Impact of Dividends on dynamically managed portfolio - BSM

With reference to the passage below from the CFA Book on page 419 Book 5 - Level II - Topic BSM Model.

“With dividend-paying stocks, the arbitrageur is able to receive the benefits of dividend payments when long the stock and has to pay dividends when short the stock. Thus, the burden of carrying the stock is diminished for a long position. The key insight is that dividends influence the dynamically managed portfolio by lowering the number of shares to buy for calls and lowering the number of shares to short sell for puts. Higher dividends will lower the value of d1, thus lowering N(d1). Also, higher dividends will lower the number of bonds to short sell for calls and lower the number of bonds to buy for puts.

My Query relates to the last line of this para:

As benefits (dividends) increase, d1 and d2 decrease. Therefore So N(d1) & N(d2) also decrease. Thus decreasing the number of shares to buy and the number of bonds to short for calls. I understand till here.

But the increase in benefits will cause the values for N(-d1) & N(-d2) to increase and thus the number of shares and bonds required for the dynamically hedged portfolio for a Put option.

The book says the opposite, however. What am I missing here?

the terms for the put have the opposite signs to those for the call
N(-d1) may increase for the put, but -N(-d1) and will decrease