Securities             67,547,803       4.5 %  
Total Consumer Staples             139,626,179       9.3 %  
Energy — (7.4%)  
Apache Corp.     58,756       4,280,962       0.3 %  
Chevron Corp.     250,560       16,562,016       1.1 %  
ConocoPhillips     239,732       9,829,012       0.7 %  
Devon Energy Corp.     77,433       4,014,901       0.3 %  
Exxon Mobil Corp.     439,072       29,272,930       2.0 %  
Schlumberger, Ltd.     90,400       4,428,696       0.3 %  
Other Securities             68,948,712       4.5 %  
Total Energy             137,337,229       9.2 %  
Financials — (12.2%)  
Bank of America Corp.     842,547       7,523,945       0.5 %  
Goldman Sachs Group, Inc.     76,873       9,878,180       0.7 %  
JPMorgan Chase & Co.     629,826       20,784,258       1.4 %  
The Travelers Companies, Inc.     98,865       4,067,306       0.3 %  
Wells Fargo & Co.     470,875       9,422,209       0.6 %  
Other Securities             175,392,255       11.6 %  
Total Financials             227,068,153       15.1 %  
Health Care — (9.9%)  
Abbott Laboratories     178,855       7,485,082       0.5 %  
*# Amgen, Inc.     127,585       6,184,045       0.4 %  
Bristol-Myers Squibb Co.     231,655       4,447,776       0.3 %  
Gilead Sciences, Inc.     106,580       4,881,364       0.3 %  
Johnson & Johnson     304,296       15,932,939       1.1 %  
Medtronic, Inc.     124,872       3,995,904       0.3 %  
Merck & Co., Inc.     232,390       5,633,134       0.4 %  
Pfizer, Inc.     954,193       12,748,018       0.9 %  
Schering-Plough Corp.     182,136       4,192,771       0.3 %  
UnitedHealth Group, Inc.     180,055       4,234,894       0.3 %  
Wyeth     141,295       5,990,908       0.4 %  
Other Securities             107,866,619       7.0 %  
Total Health Care             183,593,454       12.2 %  

 


20



U.S. CORE EQUITY 1 PORTFOLIO

CONTINUED

    Shares   Value†   Percentage
of Net Assets**
 
Industrials — (9.9%)  
3M Co.     79,085     $ 4,555,296       0.3 %  
General Electric Co.     1,149,240       14,537,886       1.0 %  
United Technologies Corp.     87,829       4,289,568       0.3 %  
Other Securities             161,835,832       10.7 %  
Total Industrials             185,218,582       12.3 %  
Information Technology — (13.4%)  
*# Apple, Inc.     96,724       12,170,781       0.8 %  
Cisco Sytems, Inc.     711,634       13,748,769       0.9 %  
Google, Inc.     26,997       10,690,002       0.7 %  
Hewlett-Packard Co.     277,599       9,988,012       0.7 %  
Intel Corp.     541,492       8,544,744       0.6 %  
International Business Machines Corp.     112,730       11,634,863       0.8 %  
Microsoft Corp.     762,900       15,456,354       1.0 %  
Oracle Corp.     534,535       10,337,907       0.7 %  
QUALCOMM, Inc.     176,700       7,477,944       0.5 %  
Other Securities             149,363,905       9.9 %  
Total Information Technology             249,413,281       16.6 %  
Materials — (3.7%)  
Monsanto Co.     60,701       5,152,908       0.4 %  
Other Securities             63,871,343       4.2 %  
Total Materials             69,024,251       4.6 %  
Telecommunication Services — (2.6%)  
AT&T, Inc.     875,406       22,427,902       1.5 %  
Verizon Communications, Inc.     374,011       11,347,494       0.8 %  
Other Securities             14,153,924       0.9 %  
Total Telecommunication Services             47,929,320       3.2 %  
Utilities — (3.4%)  
Total Utilities             63,841,229       4.3 %  
TOTAL COMMON STOCKS             1,501,238,765       100.0 %  
RIGHTS/WARRANTS — (0.0%)  
TOTAL RIGHTS/WARRANTS             872       0.0 %  
TEMPORARY CASH INVESTMENTS — (0.3%)  
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares     6,684,803       6,684,803       0.4 %  
SECURITIES LENDING COLLATERAL — (19.1%)  
§ DFA Short Term Investment Fund LP     353,471,145       353,471,145       23.5 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $2,269,332 FNMA 7.000%, 12/01/38, valued at  
$2,172,861) to be repurchased at $2,109,583
  $ 2,110       2,109,573       0.2 %  
TOTAL SECURITIES LENDING COLLATERAL             355,580,718       23.7 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $2,390,819,652)
          $ 1,863,505,158       124.1 %  

 

See accompanying Notes to Financial Statements.


21



U.S. CORE EQUITY 2 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS
April 30, 2009
(Unaudited)

    Shares   Value†   Percentage
of Net Assets**
 
COMMON STOCKS — (82.7%)  
Consumer Discretionary — (12.2%)  
Carnival Corp.     256,500     $ 6,894,720       0.2 %  
Comcast Corp. Class A     803,975       12,429,453       0.4 %  
Disney (Walt) Co.     762,512       16,699,013       0.6 %  
Liberty Media Corp. - Entertainment Class A     324,533       7,902,379       0.3 %  
Lowe's Companies, Inc.     509,400       10,952,100       0.4 %  
Time Warner, Inc.     505,637       11,038,056       0.4 %  
Other Securities             346,933,918       12.5 %  
Total Consumer Discretionary             412,849,639       14.8 %  
Consumer Staples — (6.4%)  
Altria Group, Inc.     409,900       6,693,667       0.2 %  
Coca-Cola Co.     167,513       7,211,435       0.3 %  
CVS Caremark Corp.     598,385       19,016,675       0.7 %  
Kraft Foods, Inc.     594,231       13,905,005       0.5 %  
Procter & Gamble Co.     480,488       23,755,327       0.9 %  
Wal-Mart Stores, Inc.     405,000       20,412,000       0.7 %  
Other Securities             123,981,066       4.4 %  
Total Consumer Staples             214,975,175       7.7 %  
Energy — (8.1%)  
Anadarko Petroleum Corp.     191,338       8,239,014       0.3 %  
Apache Corp.     140,063       10,204,990       0.4 %  
Chevron Corp.     594,814       39,317,205       1.4 %  
ConocoPhillips     570,496       23,390,336       0.8 %  
Devon Energy Corp.     180,050       9,335,592       0.3 %  
Exxon Mobil Corp.     404,458       26,965,215       1.0 %  
Hess Corp.     131,009       7,177,983       0.3 %  
Marathon Oil Corp.     294,470       8,745,759       0.3 %  
Occidental Petroleum Corp.     157,660       8,874,681       0.3 %  
XTO Energy, Inc.     240,650       8,340,929       0.3 %  
Other Securities             122,039,334       4.4 %  
Total Energy             272,631,038       9.8 %  
Financials — (15.1%)  
Bank of America Corp.     1,973,017       17,619,042       0.6 %  
Bank of New York Mellon Corp.     459,780       11,715,194       0.4 %  
BlackRock, Inc.     48,404       7,092,154       0.3 %  
Goldman Sachs Group, Inc.     188,636       24,239,726       0.9 %  
JPMorgan Chase & Co.     1,524,696       50,314,968       1.8 %  
MetLife, Inc.     327,880       9,754,430       0.3 %  
Morgan Stanley     289,204       6,836,783       0.2 %  
PNC Financial Services Group, Inc.     174,163       6,914,271       0.2 %  
The Travelers Companies, Inc.     240,418       9,890,797       0.4 %  
Wells Fargo & Co.     950,777       19,025,048       0.7 %  
Other Securities             344,973,367       12.4 %  
Total Financials             508,375,780       18.2 %  
Health Care — (8.6%)  
Johnson & Johnson     192,500       10,079,300       0.4 %  
Pfizer, Inc.     1,954,872       26,117,090       0.9 %  
UnitedHealth Group, Inc.     450,520       10,596,230       0.4 %  
WellPoint, Inc.     211,328       9,036,385       0.3 %  
Other Securities             235,025,578       8.4 %  
Total Health Care             290,854,583       10.4 %  

 


22



U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

    Shares   Value†   Percentage
of Net Assets**
 
Industrials — (10.7%)  
Burlington Northern Santa Fe Corp.     139,866     $ 9,438,158       0.3 %  
FedEx Corp.     127,079       7,111,341       0.3 %  
General Electric Co.     2,458,016       31,093,902       1.1 %  
Union Pacific Corp.     206,650       10,154,781       0.4 %  
Other Securities             302,983,861       10.8 %  
Total Industrials             360,782,043       12.9 %  
Information Technology — (11.9%)  
Apple, Inc.     63,210       7,953,714       0.3 %  
Cisco Sytems, Inc.     548,086       10,589,022       0.4 %  
Google, Inc.     21,180       8,386,645       0.3 %  
Hewlett-Packard Co.     215,514       7,754,194       0.3 %  
Intel Corp.     549,842       8,676,507       0.3 %  
International Business Machines Corp.     77,144       7,962,032       0.3 %  
Microsoft Corp.     671,399       13,602,544       0.5 %  
Oracle Corp.     401,307       7,761,277       0.3 %  
Other Securities             328,551,329       11.7 %  
Total Information Technology             401,237,264       14.4 %  
Materials — (4.2%)  
Total Materials             141,042,673       5.0 %  
Telecommunication Services — (3.2%)  
AT&T, Inc.     1,911,839       48,981,315       1.8 %  
Verizon Communications, Inc.     1,015,564       30,812,212       1.1 %  
Other Securities             27,220,958       0.9 %  
Total Telecommunication Services             107,014,485       3.8 %  
Utilities — (2.3%)  
Total Utilities             79,614,878       2.9 %  
TOTAL COMMON STOCKS             2,789,377,558       99.9 %  
RIGHTS/WARRANTS — (0.0%)  
TOTAL RIGHTS/WARRANTS             3,006       0.0 %  
TEMPORARY CASH INVESTMENTS — (0.4%)  
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares     11,865,844       11,865,844       0.4 %  
SECURITIES LENDING COLLATERAL — (16.9%)  
§@ DFA Short Term Investment Fund LP     559,473,547       559,473,547       20.0 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $11,871,977 FNMA 7.500%, 10/01/37, valued at  
$11,013,977) to be repurchased at $10,693,232
  $ 10,693       10,693,181       0.4 %  
TOTAL SECURITIES LENDING COLLATERAL             570,166,728       20.4 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $4,582,358,203)
          $ 3,371,413,136       120.7 %  

 

See accompanying Notes to Financial Statements.


23



U.S. VECTOR EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS
April 30, 2009
(Unaudited)

    Shares   Value†   Percentage
of Net Assets**
 
COMMON STOCKS — (76.9%)  
Consumer Discretionary — (13.2%)  
*# AutoNation, Inc.     199,808     $ 3,538,600       0.4 %  
Carnival Corp.     98,108       2,637,143       0.3 %  
Comcast Corp. Class A     298,194       4,610,079       0.5 %  
J.C. Penney Co., Inc.     132,297       4,060,195       0.5 %  
Macy's, Inc.     242,478       3,317,099       0.4 %  
*# Mohawk Industries, Inc.     44,950       2,126,584       0.3 %  
Pulte Homes, Inc.     197,860       2,277,369       0.3 %  
*# Sears Holdings Corp.     54,760       3,420,857       0.4 %  
Time Warner, Inc.     198,927       4,342,576       0.5 %  
Other Securities             120,040,097       13.5 %  
Total Consumer Discretionary             150,370,599       17.1 %  
Consumer Staples — (4.6%)  
Coca-Cola Enterprises, Inc.     143,260       2,444,016       0.3 %  
CVS Caremark Corp.     88,513       2,812,943       0.3 %  
Kraft Foods, Inc.     120,422       2,817,875       0.3 %  
Molson Coors Brewing Co.     59,636       2,281,077       0.3 %  
Procter & Gamble Co.     70,100       3,465,744       0.4 %  
Wal-Mart Stores, Inc.     42,300       2,131,920       0.2 %  
Other Securities             36,360,642       4.1 %  
Total Consumer Staples             52,314,217       5.9 %  
Energy — (6.3%)  
Anadarko Petroleum Corp.     58,467       2,517,589       0.3 %  
Chevron Corp.     59,100       3,906,510       0.5 %  
ConocoPhillips     197,546       8,099,386       0.9 %  
Exxon Mobil Corp.     66,600       4,440,222       0.5 %  
Marathon Oil Corp.     94,908       2,818,768       0.3 %  
Other Securities             50,589,417       5.7 %  
Total Energy             72,371,892       8.2 %  
Financials — (18.0%)  
American Financial Group, Inc.     129,237       2,271,986       0.3 %  
Ameriprise Financial, Inc.     82,630       2,177,300       0.2 %  
Bank of America Corp.     440,722       3,935,647       0.4 %  
Cincinnati Financial Corp.     97,478       2,334,598       0.3 %  
Fidelity National Financial, Inc.     164,569       2,983,636       0.3 %  
First American Corp.     86,160       2,419,373       0.3 %  
HCC Insurance Holdings, Inc.     93,600       2,238,912       0.3 %  
JPMorgan Chase & Co.     539,281       17,796,273       2.0 %  
M&T Bank Corp.     53,100       2,785,095       0.3 %  
MetLife, Inc.     84,340       2,509,115       0.3 %  
The Travelers Companies, Inc.     73,100       3,007,334       0.3 %  
Unum Group     203,475       3,324,782       0.4 %  
Wells Fargo & Co.     159,494       3,191,475       0.4 %  
Other Securities             154,607,073       17.5 %  
Total Financials             205,582,599       23.3 %  
Health Care — (6.7%)  
Community Health Systems, Inc.     104,600       2,389,064       0.3 %  
Pfizer, Inc.     326,770       4,365,647       0.5 %  
WellPoint, Inc.     62,400       2,668,224       0.3 %  
Other Securities             67,535,239       7.6 %  
Total Health Care             76,958,174       8.7 %  

 


24



U.S. VECTOR EQUITY PORTFOLIO

CONTINUED

    Shares   Value†   Percentage
of Net Assets**
 
Industrials — (9.8%)  
General Electric Co.     267,064     $ 3,378,360       0.4 %  
Southwest Airlines Co.     307,716       2,147,858       0.3 %  
Other Securities             106,581,870       12.0 %  
Total Industrials             112,108,088       12.7 %  
Information Technology — (11.4%)  
Computer Sciences Corp.     98,945       3,657,007       0.4 %  
Fidelity National Information Services, Inc.     124,208       2,217,113       0.3 %  
IAC/InterActiveCorp     143,788       2,303,484       0.3 %  
Ingram Micro, Inc.     166,139       2,412,338       0.3 %  
Macrovision Solutions Corp.     110,469       2,233,683       0.3 %  
Tellabs, Inc.     426,210       2,233,340       0.3 %  
Xerox Corp.     565,620       3,455,938       0.4 %  
Other Securities             111,310,614       12.4 %  
Total Information Technology             129,823,517       14.7 %  
Materials — (3.9%)  
International Paper Co.     281,200       3,559,992       0.4 %  
MeadWestavco Corp.     151,161       2,367,181       0.3 %  
Weyerhaeuser Co.     89,170       3,144,134       0.4 %  
Other Securities             34,901,326       3.9 %  
Total Materials             43,972,633       5.0 %  
Telecommunication Services — (1.9%)  
AT&T, Inc.     288,740       7,397,519       0.9 %  
Verizon Communications, Inc.     150,079       4,553,397       0.5 %  
Other Securities             10,029,132       1.1 %  
Total Telecommunication Services             21,980,048       2.5 %  
Utilities — (1.1%)  
Total Utilities             12,157,004       1.4 %  
TOTAL COMMON STOCKS             877,638,771       99.5 %  
RIGHTS/WARRANTS — (0.0%)  
TOTAL RIGHTS/WARRANTS             1,111       0.0 %  
TEMPORARY CASH INVESTMENTS — (0.5%)  
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares     5,505,310       5,505,310       0.6 %  
SECURITIES LENDING COLLATERAL — (22.6%)  
§@ DFA Short Term Investment Fund LP     256,387,517       256,387,517       29.1 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $1,722,719 FNMA 7.000%, 12/01/37, valued at  
$1,576,067) to be repurchased at $1,530,169
  $ 1,530       1,530,162       0.2 %  
TOTAL SECURITIES LENDING COLLATERAL             257,917,679       29.3 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $1,555,878,022)
          $ 1,141,062,871       129.4 %  

 

See accompanying Notes to Financial Statements.


25



T.A. U.S. CORE EQUITY 2 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS
April 30, 2009
(Unaudited)

    Shares   Value†   Percentage
of Net Assets**
 
COMMON STOCKS — (79.9%)  
Consumer Discretionary — (12.3%)  
Carnival Corp.     112,200     $ 3,015,936       0.3 %  
Comcast Corp. Class A     346,719       5,360,276       0.5 %  
Disney (Walt) Co.     340,594       7,459,009       0.7 %  
J.C. Penney Co., Inc.     90,573       2,779,685       0.3 %  
Liberty Media Corp. - Entertainment Class A     118,270       2,879,874       0.3 %  
News Corp. Class A     318,443       2,630,339       0.3 %  
Time Warner Cable, Inc.     88,298       2,845,845       0.3 %  
Time Warner, Inc.     173,757       3,793,115       0.4 %  
Other Securities             133,142,120       12.1 %  
Total Consumer Discretionary             163,906,199       15.2 %  
Consumer Staples — (5.6%)  
Archer-Daniels-Midland Co.     114,684       2,823,520       0.3 %  
Coca-Cola Co.     63,683       2,741,553       0.3 %  
CVS Caremark Corp.     241,184       7,664,828       0.7 %  
Kraft Foods, Inc.     258,941       6,059,219       0.6 %  
Procter & Gamble Co.     98,325       4,861,188       0.5 %  
Other Securities             50,903,633       4.6 %  
Total Consumer Staples             75,053,941       7.0 %  
Energy — (7.1%)  
Anadarko Petroleum Corp.     65,242       2,809,321       0.3 %  
Apache Corp.     58,503       4,262,529       0.4 %  
Chevron Corp.     158,330       10,465,613       1.0 %  
ConocoPhillips     196,350       8,050,350       0.8 %  
Devon Energy Corp.     82,570       4,281,254       0.4 %  
Exxon Mobil Corp.     232,529       15,502,708       1.4 %  
Hess Corp.     52,025       2,850,450       0.3 %  
Marathon Oil Corp.     136,394       4,050,902       0.4 %  
Other Securities             42,464,547       3.8 %  
Total Energy             94,737,674       8.8 %  
Financials — (14.6%)  
Bank of America Corp.     697,298       6,226,871       0.6 %  
Bank of New York Mellon Corp.     172,418       4,393,211       0.4 %  
BlackRock, Inc.     18,315       2,683,514       0.3 %  
CME Group, Inc.     12,950       2,866,482       0.3 %  
Goldman Sachs Group, Inc.     79,332       10,194,162       1.0 %  
JPMorgan Chase & Co.     633,250       20,897,250       2.0 %  
MetLife, Inc.     103,949       3,092,483       0.3 %  
The Travelers Companies, Inc.     100,570       4,137,450       0.4 %  
Wells Fargo & Co.     228,696       4,576,207       0.4 %  
Other Securities             135,662,787       12.4 %  
Total Financials             194,730,417       18.1 %  
Health Care — (8.6%)  
*# Amgen, Inc.     54,108       2,622,615       0.3 %  
Johnson & Johnson     92,545       4,845,656       0.5 %  
Pfizer, Inc.     626,903       8,375,424       0.8 %  
UnitedHealth Group, Inc.     200,614       4,718,441       0.5 %  
WellPoint, Inc.     82,131       3,511,922       0.3 %  
Other Securities             91,434,450       8.3 %  
Total Health Care             115,508,508       10.7 %  

 


26



T.A. U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

    Shares   Value†   Percentage
of Net Assets**
 
Industrials — (11.0%)  
Burlington Northern Santa Fe Corp.     52,256     $ 3,526,235       0.3 %  
FedEx Corp.     55,500       3,105,780       0.3 %  
General Electric Co.     991,330       12,540,325       1.2 %  
Union Pacific Corp.     86,349       4,243,190       0.4 %  
Other Securities             123,160,906       11.4 %  
Total Industrials             146,576,436       13.6 %  
Information Technology — (11.8%)  
*# Apple, Inc.     25,800       3,246,414       0.3 %  
*# Cisco Sytems, Inc.     153,862       2,972,614       0.3 %  
Google, Inc.     7,940       3,144,002       0.3 %  
Hewlett-Packard Co.     135,685       4,881,946       0.5 %  
Intel Corp.     262,101       4,135,954       0.4 %  
International Business Machines Corp.     43,707       4,510,999       0.4 %  
Microsoft Corp.     249,051       5,045,773       0.5 %  
Oracle Corp.     165,850       3,207,539       0.3 %  
Other Securities             126,516,425       11.6 %  
Total Information Technology             157,661,666       14.6 %  
Materials — (3.5%)  
Weyerhaeuser Co.     78,100       2,753,806       0.3 %  
Other Securities             44,301,421       4.1 %  
Total Materials             47,055,227       4.4 %  
Telecommunication Services — (3.0%)  
AT&T, Inc.     842,756       21,591,409       2.0 %  
Verizon Communications, Inc.     276,716       8,395,563       0.8 %  
Other Securities             10,491,118       0.9 %  
Total Telecommunication Services             40,478,090       3.7 %  
Utilities — (2.4%)  
Total Utilities             32,239,520       3.0 %  
TOTAL COMMON STOCKS             1,067,947,678       99.1 %  
RIGHTS/WARRANTS — (0.0%)  
TOTAL RIGHTS/WARRANTS             60       0.0 %  
TEMPORARY CASH INVESTMENTS — (0.6%)  
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares     8,574,322       8,574,322       0.8 %  
SECURITIES LENDING COLLATERAL — (19.5%)  
§@ DFA Short Term Investment Fund LP     258,915,093       258,915,093       24.0 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $1,739,703 FNMA 7.000%, 12/01/37, valued at  
$1,591,605) to be repurchased at $1,545,254
  $ 1,545       1,545,247       0.1 %  
TOTAL SECURITIES LENDING COLLATERAL             260,460,340       24.1 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $1,513,628,411)
          $ 1,336,982,400       124.0 %  

 

See accompanying Notes to Financial Statements.


27



U.S. SMALL CAP PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS
April 30, 2009
(Unaudited)

    Shares   Value†   Percentage
of Net Assets**
 
COMMON STOCKS — (83.8%)  
Consumer Discretionary — (15.5%)  
Aaron's, Inc.     120,700     $ 4,050,692       0.2 %  
Asbury Automotive Group, Inc.     401,424       3,881,770       0.2 %  
Buckle, Inc.     124,650       4,658,170       0.2 %  
Cooper Tire & Rubber Co.     1,009,664       8,349,921       0.4 %  
Finish Line, Inc. Class A     613,086       5,211,231       0.3 %  
Group 1 Automotive, Inc.     337,281       7,184,085       0.4 %  
Stage Stores, Inc.     848,340       10,392,165       0.5 %  
Superior Industries International, Inc.     354,893       5,351,786       0.3 %  
The Steak n Shake Co.     393,468       4,548,490       0.2 %  
Warnaco Group, Inc.     133,817       3,859,282       0.2 %  
*# WMS Industries, Inc.     143,494       4,607,592       0.2 %  
Other Securities             307,212,669       15.2 %  
Total Consumer Discretionary             369,307,853       18.3 %  
Consumer Staples — (4.0%)  
Casey's General Stores, Inc.     137,677       3,663,585       0.2 %  
Central Garden & Pet Co.     399,374       3,841,978       0.2 %  
Central Garden & Pet Co. Class A     707,059       6,413,025       0.3 %  
*# Green Mountain Coffee, Inc.     62,866       4,545,840       0.2 %  
Lancaster Colony Corp.     86,132       3,772,582       0.2 %  
Other Securities             73,331,450       3.6 %  
Total Consumer Staples             95,568,460       4.7 %  
Energy — (3.4%)  
Dril-Quip, Inc.     116,400       4,001,832       0.2 %  
USEC, Inc.     1,236,154       7,651,793       0.4 %  
Other Securities             70,212,936       3.5 %  
Total Energy             81,866,561       4.1 %  
Financials — (12.7%)  
First Niagara Financial Group, Inc.     274,110       3,711,449       0.2 %  
Horace Mann Educators Corp.     710,777       6,240,622       0.3 %  
*# PHH Corp.     873,449       14,656,474       0.7 %  
Westamerica Bancorporation     79,557       4,266,642       0.2 %  
Other Securities             275,598,109       13.7 %  
Total Financials             304,473,296       15.1 %  
Health Care — (10.0%)  
AMERIGROUP Corp.     139,800       4,175,826       0.2 %  
*# Dendreon Corp.     174,459       3,698,531       0.2 %  
*# Isis Pharmaceuticals, Inc.     239,713       3,758,700       0.2 %  
*# NuVasive, Inc.     97,252       3,685,851       0.2 %  
Other Securities             224,722,671       11.1 %  
Total Health Care             240,041,579       11.9 %  
Industrials — (14.4%)  
CLAROC, Inc.     110,800       3,443,664       0.2 %  
Curtiss-Wright Corp.     112,800       3,606,216       0.2 %  
EMCOR Group, Inc.     176,300       3,665,277       0.2 %  
G & K Services, Inc. Class A     225,665       5,634,855       0.3 %  
Griffon Corp.     439,420       3,809,771       0.2 %  
Heartland Express, Inc.     264,941       3,960,868       0.2 %  
*# InterDigital, Inc.     135,597       3,568,913       0.2 %  
Knight Transportation, Inc.     227,179       4,016,525       0.2 %  
Regal-Beloit Corp.     84,204       3,421,209       0.2 %  

 


28



U.S. SMALL CAP PORTFOLIO

CONTINUED

    Shares   Value†   Percentage
of Net Assets**
 
Spherion Corp.     1,107,259     $ 3,975,060       0.2 %  
Tetra Tech, Inc.     153,296       3,764,950       0.2 %  
Other Securities             301,699,966       14.8 %  
Total Industrials             344,567,274       17.1 %  
Information Technology — (17.1%)  
Adtran, Inc.     210,232       4,446,407       0.2 %  
Exar Corp.     850,992       5,233,601       0.3 %  
*# Informatica Corp.     245,857       3,909,126       0.2 %  
InfoSpace, Inc.     655,004       4,342,677       0.2 %  
Lattice Semiconductor Corp.     2,063,426       3,590,361       0.2 %  
PMC-Sierra, Inc.     594,654       4,709,660       0.2 %  
Quality Systems, Inc.     72,918       3,909,863       0.2 %  
Quest Software, Inc.     296,730       4,311,487       0.2 %  
Skyworks Solutions, Inc.     466,293       4,122,030       0.2 %  
*# Synaptics, Inc.     105,950       3,441,256       0.2 %  
Zoran Corp.     620,081       5,543,524       0.3 %  
Other Securities             360,939,855       17.9 %  
Total Information Technology             408,499,847       20.3 %  
Materials — (3.7%)  
Rock-Tenn Co. Class A     106,000       4,002,560       0.2 %  
Schweitzer-Maudoit International, Inc.     194,768       4,473,821       0.2 %  
Other Securities             78,986,948       3.9 %  
Total Materials             87,463,329       4.3 %  
Other — (0.0%)  
Total Other             454       0.0 %  
Telecommunication Services — (0.8%)  
Total Telecommunication Services             19,676,450       1.0 %  
Utilities — (2.2%)  
Total Utilities             53,571,074       2.7 %  
TOTAL COMMON STOCKS             2,005,036,177       99.5 %  
RIGHTS/WARRANTS — (0.0%)  
TOTAL RIGHTS/WARRANTS             2,834       0.0 %  
    Face
Amount
         
    (000)          
TEMPORARY CASH INVESTMENTS — (1.8%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $44,715,000 FHLMC 5.50%, 06/01/38, valued at  
$44,453,682) to be repurchased at $43,796,231
  $ 43,796       43,796,000       2.2 %  
    Shares          
SECURITIES LENDING COLLATERAL — (14.4%)  
§@ DFA Short Term Investment Fund LP     343,049,324       343,049,324       17.0 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $2,784,638,765)
          $ 2,391,884,335       118.7 %  

 

See accompanying Notes to Financial Statements.


29



U.S. MICRO CAP PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS
April 30, 2009
(Unaudited)

    Shares   Value†   Percentage
of Net Assets**
 
COMMON STOCKS — (87.8%)  
Consumer Discretionary — (15.4%)  
*# Buffalo Wild Wings, Inc.     156,089     $ 6,093,715       0.3 %  
*# Coinstar, Inc.     233,492       8,309,980       0.3 %  
*# Jos. A. Bank Clothiers, Inc.     176,578       7,140,814       0.3 %  
Papa John's International, Inc.     217,257       5,766,001       0.2 %  
Penske Automotive Group, Inc.     909,083       12,045,350       0.5 %  
*# Pinnacle Entertainment, Inc.     540,950       6,751,056       0.3 %  
Ryland Group, Inc.     289,841       6,002,607       0.3 %  
Steven Madden, Ltd.     180,802       5,319,195       0.2 %  
Systemax, Inc.     342,869       5,780,771       0.2 %  
Other Securities             365,334,517       14.8 %  
Total Consumer Discretionary             428,544,006       17.4 %  
Consumer Staples — (4.2%)  
Cal-Maine Foods, Inc.     207,719       5,498,322       0.2 %  
J & J Snack Foods Corp.     181,697       7,042,576       0.3 %  
Lance, Inc.     246,075       5,699,097       0.2 %  
PriceSmart, Inc.     296,600       5,294,310       0.2 %  
Other Securities             94,156,264       3.9 %  
Total Consumer Staples             117,690,569       4.8 %  
Energy — (1.9%)  
Total Energy             51,949,452       2.1 %  
Financials — (15.1%)  
Financial Federal Corp.     261,451       6,434,309       0.3 %  
PacWest Bancorp     601,092       8,757,910       0.4 %  
*# Portfolio Recovery Associates, Inc.     154,630       5,407,411       0.2 %  
Other Securities             400,187,154       16.2 %  
Total Financials             420,786,784       17.1 %  
Health Care — (12.4%)  
AMAG Pharmaceuticals, Inc.     119,140       5,343,429       0.2 %  
Amsurg Corp.     297,081       6,102,044       0.3 %  
*# Dendreon Corp.     544,471       11,542,785       0.5 %  
Other Securities             320,259,923       13.0 %  
Total Health Care             343,248,181       14.0 %  
Industrials — (14.2%)  
American Science & Engineering, Inc.     88,885       5,356,210       0.2 %  
*# American Superconductor Corp.     222,974       5,730,432       0.2 %  
*# Astec Industries, Inc.     198,740       6,125,167       0.3 %  
Badger Meter, Inc.     232,440       9,055,862       0.4 %  
Healthcare Services Group, Inc.     410,100       7,332,588       0.3 %  
Raven Industries, Inc.     328,169       7,843,239       0.3 %  
SkyWest, Inc.     517,028       6,225,017       0.3 %  
Tredegar Industries, Inc.     337,450       5,932,371       0.2 %  
Other Securities             341,568,463       13.9 %  
Total Industrials             395,169,349       16.1 %  
Information Technology — (18.4%)  
Acxiom Corp.     566,880       5,470,392       0.2 %  
Black Box Corp.     261,124       7,146,964       0.3 %  
*# Cabot Microelectronics Corp.     234,301       6,750,212       0.3 %  
Forrester Research, Inc.     224,649       5,708,331       0.2 %  
Harmonic, Inc.     768,602       5,633,853       0.2 %  
*# L-1 Identity Solutions, Inc.     963,631       7,053,779       0.3 %  

 


30



U.S. MICRO CAP PORTFOLIO

CONTINUED

    Shares   Value†   Percentage
of Net Assets**
 
Maximus, Inc.     192,800     $ 7,775,624       0.3 %  
*# NetLogic Microsystems, Inc.     199,008       6,485,671       0.3 %  
Pegasystems, Inc.     342,478       5,983,091       0.3 %  
Power Integrations, Inc.     260,001       5,538,021       0.2 %  
*# ScanSource, Inc.     237,698       5,873,518       0.3 %  
SPSS, Inc.     183,571       5,672,344       0.2 %  
Sykes Enterprises, Inc.     403,892       7,940,517       0.3 %  
SYNNEX Corp.     278,000       5,985,340       0.3 %  
*# Tyler Technologies, Inc.     367,652       6,066,258       0.3 %  
*# Viasat, Inc.     257,152       5,911,924       0.3 %  
Other Securities             411,335,426       16.6 %  
Total Information Technology             512,331,265       20.9 %  
Materials — (3.7%)  
AMCOL International Corp.     271,602       5,263,647       0.2 %  
Arch Chemicals, Inc.     231,263       5,591,939       0.2 %  
OM Group, Inc.     200,851       5,595,709       0.2 %  
Other Securities             86,253,000       3.6 %  
Total Materials             102,704,295       4.2 %  
Other — (0.0%)  
Total Other             2,444       0.0 %  
Telecommunication Services — (0.9%)  
Premiere Global Services, Inc.     623,226       6,568,802       0.3 %  
Other Securities             19,591,767       0.8 %  
Total Telecommunication Services             26,160,569       1.1 %  
Utilities — (1.6%)  
American States Water Co.     165,279       5,707,084       0.2 %  
CH Energy Group, Inc.     129,508       5,755,336       0.2 %  
MGE Energy, Inc.     205,779       6,313,300       0.3 %  
Other Securities             26,592,166       1.1 %  
Total Utilities             44,367,886       1.8 %  
TOTAL COMMON STOCKS             2,442,954,800       99.5 %  
RIGHTS/WARRANTS — (0.0%)  
TOTAL RIGHTS/WARRANTS             3,457       0.0 %  
TEMPORARY CASH INVESTMENTS — (0.4%)  
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares     10,771,387       10,771,387       0.4 %  
SECURITIES LENDING COLLATERAL — (11.8%)  
§@ DFA Short Term Investment Fund LP     326,931,534       326,931,534       13.3 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $3,401,969,206)
          $ 2,780,661,178       113.2 %  

 

See accompanying Notes to Financial Statements.


31



DFA REAL ESTATE SECURITIES PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS
April 30, 2009
(Unaudited)

    Shares   Value†   Percentage
of Net Assets**
 
COMMON STOCKS — (69.8%)  
Real Estate Investment Trusts — (69.8%)  
Alexander's, Inc.     55,500     $ 12,103,440       0.8 %  
Alexandria Real Estate Equities, Inc.     376,986       13,752,449       0.9 %  
AMB Property Corp.     1,340,865       25,597,113       1.7 %  
American Campus Communites, Inc.     453,447       9,830,731       0.7 %  
Apartment Investment & Management Co. Class A     1,251,241       9,134,059       0.6 %  
AvalonBay Communities, Inc.     828,309       47,056,234       3.2 %  
BioMed Realty Trust, Inc.     858,944       9,800,551       0.7 %  
Boston Properties, Inc.     1,161,164       57,384,725       3.9 %  
BRE Properties, Inc. Class A     548,615       13,479,471       0.9 %  
Camden Property Trust     571,903       15,515,728       1.0 %  
Commercial Net Lease Realty     857,504       15,212,121       1.0 %  
Corporate Office Properties Trust     553,300       16,908,848       1.1 %  
Digital Realty Trust, Inc.     798,117       28,740,193       1.9 %  
Douglas Emmett, Inc.     1,309,963       12,536,346       0.8 %  
Duke Realty Corp.     1,592,636       15,560,054       1.0 %  
Equity Lifestyle Properties, Inc.     268,626       10,656,393       0.7 %  
Equity One, Inc.     808,176       12,025,659       0.8 %  
Equity Residential     2,612,039       59,789,573       4.0 %  
Essex Property Trust, Inc.     283,571       18,003,923       1.2 %  
Federal Realty Investment Trust     631,358       34,850,962       2.3 %  
HCP, Inc.     2,393,882       52,545,710       3.5 %  
Health Care REIT, Inc.     1,174,673       40,021,109       2.7 %  
Healthcare Realty Trust, Inc.     635,960       10,677,768       0.7 %  
Highwood Properties, Inc.     681,756       16,355,326       1.1 %  
Home Properties, Inc.     352,370       12,840,363       0.9 %  
Hospitality Properties Trust     998,151       12,217,368       0.8 %  
Host Marriott Corp.     5,443,568       41,861,038       2.8 %  
HRPT Properties Trust     2,385,161       10,280,044       0.7 %  
Kimco Realty Corp.     2,853,770       34,302,315       2.3 %  
Liberty Property Trust     1,057,253       25,733,538       1.7 %  
Mack-Cali Realty Corp.     709,836       19,066,195       1.3 %  
Mid-America Apartment Communities, Inc.     302,710       11,197,243       0.8 %  
Nationwide Health Properties, Inc.     1,090,924       26,934,914       1.8 %  
Omega Healthcare Investors, Inc.     882,824       13,877,993       0.9 %  
ProLogis     2,555,590       23,281,425       1.6 %  
PS Business Parks, Inc.     219,425       9,599,844       0.6 %  
Public Storage     1,618,366       108,203,951       7.3 %  
Realty Income Corp.     1,118,748       24,981,643       1.7 %  
Regency Centers Corp.     749,782       28,079,336       1.9 %  
Senior Housing Properties Trust     1,265,132       20,735,514       1.4 %  
Simon Property Group, Inc.     2,284,339       117,871,892       7.9 %  
SL Green Realty Corp.     603,509       10,657,969       0.7 %  
Tanger Factory Outlet Centers, Inc.     338,800       11,288,816       0.8 %  
Taubman Centers, Inc.     565,761       13,476,427       0.9 %  
The Macerich Co.     826,166       14,482,690       1.0 %  
UDR, Inc.     1,480,632       14,909,964       1.0 %  
Ventas, Inc.     1,541,428       44,146,498       3.0 %  
Vornado Realty Trust     1,484,611       72,582,632       4.9 %  
Washington REIT     568,024       12,115,952       0.8 %  
Weingarten Realty Investors     915,757       14,230,864       1.0 %  
Other Securities             171,331,690       11.6 %  
TOTAL COMMON STOCKS             1,477,826,604       99.3 %  

 


32



DFA REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

    Face
Amount
  Value†   Percentage
of Net Assets**
 
    (000)          
TEMPORARY CASH INVESTMENTS — (0.4%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $10,980,000 FNMA 5.058%(r), 01/01/36, valued at  
$8,605,747) to be repurchased at $8,476,045
  $ 8,476     $ 8,476,000       0.6 %  
    Shares          
SECURITIES LENDING COLLATERAL — (29.8%)  
§ DFA Short Term Investment Fund LP     627,671,646       627,671,646       42.2 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $4,894,876 FNMA 7.000%, 10/01/37, valued at  
$3,858,428) to be repurchased at $3,746,064
  $ 3,746       3,746,046       0.2 %  
TOTAL SECURITIES LENDING COLLATERAL             631,417,692       42.4 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $2,955,265,901)
          $ 2,117,720,296       142.3 %  

 

See accompanying Notes to Financial Statements.


33




LARGE CAP INTERNATIONAL PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2009
(Unaudited)

    Shares   Value††   Percentage
of Net Assets**
 
AUSTRALIA — (5.1%)  
COMMON STOCKS — (5.1%)  
BHP Billiton, Ltd.     297,885     $ 7,196,177       0.7 %  
Commonwealth Bank of Australia     193,198       4,936,433       0.5 %  
Westpac Banking Corp.     294,724       4,108,911       0.4 %  
Other Securities             49,651,381       4.6 %  
TOTAL — AUSTRALIA             65,892,902       6.2 %  
AUSTRIA — (0.2%)  
COMMON STOCKS — (0.2%)  
Other Securities             2,989,933       0.3 %  
BELGIUM — (0.5%)  
COMMON STOCKS — (0.5%)  
Other Securities             6,103,637       0.6 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             4       0.0 %  
TOTAL — BELGIUM             6,103,641       0.6 %  
CANADA — (7.0%)  
COMMON STOCKS — (7.0%)  
EnCana Corp.     98,862       4,530,933       0.4 %  
Research In Motion, Ltd.     67,100       4,635,090       0.4 %  
Royal Bank of Canada     205,068       7,269,234       0.7 %  
Toronto Dominion Bank     111,615       4,405,486       0.4 %  
Other Securities             70,649,737       6.7 %  
TOTAL — CANADA             91,490,480       8.6 %  
DENMARK — (0.7%)  
COMMON STOCKS — (0.7%)  
Other Securities             9,823,128       0.9 %  
FINLAND — (0.9%)  
COMMON STOCKS — (0.9%)  
Nokia Oyj     280,768       3,987,879       0.4 %  
Other Securities             7,196,274       0.6 %  
TOTAL — FINLAND             11,184,153       1.0 %  
FRANCE — (7.3%)  
COMMON STOCKS — (7.3%)  
BNP Paribas SA     103,135       5,429,426       0.5 %  
France Telecom SA     214,253       4,756,423       0.5 %  
GDF Suez (B0C2CQ3)     138,239       4,964,754       0.5 %  
Sanofi - Aventis     101,521       5,879,299       0.6 %  
Total SA     177,977       8,905,222       0.9 %  
Total SA Sponsored ADR     77,100       3,833,412       0.4 %  
Other Securities             61,241,018       5.6 %  
TOTAL COMMON STOCKS             95,009,554       9.0 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             414,485       0.0 %  
TOTAL — FRANCE             95,424,039       9.0 %  

 


34



LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
GERMANY — (5.8%)  
COMMON STOCKS — (5.8%)  
#* BASF AG     103,527     $ 3,916,435       0.4 %  
Deutsche Telekom AG     307,438       3,752,468       0.4 %  
E.ON AG     186,594       6,263,287       0.6 %  
RWE AG     53,381       3,845,336       0.4 %  
Siemens AG Sponsored ADR     58,650       3,925,445       0.4 %  
Other Securities             53,188,740       4.9 %  
TOTAL — GERMANY             74,891,711       7.1 %  
GREECE — (0.4%)  
COMMON STOCKS — (0.4%)  
Other Securities             5,055,653       0.5 %  
HONG KONG — (1.7%)  
COMMON STOCKS — (1.7%)  
Other Securities             21,575,478       2.0 %  
IRELAND — (0.2%)  
COMMON STOCKS — (0.2%)  
Other Securities             2,923,119       0.3 %  
ITALY — (2.5%)  
COMMON STOCKS — (2.5%)  
Eni SpA     241,210       5,176,163       0.5 %  
Other Securities             27,221,978       2.6 %  
TOTAL COMMON STOCKS             32,398,141       3.1 %  
PREFERRED STOCKS — (0.0%)  
Other Securities             17,207       0.0 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             105,518       0.0 %  
TOTAL — ITALY             32,520,866       3.1 %  
JAPAN — (18.5%)  
COMMON STOCKS — (18.5%)  
Mitsubishi UFJ Financial Group, Inc. ADR     1,013,378       5,492,509       0.5 %  
Toyota Motor Corp.     249,300       9,866,986       0.9 %  
Toyota Motor Corp. Sponsored ADR     65,000       5,145,400       0.5 %  
Other Securities             220,131,452       20.8 %  
TOTAL — JAPAN             240,636,347       22.7 %  
NETHERLANDS — (2.0%)  
COMMON STOCKS — (2.0%)  
Royal Dutch Shell P.L.C. Series A     280,159       6,425,377       0.6 %  
Unilever NV     201,479       3,986,752       0.4 %  
Other Securities             15,978,760       1.5 %  
TOTAL — NETHERLANDS             26,390,889       2.5 %  
NEW ZEALAND — (0.1%)  
COMMON STOCKS — (0.1%)  
Other Securities             935,419       0.1 %  
NORWAY — (0.6%)  
COMMON STOCKS — (0.6%)  
Other Securities             8,178,932       0.8 %  

 


35



LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
PORTUGAL — (0.2%)  
COMMON STOCKS — (0.2%)  
Other Securities           $ 2,784,790       0.3 %  
SINGAPORE — (0.8%)  
COMMON STOCKS — (0.8%)  
Other Securities             10,286,295       1.0 %  
SPAIN — (3.3%)  
COMMON STOCKS — (3.3%)  
Banco Bilbao Vizcaya Argentaria SA Sponsored ADR     349,999       3,786,994       0.4 %  
Banco Santander SA Sponsored ADR     618,667       5,660,803       0.5 %  
Telefonica SA     312,210       5,915,177       0.6 %  
Telefonica SA Sponsored ADR     119,800       6,743,542       0.6 %  
Other Securities             20,668,411       1.9 %  
TOTAL COMMON STOCKS             42,774,927       4.0 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             9,019       0.0 %  
TOTAL — SPAIN             42,783,946       4.0 %  
SWEDEN — (1.7%)  
COMMON STOCKS — (1.7%)  
Other Securities             21,997,975       2.1 %  
SWITZERLAND — (5.7%)  
COMMON STOCKS — (5.7%)  
Credit Suisse Group AG     113,322       4,428,231       0.4 %  
Nestle SA     466,223       15,197,346       1.4 %  
Novartis AG     177,956       6,735,334       0.6 %  
Novartis AG ADR     120,800       4,579,528       0.4 %  
Roche Holding AG Genusschein     82,700       10,428,812       1.0 %  
UBS AG     362,738       4,982,748       0.5 %  
Other Securities             27,234,438       2.6 %  
TOTAL — SWITZERLAND             73,586,437       6.9 %  
UNITED KINGDOM — (15.3%)  
COMMON STOCKS — (15.3%)  
Anglo American P.L.C.     178,356       3,837,921       0.4 %  
AstraZeneca P.L.C.     162,199       5,679,473       0.5 %  
BG Group P.L.C.     416,864       6,656,438       0.6 %  
BP P.L.C.      1,435,437       10,143,749       1.0 %  
BP P.L.C. Sponsored ADR     160,400       6,810,584       0.6 %  
British American Tobacco P.L.C.     246,959       5,955,876       0.6 %  
GlaxoSmithKline P.L.C.     503,498       7,755,501       0.7 %  
HSBC Holdings P.L.C.     1,222,661       8,694,914       0.8 %  
HSBC Holdings P.L.C. Sponsored ADR     198,333       7,060,655       0.7 %  
Rio Tinto P.L.C.     100,951       4,101,780       0.4 %  
Royal Dutch Shell P.L.C. Series B     235,872       5,337,924       0.5 %  
Standard Chartered P.L.C.     265,170       4,101,999       0.4 %  
Tesco P.L.C.     1,001,588       4,962,696       0.5 %  
Vodafone Group P.L.C.     4,542,746       8,349,441       0.8 %  
Vodafone Group P.L.C. Sponsored ADR     303,700       5,572,895       0.5 %  
Other Securities             103,368,077       9.7 %  
TOTAL — UNITED KINGDOM             198,389,923       18.7 %  

 


36



LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

    Face
Amount
  Value†   Percentage
of Net Assets**
 
TEMPORARY CASH INVESTMENTS — (0.3%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $3,680,000 FNMA 5.00%, 06/01/23, valued at  
$3,429,951) to be repurchased at $3,377,018
  $ 3,377     $ 3,377,000       0.3 %  
    Shares          
SECURITIES LENDING COLLATERAL — (19.2%)  
§@ DFA Short Term Investment Fund LP     247,395,946       247,395,946       23.4 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $51,198,873 FHLMC 7.000%(r), 08/01/38, valued at  
$2,329,710) to be repurchased at $2,284,040
  $ 2,284       2,284,029       0.2 %  
TOTAL SECURITIES LENDING COLLATERAL             249,679,975       23.6 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $1,512,349,701)
          $ 1,298,903,031       122.6 %  

 

See accompanying Notes to Financial Statements.


37



INTERNATIONAL CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS
April 30, 2009
(Unaudited)

    Shares   Value††   Percentage
of Net Assets**
 
AUSTRALIA — (4.4%)  
COMMON STOCKS — (4.4%)  
Australia & New Zealand Banking Group, Ltd.     531,170     $ 6,125,565       0.3 %  
Commonwealth Bank of Australia     243,025       6,209,570       0.3 %  
National Australia Bank, Ltd.     446,954       6,684,305       0.3 %  
Other Securities             118,433,964       4.5 %  
TOTAL COMMON STOCKS             137,453,404       5.4 %  
PREFERRED STOCKS — (0.0%)  
Other Securities             8,288       0.0 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             1,003       0.0 %  
TOTAL — AUSTRALIA             137,462,695       5.4 %  
AUSTRIA — (0.5%)  
COMMON STOCKS — (0.5%)  
Other Securities             14,159,394       0.6 %  
BELGIUM — (0.8%)  
COMMON STOCKS — (0.8%)  
Other Securities             24,374,950       1.0 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             21       0.0 %  
TOTAL — BELGIUM             24,374,971       1.0 %  
CANADA — (7.1%)  
COMMON STOCKS — (7.1%)  
Bank of Montreal     202,373       6,698,846       0.3 %  
EnCana Corp.     169,117       7,750,782       0.3 %  
Manulife Financial Corp.     383,973       6,538,449       0.3 %  
Petro-Canada     193,730       6,114,030       0.3 %  
Royal Bank of Canada     162,793       5,770,673       0.2 %  
Sun Life Financial, Inc.     245,700       5,744,599       0.2 %  
Toronto Dominion Bank     208,260       8,220,101       0.3 %  
Other Securities             173,484,359       6.8 %  
TOTAL COMMON STOCKS             220,321,839       8.7 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             7,226       0.0 %  
TOTAL — CANADA             220,329,065       8.7 %  
DENMARK — (0.7%)  
COMMON STOCKS — (0.7%)  
Other Securities             21,398,357       0.8 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             102,774       0.0 %  
TOTAL — DENMARK             21,501,131       0.8 %  
FINLAND — (1.3%)  
COMMON STOCKS — (1.3%)  
Other Securities             40,578,001       1.6 %  

 


38



INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
FRANCE — (6.4%)  
COMMON STOCKS — (6.4%)  
*# AXA SA Sponsored ADR     442,470     $ 7,601,635       0.3 %  
BNP Paribas SA     233,591       12,297,135       0.5 %  
Sanofi - Aventis ADR     194,695       5,591,640       0.2 %  
*# Schneider Electric SA     74,206       5,646,966       0.2 %  
Societe Generale Paris     132,249       6,759,058       0.3 %  
Total SA Sponsored ADR     139,827       6,952,198       0.3 %  
Vivendi SA     234,169       6,296,589       0.3 %  
Other Securities             147,989,875       5.7 %  
TOTAL COMMON STOCKS             199,135,096       7.8 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             1,003,186       0.1 %  
TOTAL — FRANCE             200,138,282       7.9 %  
GERMANY — (5.0%)  
COMMON STOCKS — (5.0%)  
Allianz SE Sponsored ADR     798,186       7,231,565       0.3 %  
Daimler AG     169,947       6,060,082       0.2 %  
*# E.ON AG Sponsored ADR     218,470       7,351,516       0.3 %  
Munchener Rueckversicherungs-Gesellschaft AG     43,657       6,032,100       0.2 %  
Siemens AG Sponsored ADR     125,474       8,397,975       0.3 %  
Other Securities             119,364,659       4.8 %  
TOTAL COMMON STOCKS             154,437,897       6.1 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             2,550       0.0 %  
TOTAL — GERMANY             154,440,447       6.1 %  
GREECE — (0.9%)  
COMMON STOCKS — (0.9%)  
Other Securities             26,787,869       1.0 %  
HONG KONG — (1.6%)  
COMMON STOCKS — (1.6%)  
Other Securities             49,757,979       2.0 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             6,266       0.0 %  
TOTAL — HONG KONG             49,764,245       2.0 %  
IRELAND — (0.5%)  
COMMON STOCKS — (0.5%)  
Other Securities             15,706,908       0.6 %  
ITALY — (2.5%)  
COMMON STOCKS — (2.5%)  
Intesa Sanpaolo SpA     2,143,093       6,827,599       0.3 %  
Other Securities             71,963,966       2.8 %  
TOTAL COMMON STOCKS             78,791,565       3.1 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             69,067       0.0 %  
TOTAL — ITALY             78,860,632       3.1 %  

 


39



INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
JAPAN — (19.1%)  
COMMON STOCKS — (19.1%)  
Honda Motor Co., Ltd. Sponsored ADR     409,732     $ 11,906,812       0.5 %  
Sony Corp. Sponsored ADR     257,200       6,651,192       0.3 %  
Toyota Motor Corp. Sponsored ADR     240,669       19,051,358       0.8 %  
Other Securities             556,859,879       21.8 %  
TOTAL — JAPAN             594,469,241       23.4 %  
NETHERLANDS — (2.2%)  
COMMON STOCKS — (2.2%)  
ING Groep NV Sponsored ADR     636,311       5,764,978       0.2 %  
Other Securities             63,176,267       2.5 %  
TOTAL — NETHERLANDS             68,941,245       2.7 %  
NEW ZEALAND — (0.2%)  
COMMON STOCKS — (0.2%)  
Other Securities             6,607,554       0.3 %  
NORWAY — (0.8%)  
COMMON STOCKS — (0.8%)  
Other Securities             24,391,675       1.0 %  
PORTUGAL — (0.4%)  
COMMON STOCKS — (0.4%)  
Other Securities             13,545,436       0.5 %  
SINGAPORE — (0.9%)  
COMMON STOCKS — (0.9%)  
Other Securities             29,089,405       1.1 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             550       0.0 %  
TOTAL — SINGAPORE             29,089,955       1.1 %  
SPAIN — (2.7%)  
COMMON STOCKS — (2.7%)  
Banco Bilbao Vizcaya Argentaria SA Sponsored ADR     803,476       8,693,617       0.4 %  
Banco Santander SA Sponsored ADR     2,128,205       19,473,076       0.8 %  
Other Securities             56,309,838       2.1 %  
TOTAL COMMON STOCKS             84,476,531       3.3 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             18,003       0.0 %  
TOTAL — SPAIN             84,494,534       3.3 %  
SWEDEN — (1.6%)  
COMMON STOCKS — (1.6%)  
Nordea Bank AB     877,560       6,527,596       0.3 %  
Other Securities             42,896,356       1.6 %  
TOTAL COMMON STOCKS             49,423,952       1.9 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             265,908       0.0 %  
TOTAL — SWEDEN             49,689,860       1.9 %  

 


40



INTERNATIONAL CORE EQUITY PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
SWITZERLAND — (5.5%)  
COMMON STOCKS — (5.5%)  
ABB, Ltd. Sponsored ADR     424,571     $ 6,037,400       0.2 %  
Adecco SA     141,245       5,559,197       0.2 %  
Credit Suisse Group AG Sponsored ADR     397,715       15,224,530       0.6 %  
Holcim, Ltd.     158,244       8,026,517       0.3 %  
Nestle SA     454,270       14,807,717       0.6 %  
Novartis AG ADR     373,823       14,171,630       0.6 %  
Roche Holding AG Genusschein     82,873       10,450,628       0.4 %  
Zurich Financial Services AG     55,542       10,321,399       0.4 %  
Other Securities             85,958,095       3.4 %  
TOTAL COMMON STOCKS             170,557,113       6.7 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             29,439       0.0 %  
TOTAL — SWITZERLAND             170,586,552       6.7 %  
UNITED KINGDOM — (15.9%)  
COMMON STOCKS — (15.9%)  
Anglo American P.L.C.     452,610       9,739,406       0.4 %  
Aviva P.L.C.     1,400,120       6,446,211       0.3 %  
Barclays P.L.C. Sponsored ADR     892,663       14,291,535       0.6 %  
BP P.L.C. Sponsored ADR     717,376       30,459,785       1.2 %  
HSBC Holdings P.L.C. Sponsored ADR     1,118,702       39,825,791       1.6 %  
Kingfisher P.L.C.     2,156,152       5,869,525       0.2 %  
Marks & Spencer Group P.L.C.     1,223,327       6,060,679       0.3 %  
Pearson P.L.C. Sponsored ADR     607,283       6,291,452       0.3 %  
Royal Dutch Shell P.L.C. ADR     935,795       42,578,673       1.7 %  
SABmiller P.L.C.     376,453       6,312,356       0.3 %  
Standard Chartered P.L.C.     749,103       11,588,112       0.5 %  
Vodafone Group P.L.C. Sponsored ADR     1,571,531       28,837,594       1.1 %  
Other Securities             285,982,202       10.9 %  
TOTAL — UNITED KINGDOM             494,283,321       19.4 %  
    Face
Amount
 
Value†
     
    (000)          
TEMPORARY CASH INVESTMENTS — (0.3%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $10,285,000 FNMA 5.00%, 08/25/18, valued at  
$9,527,442) to be repurchased at $9,383,050
  $ 9,383       9,383,000       0.4 %  
    Shares          
SECURITIES LENDING COLLATERAL — (18.7%)  
§@ DFA Short Term Investment Fund LP     582,913,971       582,913,971       22.9 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $51,198,873 FHLMC 7.000%(r), 08/01/38, valued at  
$694,409) to be repurchased at $680,796
  $ 681       680,793       0.0 %  
TOTAL SECURITIES LENDING COLLATERAL             583,594,764       22.9 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $4,335,666,969)
          $ 3,113,180,777       122.4 %  

 

See accompanying Notes to Financial Statements.


41



T.A. WORLD EX U.S. CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2009
(Unaudited)

    Shares   Value††   Percentage
of Net Assets**
 
AUSTRALIA — (4.2%)  
COMMON STOCKS — (4.2%)  
Australia & New Zealand Banking Group, Ltd.     81,011     $ 934,236       0.2 %  
Commonwealth Bank of Australia     49,366       1,261,358       0.3 %  
National Australia Bank, Ltd.     62,224       930,575       0.2 %  
Other Securities             16,816,951       3.7 %  
TOTAL — AUSTRALIA             19,943,120       4.4 %  
AUSTRIA — (0.4%)  
COMMON STOCKS — (0.4%)  
Other Securities             1,940,745       0.4 %  
BELGIUM — (0.8%)  
COMMON STOCKS — (0.8%)  
Delhaize Group Sponsored ADR     13,449       909,152       0.2 %  
Other Securities             2,839,060       0.6 %  
TOTAL — BELGIUM             3,748,212       0.8 %  
BRAZIL — (2.6%)  
COMMON STOCKS — (1.4%)  
Other Securities             6,722,802       1.5 %  
PREFERRED STOCKS — (1.2%)  
Companhia Vale do Rio Doce Sponsored ADR     66,950       919,224       0.2 %  
Other Securities             4,758,057       1.0 %  
TOTAL PREFERRED STOCKS             5,677,281       1.2 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             16       0.0 %  
TOTAL — BRAZIL             12,400,099       2.7 %  
CANADA — (6.6%)  
COMMON STOCKS — (6.6%)  
EnCana Corp.     20,055       919,138       0.2 %  
Manulife Financial Corp.     52,892       900,667       0.2 %  
Petro-Canada     37,100       1,170,859       0.3 %  
Royal Bank of Canada     39,027       1,383,426       0.3 %  
Sun Life Financial, Inc.     37,684       881,072       0.2 %  
Toronto Dominion Bank     37,400       1,476,192       0.3 %  
Other Securities             24,977,258       5.5 %  
TOTAL — CANADA             31,708,612       7.0 %  
CHILE — (0.3%)  
COMMON STOCKS — (0.3%)  
Other Securities             1,622,147       0.4 %  
CHINA — (3.4%)  
COMMON STOCKS — (3.4%)  
Other Securities             16,111,642       3.5 %  
CZECH REPUBLIC — (0.1%)  
COMMON STOCKS — (0.1%)  
Other Securities             465,196       0.1 %  

 


42



T.A. WORLD EX U.S. CORE EQUITY PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
DENMARK — (0.7%)  
COMMON STOCKS — (0.7%)  
Other Securities           $ 3,200,443       0.7 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             29,088       0.0 %  
TOTAL — DENMARK             3,229,531       0.7 %  
FINLAND — (1.1%)  
COMMON STOCKS — (1.1%)  
Other Securities             5,241,220       1.2 %  
FRANCE — (6.0%)  
COMMON STOCKS — (5.9%)  
AXA SA Sponsored ADR     62,400       1,072,032       0.2 %  
BNP Paribas SA     38,463       2,024,841       0.5 %  
Schneider Electric SA     13,862       1,054,878       0.2 %  
Societe Generale Paris     21,776       1,112,940       0.3 %  
Total SA Sponsored ADR     18,700       929,764       0.2 %  
Vivendi SA     41,244       1,109,013       0.3 %  
Other Securities             21,220,342       4.6 %  
TOTAL COMMON STOCKS             28,523,810       6.3 %  
RIGHTS/WARRANTS — (0.1%)  
Other Securities             264,284       0.0 %  
TOTAL — FRANCE             28,788,094       6.3 %  
GERMANY — (4.5%)  
COMMON STOCKS — (4.5%)  
Allianz SE     11,378       1,048,227       0.2 %  
Bayerische Motoren Werke AG     25,204       873,296       0.2 %  
Daimler AG Sponsored ADR     25,800       921,060       0.2 %  
Deutsche Bank AG ADR     20,100       1,053,843       0.2 %  
E.ON AG     52,403       1,758,980       0.4 %  
Munchener Rueckversicherungs-Gesellschaft AG     8,352       1,153,998       0.3 %  
Other Securities             14,825,850       3.3 %  
TOTAL — GERMANY             21,635,254       4.8 %  
GREECE — (0.8%)  
COMMON STOCKS — (0.8%)  
Other Securities             4,056,072       0.9 %  
HONG KONG — (1.5%)  
COMMON STOCKS — (1.5%)  
Other Securities             7,093,292       1.6 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             583       0.0 %  
TOTAL — HONG KONG             7,093,875       1.6 %  
HUNGARY — (0.1%)  
COMMON STOCKS — (0.1%)  
Other Securities             694,456       0.2 %  
INDIA — (1.5%)  
COMMON STOCKS — (1.5%)  
Other Securities             7,163,758       1.6 %  

 


43



T.A. WORLD EX U.S. CORE EQUITY PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
INDONESIA — (0.3%)  
COMMON STOCKS — (0.3%)  
Other Securities           $ 1,567,265       0.3 %  
IRELAND — (0.4%)  
COMMON STOCKS — (0.4%)  
Other Securities             2,148,631       0.5 %  
ISRAEL — (0.6%)  
COMMON STOCKS — (0.6%)  
Other Securities             2,707,894       0.6 %  
ITALY — (2.5%)  
COMMON STOCKS — (2.5%)  
Other Securities             12,032,570       2.6 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             17,118       0.0 %  
TOTAL — ITALY             12,049,688       2.6 %  
JAPAN — (17.7%)  
COMMON STOCKS — (17.7%)  
Panasonic Corp. Sponsored ADR     64,414       939,156       0.2 %  
Sony Corp. Sponsored ADR     41,900       1,083,534       0.3 %  
Toyota Motor Corp. Sponsored ADR     19,000       1,504,040       0.4 %  
Other Securities             81,642,443       17.8 %  
TOTAL — JAPAN             85,169,173       18.7 %  
MALAYSIA — (0.6%)  
COMMON STOCKS — (0.6%)  
Other Securities             3,003,966       0.7 %  
MEXICO — (0.8%)  
COMMON STOCKS — (0.8%)  
Other Securities             3,763,521       0.8 %  
NETHERLANDS — (1.9%)  
COMMON STOCKS — (1.9%)  
Koninklijke Philips Electronics NV ADR     58,800       1,057,224       0.2 %  
Other Securities             8,161,489       1.8 %  
TOTAL — NETHERLANDS             9,218,713       2.0 %  
NEW ZEALAND — (0.2%)  
COMMON STOCKS — (0.2%)  
Other Securities             1,016,013       0.2 %  
NORWAY — (0.7%)  
COMMON STOCKS — (0.7%)  
Other Securities             3,343,030       0.7 %  
PHILIPPINES — (0.1%)  
COMMON STOCKS — (0.1%)  
Other Securities             481,758       0.1 %  
POLAND — (0.3%)  
COMMON STOCKS — (0.3%)  
Other Securities             1,263,431       0.3 %  

 


44



T.A. WORLD EX U.S. CORE EQUITY PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
PORTUGAL — (0.4%)  
COMMON STOCKS — (0.4%)  
Other Securities           $ 2,129,182       0.5 %  
SINGAPORE — (0.9%)  
COMMON STOCKS — (0.9%)  
Other Securities             4,325,530       1.0 %  
SOUTH AFRICA — (1.5%)  
COMMON STOCKS — (1.5%)  
Other Securities             7,384,377       1.6 %  
SOUTH KOREA — (3.4%)  
COMMON STOCKS — (3.4%)  
Other Securities             16,176,193       3.6 %  
SPAIN — (2.7%)  
COMMON STOCKS — (2.7%)  
Banco Bilbao Vizcaya Argentaria SA Sponsored ADR     146,544       1,585,615       0.4 %  
Banco Santander Central Hispano SA     198,448       1,908,861       0.4 %  
Banco Santander SA Sponsored ADR     157,920       1,444,968       0.3 %  
Other Securities             8,002,719       1.7 %  
TOTAL COMMON STOCKS             12,942,163       2.8 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             2,537       0.0 %  
TOTAL — SPAIN             12,944,700       2.8 %  
SWEDEN — (1.4%)  
COMMON STOCKS — (1.4%)  
Nordea Bank AB     145,566       1,082,770       0.3 %  
Other Securities             5,847,711       1.2 %  
TOTAL COMMON STOCKS             6,930,481       1.5 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             3,690       0.0 %  
TOTAL — SWEDEN             6,934,171       1.5 %  
SWITZERLAND — (5.2%)  
COMMON STOCKS — (5.2%)  
Credit Suisse Group AG     43,068       1,682,948       0.4 %  
Credit Suisse Group AG Sponsored ADR     28,818       1,103,153       0.3 %  
Holcim, Ltd.     25,193       1,277,850       0.3 %  
Nestle SA     33,903       1,105,127       0.3 %  
Novartis AG ADR     69,100       2,619,581       0.6 %  
Roche Holding AG Genusschein     9,111       1,148,935       0.3 %  
UBS AG ADR     128,000       1,745,920       0.4 %  
Zurich Financial Services AG     10,004       1,859,049       0.4 %  
Other Securities             12,315,481       2.5 %  
TOTAL — SWITZERLAND             24,858,044       5.5 %  
TAIWAN — (2.5%)  
COMMON STOCKS — (2.5%)  
Other Securities             11,821,332       2.6 %  
THAILAND — (0.3%)  
COMMON STOCKS — (0.3%)  
Other Securities             1,260,327       0.3 %  

 


45



T.A. WORLD EX U.S. CORE EQUITY PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
TURKEY — (0.3%)  
COMMON STOCKS — (0.3%)  
Other Securities           $ 1,560,470       0.3 %  
UNITED KINGDOM — (14.2%)  
COMMON STOCKS — (14.2%)  
Anglo American P.L.C.     56,579       1,217,485       0.3 %  
Aviva P.L.C.     240,528       1,107,401       0.3 %  
BAE Systems P.L.C.     179,902       946,331       0.2 %  
BP P.L.C. Sponsored ADR     96,420       4,093,993       0.9 %  
HSBC Holdings P.L.C. Sponsored ADR     102,566       3,651,350       0.8 %  
Kingfisher P.L.C.     390,107       1,061,958       0.2 %  
Man Group P.L.C.     244,093       902,233       0.2 %  
Royal Dutch Shell P.L.C. ADR     104,143       4,738,507       1.1 %  
SABmiller P.L.C.     59,548       998,500       0.2 %  
Standard Chartered P.L.C.     138,929       2,149,137       0.5 %  
Vodafone Group P.L.C. Sponsored ADR     192,899       3,539,697       0.8 %  
Other Securities             43,715,377       9.5 %  
TOTAL COMMON STOCKS             68,121,969       15.0 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             31,979       0.0 %  
TOTAL — UNITED KINGDOM             68,153,948       15.0 %  
    Face
Amount
  Value†      
    (000)          
TEMPORARY CASH INVESTMENTS — (0.6%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $3,965,000 FHLMC 6.040%(r), 11/01/36, valued at  
$2,820,180) to be repurchased at $2,778,015
  $ 2,778       2,778,000       0.6 %  
    Shares          
SECURITIES LENDING COLLATERAL — (5.9%)  
§@ DFA Short Term Investment Fund LP     25,628,489       25,628,489       5.6 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $51,198,873 FHLMC 7.000%(r), 08/01/38, valued at  
$2,658,109) to be repurchased at $2,606,001
  $ 2,606       2,605,989       0.6 %  
TOTAL SECURITIES LENDING COLLATERAL             28,234,478       6.2 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $534,177,824)
          $ 480,135,868       105.6 %  

 

See accompanying Notes to Financial Statements.


46



DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULES OF INVESTMENTS
April 30, 2009
(Unaudited)

INTERNATIONAL SMALL COMPANY PORTFOLIO

        Value†  
AFFILIATED INVESTMENT COMPANIES — (99.5%)  
Investment in The Continental Small Company Series
of The DFA Investment Trust Company
      $ 1,062,766,089    
Investment in The Japanese Small Company Series
of The DFA Investment Trust Company
        900,435,728    
Investment in The United Kingdom Small Company Series
of The DFA Investment Trust Company
        540,894,458    
Investment in The Asia Pacific Small Company Series
of The DFA Investment Trust Company
        365,325,793    
Investment in The Canadian Small Company Series
of The DFA Investment Trust Company
        228,033,959    
TOTAL INVESTMENTS IN AFFILIATED
INVESTMENT COMPANIES (Cost $4,260,071,784)
        3,097,456,027    
    Face
Amount
     
    (000)      
TEMPORARY CASH INVESTMENTS — (0.5%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $16,415,000 FNMA 5.00%, 06/01/23, valued
at $15,299,634) to be repurchased at $15,072,080
(Cost $15,072,000)
  $ 15,072       15,072,000    
TOTAL INVESTMENTS — (100.0%) (Cost $4,275,143,784)       $ 3,112,528,027    

 

JAPANESE SMALL COMPANY PORTFOLIO

    Value†  
AFFILIATED INVESTMENT COMPANY — (100.0%)  
Investment in The Japanese Small Company Series of
The DFA Investment Trust Company
  $ 95,699,653    
TOTAL INVESTMENTS IN AFFILIATED
INVESTMENT COMPANY (Cost $212,510,305)
  $ 95,699,653    

 

ASIA PACIFIC SMALL COMPANY PORTFOLIO

    Value†  
AFFILIATED INVESTMENT COMPANY — (100.0%)  
Investment in The Asia Pacific Small Company Series of
The DFA Investment Trust Company
  $ 61,667,513    
TOTAL INVESTMENTS IN AFFILIATED
INVESTMENT COMPANY (Cost $97,343,450)
  $ 61,667,513    

 

See accompanying Notes to Financial Statements.


47



DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULES OF INVESTMENTS
April 30, 2009
(Unaudited)

UNITED KINGDOM SMALL COMPANY PORTFOLIO

    Value†  
AFFILIATED INVESTMENT COMPANY — (100.0%)  
Investment in The United Kingdom Small Company Series of
The DFA Investment Trust Company
  $ 22,433,031    
TOTAL INVESTMENTS IN AFFILIATED
INVESTMENT COMPANY (Cost $33,461,248)
  $ 22,433,031    

 

CONTINENTAL SMALL COMPANY PORTFOLIO

    Value†  
AFFILIATED INVESTMENT COMPANY — (100.0%)  
Investment in The Continental Small Company Series of
The DFA Investment Trust Company
  $ 80,571,363    
TOTAL INVESTMENTS IN AFFILIATED
INVESTMENT COMPANY (Cost $119,381,045)
  $ 80,571,363    

 

See accompanying Notes to Financial Statements.


48



DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2009
(Unaudited)

    Shares   Value††   Percentage
of Net Assets**
 
AUSTRALIA — (15.3%)  
COMMON STOCKS — (15.3%)  
CFS Retail Property Trust     8,953,050     $ 10,704,288       2.4 %  
Commonwealth Property Office Fund     8,329,358       4,926,967       1.1 %  
Dexus Property Group     21,038,811       11,126,464       2.5 %  
GPT Group     19,009,335       6,474,736       1.5 %  
Macquarie Office Trust     17,635,306       2,488,451       0.6 %  
Stockland Trust Group     7,519,220       17,154,681       3.9 %  
Westfield Group     2,625,875       20,496,806       4.6 %  
Other Securities             13,350,911       3.0 %  
TOTAL — AUSTRALIA             86,723,304       19.6 %  
BELGIUM — (1.9%)  
COMMON STOCKS — (1.9%)  
Befimmo S.C.A.     40,040       3,561,409       0.8 %  
Cofinimmo SA     37,088       4,067,139       0.9 %  
Other Securities             2,957,667       0.7 %  
TOTAL — BELGIUM             10,586,215       2.4 %  
CANADA — (4.1%)  
COMMON STOCKS — (4.1%)  
Boardwalk REIT     110,766       2,538,716       0.6 %  
Riocan REIT     528,569       6,059,519       1.4 %  
Other Securities             14,927,478       3.3 %  
TOTAL — CANADA             23,525,713       5.3 %  
CHINA — (0.1%)  
COMMON STOCKS — (0.1%)  
Other Securities             586,982       0.1 %  
FRANCE — (8.8%)  
COMMON STOCKS — (8.8%)  
Fonciere des Regions     66,071       3,617,972       0.8 %  
ICADE     87,009       6,730,915       1.5 %  
Klepierre SA     365,804       8,132,354       1.8 %  
Mercialys     97,412       2,991,374       0.7 %  
Societe Immobiliere de Location pour l'Industrie et le Commerce     60,852       5,119,560       1.1 %  
Unibail-Rodamco     135,413       20,193,557       4.5 %  
Other Securities             2,948,993       0.8 %  
TOTAL — FRANCE             49,734,725       11.2 %  
GERMANY — (0.1%)  
COMMON STOCKS — (0.1%)  
Other Securities             491,762       0.1 %  
GREECE — (0.0%)  
COMMON STOCKS — (0.0%)  
Other Securities             308,387       0.1 %  
HONG KONG — (3.6%)  
COMMON STOCKS — (3.6%)  
Champion REIT     10,272,000       2,360,827       0.5 %  
The Link REIT     8,406,165       16,362,843       3.7 %  
Other Securities             1,682,800       0.4 %  
TOTAL — HONG KONG             20,406,470       4.6 %  

 


49



DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
ITALY — (0.1%)  
COMMON STOCKS — (0.1%)  
Other Securities           $ 491,602       0.1 %  
JAPAN — (17.4%)  
COMMON STOCKS — (17.4%)  
Frontier Real Estate Investment Corp.     657       3,624,287       0.8 %  
Global One Real Estate Investment Co.     463       2,750,349       0.6 %  
Japan Excellent, Inc.     755       2,737,851       0.6 %  
Japan Logistics Fund, Inc.     626       3,741,020       0.9 %  
Japan Prime Realty Investment Corp.     2,925       5,038,420       1.1 %  
Japan Real Estate Investment Corp.     1,578       11,164,880       2.5 %  
Japan Retail Fund Investment     1,817       6,354,195       1.4 %  
MORI TRUST Sogo REIT, Inc.     570       3,939,040       0.9 %  
Nippon Building Fund, Inc.     1,872       15,209,481       3.4 %  
Nomura Real Estate Office Fund, Inc.     1,362       7,057,167       1.6 %  
ORIX JREIT, Inc.     1,154       4,328,900       1.0 %  
TOKYU REIT, Inc.     753       3,470,772       0.8 %  
United Urban Investment Corp.     895       4,044,204       0.9 %  
Other Securities             25,058,619       5.7 %  
TOTAL — JAPAN             98,519,185       22.2 %  
NETHERLANDS — (3.8%)  
COMMON STOCKS — (3.8%)  
Corio NV     184,585       8,192,540       1.9 %  
Eurocommercial Properties NV     87,243       2,571,182       0.6 %  
VastNed Retail NV     57,521       2,540,514       0.6 %  
Wereldhave NV     82,712       5,674,640       1.3 %  
Other Securities             2,500,763       0.5 %  
TOTAL — NETHERLANDS             21,479,639       4.9 %  
NEW ZEALAND — (0.7%)  
COMMON STOCKS — (0.7%)  
Other Securities             4,120,293       0.9 %  
SINGAPORE — (4.5%)  
COMMON STOCKS — (4.5%)  
Ascendas REIT     5,236,000       4,703,903       1.1 %  
CapitaCommercial Trust     4,838,000       2,768,968       0.6 %  
CapitaMall Trust     9,156,300       7,661,932       1.7 %  
Suntec REIT     6,859,000       3,390,426       0.8 %  
Other Securities             7,326,043       1.6 %  
TOTAL — SINGAPORE             25,851,272       5.8 %  
SOUTH AFRICA — (1.5%)  
COMMON STOCKS — (1.5%)  
Fountainhead Property Trust     3,945,653       2,720,440       0.6 %  
SA Corporate Real Estate Fund     8,159,799       2,402,405       0.5 %  
Other Securities             3,435,007       0.8 %  
TOTAL — SOUTH AFRICA             8,557,852       1.9 %  
TAIWAN — (0.5%)  
COMMON STOCKS — (0.5%)  
Other Securities             2,842,752       0.6 %  

 


50



DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
UNITED KINGDOM — (14.4%)  
COMMON STOCKS — (14.3%)  
British Land Co. P.L.C.     2,231,878     $ 14,083,047       3.2 %  
Derwent London P.L.C.     487,068       5,999,421       1.4 %  
Great Portland Estates P.L.C.     1,223,426       5,518,152       1.2 %  
Hammerson P.L.C.     1,427,846       6,615,812       1.5 %  
Land Securities Group P.L.C.     2,865,860       23,633,689       5.3 %  
Liberty International P.L.C.     1,224,974       7,180,011       1.6 %  
Segro P.L.C     25,049,544       8,784,756       2.0 %  
Shaftesbury P.L.C.     798,081       4,116,706       0.9 %  
Other Securities             5,169,163       1.2 %  
TOTAL COMMON STOCKS             81,100,757       18.3 %  
RIGHTS/WARRANTS — (0.1%)  
Other Securities             425,550       0.1 %  
TOTAL — UNITED KINGDOM             81,526,307       18.4 %  
    Face
Amount
  Value†      
    (000)          
TEMPORARY CASH INVESTMENTS — (0.7%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $4,240,000 FNMA 5.00%, 06/01/23, valued at  
$3,951,901) to be repurchased at $3,891,021
  $ 3,891       3,891,000       0.9 %  
    Shares          
SECURITIES LENDING COLLATERAL — (22.5%)  
§@ DFA Short Term Investment Fund LP     127,550,221       127,550,221       28.7 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $51,198,873 FHLMC 7.000%(r), 08/01/38, valued at  
$434,083) to be repurchased at $425,574
  $ 426       425,572       0.1 %  
TOTAL SECURITIES LENDING COLLATERAL             127,975,793       28.8 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $1,001,399,739)
          $ 567,619,253       127.9 %  

 

See accompanying Notes to Financial Statements.
51



DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULE OF INVESTMENTS
April 30, 2009
(Unaudited)

DFA GLOBAL REAL ESTATE SECURITIES PORTFOLIO

    Shares   Value†  
AFFILIATED INVESTMENT COMPANIES — (99.7%)  
Investment in DFA Real Estate Securities Portfolio
of DFA Investment Dimensions Group Inc.
    8,503,442     $ 104,507,302    
Investment in DFA International Real Estate Securities Portfolio
of DFA Investment Dimensions Group Inc.
    25,761,500       92,483,785    
TOTAL INVESTMENTS IN AFFILIATED
INVESTMENT COMPANIES (Cost $244,599,023)
            196,991,087    
TEMPORARY CASH INVESTMENTS — (0.3%)  
BlackRock Liquidity Funds Tempcash Portfolio
Institutional Shares (Cost $637,853)
    637,853       637,853    
TOTAL INVESTMENTS — (100.0%)
(Cost $245,236,876)
          $ 197,628,940    

 

See accompanying Notes to Financial Statements.


52



DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS
April 30, 2009
(Unaudited)

    Shares   Value††   Percentage
of Net Assets**
 
AUSTRALIA — (4.7%)  
COMMON STOCKS — (4.7%)  
ABB Grain, Ltd.     3,527,163     $ 22,374,376       0.5 %  
Other Securities             258,600,767       5.1 %  
TOTAL COMMON STOCKS             280,975,143       5.6 %  
PREFERRED STOCKS — (0.0%)  
Other Securities             467,467       0.0 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             6,088       0.0 %  
TOTAL — AUSTRALIA             281,448,698       5.6 %  
AUSTRIA — (0.8%)  
COMMON STOCKS — (0.8%)  
Other Securities             48,499,160       1.0 %  
BELGIUM — (1.2%)  
COMMON STOCKS — (1.2%)  
Other Securities             73,558,876       1.5 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             12       0.0 %  
TOTAL — BELGIUM             73,558,888       1.5 %  
CANADA — (5.8%)  
COMMON STOCKS — (5.8%)  
Celestica, Inc.     4,081,842       24,560,149       0.5 %  
Dorel Industries, Inc. Class B     842,000       16,052,543       0.3 %  
IAMGOLD Corp.     4,747,773       37,837,360       0.8 %  
Laurentian Bank of Canada     689,000       16,628,844       0.3 %  
#* Sino-Forest Corp.     2,599,006       22,738,308       0.5 %  
Other Securities             229,835,347       4.6 %  
TOTAL COMMON STOCKS             347,652,551       6.9 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             44,576       0.0 %  
TOTAL — CANADA             347,697,127       6.9 %  
DENMARK — (0.4%)  
COMMON STOCKS — (0.4%)  
Other Securities             24,737,857       0.5 %  
FINLAND — (2.5%)  
COMMON STOCKS — (2.5%)  
Huhtamaki Oyj     1,826,851       17,577,640       0.4 %  
Outokumpu Oyj Series A     2,672,459       39,813,459       0.8 %  
Pohjola Bank P.L.C.     2,221,142       16,439,826       0.3 %  
Rautaruukki Oyj Series K     1,108,900       20,632,839       0.4 %  
Other Securities             57,429,717       1.1 %  
TOTAL — FINLAND             151,893,481       3.0 %  

 


53



DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
FRANCE — (5.3%)  
COMMON STOCKS — (5.3%)  
Arkema     998,501     $ 23,031,545       0.5 %  
Atos Origin SA     795,171       24,514,080       0.5 %  
Havas SA     8,111,619       25,415,465       0.5 %  
#* Nexans SA     593,945       27,517,054       0.6 %  
SCOR SE     878,372       18,434,795       0.4 %  
Valeo SA     1,402,110       28,892,613       0.6 %  
Other Securities             171,029,472       3.3 %  
TOTAL COMMON STOCKS             318,835,024       6.4 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             521,853       0.0 %  
TOTAL — FRANCE             319,356,877       6.4 %  
GERMANY — (5.6%)  
COMMON STOCKS — (5.6%)  
Aurubis AG     1,148,031       32,497,242       0.7 %  
Bilfinger Berger AG     765,357       36,323,458       0.7 %  
#* Infineon Technologies AG     8,732,400       22,697,333       0.5 %  
Lanxess AG     1,047,995       22,375,276       0.5 %  
Rheinmetall AG     482,624       20,452,819       0.4 %  
Suedzucker AG     1,035,330       19,983,862       0.4 %  
Other Securities             180,484,054       3.5 %  
TOTAL COMMON STOCKS             334,814,044       6.7 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             34,648       0.0 %  
TOTAL — GERMANY             334,848,692       6.7 %  
GREECE — (0.7%)  
COMMON STOCKS — (0.7%)  
Other Securities             40,802,087       0.8 %  
HONG KONG — (1.8%)  
COMMON STOCKS — (1.8%)  
Other Securities             105,354,215       2.1 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             369,060       0.0 %  
TOTAL — HONG KONG             105,723,275       2.1 %  
IRELAND — (0.7%)  
COMMON STOCKS — (0.7%)  
Other Securities             44,382,660       0.9 %  
ITALY — (3.7%)  
COMMON STOCKS — (3.7%)  
Banca Popolare di Milano Scarl     10,046,420       58,408,757       1.2 %  
Milano Assicurazioni SpA     5,585,504       17,072,039       0.3 %  
Pirelli & Co. SpA     54,410,878       21,167,574       0.4 %  
Other Securities             128,896,074       2.6 %  
TOTAL COMMON STOCKS             225,544,444       4.5 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             48,248       0.0 %  
TOTAL — ITALY             225,592,692       4.5 %  

 


54



DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
JAPAN — (23.4%)  
COMMON STOCKS — (23.4%)  
Yodogawa Steel Works, Ltd.     3,670,000     $ 16,689,582       0.3 %  
Other Securities             1,388,989,733       27.7 %  
TOTAL — JAPAN             1,405,679,315       28.0 %  
MALAYSIA — (0.0%)  
COMMON STOCKS — (0.0%)  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             4,407       0.0 %  
NETHERLANDS — (1.8%)  
COMMON STOCKS — (1.8%)  
Nutreco Holding NV     756,243       25,953,165       0.5 %  
Other Securities             79,521,380       1.6 %  
TOTAL — NETHERLANDS             105,474,545       2.1 %  
NEW ZEALAND — (0.2%)  
COMMON STOCKS — (0.2%)  
Other Securities             13,822,999       0.3 %  
NORWAY — (0.9%)  
COMMON STOCKS — (0.9%)  
Other Securities             54,886,024       1.1 %  
PORTUGAL — (0.2%)  
COMMON STOCKS — (0.2%)  
Other Securities             9,935,082       0.2 %  
SINGAPORE — (1.1%)  
COMMON STOCKS — (1.1%)  
Other Securities             68,183,685       1.4 %  
SPAIN — (1.1%)  
COMMON STOCKS — (1.1%)  
Ebro Puleva SA     1,492,857       21,243,465       0.4 %  
Other Securities             45,762,610       0.9 %  
TOTAL — SPAIN             67,006,075       1.3 %  
SWEDEN — (1.9%)  
COMMON STOCKS — (1.7%)  
Other Securities             102,797,591       2.0 %  
RIGHTS/WARRANTS — (0.2%)  
Other Securities             8,527,495       0.2 %  
TOTAL — SWEDEN             111,325,086       2.2 %  
SWITZERLAND — (4.5%)  
COMMON STOCKS — (4.5%)  
Baloise-Holding AG     316,202       23,212,905       0.5 %  
Clariant AG     4,668,293       26,337,846       0.5 %  
Helvetia Holding AG     86,089       22,316,810       0.5 %  
PSP Swiss Property AG     588,827       27,675,698       0.6 %  
Other Securities             173,593,605       3.3 %  
TOTAL COMMON STOCKS             273,136,864       5.4 %  

 


55



DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
RIGHTS/WARRANTS — (0.0%)  
Other Securities           $ 475,773       0.0 %  
TOTAL — SWITZERLAND             273,612,637       5.4 %  
UNITED KINGDOM — (14.2%)  
COMMON STOCKS — (14.2%)  
Amlin P.L.C.     9,708,370       51,376,794       1.0 %  
Beazley Group P.L.C.     11,477,218       17,087,341       0.4 %  
Bellway P.L.C.     3,481,205       36,675,639       0.7 %  
Bovis Homes Group P.L.C.     4,184,856       28,341,224       0.6 %  
Brit Insurance Holdings P.L.C.     11,179,422       30,367,140       0.6 %  
Catlin Group, Ltd.     8,508,243       44,029,460       0.9 %  
Close Brothers Group P.L.C.     2,135,186       19,731,469       0.4 %  
DSG International P.L.C.     29,382,888       18,614,195       0.4 %  
Greene King P.L.C.     3,287,988       30,179,578       0.6 %  
Hiscox, Ltd.     10,621,831       52,583,997       1.1 %  
Marston's P.L.C.     6,498,608       16,355,406       0.3 %  
Meggitt P.L.C.     7,166,865       18,992,687       0.4 %  
Millennium and Copthorne Hotels P.L.C.     4,986,720       16,186,869       0.3 %  
Mondi P.L.C.     7,383,838       19,147,528       0.4 %  
Persimmon P.L.C.     5,927,974       33,064,554       0.7 %  
Premier Foods P.L.C.     38,066,186       20,142,180       0.4 %  
Tomkins P.L.C.     13,525,823       34,530,833       0.7 %  
Travis Perkins P.L.C.     3,667,572       37,878,927       0.8 %  
Other Securities             330,466,193       6.4 %  
TOTAL — UNITED KINGDOM             855,752,014       17.1 %  
    Face
Amount
  Value†      
    (000)          
TEMPORARY CASH INVESTMENTS — (0.2%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $10,900,000 FHLMC 5.50%, 06/01/38, 
valued at $10,836,299) to be repurchased at $10,673,056
  $ 10,673       10,673,000       0.2 %  
    Shares          
SECURITIES LENDING COLLATERAL — (17.3%)  
§@ DFA Short Term Investment Fund LP     1,038,624,758       1,038,624,758       20.7 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%,
05/01/09 (Collateralized by $51,198,873 FHLMC 7.000%(r), 
08/01/38, valued at $1,081,539) to be repurchased at $1,060,337
  $ 1,060       1,060,332       0.0 %  
TOTAL SECURITIES LENDING COLLATERAL             1,039,685,090       20.7 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $8,398,369,375)
          $ 6,014,581,453       119.9 %  

 

See accompanying Notes to Financial Statements.
56




INTERNATIONAL VECTOR EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2009
(Unaudited)

    Shares   Value††   Percentage
of Net Assets**
 
AUSTRALIA — (4.2%)  
COMMON STOCKS — (4.2%)  
Other Securities           $ 8,342,652       4.9 %  
AUSTRIA — (0.6%)  
COMMON STOCKS — (0.6%)  
Other Securities             1,226,672       0.7 %  
BELGIUM — (1.0%)  
COMMON STOCKS — (1.0%)  
Solvay SA     5,891       504,961       0.3 %  
Other Securities             1,487,964       0.9 %  
TOTAL — BELGIUM             1,992,925       1.2 %  
CANADA — (7.5%)  
COMMON STOCKS — (7.5%)  
Bank of Montreal     20,300       671,960       0.4 %  
Petro-Canada     20,909       659,878       0.4 %  
Sun Life Financial, Inc.     19,200       448,906       0.3 %  
Talisman Energy, Inc.     40,448       506,744       0.3 %  
Teck Resources, Ltd. Class B     33,100       347,560       0.2 %  
Toronto Dominion Bank     11,000       434,174       0.3 %  
Other Securities             11,854,900       6.9 %  
TOTAL — CANADA             14,924,122       8.8 %  
DENMARK — (0.9%)  
COMMON STOCKS — (0.9%)  
Other Securities             1,792,691       1.1 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             16,956       0.0 %  
TOTAL — DENMARK             1,809,647       1.1 %  
FINLAND — (1.8%)  
COMMON STOCKS — (1.8%)  
UPM-Kymmene Oyj     45,985       411,515       0.3 %  
Other Securities             3,074,369       1.7 %  
TOTAL — FINLAND             3,485,884       2.0 %  
FRANCE — (6.0%)  
COMMON STOCKS — (5.9%)  
BNP Paribas SA     12,341       649,678       0.4 %  
Compagnie de Saint-Gobain     9,811       351,972       0.2 %  
Compagnie Generale des Establissements Michelin Series B     8,693       444,981       0.3 %  
Renault SA     11,104       356,047       0.2 %  
Societe Generale Paris     7,130       364,404       0.2 %  
Other Securities             9,617,459       5.6 %  
TOTAL COMMON STOCKS             11,784,541       6.9 %  
RIGHTS/WARRANTS — (0.1%)  
Other Securities             141,289       0.1 %  
TOTAL — FRANCE             11,925,830       7.0 %  

 


57



INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
GERMANY — (4.8%)  
COMMON STOCKS — (4.8%)  
Allianz SE     4,301     $ 396,241       0.2 %  
Daimler AG Sponsored ADR     10,656       380,419       0.2 %  
Deutsche Bank AG ADR     20,528       1,076,283       0.6 %  
E.ON AG     18,237       612,150       0.4 %  
Other Securities             7,123,636       4.2 %  
TOTAL COMMON STOCKS             9,588,729       5.6 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             618       0.0 %  
TOTAL — GERMANY             9,589,347       5.6 %  
GREECE — (1.3%)  
COMMON STOCKS — (1.3%)  
Other Securities             2,668,480       1.6 %  
HONG KONG — (1.7%)  
COMMON STOCKS — (1.7%)  
Other Securities             3,342,188       2.0 %  
IRELAND — (0.7%)  
COMMON STOCKS — (0.7%)  
Other Securities             1,314,867       0.8 %  
ITALY — (2.7%)  
COMMON STOCKS — (2.7%)  
Unione di Banche Italiane ScpA     30,011       413,802       0.3 %  
Other Securities             5,026,318       2.9 %  
TOTAL — ITALY             5,440,120       3.2 %  
JAPAN — (21.3%)  
COMMON STOCKS — (21.3%)  
Honda Motor Co., Ltd. Sponsored ADR     12,559       364,965       0.2 %  
Mitsubishi UFJ Financial Group, Inc.     73,400       400,387       0.3 %  
Panasonic Corp. Sponsored ADR     22,995       335,267       0.2 %  
Sony Corp. Sponsored ADR     13,740       355,316       0.2 %  
Toyota Motor Corp. Sponsored ADR     7,600       601,616       0.4 %  
Other Securities             40,222,113       23.6 %  
TOTAL — JAPAN             42,279,664       24.9 %  
NETHERLANDS — (2.2%)  
COMMON STOCKS — (2.2%)  
Koninklijke DSM NV     11,964       371,030       0.2 %  
Other Securities             4,097,081       2.4 %  
TOTAL — NETHERLANDS             4,468,111       2.6 %  
NEW ZEALAND — (0.3%)  
COMMON STOCKS — (0.3%)  
Other Securities             599,235       0.4 %  
NORWAY — (1.0%)  
COMMON STOCKS — (1.0%)  
Other Securities             2,024,254       1.2 %  

 


58



INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
PORTUGAL — (0.5%)  
COMMON STOCKS — (0.5%)  
Other Securities           $ 1,047,877       0.6 %  
SINGAPORE — (1.1%)  
COMMON STOCKS — (1.1%)  
Other Securities             2,190,050       1.3 %  
SPAIN — (2.5%)  
COMMON STOCKS — (2.5%)  
Banco Bilbao Vizcaya Argentaria SA Sponsored ADR     40,108       433,969       0.3 %  
Banco Santander Central Hispano SA     71,865       691,266       0.4 %  
Banco Santander SA Sponsored ADR     49,420       452,193       0.3 %  
Other Securities             3,406,625       1.9 %  
TOTAL COMMON STOCKS             4,984,053       2.9 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             952       0.0 %  
TOTAL — SPAIN             4,985,005       2.9 %  
SWEDEN — (1.5%)  
COMMON STOCKS — (1.5%)  
Nordea Bank AB     46,115       343,019       0.2 %  
Other Securities             2,566,811       1.5 %  
TOTAL — SWEDEN             2,909,830       1.7 %  
SWITZERLAND — (6.0%)  
COMMON STOCKS — (6.0%)  
Adecco SA     9,188       361,626       0.2 %  
Credit Suisse Group AG     13,655       533,590       0.3 %  
Holcim, Ltd.     17,706       898,091       0.5 %  
Nestle SA     10,623       346,275       0.2 %  
Novartis AG ADR     11,400       432,174       0.3 %  
Swatch Group AG     2,763       384,426       0.2 %  
Swiss Re     23,898       567,269       0.3 %  
UBS AG     52,017       714,531       0.4 %  
UBS AG ADR     34,236       466,979       0.3 %  
Zurich Financial Services AG     6,240       1,159,582       0.7 %  
Other Securities             6,140,075       3.7 %  
TOTAL COMMON STOCKS             12,004,618       7.1 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             8,285       0.0 %  
TOTAL — SWITZERLAND             12,012,903       7.1 %  
UNITED KINGDOM — (14.6%)  
COMMON STOCKS — (14.6%)  
Anglo American P.L.C.     48,414       1,041,788       0.6 %  
Aviva P.L.C.     128,562       591,905       0.4 %  
BP P.L.C. Sponsored ADR     18,084       767,847       0.5 %  
HSBC Holdings P.L.C. Sponsored ADR     35,326       1,257,606       0.8 %  
International Power P.L.C.     138,057       504,527       0.3 %  
Kingfisher P.L.C.     213,994       582,539       0.4 %  
Legal and General Group P.L.C.     575,477       489,754       0.3 %  
Prudential P.L.C.     68,348       392,843       0.2 %  
Royal Dutch Shell P.L.C. ADR     32,048       1,458,184       0.9 %  
RSA Insurance Group P.L.C.     193,026       371,358       0.2 %  

 


59



INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
Standard Chartered P.L.C.     26,514     $ 410,153       0.3 %  
Vodafone Group P.L.C. Sponsored ADR     56,540       1,037,509       0.6 %  
Other Securities             20,036,660       11.5 %  
TOTAL COMMON STOCKS             28,942,673       17.0 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             11,496       0.0 %  
TOTAL — UNITED KINGDOM             28,954,169       17.0 %  
        Value†      
SECURITIES LENDING COLLATERAL — (15.8%)  
§@ DFA Short Term Investment Fund LP     29,355,242       29,355,242       17.3 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%,
05/01/09 (Collateralized by $51,198,873 FHLMC 7.000%(r),
08/01/38, valued at $2,086,208) to be repurchased at $2,045,312
  $ 2,045       2,045,302       1.2 %  
TOTAL SECURITIES LENDING COLLATERAL             31,400,544       18.5 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $206,227,908)
          $ 198,934,376       117.1 %  

 

See accompanying Notes to Financial Statements.
60



DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULES OF INVESTMENTS
April 30, 2009
(Unaudited)

EMERGING MARKETS PORTFOLIO

    Value†  
AFFILIATED INVESTMENT COMPANY — (100.0%)  
Investment in The Emerging Markets Series of
The DFA Investment Trust Company
  $ 1,446,908,915    
TOTAL INVESTMENTS IN AFFILIATED
INVESTMENT COMPANY (Cost $961,425,103)
  $ 1,446,908,915    

 

EMERGING MARKETS SMALL CAP PORTFOLIO

    Value†  
AFFILIATED INVESTMENT COMPANY — (100.0%)  
Investment in The Emerging Markets Small Cap Series of
The DFA Investment Trust Company
  $ 714,545,667    
TOTAL INVESTMENTS IN AFFILIATED
INVESTMENT COMPANY (Cost $778,633,738)
  $ 714,545,667    

 

See accompanying Notes to Financial Statements.


61



EMERGING MARKETS CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

April 30, 2009
(Unaudited)

    Shares   Value††   Percentage
of Net Assets**
 
BRAZIL — (11.0%)  
COMMON STOCKS — (6.4%)  
Companhia Vale do Rio Doce ADR     663,090     $ 10,947,616       0.7 %  
Itau Unibanco Banco Multiplio SA ADR     1,498,670       20,576,739       1.2 %  
Petroleo Brasileiro SA ADR (71654V101)     637,166       17,190,739       1.0 %  
Petroleo Brasileiro SA ADR (71654V408)     462,510       15,526,461       0.9 %  
Other Securities             58,564,782       3.5 %  
TOTAL COMMON STOCKS             122,806,337       7.3 %  
PREFERRED STOCKS — (4.6%)  
Banco Bradesco SA Sponsored ADR     696,802       8,556,729       0.5 %  
Companhia Vale do Rio Doce Sponsored ADR     706,272       9,697,115       0.6 %  
Gerdau SA Sponsored ADR     678,100       4,814,510       0.3 %  
Investimentos Itau SA     1,666,847       7,127,476       0.4 %  
Itau Unibanco Banco Multiplo SA     304,172       4,224,322       0.3 %  
Usinas Siderurgicas de Minas Gerais SA Series A     330,300       4,899,537       0.3 %  
Other Securities             47,495,089       2.7 %  
TOTAL PREFERRED STOCKS             86,814,778       5.1 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             1,134       0.0 %  
TOTAL — BRAZIL             209,622,249       12.4 %  
CHILE — (1.9%)  
COMMON STOCKS — (1.9%)  
Empresas Copec SA     421,405       4,215,861       0.3 %  
Other Securities             32,031,343       1.9 %  
TOTAL COMMON STOCKS             36,247,204       2.2 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             726       0.0 %  
TOTAL — CHILE             36,247,930       2.2 %  
CHINA — (10.5%)  
COMMON STOCKS — (10.5%)  
Bank of China, Ltd.     15,304,000       5,674,348       0.3 %  
China Construction Bank Corp.     16,423,000       9,502,276       0.6 %  
China Life Insurance Co., Ltd. ADR     159,456       8,443,195       0.5 %  
China Mobile, Ltd. Sponsored ADR     318,041       13,726,650       0.8 %  
China Petroleum and Chemical Corp. (Sinopec) ADR     88,100       6,836,560       0.4 %  
China Telecom Corp., Ltd. ADR     128,021       6,320,397       0.4 %  
China Unicom Hong Kong, Ltd. ADR     497,782       5,759,338       0.3 %  
CNOOC, Ltd. ADR     116,476       12,969,603       0.8 %  
Industrial & Commercial Bank of China, Ltd.     21,941,000       12,537,815       0.8 %  
PetroChina Co., Ltd. ADR     144,173       12,530,075       0.8 %  
Ping An Insurance (Group) Co. of China, Ltd.     735,000       4,531,100       0.3 %  
Other Securities             102,226,973       5.9 %  
TOTAL COMMON STOCKS             201,058,330       11.9 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             4,276       0.0 %  
TOTAL — CHINA             201,062,606       11.9 %  

 


62



EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
CZECH REPUBLIC — (0.7%)  
COMMON STOCKS — (0.7%)  
CEZ A.S.     119,417     $ 4,906,507       0.3 %  
Other Securities             8,634,123       0.5 %  
TOTAL — CZECH REPUBLIC             13,540,630       0.8 %  
HUNGARY — (0.8%)  
COMMON STOCKS — (0.8%)  
*# OTP Bank NYRT     497,996       6,414,064       0.4 %  
Other Securities             9,338,901       0.5 %  
TOTAL — HUNGARY             15,752,965       0.9 %  
INDIA — (9.3%)  
COMMON STOCKS — (9.3%)  
Bharti Airtel, Ltd.     299,065       4,509,036       0.3 %  
ICICI Bank, Ltd. Sponsored ADR     396,338       8,176,453       0.5 %  
Infosys Technologies, Ltd.     225,217       6,839,470       0.4 %  
Reliance Industries, Ltd.     665,942       24,209,063       1.4 %  
Other Securities             132,596,980       7.8 %  
TOTAL COMMON STOCKS             176,331,002       10.4 %  
PREFERRED STOCKS — (0.0%)  
Other Securities             5,397       0.0 %  
TOTAL — INDIA             176,336,399       10.4 %  
INDONESIA — (2.0%)  
COMMON STOCKS — (2.0%)  
Other Securities             37,879,256       2.2 %  
ISRAEL — (4.1%)  
COMMON STOCKS — (4.1%)  
Bank Hapoalim B.M.     1,845,047       4,202,428       0.3 %  
Teva Pharmaceutical Industries, Ltd. Sponsored ADR     838,566       36,804,662       2.2 %  
Other Securities             36,947,369       2.1 %  
TOTAL — ISRAEL             77,954,459       4.6 %  
MALAYSIA — (3.9%)  
COMMON STOCKS — (3.9%)  
Other Securities             75,233,861       4.5 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             19,002       0.0 %  
TOTAL — MALAYSIA             75,252,863       4.5 %  
MEXICO — (5.1%)  
COMMON STOCKS — (5.1%)  
America Movil S.A.B. de C.V. Series L ADR     355,375       11,674,069       0.7 %  
Cemex S.A.B. de C.V. Sponsored ADR     1,059,117       7,922,195       0.5 %  
Fomento Economico Mexicano S.A.B. de C.V. Sponsored ADR     230,240       6,518,094       0.4 %  
Grupo Elektra S.A. de C.V.     135,806       5,734,621       0.3 %  
Grupo Mexico S.A.B. de C.V. Series B     6,170,713       4,782,459       0.3 %  
Grupo Televisa S.A. de C.V. Sponsored ADR     281,120       4,351,738       0.3 %  
Other Securities             55,532,700       3.2 %  
TOTAL — MEXICO             96,515,876       5.7 %  
PHILIPPINES — (0.5%)  
COMMON STOCKS — (0.5%)  
Other Securities             10,219,984       0.6 %  

 


63



EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

    Shares   Value††   Percentage
of Net Assets**
 
POLAND — (1.6%)  
COMMON STOCKS — (1.6%)  
Other Securities           $ 31,412,308       1.9 %  
SINGAPORE — (0.0%)  
COMMON STOCKS — (0.0%)  
Other Securities             50,995       0.0 %  
SOUTH AFRICA — (9.7%)  
COMMON STOCKS — (9.7%)  
Gold Fields, Ltd. Sponsored ADR     755,800       7,860,320       0.5 %  
Impala Platinum Holdings, Ltd.     418,209       7,990,734       0.5 %  
MTN Group, Ltd.     1,041,866       13,526,743       0.8 %  
Naspers, Ltd. Series N     378,717       7,717,737       0.5 %  
Sanlam, Ltd.     3,598,379       6,715,985       0.4 %  
Sasol, Ltd. Sponsored ADR     466,600       14,049,326       0.8 %  
Standard Bank Group, Ltd.     1,201,227       11,606,508       0.7 %  
Other Securities             114,732,605       6.7 %  
TOTAL — SOUTH AFRICA             184,199,958       10.9 %  
SOUTH KOREA — (11.9%)  
COMMON STOCKS — (11.9%)  
Hyundai Motor Co., Ltd.     84,876       4,535,345       0.3 %  
*# KB Financial Group, Inc. ADR     206,311       6,577,195       0.4 %  
POSCO ADR     104,720       8,060,298       0.5 %  
Samsung Electronics Co., Ltd.     46,112       21,292,545       1.3 %  
Other Securities             185,841,653       10.9 %  
TOTAL COMMON STOCKS             226,307,036       13.4 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             4,905       0.0 %  
TOTAL — SOUTH KOREA             226,311,941       13.4 %  
TAIWAN — (11.6%)  
COMMON STOCKS — (11.6%)  
AU Optronics Corp. Sponsored ADR     500,418       5,429,535       0.3 %  
Hon Hai Precision Industry Co., Ltd.     2,665,678       7,695,911       0.5 %  
Taiwan Semiconductor Manufacturing Co., Ltd.     5,835,477       9,875,039       0.6 %  
Other Securities             198,947,808       11.7 %  
TOTAL — TAIWAN             221,948,293       13.1 %  
THAILAND — (1.7%)  
COMMON STOCKS — (1.7%)  
Other Securities             31,830,969       1.9 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             19,110       0.0 %  
TOTAL — THAILAND             31,850,079       1.9 %  
TURKEY — (1.9%)  
COMMON STOCKS — (1.9%)  
Other Securities             36,174,993       2.1 %  
RIGHTS/WARRANTS — (0.0%)  
Other Securities             55,543       0.0 %  
TOTAL — TURKEY             36,230,536       2.1 %  

 


64



EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

    Face
Amount
  Value†   Percentage
of Net Assets**
 
    (000)          
TEMPORARY CASH INVESTMENTS — (0.3%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $6,570,000 FNMA 5.00%, 06/01/23, valued at
$6,123,582) to be repurchased at $6,032,032
  $ 6,032     $ 6,032,000       0.3 %  
    Shares          
SECURITIES LENDING COLLATERAL — (11.5%)  
§@ DFA Short Term Investment Fund LP     216,330,468       216,330,468       12.8 %  
    Face
Amount
         
    (000)          
Repurchase Agreement, Deutsche Bank Securities 0.17%, 05/01/09
(Collateralized by $51,198,873 FHLMC 7.000%(r), 08/01/38, valued at
$1,677,142) to be repurchased at $1,644,265
  $ 1,644       1,644,257       0.1 %  
TOTAL SECURITIES LENDING COLLATERAL             217,974,725       12.9 %  
TOTAL INVESTMENTS — (100.0%)
(Cost $2,152,322,873)
          $ 1,906,396,052       112.7 %  

 

See accompanying Notes to Financial Statements.
65



DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULES OF INVESTMENTS

April 30, 2009
(Unaudited)

DFA ONE-YEAR FIXED INCOME PORTFOLIO

    Value†  
AFFILIATED INVESTMENT COMPANY — (100.0%)  
Investment in The DFA One-Year Fixed Income Series of
The DFA Investment Trust Company
  $ 3,238,521,960    
TOTAL INVESTMENTS IN AFFILIATED
INVESTMENT COMPANY (Cost $3,212,565,625)
  $ 3,238,521,960    
       

 

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

    Value†  
AFFILIATED INVESTMENT COMPANY — (100.0%)  
Investment in The DFA Two-Year Global Fixed Income Series of
The DFA Investment Trust Company
  $ 2,968,473,438    
TOTAL INVESTMENTS IN AFFILIATED
INVESTMENT COMPANY (Cost $2,918,789,923)
  $ 2,968,473,438    
       

 

See accompanying Notes to Financial Statements.


66




DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2009
(Unaudited)

    Face
Amount^
  Value†  
    (000)      
AUSTRALIA — (6.4%)  
BONDS — (6.4%)  
Australia & New Zealand Banking
Group, Ltd.
5.750%, 02/22/10
    1,476       $1,089,280    
Commonwealth Bank of Australia
7.250%, 09/17/10
    5,000       3,787,484    
National Australia Bank, Ltd. Floating
Rate Note
(e)(r) 1.486%, 07/27/09
    2,500       3,294,390    
Toyota Finance Australia, Ltd.
5.800%, 07/27/09
    453       329,136    
5.730%, 12/14/09     2,098       1,528,163    
Westpac Banking Corp. Floating
Rate Note
 
(e)(r) 1.634%, 12/22/09     1,750       2,295,586    
TOTAL — AUSTRALIA             12,324,039    
AUSTRIA — (4.6%)  
BONDS — (4.6%)  
ASFINAG
(u) 4.750%, 11/17/10
    3,500       3,658,568    
Oesterreichischen Kontrollbank AG
(g) 6.000%, 06/15/09
    1,060       1,576,792    
(u) 2.875%, 03/15/11     3,500       3,541,195    
TOTAL — AUSTRIA             8,776,555    
CANADA — (2.9%)  
BONDS — (2.9%)  
Ontario, Province of
(t) 5.750%, 09/02/09
    500       365,220    
Ontario, Province of Canada
(u) 3.125%, 09/08/10
    5,000       5,105,780    
TOTAL — CANADA             5,471,000    
DENMARK — (3.0%)  
BONDS — (3.0%)  
Denmark, Kingdom of
6.000%, 11/15/09
    2,600       471,600    
Kommunekredit
5.500%, 08/13/09
    29,750       5,292,487    
TOTAL — DENMARK             5,764,087    
FRANCE — (4.5%)  
BONDS — (4.5%)  
Agence Francaise de Developpement
(u) 1.750%, 01/18/11
    3,500       3,497,697    
BNP Paribas Finance, Inc. Floating
Rate Note
 
(r) 1.945%, 04/14/10     3,850       5,080,451    
TOTAL — FRANCE             8,578,148    

 

    Face
Amount^
  Value†  
    (000)      
GERMANY — (10.6%)  
BONDS — (10.6%)  
Bayerische Landesbank
(g) 5.500%, 07/27/09
    1,000     $ 1,491,620    
Deutsche Bank AG
(n) 4.500%, 05/15/09
    20,600       3,137,049    
Deutsche Bank AG Floating Rate Note
(r) 1.907%, 09/08/09
    2,000       2,636,147    
Kreditanstalt fuer Wiederaufbau
(z) 6.000%, 07/15/09
    6,800       3,864,801    
(z) 7.250%, 02/22/10     1,500       874,430    
Landeskreditbank Baden-Wuerttemberg
Foerderbank
(u) 3.250%, 10/29/10
    4,500       4,568,265    
Landwirtschaftliche Rentenbank
3.375%, 09/22/09
    2,300       3,074,876    
Norddeutsche Landesbank
Girozentrale AG
 
(z) 6.500%, 11/11/09     1,053       602,413    
TOTAL — GERMANY             20,249,601    
IRELAND — (2.7%)  
BONDS — (2.7%)  
General Electric Capital Corp. Floating
Rate Note
 
(g)(r) 2.562%, 02/01/10     3,600       5,139,283    
NETHERLANDS — (9.3%)  
BONDS — (9.3%)  
Bank Nederlandse Gemeenten
(z) 5.250%, 06/17/09
    5,161       2,927,548    
(t) 5.500%, 11/03/09     2,042       1,495,037    
Deutsche Bahn Finance
(u) 5.125%, 01/05/11
    5,000       5,169,020    
Nederlandse Waterschapsbank
(t) 6.250%, 06/09/09
    2,500       1,818,436    
Paccar Financial Corp. Floating
Rate Note
(r) 1.328%, 09/29/09
    400       523,929    
Rabobank Nederland
(s) 2.250%, 05/08/09
    11,100       1,379,917    
3.750%, 09/15/09     3,310       4,408,913    
TOTAL — NETHERLANDS             17,722,800    
NORWAY — (2.6%)  
BONDS — (2.6%)  
Kommunalbanken
(z) 7.150%, 05/18/09
    2,250       1,274,664    
(t) 5.350%, 06/15/09     3,512       2,556,390    
5.000%, 07/14/09     7,000       1,070,698    
TOTAL — NORWAY             4,901,752    

 


67



DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

    Face
Amount^
  Value†  
    (000)      
SPAIN — (3.9%)  
BONDS — (3.9%)  
Instituto de Credito Oficial
(u) 4.625%, 10/26/10
    4,500     $ 4,677,624    
Santander International Debt SA
Floating Rate Note
 
(r) 1.455%, 10/21/09     2,200       2,885,173    
TOTAL — SPAIN             7,562,797    
SUPRANATIONAL ORGANIZATION
OBLIGATIONS — (3.1%)
 
BONDS — (3.1%)  
European Investment Bank
(z) 6.000%, 07/15/09
    3,000       1,701,647    
Inter-American Development Bank
(z) 7.410%, 01/29/10
    1,300       755,883    
World Bank (International Bank for
Reconstruction & Development)
 
(z) 6.375%, 07/15/09     6,200       3,522,039    
TOTAL — SUPRANATIONAL
ORGANIZATION OBLIGATIONS
            5,979,569    
SWEDEN — (4.6%)  
BONDS — (4.6%)  
City of Stockholm
3.375%, 03/08/10
    10,000       1,251,631    
Kommuninvest
(t) 5.300%, 05/18/09
    1,100       799,576    
Sweden Government
4.000%, 12/01/09
    11,000       1,395,739    
Swedish Export Credit Corp.
(d) 5.375%, 10/15/09
    30,000       5,346,916    
TOTAL — SWEDEN             8,793,862    
UNITED KINGDOM — (1.1%)  
BONDS — (1.1%)  
BP Capital Markets P.L.C.
(t) 5.750%, 07/15/09
    2,814       2,046,789    
UNITED STATES — (37.0%)  
AGENCY OBLIGATIONS — (9.7%)  
Federal Farm Credit Bank
3.750%, 12/06/10
  $ 2,000       2,077,942    
Federal Home Loan Bank
2.750%, 06/18/10
    4,800       4,895,131    
3.500%, 07/16/10     2,300       2,354,450    
3.375%, 08/13/10     1,300       1,339,179    
1.625%, 01/21/11     5,000       5,044,930    
Federal Home Loan Mortgage
Corporation
4.750%, 01/18/11
    1,700       1,802,411    
Federal National Mortgage Association
7.125%, 06/15/10
    1,000       1,069,453    
TOTAL AGENCY OBLIGATIONS             18,583,496    

 

    Face
Amount
  Value†  
    (000)      
BONDS — (20.3%)  
Bank of America Corp.
4.500%, 08/01/10
  $ 1,472     $ 1,451,785    
Bank of New York Mellon Corp.
Floating Rate Note
(r) 1.634%, 02/05/10
    600       598,083    
Goldman Sachs Group, Inc.
1.700%, 03/15/11
    5,300       5,341,621    
IBM International Group Floating
Rate Note
 
(r) 1.394%, 07/29/09     200       200,252    
John Deere Capital Corp. Floating Rate
Note
 
(r) 1.412%, 10/16/09     2,100       2,095,122    
(r) 1.700%, 02/26/10     500       497,866    
JPMorgan Chase & Co. Floating
Rate Note
 
(r) 1.596%, 11/19/09     600       598,318    
(r) 0.528%, 05/07/10     1,500       1,487,164    
(r) 1.281%, 05/07/10     3,600       3,564,706    
Morgan Stanley
2.900%, 12/01/10
    2,000       2,050,246    
Nestle Holdings, Inc.
(n) 4.750%, 02/12/10
    30,000       4,596,469    
Paccar Financial Corp. Floating
Rate Note
 
(r) 1.328%, 09/21/09     300       299,274    
Regions Bank
2.750%, 12/10/10
    2,000       2,043,386    
Toyota Motor Credit Corp.
6.770%, 07/27/09
    2,973       1,687,021    
(t) 5.800%, 10/27/09     2,248       1,636,858    
(n) 4.625%, 01/22/10     4,200       639,525    
Wachovia Corp. Floating Rate Note
(r) 1.699%, 11/24/09
    500       494,822    
Wal-Mart Stores, Inc.
6.875%, 08/10/09
    2,050       2,080,717    
4.000%, 01/15/10     2,500       2,547,183    
Wells Fargo Bank & Co.
4.200%, 01/15/10
    1,500       1,520,448    
Wells Fargo Bank & Co. Floating
Rate Note
 
(r) 1.287%, 03/23/10     3,500       3,448,554    
TOTAL BONDS             38,879,420    
CERTIFICATES OF DEPOSIT
INTEREST BEARING — (2.8%)
 
Barclays Bank P.L.C.
3.430%, 07/10/09
    2,000       2,009,375    
3.430%, 08/07/09     1,000       1,005,888    
BNP Paribas Finance, Inc.
3.190%, 08/14/09
    1,500       1,508,411    
UBS AG
3.390%, 07/13/09
    900       904,323    
TOTAL CERTIFICATES OF DEPOSIT
INTEREST BEARING
            5,427,997    

 


68



DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
COMMERCIAL PAPER — (4.2%)  
Nordea North America, Inc.
3.030%, 05/05/09
  $ 5,500     $ 5,499,863    
3.000%, 05/11/09     1,500       1,499,908    
Societe Generale North America
3.100%, 05/01/09
    1,000       999,995    
TOTAL COMMERCIAL PAPER             7,999,766    
TOTAL — UNITED STATES             70,890,679    
TEMPORARY CASH INVESTMENTS — (3.7%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $10,115,000 FHLMC 6.040%(r), 11/01/36, valued
at $7,194,481) to be repurchased at $7,086,037
    7,086       7,086,000    
TOTAL INVESTMENTS — (100.0%)
(Cost $202,147,565)
          $ 191,286,961    

 

See accompanying Notes to Financial Statements.
69



DFA FIVE-YEAR GOVERNMENT PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2009
(Unaudited)

    Face
Amount
 
Value†
 
    (000)    
AGENCY OBLIGATIONS — (77.0%)  
Federal Farm Credit Bank  
3.750%, 12/06/10   $ 40,000     $ 41,558,840    
Federal Home Loan Bank  
3.375%, 10/20/10     20,000       20,655,680    
4.375%, 10/22/10     40,000       41,844,320    
3.625%, 12/17/10     18,000       18,725,112    
1.625%, 01/21/11     40,000       40,359,440    
4.625%, 02/18/11     21,500       22,786,968    
2.625%, 05/20/11     50,200       51,124,684    
3.375%, 06/24/11     6,300       6,539,419    
5.375%, 08/19/11     50,000       54,212,050    
3.750%, 09/09/11     40,000       42,067,920    
3.625%, 09/16/11     50,000       52,448,700    
4.875%, 11/18/11     50,000       53,963,050    
5.750%, 05/15/12     150,000       167,043,300    
4.625%, 10/10/12     100,000       109,242,500    
Tennessee Valley Authority  
5.625%, 01/18/11     10,930       11,706,981    
TOTAL AGENCY OBLIGATIONS             734,278,964    
U.S. TREASURY OBLIGATIONS — (22.5%)  
U.S. Treasury Notes  
2.750%, 10/31/13     50,000       51,906,250    
2.000%, 11/30/13     112,000       112,490,000    
1.750%, 01/31/14     50,000       49,531,500    
TOTAL U.S. TREASURY OBLIGATIONS             213,927,750    
TEMPORARY CASH INVESTMENTS — (0.5%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $5,930,000 FHLMC 6.50%, 08/01/37, valued at  
$4,912,836) to be repurchased at $4,839,026
    4,839       4,839,000    
TOTAL INVESTMENTS — (100.0%)
(Cost $930,098,712)
          $ 953,045,714    

 

See accompanying Notes to Financial Statements.
70



DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2009
(Unaudited)

    Face
Amount^
  Value†  
    (000)      
AUSTRIA — (4.2%)  
BONDS — (4.2%)  
Oesterreichischen Kontrollbank AG
(j) 1.800%, 03/22/10
    1,578,000     $ 16,084,191    
PfandBriefstelle der Oesterreichischen
Landes-Hypothekenbanken
 
(j) 1.600%, 02/15/11     10,546,000       104,648,572    
TOTAL — AUSTRIA             120,732,763    
BELGIUM — (2.9%)  
BONDS — (2.9%)  
Belgium, Kingdom of
(u) 4.250%, 09/03/13
    78,000       81,257,592    
CANADA — (2.0%)  
BONDS — (2.0%)  
Ontario, Province of
(u) 4.375%, 02/15/13
    55,000       57,000,240    
FRANCE — (1.2%)  
BONDS — (1.2%)  
Dexia Municipal Agency
(f) 4.000%, 03/08/10
    18,000       15,889,978    
Total Capital SA
(f) 1.625%, 07/12/11
    9,650       8,458,967    
(u) 5.000%, 05/22/12     9,900       10,447,123    
TOTAL — FRANCE             34,796,068    
GERMANY — (4.9%)  
BONDS — (4.9%)  
Bayerische Landesbank
(j) 1.000%, 09/20/10
    2,950,000       29,571,791    
Kreditanstalt fuer Wiederaufbau
(u) 4.000%, 10/15/13
    10,200       10,539,252    
(u) 3.500%, 03/10/14     35,000       35,956,690    
Landeskreditbank
Baden-Wuerttemberg Foerderbank
 
(u) 4.875%, 01/13/12     9,000       9,458,388    
Landwirtschaftliche Rentenbank
(u) 4.125%, 07/15/13
    9,000       9,248,796    
(u) 4.875%, 01/10/14     42,000       44,635,206    
TOTAL — GERMANY             139,410,123    
JAPAN — (1.2%)  
BONDS — (1.2%)  
Japan Finance Corp. for
Municipal Enterprises
 
1.550%, 02/21/12     3,200,000       33,153,291    
NETHERLANDS — (3.8%)  
BONDS — (3.8%)  
Nederlandse Waterschapsbank
(f)  3.500%, 10/29/09
    3,000       2,656,998    

 

    Face
Amount^
  Value†  
    (000)      
Rabobank Nederland
(s) 2.250%, 05/08/09
    37,000     $ 4,599,722    
(j) 0.800%, 02/03/11     10,185,000       101,006,655    
TOTAL — NETHERLANDS             108,263,375    
NORWAY — (2.6%)  
BONDS — (2.6%)  
Eksportfinans
(j) 1.800%, 06/21/10
    7,298,000       74,529,511    
SPAIN — (1.1%)  
BONDS — (1.1%)  
Instituto de Credito Oficial
(j) 1.500%, 09/20/12
    2,980,000       30,421,413    
SUPRANATIONAL ORGANIZATION
OBLIGATIONS — (0.8%)
 
BONDS — (0.8%)  
Eurofima
(u) 4.250%, 02/04/14
    22,360       23,126,791    
SWEDEN — (1.0%)  
BONDS — (1.0%)  
Kommuninvest
4.100%, 05/11/09
    156,000       19,400,735    
(f) 2.250%, 12/14/09     9,260       8,178,226    
TOTAL — SWEDEN             27,578,961    
SWITZERLAND — (0.2%)  
BONDS — (0.2%)  
UBS AG
0.875%, 12/29/09
    6,700       5,753,970    
UNITED KINGDOM — (5.7%)  
BONDS — (5.7%)  
BP Capital Markets P.L.C.
(u) 5.250%, 11/07/13
    77,000       83,019,321    
United Kingdom Gilt
5.250%, 06/07/12
    50,000       80,847,545    
TOTAL — UNITED KINGDOM             163,866,866    
UNITED STATES — (68.0%)  
AGENCY OBLIGATIONS — (36.5%)  
Federal Farm Credit Bank
4.250%, 07/08/13
  $ 50,000       53,412,100    
Federal Home Loan Bank
2.625%, 05/20/11
    50,000       50,921,000    
5.375%, 08/19/11     50,000       54,212,050    
3.625%, 09/16/11     50,000       52,448,700    
4.875%, 11/18/11     119,500       128,971,690    
5.750%, 05/15/12     50,000       55,681,100    
3.625%, 05/29/13     37,500       39,485,325    

 


71



DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
Federal Home Loan
Mortgage Corporation
6.000%, 06/15/11
    $50,000       $54,830,750    
3.875%, 06/29/11     100,000       105,282,600    
4.750%, 03/05/12     100,000       108,423,800    
Federal National Mortgage
Association
6.000%, 05/15/11
    50,000       54,828,500    
5.375%, 11/15/11     57,100       62,516,449    
5.000%, 02/16/12     50,000       54,454,300    
6.125%, 03/15/12     50,000       56,156,750    
4.875%, 05/18/12     100,000       109,105,300    
TOTAL AGENCY
OBLIGATIONS
            1,040,730,414    
BONDS — (31.5%)  
3M Co.
4.375%, 08/15/13
    19,600       20,522,435    
American International Group, Inc.
(j) 1.400%, 04/03/12
    5,000,000       32,798,773    
Bank of America Corp.
4.900%, 05/01/13
    54,265       49,475,680    
Bank of New York Mellon Corp.
4.500%, 04/01/13
    10,000       10,147,200    
Citigroup Funding, Inc. Floating
Rate Note
 
(r) 1.351%, 10/22/09     90,000       87,851,700    
CME Group, Inc. Floating Rate Note
(r) 1.886%, 08/06/10
    15,400       15,098,868    
General Electric Capital Corp.
(j) 1.450%, 11/10/11
    8,000,000       71,308,862    
4.800%, 05/01/13     34,800       34,034,226    
Hewlett-Packard Co. Floating
Rate Note
(r) 1.380%, 06/15/10
    80,000       79,647,120    
John Deere Capital Corp. Floating
Rate Note
 
(r) 1.700%, 02/26/10     37,400       37,240,414    

 

    Face
Amount
  Value†  
    (000)      
JPMorgan Chase & Co.
4.750%, 05/01/13
  $ 15,000     $ 14,903,190    
JPMorgan Chase & Co. Floating
Rate Note
 
(r) 1.596%, 11/19/09     71,000       70,800,987    
Merck & Co., Inc.
4.375%, 02/15/13
    30,506       31,724,959    
Paccar Financial Corp. Floating
Rate Note
 
(r) 1.634%, 12/03/10     47,900       47,581,752    
(r) 1.942%, 04/01/11     37,000       36,644,023    
Toyota Motor Credit Corp.
(j) 0.550%, 06/30/10
    4,423,000       44,142,993    
(j) 1.300%, 03/16/12     5,550,000       54,956,312    
Wachovia Corp. Floating Rate Note
(r) 1.699%, 11/24/09
    44,000       43,544,292    
Wal-Mart Stores, Inc.
4.250%, 04/15/13
    18,500       19,440,873    
7.250%, 06/01/13     47,800       54,970,621    
Wells Fargo Bank & Co.
5.250%, 10/23/12
    42,700       42,862,303    
TOTAL BONDS             899,697,583    
TOTAL — UNITED STATES             1,940,427,997    
TEMPORARY CASH
INVESTMENTS — (0.4%)
 
Repurchase Agreement, PNC
Capital Markets, Inc. 0.19%,  
05/01/09 (Collateralized by  
12,945,000  $FNMA 5.00%,
08/25/18, valued at  
11,991,516 $) to be
repurchased at $11,812,062
    11,812       11,812,000    
TOTAL INVESTMENTS — (100.0%)
(Cost $2,739,183,228)
          $ 2,852,130,961    

 

See accompanying Notes to Financial Statements.
72



DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2009
(Unaudited)

    Face
Amount
  Value†  
    (000)      
AGENCY OBLIGATIONS — (66.7%)  
Federal Farm Credit Bank  
4.800%, 05/24/11   $ 3,300     $ 3,522,743    
6.300%, 06/06/11     2,800       3,081,431    
4.250%, 07/11/11     13,600       14,390,935    
4.350%, 11/02/11     8,000       8,512,168    
4.200%, 11/07/11     6,650       7,051,999    
4.300%, 11/23/11     5,500       5,847,660    
6.260%, 12/02/11     2,000       2,225,380    
4.950%, 12/22/11     9,000       9,723,519    
5.230%, 02/14/12     12,000       13,072,548    
4.500%, 03/14/12     8,500       9,096,190    
4.625%, 03/16/12     7,000       7,515,487    
5.000%, 06/01/12     4,295       4,666,024    
4.480%, 08/24/12     12,000       12,879,588    
6.280%, 11/26/12     3,000       3,410,145    
4.400%, 01/03/13     11,000       11,803,913    
4.150%, 05/15/13     10,000       10,646,820    
5.580%, 07/03/13     23,000       25,774,398    
3.880%, 07/08/13     7,000       7,372,575    
4.920%, 08/26/13     4,125       4,517,197    
4.710%, 10/18/13     7,000       7,605,920    
4.900%, 01/16/14     5,700       6,183,138    
5.300%, 02/18/14     12,000       13,345,344    
5.250%, 06/05/14     14,400       15,985,670    
4.375%, 06/30/14     3,915       4,183,201    
8.160%, 09/30/14     3,615       4,533,788    
4.700%, 12/10/14     4,000       4,325,120    
4.550%, 02/03/15     4,500       4,824,752    
4.375%, 02/17/15     14,300       15,195,223    
6.030%, 03/21/16     4,700       5,427,875    
5.050%, 03/08/17     10,000       10,511,700    
5.625%, 08/18/17     4,000       4,399,344    
5.100%, 09/03/19     9,000       9,390,654    
5.320%, 09/03/19     21,300       22,285,295    
5.150%, 11/15/19     11,200       11,834,536    
4.670%, 05/07/20     5,600       5,612,790    
5.350%, 08/07/20     6,700       7,087,012    
5.250%, 03/02/21     6,100       6,188,706    
5.220%, 02/22/22     5,000       5,024,530    
5.210%, 12/19/22     21,200       21,374,688    
Federal Home Loan Bank  
7.200%, 06/14/11     3,000       3,362,496    
5.750%, 08/15/11     12,000       13,114,080    
5.000%, 10/13/11     25,000       27,061,900    
5.625%, 11/15/11     5,000       5,497,520    
5.625%, 02/15/12     6,100       6,747,527    
5.750%, 05/15/12     8,300       9,243,063    
4.625%, 08/15/12     15,175       16,484,071    

 

    Face
Amount
  Value†  
    (000)      
4.500%, 11/15/12   $ 18,000     $ 19,528,740    
5.126%, 02/28/13     5,615       6,227,490    
3.875%, 06/14/13     12,600       13,385,484    
5.375%, 06/14/13     52,400       58,608,614    
4.500%, 09/16/13     11,000       11,950,598    
6.395%, 06/03/14     5,200       6,100,271    
5.250%, 06/18/14     44,000       49,261,388    
6.700%, 06/25/14     12,500       14,862,588    
5.500%, 08/13/14     5,000       5,667,825    
4.500%, 11/14/14     4,000       4,343,700    
4.875%, 03/11/16     13,600       14,564,458    
5.375%, 09/09/16     6,000       6,681,096    
4.625%, 09/11/20     11,200       11,246,446    
5.000%, 03/12/21     5,200       5,421,234    
5.000%, 12/10/21     39,500       40,762,657    
5.750%, 06/10/22     19,500       21,343,218    
4.750%, 03/10/23     22,200       21,635,787    
Tennessee Valley Authority  
6.790%, 05/23/12     37,600       42,790,154    
6.000%, 03/15/13     28,100       31,825,948    
4.750%, 08/01/13     12,500       13,368,725    
6.250%, 12/15/17     10,000       11,605,970    
TOTAL AGENCY OBLIGATIONS             843,123,054    
U.S. TREASURY OBLIGATIONS — (32.3%)  
U.S. Treasury Bonds  
11.250%, 02/15/15     15,500       22,983,586    
10.625%, 08/15/15     11,000       16,238,750    
9.875%, 11/15/15     11,600       16,710,345    
9.250%, 02/15/16     9,000       12,670,308    
7.250%, 05/15/16     6,000       7,695,468    
7.500%, 11/15/16     10,800       14,113,408    
9.000%, 11/15/18     12,200       17,896,827    
8.125%, 08/15/19     3,800       5,326,532    
8.750%, 08/15/20     3,200       4,706,499    
8.125%, 05/15/21     27,100       38,592,080    
7.250%, 08/15/22     11,000       14,846,568    
U.S. Treasury Notes  
4.875%, 02/15/12     51,800       56,947,625    
4.375%, 08/15/12     54,700       59,776,816    
4.000%, 11/15/12     9,700       10,516,168    
3.875%, 02/15/13     27,600       29,911,500    
3.625%, 05/15/13     7,700       8,273,889    
4.250%, 08/15/13     30,100       33,197,019    
4.000%, 02/15/14     10,500       11,472,069    
4.250%, 08/15/14     15,500       17,189,252    
4.875%, 08/15/16     8,200       9,381,308    
TOTAL U.S. TREASURY OBLIGATIONS             408,446,017    

 


73



DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
TEMPORARY CASH INVESTMENTS — (1.0%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09 (Collateralized by $14,580,000
FHLMC 6.50%, 08/01/37, valued at $12,079,113) to be repurchased at $11,898,063
  $ 11,898     $ 11,898,000    
TOTAL INVESTMENTS — (100.0%)
(Cost $1,169,332,302)
      $ 1,263,467,071    

 

See accompanying Notes to Financial Statements.
74



DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2009
(Unaudited)

    Face
Amount
  Value†  
    (000)      
AGENCY OBLIGATIONS — (11.6%)  
Federal Home Loan Bank
1.625%, 03/16/11
  $ 5,600     $ 5,636,377    
Federal Home Loan
Mortgage Corporation
3.250%, 02/25/11
    6,500       6,719,700    
Federal National Mortgage Association
1.750%, 03/23/11
    6,600       6,664,060    
TOTAL AGENCY OBLIGATIONS             19,020,137    
BONDS — (84.0%)  
Abbott Laboratories
5.600%, 05/15/11
    600       646,801    
Aetna, Inc.
5.750%, 06/15/11
    600       617,442    
Allied Waste North America, Inc.
6.375%, 04/15/11
    600       603,000    
Allstate, Corp.
7.500%, 06/15/13
    600       613,081    
Altria Group, Inc.
7.750%, 02/06/14
    600       643,036    
American Express Credit, Corp.
5.875%, 05/02/13
    500       492,585    
7.300%, 08/20/13     600       601,083    
Anadarko Petroleum, Corp.
5.000%, 10/01/12
    600       566,392    
Anheuser-Busch, Inc.
6.000%, 04/15/11
    300       309,914    
Apache, Corp.
6.000%, 09/15/13
    600       647,802    
Appalachian Power Co.
5.650%, 08/15/12
    600       598,330    
Archer-Daniels-Midland Co.
7.125%, 03/01/13
    800       882,396    
Arizona Public Service Co.
6.500%, 03/01/12
    600       592,495    
AT&T, Inc.
6.700%, 11/15/13
    1,100       1,219,904    
Atmos Energy Corp.
7.375%, 05/15/11
    800       846,072    
Australia & New Zealand
Banking Group, Ltd.
5.125%, 11/14/11
    2,400       2,390,143    
Avon Products, Inc.
5.125%, 01/15/11
    600       622,326    
Baker Hughes, Inc.
6.500%, 11/15/13
    870       955,847    
Bank of America Corp.
5.375%, 09/11/12
    1,100       1,024,109    
Bank of New York Mellon Corp.
4.950%, 11/01/12
    2,500       2,594,968    
Barclays Bank P.L.C.
5.450%, 09/12/12
    2,700       2,742,595    

 

    Face
Amount
  Value†  
    (000)      
Baxter International, Inc.
4.000%, 03/01/14
  $ 600     $ 621,539    
Bear Stearns LLC
5.500%, 08/15/11
    1,100       1,135,167    
Belgium Kingdom
4.250%, 09/03/13
    1,000       1,041,764    
BHP Billiton Finance, Ltd.
5.125%, 03/29/12
    600       626,821    
Black & Decker Corp.
7.125%, 06/01/11
    600       602,674    
Boeing Capital Corp.
7.375%, 09/27/10
    600       643,102    
BP Capital Markets P.L.C.
3.125%, 03/10/12
    2,500       2,537,275    
Bristol-Myers Squibb Co.
5.250%, 08/15/13
    600       627,502    
Brown-Forman Corp.
5.000%, 02/01/14
    600       616,739    
Burlington Northern Santa Fe Corp.
5.900%, 07/01/12
    600       624,149    
Caisse D'amortissement de la
Dette Sociale
4.125%, 12/09/11
    1,400       1,473,046    
Campbell Soup Co.
4.875%, 10/01/13
    1,000       1,070,839    
Canadian National Railway Co.
4.400%, 03/15/13
    600       608,890    
Caterpillar Financial Services Corp.
6.200%, 09/30/13
    600       616,560    
Centerpoint Energy Resources Corp.
7.875%, 04/01/13
    600       629,240    
Cisco Systems, Inc.
5.250%, 02/22/11
    1,100       1,169,510    
Citigroup, Inc.
6.000%, 02/21/12
    1,100       1,010,917    
Coca-Cola Enterprises, Inc.
7.375%, 03/03/14
    600       685,511    
Comcast Cable Communications
Holdings, Inc.
8.375%, 03/15/13
    600       661,598    
Commonwealth Bank of Australia
4.750%, 01/27/11
    1,800       1,779,948    
Conagra Foods, Inc.
6.750%, 09/15/11
    800       843,813    
Conocophillips
4.750%, 02/01/14
    600       632,729    
Consolidated Edison Co. of
New York, Inc.
3.850%, 06/15/13
    600       599,054    
Credit Suisse
5.000%, 05/15/13
    600       592,517    
Credit Suisse USA, Inc.
5.125%, 01/15/14
    500       495,237    

 


75



DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
CSX Corp.
6.750%, 03/15/11
  $ 600     $ 617,086    
CVS Caremark Corp.
5.750%, 08/15/11
    600       634,846    
Dell, Inc.
4.700%, 04/15/13
    600       609,701    
Detroit Edison Co.
6.400%, 10/01/13
    600       640,354    
Deutsche Bank AG
4.875%, 05/20/13
    1,100       1,092,359    
Deutsche Telekom International Finance
5.250%, 07/22/13
    1,000       1,024,917    
Devon Energy Corp.
5.625%, 01/15/14
    600       624,624    
Diageo Capital P.L.C.
5.200%, 01/30/13
    600       618,778    
Dominion Resources, Inc.
5.000%, 03/15/13
    600       599,109    
Dover Corp.
6.500%, 02/15/11
    600       629,492    
Duke Energy Ohio, Inc.
5.700%, 09/15/12
    450       458,337    
E.I. Du Pont de Nemours & Co.
5.875%, 01/15/14
    600       639,453    
Eaton Corp.
5.950%, 03/20/14
    600       611,612    
Eksportfinans
5.000%, 02/14/12
    1,900       1,979,707    
Eli Lilly & Co.
3.550%, 03/06/12
    600       616,151    
Embarq Corp.
6.738%, 06/01/13
    600       579,000    
Emerson Electric Co.
5.625%, 11/15/13
    480       517,360    
Enbridge Energy Partners LP
4.750%, 06/01/13
    800       723,941    
Enterprise Products Operating LLC
9.750%, 01/31/14
    600       656,847    
Firstenergy Corp.
6.450%, 11/15/11
    600       609,385    
Fortune Brands, Inc.
4.875%, 12/01/13
    600       545,560    
FPL Group Capital, Inc.
5.625%, 09/01/11
    800       849,044    
General Dynamics Corp.
5.250%, 02/01/14
    600       636,798    
General Electric Capital Corp.
5.875%, 02/15/12
    600       611,397    
4.800%, 05/01/13     500       488,998    
General Mills, Inc.
6.000%, 02/15/12
    600       632,914    
Glaxosmithkline Capital, Inc.
4.850%, 05/15/13
    600       622,409    
Goldman Sachs Group, Inc.
4.750%, 07/15/13
    1,100       1,066,802    
Halliburton Co.
5.500%, 10/15/10
    600       625,021    
Hess Corp.
7.000%, 02/15/14
    600       650,626    

 

    Face
Amount
  Value†  
    (000)      
Hewlett-Packard Co.
6.125%, 03/01/14
  $ 600     $ 659,791    
Home Depot, Inc.
5.200%, 03/01/11
    600       611,399    
Honeywell International, Inc.
3.875%, 02/15/14
    600       604,799    
Hydro-Quebec
6.300%, 05/11/11
    800       859,338    
Instituto de Credito Oficial
5.375%, 07/02/12
    2,000       2,124,696    
International Business Machines Corp.
6.500%, 10/15/13
    600       672,430    
John Deere Capital Corp.
7.000%, 03/15/12
    600       644,473    
Johnson Controls, Inc.
4.875%, 09/15/13
    1,000       941,232    
Kansas City Power & Light Co.
6.500%, 11/15/11
    800       835,384    
Kellogg Co.
6.600%, 04/01/11
    600       639,661    
Kinder Morgan Energy Partners LP
5.850%, 09/15/12
    600       598,977    
Kohl's Corp.
7.375%, 10/15/11
    600       637,664    
Kommuninvest I Sverige
5.375%, 07/03/12
    2,000       2,124,668    
Koninklijke Kpn NV
8.000%, 10/01/10
    800       839,064    
Kraft Foods, Inc.
6.250%, 06/01/12
    600       637,331    
Kreditanstalt fuer Wiederaufbau
3.250%, 10/14/11
    1,900       1,961,807    
Kroger Co.
6.800%, 04/01/11
    600       633,746    
Landeskreditbank Baden-
Wuerttemberg Foerderbank
4.875%, 01/13/12
    1,000       1,050,932    
Landwirtschaftliche Rentenbank
4.125%, 07/15/13
    1,800       1,849,759    
Lowe's Companies, Inc.
8.250%, 06/01/10
    600       634,069    
Marathon Oil Corp.
6.500%, 02/15/14
    600       622,556    
Marriott International, Inc.
4.625%, 06/15/12
    1,100       1,023,873    
Marsh & McLennan Cos., Inc.
6.250%, 03/15/12
    600       569,999    
McDonald's Corp.
4.300%, 03/01/13
    600       625,763    
Mckesson Corp.
6.500%, 02/15/14
    600       632,819    
Medtronic, Inc.
4.500%, 03/15/14
    600       618,723    
Metlife, Inc.
5.375%, 12/15/12
    600       570,727    
Monsanto Co.
7.375%, 08/15/12
    700       782,301    
Morgan Stanley
5.250%, 11/02/12
    500       487,811    
5.300%, 03/01/13     600       583,909    

 


76



DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
National Rural Utilities Cooperative
Finance Corp.
7.250%, 03/01/12
  $ 600     $ 634,402    
Network Rail Infrastructure
Finance P.L.C.
2.000%, 01/17/12
    2,600       2,590,068    
Newell Rubbermaid, Inc.
4.000%, 05/01/10
    600       580,129    
Norfolk Southern Corp.
8.625%, 05/15/10
    600       626,763    
Northern States Power Co.
8.000%, 08/28/12
    800       896,076    
Northrop Grumman Systems Corp.
7.125%, 02/15/11
    800       851,556    
Occidental Petroleum Corp.
7.000%, 11/01/13
    600       677,501    
Oesterreichischen Kontrollbank AG
4.750%, 11/08/11
    1,800       1,881,110    
Oneok Partners LP
5.900%, 04/01/12
    600       586,070    
Ontario Electricity Financial Corp.
7.450%, 03/31/13
    1,000       1,148,744    
Oracle Corp.
4.950%, 04/15/13
    600       637,242    
Pacific Gas & Electric Co.
4.800%, 03/01/14
    600       617,090    
Packaging Corp. of America
5.750%, 08/01/13
    800       743,281    
Panhandle Eastern Pipeline Co.
6.050%, 08/15/13
    600       589,086    
Pepco Holdings, Inc.
6.450%, 08/15/12
    600       599,208    
Pepsiamericas, Inc.
4.375%, 02/15/14
    600       597,179    
Philip Morris International, Inc.
4.875%, 05/16/13
    600       620,711    
Pitney Bowes, Inc.
4.625%, 10/01/12
    800       824,729    
PNC Funding Corp.
5.125%, 12/14/10
    600       594,692    
Potash Corp of Saskatchewan, Inc.
7.750%, 05/31/11
    600       641,340    
PPL Energy Supply LLC
6.300%, 07/15/13
    600       608,938    
Praxair, Inc.
6.375%, 04/01/12
    600       645,781    
Progress Energy, Inc.
7.100%, 03/01/11
    600       633,138    
Republic of Austria International Bond
5.500%, 02/22/12
    1,000       1,077,840    
Reynolds American, Inc.
6.500%, 07/15/10
    600       600,063    
Royal Bank of Canada
5.650%, 07/20/11
    2,200       2,362,404    
Ryder System, Inc.
6.000%, 03/01/13
    600       551,228    
Safeway, Inc.
4.950%, 08/16/10
    600       614,720    

 

    Face
Amount
  Value†  
    (000)      
Sara Lee Corp.
6.250%, 09/15/11
  $ 600     $ 627,943    
Southern California Edison Co.
5.750%, 03/15/14
    800       870,790    
Southern Co.
5.300%, 01/15/12
    600       630,016    
Suntrust Banks, Inc.
5.250%, 11/05/12
    600       570,012    
Svensk Exportkredit AB
4.875%, 09/29/11
    1,000       1,052,456    
Tampa Electric Co.
6.375%, 08/15/12
    600       606,696    
Target Corp.
6.350%, 01/15/11
    600       639,643    
Time Warner Cable, Inc.
6.200%, 07/01/13
    800       835,832    
Toyota Motor Credit, Corp.
4.250%, 06/27/11
    2,500       2,532,775    
TransCanada Pipelines, Ltd.
4.000%, 06/15/13
    800       785,373    
Transocean, Inc.
5.250%, 03/15/13
    595       602,395    
Unilever Capital Corp.
3.650%, 02/15/14
    650       660,215    
Union Pacific Corp.
6.650%, 01/15/11
    1,100       1,159,498    
United Technologies Corp.
6.100%, 05/15/12
    600       640,643    
Unitedhealth Group, Inc.
5.250%, 03/15/11
    600       609,505    
Valero Energy Corp.
6.875%, 04/15/12
    600       613,790    
Veolia Environnement
5.250%, 06/03/13
    800       793,032    
Verizon Communications, Inc.
4.350%, 02/15/13
    600       609,558    
Viacom, Inc.
5.750%, 04/30/11
    1,100       1,099,483    
Wal-Mart Stores, Inc.
7.250%, 06/01/13
    1,000       1,150,013    
Walt Disney Co.
4.500%, 12/15/13
    600       622,995    
Waste Management, Inc.
6.375%, 11/15/12
    655       667,376    
5.000%, 03/15/14     258       247,346    
Wellpoint Health Networks, Inc.
6.375%, 01/15/12
    600       614,921    
Wells Fargo Bank & Co.
5.250%, 10/23/12
    2,600       2,609,883    
Western Union Co.
6.500%, 02/26/14
    600       633,011    
Xto Energy, Inc.
5.750%, 12/15/13
    600       612,353    
Yum! Brands, Inc.
8.875%, 04/15/11
    600       644,150    
TOTAL BONDS             137,221,583    

 


77



DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
TEMPORARY CASH INVESTMENTS — (4.4%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09 (Collateralized by $7,910,000
FNMA 5.00%, 08/25/18, valued at $7,327,377) to be repurchased at $7,219,038
  $ 7,219     $ 7,219,000    
TOTAL INVESTMENTS — (100.0%)
(Cost $162,221,041)
      $ 163,460,720    

 

See accompanying Notes to Financial Statements.
78




DFA INFLATION-PROTECTED SECURITIES PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2009
(Unaudited)

    Face
Amount
  Value†  
    (000)      
U.S. TREASURY OBLIGATIONS — (99.2%)  
U.S. Treasury Inflation Notes  
1.875%, 07/15/13   $ 31,700     $ 37,304,524    
2.000%, 01/15/14     44,800       52,403,848    
2.000%, 07/15/14     46,200       53,088,251    
1.625%, 01/15/15     40,100       44,331,935    
1.875%, 07/15/15     41,800       46,076,934    
2.000%, 01/15/16     38,250       41,602,088    
2.500%, 07/15/16     30,500       33,783,725    
2.375%, 01/15/17     28,400       31,268,815    
2.625%, 07/15/17     25,200       27,633,944    
1.625%, 01/15/18     27,000       27,206,186    
1.375%, 07/15/18     13,300       12,758,075    
2.125%, 01/15/19     5,000       5,156,960    
2.375%, 01/15/25     21,700       24,217,911    
2.000%, 01/15/26     22,400       22,417,600    
2.375%, 01/15/27     12,300       12,774,182    
1.750%, 01/15/28     22,200       20,226,732    
3.625%, 04/15/28     11,200       16,959,228    
2.500%, 01/15/29     3,300       3,319,012    
TOTAL U.S. TREASURY OBLIGATIONS             512,529,950    
TEMPORARY CASH INVESTMENTS — (0.8%)  
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 05/01/09
(Collateralized by $5,380,000 FHLMC 6.50%, 08/01/37, valued at  
$4,457,176) to be repurchased at $4,391,023
    4,391       4,391,000    
TOTAL INVESTMENTS — (100.0%)
(Cost $514,037,548)
          $ 516,920,950    

 

See accompanying Notes to Financial Statements.
79



DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2009
(Unaudited)

    Face
Amount
  Value†  
    (000)      
MUNICIPAL BONDS — (98.0%)  
ARIZONA — (2.3%)  
Maricopa County Unified
School District (GO)
7.400%, 07/01/10
  $ 3,485     $ 3,749,825    
Maricopa County Unified
School District (GO) (FSA)
5.000%, 07/01/13
    6,800       7,676,044    
Salt River Project Agricultural
Improvement and Power
District (RB) Series A
5.000%, 01/01/14
    7,000       7,859,320    
Scottsdale Municipal
Property Corp (RB)
5.000%, 07/01/13
    3,070       3,474,749    
TOTAL ARIZONA             22,759,938    
ARKANSAS — (0.7%)  
Arkansas State (GO) Series A
5.500%, 08/01/09
    3,885       3,931,581    
Fort Smith Water & Sewer (RB)
Series A (FSA)
5.000%, 10/01/09
    2,850       2,903,067    
TOTAL ARKANSAS             6,834,648    
CALIFORNIA — (3.0%)  
California State (GO)
5.250%, 11/01/09
    7,695       7,839,589    
California State Department
Water Resources Power
Supply (RB) (ETM) Series A
5.125%, 05/01/12
    1,900       2,137,823    
California State Economic
Recovery (GO) Series A
5.000%, 01/01/11
    9,100       9,558,913    
California State Economic
Recovery (GO) Series A (MBIA)
5.000%, 07/01/12
    8,400       9,078,300    
San Francisco City & County Public
Utilities Commission (RB)
Series A (MBIA)
5.000%, 10/01/09
    800       813,008    
TOTAL CALIFORNIA             29,427,633    
COLORADO — (1.0%)  
Arapahoe County School
District (GO) (FSA)
5.000%, 12/15/10
    9,000       9,554,400    
CONNECTICUT — (2.6%)  
City of Stamford (GO)
5.000%, 07/15/09
    2,000       2,018,020    
Connecticut State (GO)
5.000%, 03/15/12
    5,000       5,503,000    

 

    Face
Amount
  Value†  
    (000)      
Connecticut State (GO) Series A
5.000%, 03/01/13
  $ 3,855     $ 4,332,904    
Connecticut State (GO) Series C
5.000%, 12/15/09
    4,000       4,113,200    
Connecticut State (RB) Series A
5.000%, 06/30/09
    5,000       5,034,650    
Connecticut State Health &
Educational Facility Authority (GO)
Series B (MBIA)
5.000%, 12/01/12
    4,000       4,482,160    
TOTAL CONNECTICUT             25,483,934    
DELAWARE — (2.6%)  
Delaware State (GO)
5.000%, 08/01/12
    11,370       12,715,185    
Delaware State (GO) Series B
5.000%, 02/01/11
    7,470       8,001,192    
5.000%, 02/01/12     5,000       5,510,350    
TOTAL DELAWARE             26,226,727    
FLORIDA — (5.2%)  
Broward County (GO)
5.000%, 01/01/14
    5,000       5,689,750    
City of Gainesville (RB) Series C
5.000%, 10/01/10
    2,265       2,388,171    
Florida State Board of
Education (GO) Series B
5.250%, 06/01/13
    3,700       4,134,158    
Florida State Board of
Education (GO) Series C
4.000%, 06/01/09
    4,000       4,009,280    
Florida State Board of
Education (GO) Series D
5.000%, 06/01/13
    13,085       14,493,600    
Florida State Department of
Environmental Protection
Preservation (RB) Series A (MBIA)
5.000%, 07/01/11
    5,330       5,600,871    
5.000%, 07/01/11     5,130       5,459,705    
Florida State Department of
Environmental Protection
Preservation (RB) Series B (MBIA)
5.000%, 07/01/11
    5,800       6,079,792    
Gainesville Utilities Systems (RB)
Series C (FSA)
5.000%, 10/01/09
    4,000       4,069,680    
TOTAL FLORIDA             51,925,007    
GEORGIA — (6.8%)  
De Kalb County School District (GO)
5.000%, 02/01/12
    21,330       23,416,074    
Georgia State (GO) Series C
5.500%, 07/01/12
    8,400       9,487,128    

 


80



DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
Georgia State (GO) Series D
5.800%, 11/01/09
  $ 2,010     $ 2,063,667    
5.000%, 08/01/12     7,100       7,928,002    
Georgia State (GO) Series G
5.000%, 10/01/12
    8,000       8,971,440    
Henry County School District (GO)
Series A
5.000%, 04/01/13
    14,000       15,817,620    
TOTAL GEORGIA             67,683,931    
HAWAII — (1.3%)  
City & County of Honolulu (GO)
(ETM) Series A (MBIA)
5.000%, 03/01/10
    1,255       1,302,012    
City & County of Honolulu (GO)
Series A (MBIA)
5.000%, 03/01/10
    745       771,522    
City & County of Honolulu (GO)
Series C (MBIA)
5.000%, 07/01/12
    5,000       5,509,600    
Hawaii State (GO) Series CY (FSA)
5.750%, 02/01/13
    4,750       5,442,027    
TOTAL HAWAII             13,025,161    
ILLINOIS — (1.7%)  
City of Chicago (GO) Series A (FSA)
5.000%, 01/01/13
    8,150       8,902,082    
Cook County (GO) Series D (AMBAC)
5.250%, 11/15/12
    2,000       2,252,340    
Illinois State (GO) First Series (MBIA)
5.125%, 10/01/11
    5,300       5,696,069    
TOTAL ILLINOIS             16,850,491    
IOWA — (0.4%)  
City of Des Moines (GO) Series B
5.000%, 06/01/09
    3,680       3,691,776    
KANSAS — (0.6%)  
Johnson County Unified School
District (GO) Series A (MBIA)
5.000%, 10/01/11
    5,770       6,291,204    
KENTUCKY — (1.6%)  
Kentucky Asset Liability
Commission (RB) First
Series (MBIA)
5.000%, 09/01/11
    14,300       15,437,708    
MARYLAND — (4.0%)  
Baltimore County (GO)
5.000%, 02/01/12
    1,700       1,873,995    
Howard County (TECP) Series D
0.380%, 05/08/09
    4,000       3,999,440    
Maryland Health & Higher
Educational Facilities
Authority (TECP) —
Johns Hopkins University Series A
0.350%, 05/14/09
    5,600       5,597,872    
Maryland State (GO)
5.250%, 02/15/12
    5,000       5,548,600    
5.500%, 08/01/13     6,000       6,976,560    

 

    Face
Amount
  Value†  
    (000)      
Maryland State (GO) Series B
5.000%, 02/15/13
  $ 14,000     $ 15,814,820    
TOTAL MARYLAND             39,811,287    
MASSACHUSETTS — (2.5%)  
Commonwealth of
Massachusetts (GO) Series D
5.500%, 11/01/13
    7,550       8,710,661    
Commonwealth of
Massachusetts (RB) Series A
5.500%, 12/15/13
    9,450       10,850,301    
Massachusetts Water
Resources (TECP) Series 94
0.340%, 05/12/09
    5,000       4,998,800    
TOTAL MASSACHUSETTS             24,559,762    
MICHIGAN — (4.2%)  
Kent County (GO) Series A
5.000%, 11/01/09
    7,235       7,393,085    
Michigan Municipal Bond
Authority (RB)
5.500%, 10/01/13
    15,085       17,487,135    
Michigan State (GO)
5.500%, 12/01/13
    10,000       11,038,000    
Utica Community Schools (GO)
4.000%, 05/01/09
    6,000       6,000,000    
TOTAL MICHIGAN             41,918,220    
MINNESOTA — (5.1%)  
City of Minneapolis (GO)
5.000%, 12/01/10
    6,840       7,284,600    
Minnesota State (GO)
5.000%, 08/01/09
    2,600       2,628,626    
5.000%, 06/01/11     7,050       7,632,964    
5.250%, 11/01/12     8,000       9,059,760    
Regents of the University of
Minnesota (TECP) Series A
0.400%, 05/19/09
    23,800       23,800,238    
TOTAL MINNESOTA             50,406,188    
MISSISSIPPI — (0.8%)  
Mississippi State (GO) Series A
5.375%, 12/01/12
    3,350       3,766,237    
Mississippi State (GO) Series B
5.000%, 10/01/09
    4,000       4,071,480    
TOTAL MISSISSIPPI             7,837,717    
NEVADA — (6.2%)  
Clark County (GO) (AMBAC)
5.000%, 11/01/11
    5,010       5,322,874    
Clark County (GO) Series A (FSA)
4.000%, 06/01/09
    3,540       3,548,284    
Clark County School District (GO)
Series A
5.000%, 06/15/09
    7,000       7,032,970    
Clark County School District (GO)
Series A (AMBAC)
4.500%, 06/15/11
    11,000       11,470,140    

 


81



DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
Clark County School District (GO)
Series F (FSA)
5.000%, 06/15/09
  $ 5,245     $ 5,268,183    
Las Vegas Valley Water District (GO)
Series B (MBIA)
5.250%, 06/01/09
    2,830       2,839,480    
Nevada State (GO)
5.000%, 06/01/13
    12,990       14,213,398    
5.000%, 12/01/13     1,400       1,542,030    
Nevada State (GO) Series A
5.000%, 02/01/10
    10,045       10,371,061    
TOTAL NEVADA             61,608,420    
NEW JERSEY — (3.2%)  
Monmouth County (GO)
4.250%, 09/15/12
    5,115       5,602,511    
New Jersey State (GO)
5.000%, 04/01/13
    3,900       4,340,505    
New Jersey State (GO) (ETM)
5.250%, 08/01/12
    8,400       9,454,536    
New Jersey Transportation Trust Fund
Authority (RB) Series B (FGIC)
5.250%, 12/15/09
    6,130       6,279,879    
New Jersey Transportation Trust Fund
Authority (RB) Series B (FSA)
5.500%, 12/15/11
    6,035       6,496,074    
TOTAL NEW JERSEY             32,173,505    
NEW MEXICO — (2.3%)  
New Mexico State (GO)
5.000%, 03/01/12
    10,260       11,299,441    
New Mexico State Severance
Tax (RB) (MBIA)
5.000%, 07/01/10
    11,385       11,931,138    
TOTAL NEW MEXICO             23,230,579    
NEW YORK — (3.4%)  
Nassau County Interim Finance
Authority (RB) Series A (AMBAC)
5.000%, 11/15/09
    3,415       3,494,228    
New York City (GO) Series C
5.000%, 08/01/10
    5,000       5,223,350    
New York City (GO) Series G
5.000%, 08/01/10
    5,040       5,265,137    
New York City (GO) Series H
5.000%, 08/01/12
    3,000       3,238,650    
New York City (GO) Series J-1
5.000%, 08/01/10
    11,180       11,707,808    
New York State Tollway Authority
(RB) (MBIA)
5.000%, 01/01/10
    5,000       5,132,950    
TOTAL NEW YORK             34,062,123    
NORTH CAROLINA — (4.3%)  
Guilford County (GO) Series C
5.000%, 10/01/12
    8,040       9,019,192    
North Carolina State (GO) Series A
5.000%, 03/01/11
    13,000       13,958,620    
5.000%, 06/01/11     10,000       10,826,900    

 

    Face
Amount
  Value†  
    (000)      
Wake County (GO)
4.500%, 03/01/13
  $ 7,800     $ 8,681,322    
TOTAL NORTH CAROLINA             42,486,034    
OHIO — (4.0%)  
Cincinnati City School District
(GO) (FSA)
5.000%, 12/01/13
    11,730       13,498,298    
Ohio State (GO)
5.500%, 11/01/12
    8,615       9,725,646    
Ohio State (GO) Series E
5.000%, 09/15/11
    10,470       11,352,412    
Ohio State Building Authority
(RB) (FSA)
5.000%, 10/01/09
    2,755       2,803,433    
Ohio State Common Schools (GO)
Series A
5.000%, 09/15/09
    2,565       2,606,014    
TOTAL OHIO             39,985,803    
OKLAHOMA — (0.7%)  
Oklahoma Turnpike Authority (RB)
Series A
5.000%, 01/01/10
    7,160       7,359,979    
OREGON — (0.6%)  
Salem-Keizer School
District No. 24J (GO) (FSA)
5.000%, 06/15/09
    6,055       6,084,670    
PENNSYLVANIA — (3.1%)  
Commonwealth of Pennsylvania (GO)
First Series
5.000%, 08/01/11
    13,000       14,105,910    
Commonwealth of Pennsylvania (GO)
First Series (MBIA)
5.000%, 01/01/10
    3,500       3,599,400    
5.250%, 02/01/13     5,755       6,500,848    
Commonwealth of Pennsylvania (GO)
First Series A
5.000%, 11/01/10
    3,000       3,181,500    
Commonwealth of Pennsylvania (GO)
Second Series (FGIC)
5.000%, 10/01/09
    2,950       3,003,690    
TOTAL PENNSYLVANIA             30,391,348    
RHODE ISLAND — (1.1%)  
Rhode Island State and Providence
Plantations (GO) Series B
5.000%, 08/01/12
    5,200       5,776,680    
5.000%, 08/01/13     4,700       5,321,293    
TOTAL RHODE ISLAND             11,097,973    
SOUTH CAROLINA — (0.2%)  
Richland County School District No. 2
(GO) Series B (FGIC)
5.000%, 02/01/10
    1,500       1,548,000    

 


82



DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
TENNESSEE — (1.6%)  
Hamilton County (GO)
5.000%, 03/01/11
  $ 5,700     $ 6,106,296    
5.000%, 03/01/12     5,095       5,606,691    
Shelby County (GO)
5.000%, 04/01/14
    3,225       3,658,730    
TOTAL TENNESSEE             15,371,717    
TEXAS — (7.8%)  
Austin Texas Combined Utility
Systems (TECP) Series A
0.400%, 05/13/09
    5,600       5,598,712    
City of Dallas (GO)
4.750%, 02/15/10
    11,675       12,055,839    
5.000%, 02/15/14     4,585       5,170,734    
5.000%, 02/15/14     8,770       9,890,368    
City of Dallas (RB) (AMBAC)
5.000%, 10/01/12
    13,985       15,554,676    
City of San Antonio (RB) Series A
5.500%, 02/01/11
    2,000       2,140,700    
Fort Worth Independent School
District (GO)
5.000%, 02/15/13
    8,025       8,996,105    
Katy Independent School
District (GO) Series A
5.000%, 02/15/12
    7,465       8,231,058    
Texas A&M University (RB)
Series B
5.000%, 05/15/09
    4,000       4,004,760    
Texas Public Finance Authority (GO)
Series A
5.000%, 10/01/12
    1,500       1,673,115    
Texas State (GO) Series B
5.000%, 08/01/09
    4,000       4,043,000    
TOTAL TEXAS             77,359,067    
UTAH — (1.9%)  
Salt Lake County (GO)
5.000%, 06/15/12
    10,060       11,191,146    
Utah State (GO) Series A
5.000%, 07/01/12
    6,440       7,180,600    
TOTAL UTAH             18,371,746    
VIRGINIA — (6.2%)  
Fairfax County (GO) Series A
5.000%, 06/01/09
    3,465       3,476,538    
5.000%, 04/01/13     9,975       11,302,573    
5.000%, 04/01/14     9,375       10,763,156    
Loudoun County (GO) Series B
5.000%, 12/01/13
    5,285       6,079,177    
Virginia Commonwealth
Transportation Board (RB)
5.000%, 10/01/09
    5,000       5,090,800    
5.000%, 10/01/11     1,940       2,115,725    
5.000%, 09/27/12     4,040       4,516,154    

 

    Face
Amount
  Value†  
    (000)      
Virginia State Public Building
Authority (RB) Series A
5.000%, 08/01/09
  $ 4,000     $ 4,043,000    
Virginia State Public School
Authority (RB) (ETM) Series I
5.250%, 08/01/09
    25       25,289    
Virginia State Public School
Authority (RB) Series B
5.000%, 08/01/11
    9,595       10,413,454    
Virginia State Public School
Authority (RB) Series I
5.250%, 08/01/09
    3,475       3,513,816    
TOTAL VIRGINIA             61,339,682    
WASHINGTON — (3.1%)  
Grant County Public Utility District
No. 2 Priest Rapids (RB)
Series H (FSA)
5.000%, 01/01/10
    2,000       2,056,140    
Seattle Municipal Light &
Power (RB) (FSA)
4.000%, 08/01/09
    5,940       5,968,690    
Snohomish County Public Utility (RB)
Series B
5.250%, 12/01/10
    11,000       11,704,220    
Snohomish County School
District No. 15 Edmonds (GO)
Series A (FSA)
4.500%, 06/01/09
    3,500       3,509,800    
Washington State (GO) Series C
5.000%, 02/01/14
    6,895       7,788,937    
TOTAL WASHINGTON             31,027,787    
WISCONSIN — (1.9%)  
Wisconsin State (GO)
Series 1 (MBIA)
5.250%, 05/01/09
    2,000       2,000,000    
5.500%, 05/01/11     16,000       17,295,360    
TOTAL WISCONSIN             19,295,360    
TOTAL MUNICIPAL BONDS             972,519,525    
    Shares      
TEMPORARY CASH INVESTMENTS — (2.0%)  
BlackRock Liquidity Funds
MuniFund Portfolio
    19,741,247       19,741,247    
TOTAL INVESTMENTS — (100.0%)
(Cost $975,077,154)
          $ 992,260,772    

 

See accompanying Notes to Financial Statements.
83



DFA CALIFORNIA SHORT-TERM MUNICIPAL BOND PORTFOLIO

SCHEDULE OF INVESTMENTS

April 30, 2009
(Unaudited)

    Face
Amount
  Value†  
    (000)      
MUNICIPAL BONDS — (98.9%)  
CALIFORNIA — (98.9%)  
Anaheim Union High School
District (GO) Series A (FSA)
5.000%, 08/01/12
  $ 1,275     $ 1,427,146    
Bay Area Toll Authority (RB)
5.125%, 04/01/11
    1,535       1,657,846    
Berryessa Union School
District (GO) Series B (FSA)
5.375%, 08/01/11
    1,205       1,336,622    
California Communities Note
Program Series B
3.000%, 07/31/09
    4,500       4,523,625    
California Educational Facilities
Authority (RB) Series A
5.000%, 04/01/13
    2,250       2,550,352    
California Infrastructure &
Economic Development
Bank (RB) (FSA)
5.250%, 07/01/13
    2,000       2,308,000    
California Infrastructure &
Economic Development
Bank (RB) Series A (AMBAC)
5.000%, 10/01/10
    3,180       3,358,462    
California State (GO)  
4.000%, 06/01/09     565       566,079    
5.000%, 09/01/09     1,865       1,886,578    
5.000%, 02/01/10     1,500       1,538,055    
5.000%, 03/01/10     3,000       3,084,660    
5.250%, 09/01/10     550       574,816    
5.000%, 10/01/10     2,000       2,087,540    
4.000%, 02/01/11     1,000       1,033,290    
5.250%, 03/01/11     800       845,680    
5.000%, 04/01/11     3,000       3,165,090    
5.000%, 06/01/11     500       529,875    
5.000%, 10/01/11     2,215       2,365,952    
5.000%, 04/01/12     1,500       1,611,855    
5.000%, 03/01/14     2,350       2,564,978    
California State Department of
Transportation (RB)
Series A (MBIA)
5.000%, 02/01/11
    1,125       1,191,510    
California State Department of
Water Resources (RB) Series A
5.500%, 05/01/09
    1,100       1,100,000    
5.500%, 05/01/10     700       733,481    
California State Department of
Water Resources (RB)
Series A (FSA)
5.250%, 05/01/11
    1,450       1,547,599    
California State Department of
Water Resources (RB)
Series A (MBIA)
5.250%, 05/01/09
    420       420,000    

 

    Face
Amount
  Value†  
    (000)      
California State Department
Water Resources Power
Supply (RB) (ETM) Series A
5.125%, 05/01/12
  $ 1,850     $ 2,081,564    
California State Department
Water Resources Power
Supply (RB) Series A (MBIA)
5.000%, 05/01/11
    1,000       1,058,410    
California State Economic
Recovery (GO) Series A
5.000%, 07/01/09
    635       638,981    
5.000%, 01/01/10     1,585       1,625,766    
5.000%, 01/01/11     3,500       3,676,505    
3.500%, 07/01/11     1,075       1,107,916    
5.000%, 07/01/11     1,000       1,062,090    
California State Economic
Recovery (GO) Series A (MBIA)
5.000%, 07/01/11
    800       849,672    
5.000%, 07/01/12     2,475       2,674,856    
5.250%, 07/01/13     3,810       4,216,222    
Chabot-Las Positas Community
College District (GO) (AMBAC)
5.000%, 08/01/11
    1,010       1,093,810    
Charter Oak Unified School
District (GO) Series B (FSA)
5.000%, 07/01/13
    2,805       3,208,780    
Chino Basin Regional Finance
Authority (RB) (AMBAC)
5.900%, 08/01/11
    810       893,268    
City & County of
San Francisco (GO) (FSA)
4.000%, 06/15/09
    1,200       1,204,680    
City & County of San Francisco (GO)
Series A (AMBAC)
5.000%, 06/15/12
    1,600       1,757,776    
City & County of San Francisco (GO)
Series R-1 (FGIC)
5.000%, 06/15/12
    3,855       4,254,879    
City of Los Angeles (GO) (MBIA)
4.000%, 09/01/10
    1,000       1,041,590    
City of Los Angeles (GO)
Series A (MBIA)
5.000%, 09/01/12
    1,165       1,290,634    
Coast Community College
District (GO) Series A (MBIA)
4.500%, 08/01/09
    1,000       1,009,580    
Compton Community Redevelopment
Agency (TAN) Series A (AMBAC)
5.000%, 08/01/09
    1,700       1,714,790    
El Camino Community College
District (GO) Series A (MBIA)
5.000%, 08/01/13
    2,915       3,342,776    
5.000%, 08/01/13     3,060       3,509,055    

 


84



DFA CALIFORNIA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
El Monte Union High School
District (GO) Series A (FSA)
5.000%, 06/01/13
  $ 2,185     $ 2,488,759    
Escondido Union School
District (GO) Series A
5.000%, 08/01/12
    3,045       3,408,360    
Foothill-De Anza Community
College District (GO) Series B
5.250%, 08/01/13
    2,000       2,309,540    
5.250%, 08/01/13     3,675       4,243,780    
Fremont Union High School
District (GO) (MBIA)
4.000%, 09/01/11
    750       796,343    
Fremont Union High School
District (GO) Series B
5.500%, 09/01/09
    500       508,280    
Fresno (RB) Series A-1 (AMBAC)
6.250%, 09/01/10
    300       318,456    
Hacienda la Puente Unified School
District (GO) Series B (FSA)
5.000%, 08/01/13
    3,000       3,440,250    
Hawthorne School District (GO)
Series A
4.000%, 10/01/09
    5,000       5,044,800    
Industry Public Facilities
Authority (TAN) (MBIA)
4.500%, 05/01/10
    700       721,588    
Long Beach Bond Finance
Authority (TAN) (AMBAC)
5.375%, 08/01/12
    1,585       1,784,869    
Long Beach Unified School
District (GO)
4.000%, 08/01/12
    500       534,775    
Long Beach Unified School
District (GO) (TRAN)
4.000%, 06/15/09
    2,000       2,005,880    
Los Angeles County Capital Asset
Leasing Corp. (RB)
Series A (AMBAC)
4.000%, 12/01/09
    520       527,883    
Los Angeles County
Metropolitan Transportation
Authority (RB) (ETM)
Series A (FSA)
5.000%, 07/01/11
    2,500       2,743,950    
Los Angeles County Metropolitan
Transportation Authority (RB)
Series A
4.000%, 07/01/11
    750       793,058    
Los Angeles County Metropolitan
Transportation Authority (RB)
Series C (AMBAC)
6.000%, 07/01/11
    580       637,878    
Los Angeles County Public Works
Financing Authority (RB)
Series A (MBIA)
5.000%, 12/01/09
    1,300       1,325,961    

 

    Face
Amount
  Value†  
    (000)      
Los Angeles County Sanitation
Districts Financing
Authority (RB) Series A (FSA)
5.000%, 10/01/12
  $ 5,000     $ 5,568,250    
Los Angeles Department of
Water & Power (RB) Series A-1
5.000%, 07/01/09
    3,600       3,625,092    
Los Angeles Department of
Water & Power (RB)
Series A-1 (MBIA)
5.000%, 07/01/11
    460       496,363    
Los Angeles Department of
Water & Power (TECP)
0.400%, 05/01/09
    2,400       2,400,000    
Los Angeles Unified School
District (GO) (AMBAC)
5.000%, 07/01/11
    175       187,091    
Los Angeles Unified School
District (GO) (MBIA)
5.500%, 07/01/12
    800       879,256    
Los Angeles Unified School
District (GO) Series A (FGIC)
6.000%, 07/01/11
    1,000       1,085,720    
Los Angeles Unified School
District (GO) Series A (MBIA)
5.250%, 07/01/12
    3,600       3,929,400    
Los Angeles Unified School
District (GO) Series H
5.000%, 07/01/09
    1,000       1,006,850    
Los Angeles Wastewater (RB)
Series A
4.000%, 06/01/12
    1,000       1,059,910    
Metropolitan Water District of
Southern California (RB)
5.750%, 07/01/09
    300       302,457    
Metropolitan Water District of
Southern California (RB) Series B
4.000%, 03/01/11
    500       525,710    
3.750%, 07/01/11     3,000       3,166,230    
Milpitas Unified School
District (TRAN)
2.500%, 07/14/09
    3,000       3,010,170    
Mountain View-Whisman School
District (GO) Series D (MBIA)
5.000%, 06/01/12
    1,480       1,664,349    
North City West School Facilities
Financing Authority (STRB)
Series C (AMBAC)
5.000%, 09/01/09
    300       302,181    
Norwalk Redevelopment
Agency (TAN) Series A (MBIA)
4.000%, 10/01/10
    670       692,820    
Orange County (RB) Series A (MBIA)
5.000%, 06/01/12
    730       800,197    
Peralta Community College
District (GO) Series A (FGIC)
8.000%, 08/01/09
    300       305,190    

 


85



DFA CALIFORNIA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

    Face
Amount
  Value†  
    (000)      
Riverside County Transportation
Commission (RB) Series A
4.700%, 06/01/09
  $ 1,000     $ 1,003,060    
Sacramento Transportation
Authority (RB) Series A
4.000%, 10/01/09
    1,400       1,417,808    
San Francisco Bay Area Transit
Financing Authority
6.750%, 07/01/11
    795       886,425    
San Francisco City & County
Public Utilities Commission (RB)
Series A (FSA)
5.000%, 11/01/12
    4,810       5,333,376    
San Francisco City & County Public
Utilities Commission (RB)
Series A (MBIA)
5.000%, 10/01/09
    1,800       1,829,268    
San Jose Unified School
District (GO) (FGIC)
5.000%, 08/01/11
    1,300       1,401,868    
5.000%, 08/01/12     5,000       5,502,750    
San Leandro Unified School
District (GO) Series A (FSA)
6.000%, 08/01/09
    1,000       1,011,810    
6.000%, 08/01/10     615       653,702    
San Mateo County Community
College District (GO) Series A
4.500%, 09/01/13
    2,000       2,212,120    
Santa Barbara School District (GO)
3.000%, 06/30/09
    2,000       2,007,480    
Santa Clara County Financing
Authority (RB) (AMBAC)
7.750%, 11/15/09
    1,200       1,242,000    
Santa Clara Unified School
District (GO)
4.000%, 07/01/13
    915       978,913    

 

    Face
Amount
  Value†  
    (000)      
Sonoma County (RB)
Series A (FGIC)
4.000%, 09/01/12
  $ 1,950     $ 2,107,385    
Southern Kern Unified
School District (GO)
4.000%, 12/01/09
    2,800       2,840,964    
Southwestern Community
College (GO) Series B (FGIC)
5.250%, 08/01/12
    750       822,833    
Torrance Unified School District (GO)
4.000%, 08/01/13
    830       890,822    
University of California (RB)
Series A (AMBAC)
5.000%, 05/15/11
    1,140       1,226,526    
University of California (RB)
Series A (FSA)
4.000%, 11/01/12
    1,000       1,069,870    
University of California (RB)
Series E (MBIA)
5.000%, 05/15/13
    1,560       1,749,883    
University of California (RB)
Series J (MBIA)
5.000%, 05/15/12
    450       495,045    
University of California (RB)
Series K (MBIA)
5.000%, 05/15/12
    500       550,050    
TOTAL CALIFORNIA             189,198,295    
TOTAL MUNICIPAL BONDS             189,198,295    
    Shares      
TEMPORARY CASH INVESTMENTS — (1.1%)  
BlackRock Liquidity Funds
California Money Fund —
Institutional Shares
    2,132,475       2,132,475    
TOTAL INVESTMENTS — (100.0%)
(Cost $187,438,657)
          $ 191,330,770    

 

See accompanying Notes to Financial Statements.
86




  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF ASSETS AND LIABILITIES

  APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands, except share and per share amounts)

    U.S.
Large
Company
Portfolio
  Enhanced
U.S. Large
Company
Portfolio
  U.S.
Large Cap
Value
Portfolio
  U.S
Targeted
Value Portfolio
 
ASSETS:  
Investments in Affiliated Investment Companies at Value   $ 2,272,425           $ 4,747,094          
Investments at Value (including $0, $0, $0 and $277,881 of
securities on loan, respectively)
        $ 138,423           $ 1,118,797    
Temporary Cash Investments at Value & Cost           5,527             5,281    
Collateral Received from Securities on Loan at Value & Cost                       294,254    
Foreign Currencies at Value           2                
Receivables:  
Investment Securities/Affiliated Investment
Companies Sold
                218          
Dividends and Interest           1,059             495    
Securities Lending Income                       205    
Fund Shares Sold     1,770       26       3,899       2,183    
Futures Margin Variation           150                
Prepaid Expenses and Other Assets     55       32       77       107    
Total Assets     2,274,250       145,219       4,751,288       1,421,322    
LIABILITIES:  
Payables:  
Upon Return of Securities Loaned                       294,254    
Investment Securities/Affiliated Investment
Companies Purchased
    510                      
Fund Shares Redeemed     1,260       144       4,117       2,228    
Due to Advisor     152       23       569       306    
Accrued Expenses and Other Liabilities     99       11       212       40    
Total Liabilities     2,021       178       4,898       296,828    
NET ASSETS   $ 2,272,229     $ 145,041     $ 4,746,390     $ 1,124,494    
NET ASSET VALUE, OFFERING AND REDEMPTION
PRICE PER SHARE:
         
Class R1 Shares — based on net assets of $0; $0;
$0; and $26,157 and shares outstanding of 0;
0; 0; and 3,876,887, respectively
    N/A       N/A       N/A     $ 6.75    
NUMBER OF SHARES AUTHORIZED     25,000,000 *     25,000,000 *     50,000,000 *     25,000,000    
Class R2 Shares — based on net assets of $0; $0;
$0; and $1,766 and shares outstanding of 0;
0; 0; and 248,343, respectively
    N/A       N/A       N/A     $ 7.11    
NUMBER OF SHARES AUTHORIZED     25,000,000 *     25,000,000 *     50,000,000 *     25,000,000    
Institutional Class Shares — based on net assets of
$2,272,229; $145,041; $4,746,390; and $1,096,571 and
shares outstanding of 88,242,833; 27,113,887;
371,445,429; and 111,087,654, respectively
  $ 25.75     $ 5.35     $ 12.78     $ 9.87    
NUMBER OF SHARES AUTHORIZED     200,000,000       150,000,000       750,000,000       250,000,000    
Investments in Affiliated Investment Companies at Cost   $ 2,701,397     $     $ 4,796,126     $    
Investments at Cost   $     $ 138,691     $     $ 1,447,613    
Foreign Currencies at Cost   $     $ 2     $     $    
NET ASSETS CONSIST OF:  
Paid-In Capital   $ 3,068,041     $ 384,190     $ 7,403,373     $ 1,519,512    
Undistributed Net Investment Income (Distributions in
Excess of Net Investment Income)
    6,966       81       (9,691 )     1,690    
Accumulated Net Realized Gain (Loss)     (373,806 )     (263,016 )     (2,598,260 )     (67,892 )  
Net Unrealized Appreciation (Depreciation)     (428,972 )     23,786       (49,032 )     (328,816 )  
NET ASSETS   $ 2,272,229     $ 145,041     $ 4,746,390     $ 1,124,494    

 

*  Share class has not yet commenced operations. See Organization note in Notes to Financial Statements.

See accompanying Notes to Financial Statements.
87



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF ASSETS AND LIABILITIES

  APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands, except share and per share amounts)

    U.S.
Small Cap
Value
Portfolio
  U.S.
Core
Equity 1
Portfolio
  U.S.
Core
Equity 2
Portfolio
  U.S.
Vector
Equity
Portfolio
 
ASSETS:  
Investments at Value (including $522,355, $341,602,
$544,314, and $245,594 of securities on loan,
respectively)
  $ 4,741,338     $ 1,501,240     $ 2,789,380     $ 877,640    
Temporary Cash Investments at Value & Cost     27,792       6,685       11,866       5,505    
Collateral Received from Securities on Loan at Value & Cost     562,250       355,581       570,167       257,918    
Receivables:  
Investment Securities Sold     17,809                      
Dividends and Interest     2,817       1,720       3,044       696    
Securities Lending Income     536       207       463       193    
Fund Shares Sold     3,052       3,005       3,784       2,689    
Prepaid Expenses and Other Assets     65       48       67       65    
Total Assets     5,355,659       1,868,486       3,378,771       1,144,706    
LIABILITIES:  
Payables:  
Upon Return of Securities Loaned     562,250       355,581       570,167       257,918    
Investment Securities Purchased     17,685       5,351       9,692       4,003    
Fund Shares Redeemed     3,372       5,295       5,387       470    
Due to Advisor     1,872       203       443       207    
Accrued Expenses and Other Liabilities     360       63       126       51    
Total Liabilities     585,539       366,493       585,815       262,649    
NET ASSETS   $ 4,770,120     $ 1,501,993     $ 2,792,956     $ 882,057    
NET ASSET VALUE, OFFERING AND REDEMPTION
PRICE PER SHARE:
 
Institutional Class Shares — based on net assets of
$4,770,120; $1,501,993; $2,792,956; and $882,057 and
shares outstanding of 326,553,560; 208,084,912;
393,595,074; and 130,681,025, respectively
  $ 14.61     $ 7.22     $ 7.10     $ 6.75    
NUMBER OF SHARES AUTHORIZED     650,000,000       600,000,000       1,025,000,000       300,000,000    
Investments at Cost   $ 6,473,491     $ 2,028,554     $ 4,000,325     $ 1,292,455    
NET ASSETS CONSIST OF:  
Paid-In Capital   $ 7,163,598     $ 2,102,540     $ 4,079,260     $ 1,382,628    
Undistributed Net Investment Income (Distributions in
Excess of Net Investment Income)
    (6,242 )     4,256       7,561       1,937    
Accumulated Net Realized Gain (Loss)     (655,083 )     (77,489 )     (82,920 )     (87,693 )  
Net Unrealized Appreciation (Depreciation)     (1,732,153 )     (527,314 )     (1,210,945 )     (414,815 )  
NET ASSETS   $ 4,770,120     $ 1,501,993     $ 2,792,956     $ 882,057    

 

See accompanying Notes to Financial Statements.
88



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF ASSETS AND LIABILITIES

  APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands, except share and per share amounts)

    T.A. U.S.
Core
Equity 2
Portfolio
  U.S.
Small
Cap
Portfolio
  U.S.
Micro
Cap
Portfolio
  DFA
Real Estate
Securities
Portfolio
 
ASSETS:  
Investments at Value (including $249,374, $322,795,
$304,770 and $606,330 of securities on loan,
respectively)
  $ 1,067,948     $ 2,005,039     $ 2,442,958     $ 1,477,827    
Temporary Cash Investments at Value & Cost     8,574       43,796       10,771       8,476    
Collateral Received from Securities on Loan at Value & Cost     260,460       343,049       326,932       631,418    
Cash           1             1    
Receivables:  
Investment Securities Sold           281       2,909          
Dividends and Interest     1,161       899       1,108       2,090    
Securities Lending Income     171       423       511       358    
Fund Shares Sold     7,809       2,225       1,048       1,524    
Prepaid Expenses and Other Assets     137       103       47       200    
Total Assets     1,346,260       2,395,816       2,786,284       2,121,894    
LIABILITIES:  
Payables:  
Upon Return of Securities Loaned     260,460       343,049       326,932       631,418    
Investment Securities Purchased     7,283       35,150       582          
Fund Shares Redeemed     444       1,987       1,889       1,537    
Due to Advisor     186       540       961       338    
Accrued Expenses and Other Liabilities     29       118       183       117    
Total Liabilities     268,402       380,844       330,547       633,410    
NET ASSETS   $ 1,077,858     $ 2,014,972     $ 2,455,737     $ 1,488,484    
NET ASSET VALUE, OFFERING AND REDEMPTION
PRICE PER SHARE:
 
Institutional Class Shares — based on net assets of
$1,077,858; $2,014,972; $2,455,737; and $1,488,484 and
shares outstanding of 186,215,666; 161,799,509;
300,706,683; and 121,067,446, respectively
  $ 5.79     $ 12.45     $ 8.17     $ 12.29    
NUMBER OF SHARES AUTHORIZED     550,000,000       400,000,000       650,000,000       250,000,000    
Investments at Cost   $ 1,244,594     $ 2,397,794     $ 3,064,266     $ 2,315,372    
NET ASSETS CONSIST OF:  
Paid-In Capital   $ 1,301,454     $ 2,875,644     $ 3,605,428     $ 2,434,995    
Undistributed Net Investment Income (Distributions in
Excess of Net Investment Income)
    3,253       2,439       4,645       18,311    
Accumulated Net Realized Gain (Loss)     (50,203 )     (470,356 )     (533,028 )     (127,277 )  
Net Unrealized Appreciation (Depreciation)     (176,646 )     (392,755 )     (621,308 )     (837,545 )  
NET ASSETS   $ 1,077,858     $ 2,014,972     $ 2,455,737     $ 1,488,484    

 

See accompanying Notes to Financial Statements.
89



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF ASSETS AND LIABILITIES

  APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands, except share and per share amounts)

    Large
Cap
International
Portfolio
  International
Core
Equity
Portfolio
  T.A. World
ex U.S. Core
Equity
Portfolio
  International
Small
Company
Portfolio
 
ASSETS:  
Investments in Affiliated Investment Companies at Value                     $ 3,097,456    
Investments at Value (including $235,335, $548,537, $25,689,
and $0 of securities on loan, respectively)
  $ 1,045,846     $ 2,520,203     $ 449,124          
Temporary Cash Investments at Value & Cost     3,377       9,383       2,778       15,072    
Collateral Received from Securities on Loan at Value & Cost     249,680       583,595       28,234          
Foreign Currencies at Value     5,866       3,676       1,568          
Cash     16       16       15       15    
Receivables:  
Investment Securities/Affiliated Investment Companies Sold     978       57       15          
Dividends, Interest, and Tax Reclaims     6,183       15,364       2,361          
Securities Lending Income     440       974       40          
Fund Shares Sold     879       4,574       1,258       2,705    
Prepaid Expenses and Other Assets     70       68       39       73    
Total Assets     1,313,335       3,137,910       485,432       3,115,321    
LIABILITIES:  
Payables:  
Upon Return of Securities Loaned     249,680       583,595       28,234          
Investment Securities/Affiliated Investment
Companies Purchased
    3,257       6,763       1,992          
Fund Shares Redeemed     662       2,674       150       1,138    
Due to Advisor     212       701       176       988    
Deferred Thailand Capital Gains Tax                 16          
Accrued Expenses and Other Liabilities     108       521       8       183    
Total Liabilities     253,919       594,254       30,576       2,309    
NET ASSETS   $ 1,059,416     $ 2,543,656     $ 454,856     $ 3,113,012    
NET ASSET VALUE, OFFERING AND REDEMPTION
PRICE PER SHARE:
 
Institutional Class Shares — based on net assets of
$1,059,416; $2,543,656; $454,856; and $3,113,012 and
shares outstanding of 75,113,377; 343,223,111;
75,228,754; and 301,015,585; respectively
  $ 14.10     $ 7.41     $ 6.05     $ 10.34    
NUMBER OF SHARES AUTHORIZED     200,000,000       925,000,000       200,000,000       600,000,000    
Investments in Affiliated Investment Companies at Cost   $     $     $     $ 4,260,071    
Investments at Cost   $ 1,259,293     $ 3,742,689     $ 503,166     $    
Foreign Currencies at Cost   $ 5,781     $ 3,655     $ 1,541     $    
NET ASSETS CONSIST OF:  
Paid-In Capital   $ 1,430,713     $ 3,830,645     $ 518,585     $ 4,463,025    
Undistributed Net Investment Income (Distributions in
Excess of Net Investment Income)
    7,111       21,547       3,368       23,285    
Accumulated Net Realized Gain (Loss)     (165,046 )     (86,105 )     (13,049 )     (210,673 )  
Deferred Thailand Capital Gains Tax                 (16 )        
Net Unrealized Foreign Exchange Gain (Loss)           34       (17 )     (10 )  
Net Unrealized Appreciation (Depreciation)     (213,362 )     (1,222,465 )     (54,015 )     (1,162,615 )  
NET ASSETS   $ 1,059,416     $ 2,543,656     $ 454,856     $ 3,113,012    

 

See accompanying Notes to Financial Statements.
90



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF ASSETS AND LIABILITIES

  APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands, except share and per share amounts)

    Japanese
Small
Company
Portfolio
  Asia
Pacific
Small
Company
Portfolio
  United
Kingdom
Small
Company
Portfolio
  Continental
Small
Company
Portfolio
 
ASSETS:  
Investments in Affiliated Investment Companies at Value   $ 95,700     $ 61,668     $ 22,433     $ 80,571    
Receivables:  
Affiliated Investment Companies Sold     51       34       46          
Fund Shares Sold     95       7             61    
Prepaid Expenses and Other Assets     10       13       10       14    
Total Assets     95,856       61,722       22,489       80,646    
LIABILITIES:  
Payables:  
Affiliated Investment Companies Purchased                       16    
Fund Shares Redeemed     146       41       46       45    
Due to Advisor     31       17       4       23    
Accrued Expenses and Other Liabilities     39       34       9       34    
Total Liabilities     216       92       59       118    
NET ASSETS   $ 95,640     $ 61,630     $ 22,430     $ 80,528    
NET ASSET VALUE, OFFERING AND REDEMPTION
PRICE PER SHARE:
 
Institutional Class Shares — based on net assets of
$95,640; $61,630; $22,430; and $80,528 and shares
outstanding of 8,113,958; 4,934,709; 1,486,461;
and 7,322,592, respectively
  $ 11.79     $ 12.49     $ 15.09     $ 11.00    
NUMBER OF SHARES AUTHORIZED     50,000,000       50,000,000       70,000,000       50,000,000    
Investments in Affiliated Investment Companies at Cost   $ 212,511     $ 97,344     $ 33,461     $ 119,381    
NET ASSETS CONSIST OF:  
Paid-In Capital   $ 287,010     $ 133,373     $ 34,956     $ 136,664    
Undistributed Net Investment Income (Distributions in
Excess of Net Investment Income)
    839       (112 )     190       829    
Accumulated Net Realized Gain (Loss)     (75,384 )     (35,954 )     (1,691 )     (18,187 )  
Net Unrealized Foreign Exchange Gain (Loss)     (14 )     (1 )     3       32    
Net Unrealized Appreciation (Depreciation)     (116,811 )     (35,676 )     (11,028 )     (38,810 )  
NET ASSETS   $ 95,640     $ 61,630     $ 22,430     $ 80,528    

 

See accompanying Notes to Financial Statements.
91



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF ASSETS AND LIABILITIES

  APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands, except share and per share amounts)

    DFA
International
Real Estate
Securities
Portfolio
  DFA
Global
Real Estate
Securities
Portfolio
  DFA
International
Small Cap
Value
Portfolio
  International
Vector
Equity
Portfolio
 
ASSETS:  
Investments in Affiliated Investment
Companies at Value
        $ 196,991                
Investments at Value (including $120,257, $0, $975,352,
and $29,572 of securities on loan, respectively)
  $ 435,752           $ 4,964,223     $ 167,533    
Temporary Cash Investments at Value & Cost     3,891       638       10,673          
Collateral Received from Securities on Loan at Value & Cost     127,976             1,039,685       31,401    
Foreign Currencies at Value     3,550             18,062       93    
Cash     16             15          
Receivables:  
Investment Securities/Affiliated Investment
Companies Sold
                5,392       751    
Dividends, Interest, and Tax Reclaims     5,881             33,774       898    
Securities Lending Income     249             1,616       60    
Fund Shares Sold     1,072       1,643       14,215       1,315    
Prepaid Expenses and Other Assets     38       19       85       5    
Deferred Offering Costs           8             17    
Total Assets     578,425       199,299       6,087,740       202,073    
LIABILITIES:  
Payables:  
Upon Return of Securities Loaned     127,976             1,039,685       31,401    
Investment Securities/Affiliated Investment
Companies Purchased
    6,061       605       26,413       9    
Fund Shares Redeemed     516       205       1,967       43    
Due to Advisor     125       3       2,546       55    
Loan Payable                       639    
Accrued Expenses and Other Liabilities     49       4       376       10    
Total Liabilities     134,727       817       1,070,987       32,157    
NET ASSETS   $ 443,698     $ 198,482     $ 5,016,753     $ 169,916    
NET ASSET VALUE, OFFERING AND
REDEMPTION PRICE PER SHARE:
 
Institutional Class Shares — based on net assets of
$443,698; $198,482; $5,016,753; and $169,916 and
shares outstanding of 123,593,039; 40,009,376;
451,397,927; and 24,699,369, respectively
  $ 3.59     $ 4.96     $ 11.11     $ 6.88    
NUMBER OF SHARES AUTHORIZED     350,000,000       100,000,000       900,000,000       100,000,000    
Investments in Affiliated Investment
Companies at Cost
  $     $ 244,599     $     $    
Investments at Cost   $ 869,533     $     $ 7,348,011     $ 174,827    
Foreign Currencies at Cost   $ 3,474     $     $ 17,837     $ 89    
NET ASSETS CONSIST OF:  
Paid-In Capital   $ 901,844     $ 249,820     $ 7,433,689     $ 179,811    
Undistributed Net Investment Income
(Distributions in Excess of Net Investment
Income)
    8,565       2,146       33,179       1,458    
Accumulated Net Realized Gain (Loss)     (32,985 )     (5,876 )     (66,426 )     (4,070 )  
Net Unrealized Foreign Exchange Gain (Loss)     (21 )           (126 )     7    
Net Unrealized Appreciation (Depreciation)     (433,705 )     (47,608 )     (2,383,563 )     (7,290 )  
NET ASSETS   $ 443,698     $ 198,482     $ 5,016,753     $ 169,916    

 

See accompanying Notes to Financial Statements.
92



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF ASSETS AND LIABILITIES

  APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands, except share and per share amounts)

    Emerging
Markets
Portfolio
  Emerging
Markets
Small Cap
Portfolio
  Emerging
Markets
Core Equity
Portfolio
  DFA
One-Year
Fixed Income
Portfolio
 
ASSETS:  
Investments in Affiliated Investment Companies at Value   $ 1,446,909     $ 714,546           $ 3,238,522    
Investments at Value (including $0, $0, $203,674 and
$0 of securities on loan, respectively)
              $ 1,682,389          
Temporary Cash Investments at Value & Cost                 6,032          
Collateral Received from Securities on Loan at
Value & Cost
                217,975          
Foreign Currencies at Value                 456          
Cash                 1,045          
Receivables:  
Investment Securities/Affiliated Investment
Companies Sold
                115          
Dividends, Interest, and Tax Reclaims                 5,952          
Securities Lending Income                 329          
Fund Shares Sold     1,175       3,499       2,670       785    
Prepaid Expenses and Other Assets     41       31       110       103    
Total Assets     1,448,125       718,076       1,917,073       3,239,410    
LIABILITIES:  
Payables:  
Upon Return of Securities Loaned                 217,975          
Investment Securities/Affiliated Investment
Companies Purchased
    480       3,035       4,818       785    
Fund Shares Redeemed     695       464       709          
Due to Advisor     462       251       730       270    
Deferred Thailand Capital Gains Tax                 382          
Accrued Expenses and Other Liabilities     98       44       231       101    
Total Liabilities     1,735       3,794       224,845       1,156    
NET ASSETS   $ 1,446,390     $ 714,282     $ 1,692,228     $ 3,238,254    
NET ASSET VALUE, OFFERING AND REDEMPTION
PRICE PER SHARE:
 
Institutional Class Shares — based on net assets of
$1,446,390; $714,282; $1,692,228; and $3,238,254 and
shares outstanding of 78,225,337; 61,071,825;
144,339,512; and 314,925,632, respectively
  $ 18.49     $ 11.70     $ 11.72     $ 10.28    
NUMBER OF SHARES AUTHORIZED     250,000,000       150,000,000       400,000,000       650,000,000    
Investments in Affiliated Investment Companies at Cost   $ 961,425     $ 778,634     $     $ 3,212,566    
Investments at Cost   $     $     $ 1,928,316     $    
Foreign Currencies at Cost   $     $     $ 379     $    
NET ASSETS CONSIST OF:  
Paid-In Capital   $ 964,815     $ 830,894     $ 2,023,127     $ 3,233,929    
Undistributed Net Investment Income (Distributions in
Excess of Net Investment Income)
    6,106       4,493       8,888       6,544    
Accumulated Net Realized Gain (Loss)     (8,927 )     (57,172 )     (93,528 )     (28,175 )  
Deferred Thailand Capital Gains Tax     (1,050 )     134       (382 )        
Net Unrealized Foreign Exchange Gain (Loss)     (38 )     21       (27 )        
Net Unrealized Appreciation (Depreciation)     485,484       (64,088 )     (245,850 )     25,956    
NET ASSETS   $ 1,446,390     $ 714,282     $ 1,692,228     $ 3,238,254    

 

See accompanying Notes to Financial Statements.
93



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF ASSETS AND LIABILITIES

  APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands, except share and per share amounts)

    DFA
Two-Year
Global
Fixed Income
Portfolio
  DFA
Selectively
Hedged Global
Fixed Income
Portfolio
  DFA
Five-Year
Government
Portfolio
  DFA
Five-Year
Global
Fixed Income
Portfolio
 
ASSETS:  
Investments in Affiliated Investment Companies at Value   $ 2,968,473                      
Investments at Value         $ 184,201     $ 948,207     $ 2,840,319    
Temporary Cash Investments at Value & Cost           7,086       4,839       11,812    
Foreign Currencies at Value           735                
Cash           16             15    
Receivables:  
Investment Securities/Affiliated Investment
Companies Sold
                      48,603    
Interest           3,167       9,622       33,052    
Fund Shares Sold     5,474       462       1,055          
Unrealized Gain on Forward Currency Contracts                       5,509    
Prepaid Expenses and Other Assets     68       45       52       118    
Total Assets     2,974,015       195,712       963,775       2,939,428    
LIABILITIES:  
Foreign Currencies at Value                       16    
Payables:  
Investment Securities/Affiliated Investment
Companies Purchased
    3,047       7,019             38,150    
Fund Shares Redeemed     2,427       114       862       740    
Due to Advisor     246       23       165       607    
Forward Currency Contracts                       4,090    
Unrealized Loss on Forward Currency Contracts                       4,174    
Accrued Expenses and Other Liabilities     98       5       58       190    
Total Liabilities     5,818       7,161       1,085       47,967    
NET ASSETS   $ 2,968,197     $ 188,551     $ 962,690     $ 2,891,461    
NET ASSET VALUE, OFFERING AND REDEMPTION
PRICE PER SHARE:
 
Institutional Class Shares — based on net assets of
$2,968,197; $188,551; $962,690; and $2,891,461 and
shares outstanding of 289,288,620; 20,584,933;
88,725,728; and 261,969,063, respectively
  $ 10.26     $ 9.16     $ 10.85     $ 11.04    
NUMBER OF SHARES AUTHORIZED     550,000,000       100,000,000       250,000,000       600,000,000    
Investments in Affiliated Investment Companies at Cost   $ 2,918,789     $     $     $    
Investments at Cost   $     $ 195,062     $ 925,260     $ 2,727,371    
Foreign Currencies at Cost   $     $ 701     $     $ 24    
NET ASSETS CONSIST OF:  
Paid-In Capital   $ 2,898,324     $ 213,141     $ 929,297     $ 2,731,474    
Undistributed Net Investment Income (Distributions in
Excess of Net Investment Income)
    14,626       3,455       4,052       25,144    
Accumulated Net Realized Gain (Loss)     5,087       (17,240 )     6,394       20,760    
Net Unrealized Foreign Exchange Gain (Loss)     476       22             1,175    
Net Unrealized Appreciation (Depreciation)     49,684       (10,827 )     22,947       112,908    
NET ASSETS   $ 2,968,197     $ 188,551     $ 962,690     $ 2,891,461    

 

See accompanying Notes to Financial Statements.
94



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF ASSETS AND LIABILITIES

  APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands, except share and per share amounts)

    DFA
Intermediate
Government
Fixed Income
Portfolio
  DFA
Short-Term
Extended
Quality
Portfolio
  DFA
Inflation-
Protected
Securities
Portfolio
  DFA
Short-Term
Municipal Bond
Portfolio
  DFA
California
Short-Term
Municipal Bond
Portfolio
 
ASSETS:  
Investments at Value   $ 1,251,569     $ 156,242     $ 512,530     $ 972,520     $ 189,199    
Temporary Cash Investments at Value & Cost     11,898       7,219       4,391       19,741       2,132    
Cash           16                      
Receivables:  
Interest     17,749       2,112       2,926       12,531       2,553    
Fund Shares Sold     1,414       2,575       2,872       9,542       121    
Prepaid Expenses and Other Assets     84       1       36       49       14    
Total Assets     1,282,714       168,165       522,755       1,014,383       194,019    
LIABILITIES:  
Payables:  
Investment Securities Purchased           5,874                      
Fund Shares Redeemed     408             392       632       392    
Due to Advisor     107       20       42       166       32    
Accrued Expenses and Other Liabilities     76       4       20       45       10    
Total Liabilities     591       5,898       454       843       434    
NET ASSETS   $ 1,282,123     $ 162,267     $ 522,301     $ 1,013,540     $ 193,585    
NET ASSET VALUE, OFFERING AND REDEMPTION
PRICE PER SHARE:
 
Institutional Class Shares — based on net assets of
$1,282,123; $162,267; $522,301; $1,013,540; and
$193,585 and shares outstanding of 104,754,401;
16,032,053; 50,862,484; 99,023,367; and
18,849,012, respectively
  $ 12.24     $ 10.12     $ 10.27     $ 10.24     $ 10.27    
NUMBER OF SHARES AUTHORIZED     250,000,000       100,000,000       100,000,000       200,000,000       100,000,000    
Investments at Cost   $ 1,157,435     $ 155,002     $ 509,647     $ 955,336     $ 185,307    
NET ASSETS CONSIST OF:  
Paid-In Capital   $ 1,172,422     $ 160,583     $ 529,683     $ 994,596     $ 189,333    
Undistributed Net Investment Income (Distributions in
Excess of Net Investment Income)
    9,430       444       (9,463 )     1,777       357    
Accumulated Net Realized Gain (Loss)     6,137             (802 )     (17 )     3    
Net Unrealized Appreciation (Depreciation)     94,134       1,240       2,883       17,184       3,892    
NET ASSETS   $ 1,282,123     $ 162,267     $ 522,301     $ 1,013,540     $ 193,585    

 

See accompanying Notes to Financial Statements.
95



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF OPERATIONS

  FOR THE SIX MONTHS ENDED APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands)

    U.S. Large
Company
Portfolio*
  Enhanced
U.S. Large
Company
Portfolio
  U.S.
Large Cap
Value
Portfolio*
  U.S.
Targeted
Value
Portfolio
 
Investment Income  
Dividends   $ 31,916     $ 57     $ 70,854     $ 7,516    
Interest     48       1,865       117       168    
Income from Securities Lending     1,740             4,566       1,776    
Expenses Allocated from Affiliated
Investment Company
    (596 )           (2,688 )        
Total Investment Income     33,108       1,922       72,849       9,460    
Expenses  
Investment Advisory Services Fees           39             453    
Administrative Services Fees     1,026       116       3,360       1,131    
Accounting & Transfer Agent Fees     28       24       52       69    
S&P 500® Fees           6                
Shareholder Servicing Fees —  
Class R1 Shares                       11    
Class R2 Shares                       2    
Custodian Fees           1             25    
Filing Fees     42       12       73       37    
Shareholders' Reports     49       6       106       32    
Directors'/Trustees' Fees & Expenses     18       2       38       8    
Professional Fees     15       4       31       10    
Other     15       4       36       7    
Total Expenses     1,193       214       3,696       1,785    
Fees Waived, Expenses Reimbursed,
and/or Previously Waived Fees
Recovered by Advisor (Note C)
    (182 )                    
Net Expenses     1,011       214       3,696       1,785    
Net Investment Income (Loss)     32,097       1,708       69,153       7,675    
Realized and Unrealized Gain (Loss)  
Net Realized Gain (Loss) on:  
Investment Securities Sold     (153,167 )     998       (2,400,196 )     (62,580 )  
Futures     (5,538 )     (95,929 )           (3,006 )  
Foreign Currency Transactions           (798 )              
Change in Unrealized Appreciation
(Depreciation) of:
 
Investment Securities     (97,308 )     579       1,773,540       14,033    
Futures     6,332       24,054             (2 )  
Net Realized and Unrealized Gain (Loss)     (249,681 )     (71,096 )     (626,656 )     (51,555 )  
Net Increase (Decrease) in Net Assets
Resulting from Operations
  $ (217,584 )   $ (69,388 )   $ (557,503 )   $ (43,880 )  

 

*  Investment Income and Realized and Unrealized Gain (Loss) were allocated from each Portfolio's Master Fund (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.
96



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF OPERATIONS

  FOR THE SIX MONTHS ENDED APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands)

    U.S.
Small Cap
Value
Portfolio
  U.S.
Core
Equity 1
Portfolio
  U.S.
Core
Equity 2
Portfolio
  U.S.
Vector
Equity
Portfolio
 
Investment Income  
Dividends   $ 31,595     $ 16,360     $ 29,159     $ 8,130    
Interest     159       119       217       66    
Income from Securities Lending     6,560       1,663       3,309       1,522    
Total Investment Income     38,314       18,142       32,685       9,718    
Expenses  
Investment Advisory Services Fees     4,387       1,125       2,425       1,155    
Administrative Services Fees     6,580                      
Accounting & Transfer Agent Fees     296       94       164       59    
Custodian Fees     61       25       31       19    
Filing Fees     40       23       50       29    
Shareholders' Reports     163       16       40       19    
Directors'/Trustees' Fees & Expenses     45       11       19       7    
Professional Fees     83       15       32       12    
Other     63       15       21       14    
Total Expenses     11,718       1,324       2,782       1,314    
Net Investment Income (Loss)     26,596       16,818       29,903       8,404    
Realized and Unrealized Gain (Loss)  
Net Realized Gain (Loss) on:  
Investment Securities Sold     (259,711 )     (55,579 )     (24,584 )     (72,393 )  
Futures     (4,138 )     683       3,212       407    
Change in Unrealized Appreciation
(Depreciation) of:
 
Investment Securities     (349,874 )     (44,661 )     (173,928 )     (8,919 )  
Futures           (2 )     (1 )        
Net Realized and Unrealized Gain (Loss)     (613,723 )     (99,559 )     (195,301 )     (80,905 )  
Net Increase (Decrease) in Net Assets
Resulting from Operations
  $ (587,127 )   $ (82,741 )   $ (165,398 )   $ (72,501 )  

 

See accompanying Notes to Financial Statements.
97



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF OPERATIONS

  FOR THE SIX MONTHS ENDED APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands)

    T.A. U.S.
Core
Equity 2
Portfolio
  U.S.
Small
Cap
Portfolio
  U.S.
Micro
Cap
Portfolio
  DFA
Real Estate
Securities
Portfolio
 
Investment Income  
Dividends   $ 10,552     $ 12,776     $ 16,948     $ 42,711    
Interest     168       59       147       41    
Income from Securities Lending     869       4,062       5,300       2,400    
Total Investment Income     11,589       16,897       22,395       45,152    
Expenses  
Investment Advisory Services Fees     959       267       1,145       1,975    
Administrative Services Fees           2,847       4,581          
Accounting & Transfer Agent Fees     65       128       162       96    
Custodian Fees     28       34       35       10    
Filing Fees     44       42       39       41    
Shareholders' Reports     5       51       82       58    
Directors'/Trustees' Fees & Expenses     7       18       25       12    
Professional Fees     4       35       45       28    
Other     10       30       35       50    
Total Expenses     1,122       3,452       6,149       2,270    
Net Investment Income (Loss)     10,467       13,445       16,246       42,882    
Realized and Unrealized Gain (Loss)  
Capital Gain Distributions Received from
Investment Securities
                      6,324    
Net Realized Gain (Loss) on:  
Investment Securities Sold     (41,961 )     (82,696 )     (70,233 )     (32,444 )  
Futures     (854 )                 (1,065 )  
Change in Unrealized Appreciation
(Depreciation) of:
 
Investment Securities Sold     4,359       (70,778 )     (249,205 )     (364,250 )  
Futures     (2 )                 (10 )  
Net Realized and Unrealized
Gain (Loss)
    (38,458 )     (153,474 )     (319,438 )     (391,445 )  
Net Increase (Decrease) in Net Assets
Resulting from Operations
  $ (27,991 )   $ (140,029 )   $ (303,192 )   $ (348,563 )  

 

See accompanying Notes to Financial Statements.
98



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF OPERATIONS

  FOR THE SIX MONTHS ENDED APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands)

    Large Cap
International
Portfolio
  International
Core Equity
Portfolio
  T.A. World
ex U.S.
Core Equity
Portfolio
  International
Small
Company
Portfolio*
 
Investment Income  
Net Investment Income Received from
Affiliated Investment Companies:
     
Dividends (Net of Foreign Taxes Withheld of $0, $0, $0 and
3,207,  $respectively)
                    $ 43,012    
Interest                       101    
Income from Securities Lending                       7,505    
Expenses Allocated from Affiliated Investment Companies                       (2,183 )  
Total Net Investment Income Received from Affiliated
Investment Companies
                      48,435    
Fund Investment Income  
Dividends (Net of Foreign Taxes Withheld of $1,679,
$3,588, $521, and $0, respectively)
  $ 18,282     $ 37,330     $ 5,780          
Interest     22       100       24       15    
Income from Securities Lending     1,303       3,873       273          
Total Fund Investment Income     19,607       41,303       6,077       15    
Fund Expenses  
Investment Advisory Services Fees     1,283       3,817       720          
Administrative Services Fees                       5,722    
Accounting & Transfer Agent Fees     79       151       35       36    
Custodian Fees     107       273       141          
Filing Fees     29       39       20       37    
Shareholders' Reports     43       42       1       82    
Directors'/Trustees' Fees & Expenses     8       16       2       21    
Professional Fees     22       28       1       29    
Organizational & Offering Costs                 17          
Other     30       48       4       25    
Total Expenses     1,601       4,414       941       5,952    
Fees Waived, Expenses Reimbursed, and/or Previously Waived
Fees Recovered by Advisor (Note C)
                129          
Net Expenses     1,601       4,414       1,070       5,952    
Net Investment Income (Loss)     18,006       36,889       5,007       42,498    
Realized and Unrealized Gain (Loss)  
Net Realized Gain (Loss) on:  
Investment Securities Sold     (145,677 )     (72,672 )     (10,026 )     (84,103 )  
Futures     919       (2,556 )     (660 )     592    
Foreign Currency Transactions     344       507       (73 )     (534 )  
Change in Unrealized Appreciation (Depreciation) of:  
Investment Securities and Foreign Currency     70,415       57,555       33,728       144,069    
Futures           (15 )     (1 )     1    
Translation of Foreign Currency Denominated Amounts     (105 )     (116 )     (73 )     (546 )  
Change in Deferred Thailand Capital Gains Tax                 (16 )        
Net Realized and Unrealized Gain (Loss)     (74,104 )     (17,297 )     22,879       59,479    
Net Increase (Decrease) in Net Assets Resulting from Operations   $ (56,098 )   $ 19,592     $ 27,886     $ 101,977    

 

*  Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Funds (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.
99



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF OPERATIONS

  FOR THE SIX MONTHS ENDED APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands)

    Japanese
Small
Company
Portfolio*
  Asia Pacific
Small
Company
Portfolio*
  United
Kingdom
Small
Company
Portfolio*
  Continental
Small
Company
Portfolio*
 
Investment Income  
Net Investment Income Received from
Affiliated Investment Companies:
 
Dividends (Net of Foreign Taxes Withheld
of $88, $19, $0, and $162, respectively)
  $ 1,176     $ 1,097     $ 543     $ 1,030    
Interest     2       2       1       5    
Income from Securities Lending     433       148       11       206    
Expenses Allocated from
Affiliated Investment Companies
    (79 )     (57 )     (15 )     (62 )  
Total Net Investment Income Received from
Affiliated Investment Companies
    1,532       1,190       540       1,179    
Expenses  
Administrative Services Fees     222       111       43       162    
Accounting & Transfer Agent Fees     8       7       7       7    
Filing Fees     7       8       6       8    
Shareholders' Reports     2       3       1       3    
Directors'/Trustees' Fees & Expenses     1                   1    
Professional Fees     18       14       5       16    
Other     1       5       2       3    
Total Expenses     259       148       64       200    
Fees Waived, Expenses Reimbursed, and/or Previously
Waived Fees Recovered by Advisor (Note C)
    (1 )     (18 )     (13 )     (10 )  
Net Expenses     258       130       51       190    
Net Investment Income (Loss)     1,274       1,060       489       989    
Realized and Unrealized Gain (Loss)  
Net Realized Gain (Loss) on:  
Investment Securities Sold     (4,754 )     (5,299 )     (731 )     (1,441 )  
Futures     43       (89 )     25       (137 )  
Foreign Currency Transactions     215       (36 )     (45 )     (56 )  
Change in Unrealized Appreciation (Depreciation) of:  
Investment Securities and Foreign Currency     7,216       9,061       1,213       893    
Futures                       (1 )  
Translation of Foreign Currency
Denominated Amounts
    (91 )     18       (8 )     10    
Net Realized and Unrealized
Gain (Loss)
    2,629       3,655       454       (732 )  
Net Increase (Decrease) in Net Assets
Resulting from Operations
  $ 3,903     $ 4,715     $ 943     $ 257    

 

*  Investment Income and Realized and Unrealized Gain (Loss) were allocated from each Portfolio's respective Master Fund (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.
100



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF OPERATIONS

  FOR THE SIX MONTHS ENDED APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands)

    DFA
International
Real Estate
Securities
Portfolio
  DFA Global
Real Estate
Securities
Portfolio
  DFA
International
Small Cap
Value
Portfolio
  International
Vector
Equity
Portfolio
 
Investment Income  
Income Distributions Received from Affiliated
Investment Companies
        $ 4,546                
Dividends (Net of Foreign Taxes Withheld of
$1,860, $0, $5,241, and $198, respectively)
  $ 15,490           $ 70,137     $ 2,039    
Interest     16       9       229       11    
Income from Securities Lending     1,043             7,353       170    
Total Investment Income     16,549       4,555       77,719       2,220    
Expenses  
Investment Advisory Services Fees     686             14,625       293    
Administrative Services Fees           250                
Accounting & Transfer Agent Fees     38       8       303       21    
Custodian Fees     48             435       65    
Filing Fees     24       5       58       1    
Shareholders' Reports     25       7       118          
Directors'/Trustees' Fees & Expenses     3       1       33       1    
Professional Fees     6       2       85       1    
Organizational & Offering Costs           25             17    
Other     16       3       113       2    
Total Expenses     846       301       15,770       401    
Fees Waived, Expenses Reimbursed,
and/or Previously Waived Fees
Recovered by Advisor (Note C)
          (232 )           (14 )  
Net Expenses     846       69       15,770       387    
Net Investment Income (Loss)     15,703       4,486       61,949       1,833    
Realized and Unrealized Gain (Loss)  
Net Realized Gain (Loss) on:  
Investment Securities Sold     (19,225 )     (5,572 )     (52,731 )     (3,740 )  
Futures     234             (9,031 )     (231 )  
Foreign Currency Transactions     (369 )           (3,911 )     (72 )  
Change in Unrealized Appreciation (Depreciation) of:  
Investment Securities and Foreign Currency     (44,328 )     (12,940 )     168,805       9,612    
Futures                 (27 )     (1 )  
Translation of Foreign Currency
Denominated Amounts
    89             (593 )     (8 )  
Net Realized and Unrealized Gain (Loss)     (63,599 )     (18,512 )     102,512       5,560    
Net Increase (Decrease) in Net Assets
Resulting from Operations
  $ (47,896 )   $ (14,026 )   $ 164,461     $ 7,393    

 

See accompanying Notes to Financial Statements.
101



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF OPERATIONS

  FOR THE SIX MONTHS ENDED APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands)

    Emerging
Markets
Portfolio*
  Emerging
Markets
Small Cap
Portfolio*
  Emerging
Markets
Core Equity
Portfolio
  DFA One-Year
Fixed Income
Portfolio*
 
Investment Income  
Dividends (Net of Foreign Taxes Withheld of
$1,479, $730, $1,362, and $0, respectively)
  $ 14,126     $ 8,110     $ 16,606          
Interest     61       19       46     $ 42,519    
Income from Securities Lending     1,774       1,184       1,965          
Expenses Allocated from Affiliated Investment
Companies
    (1,243 )     (912 )           (1,093 )  
Total Investment Income     14,718       8,401       18,617       41,426    
Expenses  
Investment Advisory Services Fees                 3,644          
Administrative Services Fees     2,646       1,285             1,605    
Accounting & Transfer Agent Fees     21       13       97       38    
Custodian Fees                 509          
Filing Fees     29       24       41       43    
Shareholders' Reports     51       21       59       51    
Directors'/Trustees' Fees & Expenses     8       3       9       29    
Professional Fees     18       8       28       15    
Other     14       7       38       12    
Total Expenses     2,787       1,361       4,425       1,793    
Net Investment Income (Loss)     11,931       7,040       14,192       39,633    
Realized and Unrealized Gain (Loss)  
Net Realized Gain (Loss) on:  
Investment Securities Sold     (24,232 )     (34,090 )     (27,608 )     1,754    
Futures     (2,335 )     (865 )     (873 )        
Foreign Currency Transactions     (844 )     133       (772 )        
In-Kind Redemptions     17,779                      
Change in Unrealized Appreciation (Depreciation) of:  
Investment Securities and Foreign Currency     122,755       178,585       286,453       37,318    
Futures     (30 )     (9 )     (4 )        
Translation of Foreign Currency Denominated Amounts     94       114       (70 )        
Change in Deferred Thailand Capital Gains Tax     (242 )     (81 )     (350 )        
Net Realized and Unrealized Gain (Loss)     112,945       143,787       256,776       39,072    
Net Increase (Decrease) in Net Assets
Resulting from Operations
  $ 124,876     $ 150,827     $ 270,968     $ 78,705    

 

*  Investment Income and Realized and Unrealized Gain (Loss) were allocated from each Portfolio's respective Master Fund (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.
102



  DFA INVESTMENT DIMENSIONS GROUP INC.

  STATEMENTS OF OPERATIONS

  FOR THE SIX MONTHS ENDED APRIL 30, 2009
  (Unaudited)
  (Amounts in thousands)

    DFA
Two-Year
Global
Fixed Income
Portfolio*
  DFA
Selectively
Hedged Global
Fixed Income
Portfolio
  DFA
Five-Year
Government
Portfolio
  DFA
Five-Year
Global
Fixed Income
Portfolio
 
Investment Income  
Interest   $ 37,762     $ 3,653     $ 14,149     $ 42,247    
Expenses Allocated from Affiliated Investment
Company
    (1,076 )                    
Total Investment Income     36,686       3,653