# EDGAR Filing Document

**Accession Number:** 0000861929
**File Stem:** 0001193125-23-003388
**Filing Date:** 2023-1
**Character Count:** 3382262
**Document Hash:** 3eeafb273cd42d9fe97d01c7f8fface6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-23-003388.hdr.sgml**: 20230106

**ACCESSION NUMBER**: 0001193125-23-003388

**CONFORMED SUBMISSION TYPE**: N-CSR

**PUBLIC DOCUMENT COUNT**: 126

**CONFORMED PERIOD OF REPORT**: 20221031

**FILED AS OF DATE**: 20230106

**DATE AS OF CHANGE**: 20230106

**EFFECTIVENESS DATE**: 20230106

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DIMENSIONAL INVESTMENT GROUP INC
- **CENTRAL INDEX KEY:** 0000861929
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-CSR
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06067
- **FILM NUMBER:** 23514880

**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:** DIMENSIONAL INVESTMENT GROUP INC/
- **DATE OF NAME CHANGE:** 19930712

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DIMENSIONAL INVESTMENT GROUP INC
- **DATE OF NAME CHANGE:** 19930712

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DFA US LARGE CAP INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### DFA TWO-YEAR GOVERNMENT PORTFOLIO (Series ID: S000001010)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000002761 | DFA TWO-YEAR GOVERNMENT PORTFOLIO | DFYGX           |

### U.S. LARGE COMPANY PORTFOLIO (Series ID: S000001014)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000002765 | U.S. LARGE COMPANY PORTFOLIO | DFUSX           |

### GLOBAL EQUITY PORTFOLIO (Series ID: S000001016)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000002767 | GLOBAL EQUITY PORTFOLIO - CLASS R2            |  |
| C000002768 | GLOBAL EQUITY PORTFOLIO - INSTITUTIONAL CLASS | DGEIX           |

### GLOBAL ALLOCATION 60/40 PORTFOLIO (Series ID: S000001017)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000002769 | GLOBAL ALLOCATION 60/40 PORTFOLIO - CLASS R2            |  |
| C000002770 | GLOBAL ALLOCATION 60/40 PORTFOLIO - INSTITUTIONAL CLASS | DGSIX           |

### GLOBAL ALLOCATION 25/75 PORTFOLIO (Series ID: S000001018)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000002771 | GLOBAL ALLOCATION 25/75 PORTFOLIO - CLASS R2           |  |
| C000002772 | GLOBAL ALLOCATION 25/75 PORTFOLIO - INSITUTIONAL CLASS | DGTSX           |

### U.S. LARGE CAP VALUE PORTFOLIO III (Series ID: S000001019)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000002773 | U.S. LARGE CAP VALUE PORTFOLIO III | DFUVX           |

### EMERGING MARKETS PORTFOLIO II (Series ID: S000001020)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000002774 | EMERGING MARKETS PORTFOLIO II | DFETX           |

### DFA INTERNATIONAL VALUE PORTFOLIO (Series ID: S000001022)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000002776 | DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS | DFIVX           |
| C000053614 | DFA International Value Portfolio - Class R2           |  |

### DFA INTERNATIONAL VALUE PORTFOLIO III (Series ID: S000001025)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000002779 | DFA INTERNATIONAL VALUE PORTFOLIO III | DFVIX           |

### DFA TWO-YEAR FIXED INCOME PORTFOLIO (Series ID: S000001026)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000002780 | DFA TWO-YEAR FIXED INCOME PORTFOLIO | DFCFX           |

------

------

**UNITED STATES** 

**SECURITIES AND EXCHANGE COMMISSION** 

**Washington, D.C. 20549** 

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**FORM N-CSR** 

------

**CERTIFIED SHAREHOLDER REPORT OF REGISTERED** 

**MANAGEMENT INVESTMENT COMPANIES** 

**Investment Company Act file number 811-6067** 

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## DIMENSIONAL INVESTMENT 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, President and General Counsel** 

**Dimensional Investment 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: October 31, 2022** 

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ITEM 1. REPORTS TO STOCKHOLDERS.

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![LOGO](g762502dsp001ajpg.jpg)

Annual Report

**Year Ended: October 31, 2022** 

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DFA INVESTMENT DIMENSIONS GROUP INC. / DIMENSIONAL INVESTMENT GROUP INC. / THE DFA INVESTMENT TRUST COMPANY

------

**DFA Investment Dimensions Group Inc.** 

------

---

| | | |
|:---|:---|:---|
| **Enhanced U.S. Large Company Portfolio** | **U.S. Core Equity 1 Portfolio** | **U.S. Micro Cap Portfolio** |
| **U.S. Large Cap Equity Portfolio** | **U.S. Core Equity 2 Portfolio** | **U.S. High Relative Profitability Portfolio** |
| **U.S. Large Cap Value Portfolio** | **U.S. Vector Equity Portfolio** | **DFA Real Estate Securities Portfolio** |
| **U.S. Targeted Value Portfolio** | **U.S. Small Cap Portfolio** | **DFA Commodity Strategy Portfolio** |
| U.S. Small Cap Value Portfolio |  |  |

---

**Dimensional Investment Group Inc.** 

------

**U.S. Large Company Portfolio** 

------

**The DFA Investment Trust Company** 

------

**The U.S. Large Cap Value Series** 

------

![LOGO](g762502dsp003.jpg)

December 2022

Dear Shareholder,

For more than four decades, Dimensional has been innovating on behalf of investors, using financial science to pursue higher expected returns across a range of market conditions.

We start with what clients are seeking and determine how best to deliver strategies to meet those needs through a systematic approach designed to add value over indexing. Every day, we manage our strategies through a flexible process that allows us to consistently focus on reducing costs and controlling risks. We believe in sensible ideas that we can implement well. And we're committed to continuing to enhance the investment solutions and services we provide to empower financial professionals.

On behalf of everyone at Dimensional, we thank you for entrusting us with your investments.

---

| | |
|:---|:---|
| Sincerely,<br>|  |
| ![LOGO](g762502dsp003ajpg.jpg) | ![LOGO](g762502dsp003bjpg.jpg) |
| David P. Butler | Gerard O'Reilly |
| CO-CHIEF EXECUTIVE OFFICER | CO-CHIEF EXECUTIVE OFFICER and |
|  | CHIEF INVESTMENT OFFICER |

---

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[THIS PAGE INTENTIONALLY LEFT BLANK]

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**ANNUAL REPORT** 

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
|  **Letter to Shareholders** |  |
|  **[Definitions of Abbreviations and Footnotes](#tx762502_1)** | **1** |
|  **[DFA Investment Dimensions Group Inc.](#tx762502_2)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx762502_3) | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx762502_4) | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx762502_5) | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx762502_6) | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schedules of Investments/Summary Schedules of Portfolio Holdings |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Enhanced U.S. Large Company Portfolio](#tx762502_7) | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Large Cap Equity Portfolio](#tx762502_8) | 25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Large Cap Value Portfolio](#tx762502_9) | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Targeted Value Portfolio](#tx762502_10) | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Small Cap Value Portfolio](#tx762502_11) | 33 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Core Equity 1 Portfolio](#tx762502_12) | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Core Equity 2 Portfolio](#tx762502_13) | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Vector Equity Portfolio](#tx762502_14) | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Small Cap Portfolio](#tx762502_15) | 48 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Micro Cap Portfolio](#tx762502_16) | 52 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. High Relative Profitability Portfolio](#tx762502_17) | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Real Estate Securities Portfolio](#tx762502_18) | 59 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Assets and Liabilities](#tx762502_19) | 61 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Operations](#tx762502_20) | 64 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx762502_21) | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx762502_22) | 71 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx762502_23) | 80 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx762502_24) | 101 |
|  **[DFA Investment Dimensions Group Inc.](#tx762502_25)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx762502_26) | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx762502_27) | 104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Consolidated Disclosure of Fund Expenses](#tx762502_28) | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Consolidated Disclosure of Portfolio Holdings](#tx762502_29) | 107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Consolidated Schedule of Investments](#tx762502_30) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Commodity Strategy Portfolio](#tx762502_31) | 108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Consolidated Statement of Assets and Liabilities](#tx762502_32) | 120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Consolidated Statement of Operations](#tx762502_33) | 121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Consolidated Statements of Changes in Net Assets](#tx762502_34) | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Consolidated Financial Highlights](#tx762502_35) | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Consolidated Notes to Financial Statements](#tx762502_36) | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx762502_37) | 138 |
|  **[Dimensional Investment Group Inc.](#tx762502_38)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx762502_39) | 139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx762502_40) | 140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx762502_41) | 141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx762502_42) | 142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Summary Schedule of Portfolio Holdings](#tx762502_43) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Large Company Portfolio](#tx762502_44) | 143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Assets and Liabilities](#tx762502_45) | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Operations](#tx762502_46) | 147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx762502_47) | 148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx762502_48) | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx762502_49) | 150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx762502_50) | 159 |
|  **[The DFA Investment Trust Company](#tx762502_51)** |  |

---

i

------

**TABLE OF CONTENTS** 

**CONTINUED** 

---

| | |
|:---|:---|
|  | **Page** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx762502_52) | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx762502_53) | 161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx762502_54) | 162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx762502_55) | 163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Summary Schedule of Portfolio Holdings](#tx762502_56) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The U.S. Large Cap Value Series](#tx762502_57) | 164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Assets and Liabilities](#tx762502_58) | 167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Operations](#tx762502_59) | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx762502_60) | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx762502_61) | 170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx762502_62) | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx762502_63) | 179 |
|  **[Fund Management](#tx762502_64)** | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Board of Directors](#tx762502_65) | 182 |
|  **[Voting Proxies on Fund Portfolio Securities](#tx762502_66)** | 192 |
|  **[Tax Notice to Shareholders](#tx762502_67)** | 193 |

---

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

ii

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**DIMENSIONAL INVESTMENT GROUP INC.** 

**THE DFA INVESTMENT TRUST COMPANY** 

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES** 

**<u>Schedules of Investments/Summary Schedules of Portfolio Holdings</u>**

---

| | |
|:---|:---|
| Investment Abbreviations |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SA | Special Assessment |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; REIT | Real Estate Investment Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SOFR | Secured Overnight Financing Rate |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AUD | Australian Dollars |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CAD | Canadian Dollars |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DKK | Danish Krone |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EUR | Euro |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GBP | British Pounds |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SEK | Swedish Krona |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD | United States Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NOK | Norwegian Krone |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NZD | New Zealand Dollars |

---

---

| | |
|:---|:---|
| Investment Footnotes |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ^ | Denominated in USD, unless otherwise noted. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; † | See Note B to Financial Statements. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; W | Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional investors. This security has been deemed liquid based upon the Fund's Liquidity Guidelines. The liquidity determination is unaudited. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; # | Total or Partial Securities on Loan. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; @ | Security purchased with cash collateral received from Securities on Loan. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; § | Affiliated Fund. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ‡ | 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 in unaffiliated issuers 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. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; \* | Non-Income Producing Securities. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(r) | The adjustable rate shown is effective as of October 31, 2022. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ~ | Security pledged as collateral for Swap Agreements. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; « | Security pledged as collateral for Futures Contracts. |

---

------

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES** 

**CONTINUED** 

**<u>Financial Highlights</u>**

\*\* The Net Investment Income (Loss) per share and the ratio of Net Investment Income to Average Net Assets includes the effect of an estimation related to a one time distribution from a real estate investment trust. Net Investment Income (Loss) per share, Net Gain (Loss) per share and the ratio of Net Investment Income to Average Net Assets for the DFA Real Estate Securities Portfolio would have been $0.92, $7.69 and 2.43%, respectively had the effect of this estimation not been considered. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Represents the combined ratios for the respective Portfolio and its respective pro-rata share of its Master
Fund(s).

**All Statements, Schedules and Notes to Financial Statements** 

------

---

| | |
|:---|:---|
|  | Amounts designated as — are either zero, rounded to zero, or less than $500. |
| SEC | Securities and Exchange Commission |

---

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

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**Enhanced U.S. Large Company Portfolio vs.** 

**S&P 500<sup>®</sup> Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp3a.jpg)

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**U.S. Large Cap Equity Portfolio vs.** 

**Russell 1000<sup>®</sup> Index** 

**June 25, 2013-October 31, 2022**![LOGO](g762502dsp3b.jpg)

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

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**U.S. Large Cap Value Portfolio vs.** 

**Russell 1000<sup>®</sup> Value Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp4a.jpg)

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**U.S. Targeted Value Portfolio — Institutional Class vs.** 

**Russell 2000<sup>®</sup> Value Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp4b.jpg)

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

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**U.S. Targeted Value Portfolio — Class R1 vs.** 

**Russell 2000<sup>®</sup> Value Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp5a.jpg)

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**U.S. Targeted Value Portfolio — Class R2 vs.** 

**Russell 2000<sup>®</sup> Value Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp5b.jpg)

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**U.S. Small Cap Value Portfolio vs.** 

**Russell 2000<sup>®</sup> Value Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp6a.jpg)

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**U.S. Core Equity 1 Portfolio vs.** 

**Russell 3000<sup>®</sup> Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp6b.jpg)

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

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**U.S. Core Equity 2 Portfolio vs.** 

**Russell 3000<sup>®</sup> Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp7a.jpg)

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**U.S. Vector Equity Portfolio vs.** 

**Russell 3000<sup>®</sup> Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp7b.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**U.S. Small Cap Portfolio vs.** 

**Russell 2000<sup>®</sup> Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp88a.jpg)

------

**U.S. Micro Cap Portfolio vs.** 

**Russell 2000<sup>®</sup> Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp8b.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**U.S. High Relative Profitability Portfolio vs.** 

**Russell 1000<sup>®</sup> Index** 

**May 16, 2017-October 31, 2022**![LOGO](g762502dsp9a.jpg)

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**DFA Real Estate Securities Portfolio vs.** 

**S&P 500<sup>®</sup> Index, Dow Jones U.S. Select REIT Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp9b.jpg)

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**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

---

| | |
|:---|:---|
| **U.S. Equity Market Review** | **12 Months Ended October 31, 2022** |

---

U.S. equities had negative returns for the period. The broad U.S. equity market, as measured by the Russell 3000<sup>®</sup> Index, lost approximately -16.52%. As measured by Russell indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the Russell indices.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  Russell 3000<sup>®</sup> Index | -16.52% |
|  Russell 1000<sup>®</sup> Index (large-cap stocks) | -16.38% |
|  Russell Midcap<sup>®</sup> Index (mid-cap stocks) | -17.17% |
|  Russell 2000<sup>®</sup> Index (small-cap stocks) | -18.54% |
|  Russell Microcap<sup>®</sup> Index (micro-cap stocks) | -22.29% |
|  Dow Jones U.S. Select REIT Index <sup>SM</sup> | -19.97% |

---

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  Russell 1000<sup>®</sup> Value Index (large-cap value stocks) | -7.0% |
|  Russell 1000<sup>®</sup> Growth Index (large-cap growth stocks) | -24.6% |
|  Russell 2000<sup>®</sup> Value Index (small-cap value stocks) | -10.73% |
|  Russell 2000<sup>®</sup> Growth Index (small-cap growth stocks) | -26.02% |

---

Source: Frank Russell Company is the source and owner of the trademarks, service marks, and copyrights related to the Russell Indexes.

**Enhanced U.S. Large Company Portfolio** 

The Enhanced U.S. Large Company Portfolio seeks to outperform the total return of the S&P 500<sup>®</sup> Index. This strategy uses S&P 500<sup>®</sup> Index futures contracts, swaps, and/or ETFs in conjunction with short-term investment grade fixed income instruments. As of October 31, 2022, 100% of the equity exposure consisted of S&P 500<sup>®</sup> Index futures contracts. The behavior of S&P 500<sup>®</sup> Index futures contracts is determined principally by the performance of the S&P 500<sup>®</sup> Index.

For the 12 months ended October 31, 2022, total returns were -19.24% for the Portfolio and -14.61% for the S&P 500<sup>®</sup> Index, the Portfolio's benchmark. The Portfolio's underperformance relative to the benchmark was primarily due to the performance of the fixed income component of the Portfolio. Realized term premiums were generally negative during the period. As a result, the fixed income component's allocation to securities with maturities longer than one-year detracted from performance. Realized credit premiums were also generally negative during the period, resulting in the fixed income component's allocation to corporate securities also detracting from performance. As such, the fixed income component underperformed the financing cost of the S&P 500<sup>®</sup> Index futures contracts that the Portfolio held throughout the year.

------

**U.S. Large Cap Equity Portfolio** 

The U.S. Large Cap Equity Portfolio invests in a broadly diversified group of U.S. large-cap securities with increased exposure to stocks with smaller market capitalization, lower relative price (value), and higher profitability. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 640 securities. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -14.12% for the Portfolio and -16.38% for the Russell 1000<sup>®</sup> Index, the Portfolio's benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Portfolio's emphasis on value stocks contributed positively to relative performance. The Portfolio's emphasis on higher-profitability stocks also contributed positively to relative performance, as higher-profitability value stocks outperformed lower-profitability growth stocks. Additionally, the Portfolio's emphasis on stocks with smaller market capitalizations contributed positively to relative performance, as these stocks outperformed.

**U.S. Large Cap Value Portfolio** 

The U.S. Large Cap Value Portfolio is designed to capture the returns of U.S. large-cap value stocks by purchasing shares of The U.S. Large Cap Value Series, a Master Fund managed by Dimensional that invests in such stocks. The investment strategy is process driven, emphasizing broad diversification with increased exposure to stocks with smaller market capitalizations, lower relative price (value), and higher profitability within the large-cap value segment of the U.S. market. As of October 31, 2022, the Master Fund held approximately 350 securities. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -3.54% for the Portfolio and -7.00% for the Russell 1000<sup>®</sup> Value Index, the Portfolio's benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Master Fund's greater emphasis on value stocks as compared to the benchmark contributed positively to the Portfolio's relative performance. The Master Fund's emphasis on higher-profitability stocks within the large-cap value segment of the U.S. market also contributed positively to relative performance, as these stocks outperformed. Additionally, the Master Fund's exclusion of real estate investment trusts (REITs) contributed positively to relative performance, as REITs generally underperformed.

**U.S. Targeted Value Portfolio** 

The U.S. Targeted Value Portfolio invests in a broadly diversified group of U.S. small- and mid-cap value stocks with higher profitability. Additionally, the Portfolio generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 1,370 securities. In general, average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -1.48% for the Portfolio's Class R1 shares, -1.62% for the Portfolio's Class R2 shares, -1.39% for the Portfolio's Institutional Class shares, and -10.73% for the Russell 2000<sup>®</sup> Value Index, the Portfolio's benchmark. The Portfolio's emphasis on higher-profitability stocks within the small- and mid-cap value segment of the U.S. market contributed positively to relative performance, as these stocks outperformed. With low relative price (value) stocks outperforming high relative price (growth) stocks for the period, the Portfolio's greater emphasis on value stocks as compared to the benchmark also contributed positively to the Portfolio's relative performance. Additionally, the Portfolio's exclusion of real estate investment trusts (REITs) contributed positively to relative performance, as REITs generally underperformed. The Portfolio's exclusion of stocks with high asset growth also contributed positively to relative performance, as those stocks underperformed.

------

**U.S. Small Cap Value Portfolio** 

The U.S. Small Cap Value Portfolio invests in a broadly diversified group of U.S. small-cap value stocks with higher profitability. Additionally, the Portfolio generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 970 securities. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were 0.58% for the Portfolio and -10.73% for the Russell 2000<sup>®</sup> Value Index, the Portfolio's benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks for the period, the Portfolio's greater emphasis on value stocks as compared to the benchmark contributed positively to the Portfolio's relative performance. The Portfolio's emphasis on higher-profitability stocks within the small-value segment of the U.S. market also contributed positively to relative performance, as these stocks outperformed. Additionally, the Portfolio's exclusion of real estate investment trusts (REITs) contributed positively to relative performance, as REITs generally underperformed. The Portfolio's exclusion of stocks with high asset growth also contributed positively to relative performance, as those stocks underperformed.

**U.S. Core Equity 1 Portfolio** 

The U.S. Core Equity 1 Portfolio invests in a broadly diversified group of U.S. securities with increased exposure to smaller market capitalization stocks, lower relative price (value) stocks, and higher-profitability stocks relative to the market. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 2,650 securities. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -11.85% for the Portfolio and -16.52% for the Russell 3000<sup>®</sup> Index, the Portfolio's benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Portfolio's emphasis on value stocks contributed positively to relative performance. The Portfolio's emphasis on higher-profitability stocks also contributed positively to relative performance, as higher-profitability value stocks outperformed lower-profitability growth stocks.

**U.S. Core Equity 2 Portfolio** 

The U.S. Core Equity 2 Portfolio invests in a broadly diversified group of U.S. securities with increased exposure to smaller market capitalization stocks, lower relative price (value) stocks, and higher-profitability stocks relative to the U.S. Core Equity 1 Portfolio and the market. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 2,650 securities. In general, average cash exposure throughout the year was less than 1% of the Portfolio's assets.

------

For the 12 months ended October 31, 2022, total returns were -11.19% for the Portfolio and -16.52% for the Russell 3000<sup>®</sup> Index, the Portfolio's benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Portfolio's emphasis on value stocks contributed positively to relative performance. The Portfolio's emphasis on higher-profitability stocks also contributed positively to relative performance, as higher-profitability value stocks outperformed lower-profitability growth stocks.

**U.S. Vector Equity Portfolio** 

The U.S. Vector Equity Portfolio invests in a broadly diversified group of U.S. securities with increased exposure to smaller market capitalization stocks, lower relative price (value) stocks, and higher-profitability stocks relative to the market. The Portfolio's increased exposure to small-cap and value stocks may be achieved by decreasing the allocation to or excluding the largest high relative price (growth) stocks in the U.S. market. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 2,500 securities. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -7.42% for the Portfolio and -16.52% for the Russell 3000<sup>®</sup> Index, the Portfolio's benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Portfolio's emphasis on value stocks contributed positively to relative performance.

**U.S. Small Cap Portfolio** 

The U.S. Small Cap Portfolio invests in a broadly diversified group of U.S. small-cap stocks. The Portfolio generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Portfolio generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 1,930 securities. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -9.62% for the Portfolio and -18.54% for the Russell 2000<sup>®</sup> Index, the Portfolio's benchmark. The Portfolio's exclusion of stocks with the lowest profitability and highest relative price contributed positively to performance relative to the benchmark, as those stocks underperformed. The Portfolio's exclusion of stocks with high asset growth also contributed positively to relative performance, as those stocks underperformed.

**U.S. Micro Cap Portfolio** 

The U.S. Micro Cap Portfolio invests in a broadly diversified group of U.S. micro-cap companies. The Portfolio generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Portfolio generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 1,560 securities. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -7.93% for the Portfolio and -18.54% for the Russell 2000<sup>®</sup> Index, the Portfolio's benchmark. The Portfolio's exclusion of stocks with the lowest profitability and highest relative price contributed positively to relative performance, as those stocks underperformed. Additionally, the Portfolio's exclusion of stocks with high asset growth contributed positively to relative performance, as those stocks underperformed.

------

**U.S. High Relative Profitability Portfolio** 

The U.S. High Relative Profitability Portfolio seeks to capture the returns of U.S. large-cap stocks with higher profitability. The investment strategy is process driven, emphasizing broad diversification with increased exposure to stocks with smaller market capitalizations, lower relative price (value), and higher profitability within the large-cap high relative profitability segment of the U.S. market. As of October 31, 2022, the Portfolio held approximately 170 securities. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -8.55% for the Portfolio and -16.38% for the Russell 1000<sup>®</sup> Index, the Portfolio's benchmark. The Portfolio's focus on stocks with high profitability contributed positively to performance relative to the benchmark, as stocks with high profitability generally outperformed stocks with low profitability for the period.

**DFA Real Estate Securities Portfolio** 

The DFA Real Estate Securities Portfolio invests in a broadly diversified group of U.S. real estate securities. As of October 31, 2022, the Portfolio held approximately 140 securities. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -19.38% for the Portfolio, -14.61% for the S&P 500<sup>®</sup> Index, and -19.97% for the Dow Jones U.S. Select REIT Index, the Portfolio's benchmarks. Differences in REIT eligibility between the Portfolio and the Dow Jones U.S. Select REIT Index contributed positively to the Portfolio's performance relative to the benchmark, most notably among entertainment and data center REITs. The Portfolio includes entertainment and data center REITs, which are held by the benchmark at a lower weight, and these securities generally outperformed.

------

**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 and 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" reflects 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 costs 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 October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **EXPENSE TABLES** | | | | |
|  |<br>**Beginning<br>Account<br>Value<br>05/01/22** |<br>**Ending<br>Account<br>Value<br>10/31/22** |<br>**Annualized<br>Expense<br>Ratio (1)** |<br>**Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>Enhanced U.S. Large Company Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $921.70 | 0.15% | $0.73 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.45 | 0.15% | $0.77 |
|  **<u>U.S. Large Cap Equity Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $951.80 | 0.13% | $0.64 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.55 | 0.13% | $0.66 |

---

------

**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>U.S. Large Cap Value Portfolio (2)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $993.40 | 0.21% | $1.06 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.15 | 0.21% | $1.07 |
|  **<u>U.S. Targeted Value Portfolio</u>** |  |  |  |  |
|  Actual Fund Return |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R1 Shares | $1000.00 | $1021.80 | 0.40% | $2.04 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | $1000.00 | $1021.20 | 0.54% | $2.75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | $1000.00 | $1022.00 | 0.30% | $1.53 |
|  Hypothetical 5% Annual Return |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R1 Shares | $1000.00 | $1023.19 | 0.40% | $2.04 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | $1000.00 | $1022.48 | 0.54% | $2.75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | $1000.00 | $1023.69 | 0.30% | $1.53 |
|  **<u>U.S. Small Cap Value Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $1035.30 | 0.33% | $1.69 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.54 | 0.33% | $1.68 |
|  **<u>U.S. Core Equity 1 Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $965.80 | 0.14% | $0.69 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.50 | 0.14% | $0.71 |
|  **<u>U.S. Core Equity 2 Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $969.10 | 0.18% | $0.89 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.30 | 0.18% | $0.92 |
|  **<u>U.S. Vector Equity Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $996.10 | 0.28% | $1.41 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.79 | 0.28% | $1.43 |
|  **<u>U.S. Small Cap Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $1011.40 | 0.29% | $1.47 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.74 | 0.29% | $1.48 |
|  **<u>U.S. Micro Cap Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $1019.40 | 0.41% | $2.09 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.14 | 0.41% | $2.09 |
|  **<u>U.S. High Relative Profitability Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $967.70 | 0.23% | $1.14 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.05 | 0.23% | $1.17 |

---

------

**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>DFA Real Estate Securities Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $818.30 | 0.18% | $0.82 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.30 | 0.18% | $0.92 |

---

------

(1) 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 (184), then divided by the number of days in the year (365) to reflect the six-month period.

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

------

**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 as an exhibit to their reports on Form N-PORT. For DFA Investment Dimensions Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. DFA Investment Dimensions Group Inc. filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

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 regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A 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; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this 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 Company are represented in its Disclosure of Portfolio Holdings, which is included elsewhere in the report. Refer to the Summary Schedule of Portfolio Holdings for the Affiliated Investment Company's holdings, which reflect the investments by category or country.

**FEEDER FUND** 

---

| | |
|:---|:---|
|  | **Affiliated Investment Company** |
|  U.S. Large Cap Value Portfolio | 100.0% |

---

**ENHANCED DOMESTIC EQUITY PORTFOLIO** 

---

| | |
|:---|:---|
| **Enhanced U.S. Large Company Portfolio** | **Enhanced U.S. Large Company Portfolio** |
|  Basic Materials | 1.6% |
|  Communications | 0.4% |
|  Consumer, Cyclical | 7.9% |
|  Consumer, Non-cyclical | 11.9% |
|  Energy | 5.7% |
|  Financial | 38.5% |
|  Foreign Government | 5.0% |
|  Industrial | 2.1% |
|  Supranational | 0.9% |
|  Technology | 2.0% |
|  U.S. Government | 22.4% |
|  Utilities | 1.6% |
|  | 100.0% |

---

------

**DOMESTIC EQUITY PORTFOLIOS** 

---

| | |
|:---|:---|
| **U.S. Large Cap Equity Portfolio** | **U.S. Large Cap Equity Portfolio** |
|  Communication Services | 7.2% |
|  Consumer Discretionary | 10.0% |
|  Consumer Staples | 7.4% |
|  Energy | 7.3% |
|  Financials | 12.7% |
|  Health Care | 14.8% |
|  Industrials | 10.4% |
|  Information Technology | 23.8% |
|  Materials | 3.9% |
|  Real Estate | 0.1% |
|  Utilities | 2.4% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **U.S. Targeted Value Portfolio** | **U.S. Targeted Value Portfolio** |
|  Communication Services | 2.5% |
|  Consumer Discretionary | 11.6% |
|  Consumer Staples | 4.2% |
|  Energy | 9.9% |
|  Financials | 29.3% |
|  Health Care | 5.0% |
|  Industrials | 18.5% |
|  Information Technology | 9.2% |
|  Materials | 8.4% |
|  Real Estate | 0.9% |
|  Utilities | 0.5% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **U.S. Small Cap Value Portfolio** | **U.S. Small Cap Value Portfolio** |
|  Communication Services | 2.2% |
|  Consumer Discretionary | 12.4% |
|  Consumer Staples | 4.6% |
|  Energy | 11.3% |
|  Financials | 29.6% |
|  Health Care | 4.3% |
|  Industrials | 19.8% |
|  Information Technology | 7.7% |
|  Materials | 7.1% |
|  Real Estate | 0.7% |
|  Utilities | 0.3% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **U.S. Core Equity 1 Portfolio** | **U.S. Core Equity 1 Portfolio** |
|  Communication Services | 6.3% |
|  Consumer Discretionary | 11.2% |
|  Consumer Staples | 6.7% |
|  Energy | 7.1% |
|  Financials | 14.5% |
|  Health Care | 12.9% |
|  Industrials | 12.3% |
|  Information Technology | 21.7% |
|  Materials | 4.4% |
|  Real Estate | 0.2% |
|  Utilities | 2.7% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **U.S. Core Equity 2 Portfolio** | **U.S. Core Equity 2 Portfolio** |
|  Communication Services | 5.6% |
|  Consumer Discretionary | 10.2% |
|  Consumer Staples | 6.5% |
|  Energy | 6.7% |
|  Financials | 15.2% |
|  Health Care | 12.8% |
|  Industrials | 14.1% |
|  Information Technology | 21.8% |
|  Materials | 4.8% |
|  Real Estate | 0.3% |
|  Utilities | 2.0% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **U.S. Vector Equity Portfolio** | **U.S. Vector Equity Portfolio** |
|  Communication Services | 5.1% |
|  Consumer Discretionary | 10.0% |
|  Consumer Staples | 5.0% |
|  Energy | 10.9% |
|  Financials | 23.1% |
|  Health Care | 10.2% |
|  Industrials | 16.5% |
|  Information Technology | 9.9% |
|  Materials | 7.6% |
|  Real Estate | 0.5% |
|  Utilities | 1.2% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **U.S. Small Cap Portfolio** | **U.S. Small Cap Portfolio** |
|  Communication Services | 2.7% |
|  Consumer Discretionary | 12.1% |
|  Consumer Staples | 4.4% |
|  Energy | 6.2% |
|  Financials | 22.0% |
|  Health Care | 10.5% |
|  Industrials | 20.3% |
|  Information Technology | 11.7% |
|  Materials | 6.3% |
|  Real Estate | 0.4% |
|  Utilities | 3.4% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **U.S. Micro Cap Portfolio** | **U.S. Micro Cap Portfolio** |
|  Communication Services | 2.6% |
|  Consumer Discretionary | 11.7% |
|  Consumer Staples | 5.3% |
|  Energy | 7.7% |
|  Financials | 22.5% |
|  Health Care | 11.2% |
|  Industrials | 18.1% |
|  Information Technology | 12.3% |
|  Materials | 5.3% |
|  Real Estate | 0.8% |
|  Utilities | 2.5% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **U.S. High Relative Profitability Portfolio** | **U.S. High Relative Profitability Portfolio** |
|  Communication Services | 2.7% |
|  Consumer Discretionary | 15.0% |
|  Consumer Staples | 12.1% |
|  Energy | 3.3% |
|  Financials | 4.0% |
|  Health Care | 15.0% |
|  Industrials | 12.6% |
|  Information Technology | 32.5% |
|  Materials | 2.7% |
|  Utilities | 0.1% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Real Estate Securities Portfolio** | **DFA Real Estate Securities Portfolio** |
|  Real Estate | 100.0% |
|  | 100.0% |

---

------

**ENHANCED U.S. LARGE COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | |
|  BONDS — (75.6%) | BONDS — (75.6%) |  |  |
|  AUSTRALIA — (1.0%) | AUSTRALIA — (1.0%) |  |  |
|  Glencore Funding LLC | Glencore Funding LLC |  |  |
|  W | 4.125%, 05/30/23 | 1000 | $989339 |
|  | 4.125%, 05/30/23 | 500 | 494669 |
|  W | 4.625%, 04/29/24 | 1150 | 1130394 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 2614402 |
|  CANADA — (6.0%) | CANADA — (6.0%) |  |  |
|  Bank of Nova Scotia | Bank of Nova Scotia |  |  |
|  | 0.700%, 04/15/24 | 3000 | 2800091 |
|  Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce |  |  |
|  | 3.100%, 04/02/24 | 2750 | 2664940 |
|  Canadian Natural Resources Ltd. | Canadian Natural Resources Ltd. |  |  |
|  | 3.900%, 02/01/25 | 2450 | 2362592 |
|  Enbridge, Inc. | Enbridge, Inc. |  |  |
|  | 2.150%, 02/16/24 | 500 | 480760 |
|  Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
|  | 2.850%, 03/08/24<br> CAD | 9500 | 6764884 |
|  TOTAL CANADA | TOTAL CANADA |  | 15073267 |
|  DENMARK — (0.2%) | DENMARK — (0.2%) |  |  |
|  Denmark Government Bond | Denmark Government Bond |  |  |
|  | 0.000%, 11/15/24<br> DKK | 5000 | 634445 |
|  FRANCE — (3.8%) | FRANCE — (3.8%) |  |  |
|  BNP Paribas SA | BNP Paribas SA |  |  |
|  W | 3.375%, 01/09/25 | 1900 | 1796118 |
|  BPCE SA | BPCE SA |  |  |
|  W | 2.375%, 01/14/25 | 2265 | 2077966 |
|  Credit Agricole SA | Credit Agricole SA |  |  |
|  #W | 3.875%, 04/15/24 | 3300 | 3230489 |
|  Societe Generale SA | Societe Generale SA |  |  |
|  W | 3.875%, 03/28/24 | 500 | 481303 |
|  #W | 2.625%, 10/16/24 | 2000 | 1865430 |
|  TOTAL FRANCE | TOTAL FRANCE |  | 9451306 |
|  GERMANY — (6.1%) | GERMANY — (6.1%) |  |  |
|  Bayer U.S. Finance LLC | Bayer U.S. Finance LLC |  |  |
|  W | 3.375%, 10/08/24 | 2500 | 2403458 |
|  BMW U.S. Capital LLC | BMW U.S. Capital LLC |  |  |
|  W | 0.750%, 08/12/24 | 458 | 422969 |
|  W | 3.900%, 04/09/25 | 2022 | 1953886 |
|  | 3.900%, 04/09/25 | 253 | 244478 |
|  Daimler Trucks Finance North America LLC | Daimler Trucks Finance North America LLC |  |  |
|  W | 3.500%, 04/07/25 | 1871 | 1770546 |
|  Deutsche Bank AG | Deutsche Bank AG |  |  |
|  | 3.950%, 02/27/23 | 2350 | 2333727 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | **(000)** | |
|  GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  EMD Finance LLC | EMD Finance LLC |  |  |  |
|  W | 3.250%, 03/19/25 |  | 2886 | $2750276 |
|  Mercedes-Benz Finance North America LLC | Mercedes-Benz Finance North America LLC |  |  |  |
|  #W | 3.250%, 08/01/24 |  | 1750 | 1688064 |
|  Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC |  |  |  |
|  W | 0.875%, 11/22/23 |  | 2000 | 1903859 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY |  | 15471263 |
|  IRELAND — (1.2%) | IRELAND — (1.2%) | IRELAND — (1.2%) |  |  |
|  AerCap Ireland Capital DAC/AerCap Global Aviation Trust | AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |  |
|  | 2.875%, 08/14/24 |  | 2300 | 2155096 |
|  Ireland Government Bond | Ireland Government Bond |  |  |  |
|  | 5.400%, 03/13/25 | EUR | 900 | 956313 |
|  TOTAL IRELAND | TOTAL IRELAND | TOTAL IRELAND |  | 3111409 |
|  ITALY — (1.7%) | ITALY — (1.7%) | ITALY — (1.7%) |  |  |
|  Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |  |
|  W | 3.250%, 09/23/24 |  | 2202 | 2055482 |
|  Republic of Italy Government International Bond | Republic of Italy Government International Bond |  |  |  |
|  | 2.375%, 10/17/24 |  | 2500 | 2330005 |
|  TOTAL ITALY | TOTAL ITALY | TOTAL ITALY |  | 4385487 |
|  JAPAN — (5.1%) | JAPAN — (5.1%) | JAPAN — (5.1%) |  |  |
|  Aircastle Ltd. | Aircastle Ltd. |  |  |  |
|  # | 4.125%, 05/01/24 |  | 2400 | 2287214 |
|  American Honda Finance Corp. | American Honda Finance Corp. |  |  |  |
|  | 0.550%, 07/12/24 |  | 1000 | 927037 |
|  Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 2.648%, 01/16/25 |  | 2500 | 2340100 |
|  Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |  |  |  |
|  # | 3.748%, 07/19/23 |  | 2000 | 1977102 |
|  | 2.696%, 07/16/24 |  | 1100 | 1047596 |
|  Sumitomo Mitsui Trust Bank Ltd. | Sumitomo Mitsui Trust Bank Ltd. |  |  |  |
|  | 0.850%, 03/25/24 |  | 2000 | 1872108 |
|  Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |  |  |  |
|  | 0.625%, 09/13/24 |  | 1000 | 924637 |
|  # | 1.450%, 01/13/25 |  | 1500 | 1389717 |
|  TOTAL JAPAN | TOTAL JAPAN | TOTAL JAPAN |  | 12765511 |

---

------

**ENHANCED U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | **(000)** | |
|  NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) |  |  |
|  BNG Bank NV | BNG Bank NV | BNG Bank NV |  |  |
|  | 2.000%, 04/12/24 | GBP | 500 | $557045 |
|  | 5.250%, 05/20/24 | AUD | 10000 | 6505124 |
|  Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |
|  W | 2.625%, 07/22/24 |  | 3500 | 3333660 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 10395829 |
|  NORWAY — (1.4%) | NORWAY — (1.4%) | NORWAY — (1.4%) |  |  |
|  Kommunalbanken AS | Kommunalbanken AS | Kommunalbanken AS |  |  |
|  | 5.250%, 07/15/24 | AUD | 5300 | 3448554 |
|  SPAIN — (0.8%) | SPAIN — (0.8%) | SPAIN — (0.8%) |  |  |
|  Banco Santander SA | Banco Santander SA | Banco Santander SA |  |  |
|  | 2.706%, 06/27/24 |  | 1200 | 1139132 |
|  Santander Holdings USA, Inc. | Santander Holdings USA, Inc. | Santander Holdings USA, Inc. |  |  |
|  | 3.500%, 06/07/24 |  | 1000 | 958950 |
|  TOTAL SPAIN | TOTAL SPAIN | TOTAL SPAIN |  | 2098082 |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.9%) |  |
|  European Union | European Union | European Union |  |  |
|  | 0.800%, 07/04/25 | EUR | 1000 | 946311 |
|  International Finance Corp. | International Finance Corp. | International Finance Corp. |  |  |
|  | 1.450%, 07/22/24 | AUD | 2000 | 1224994 |
|  TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS | TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS | TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS |  | 2171305 |
|  SWEDEN — (2.0%) | SWEDEN — (2.0%) | SWEDEN — (2.0%) |  |  |
|  Kommuninvest I Sverige AB | Kommuninvest I Sverige AB | Kommuninvest I Sverige AB |  |  |
|  | 1.000%, 10/02/24 | SEK | 50000 | 4329480 |
|  Sweden Government Bond | Sweden Government Bond | Sweden Government Bond |  |  |
|  | 2.500%, 05/12/25 | SEK | 7500 | 680558 |
|  TOTAL SWEDEN | TOTAL SWEDEN | TOTAL SWEDEN |  | 5010038 |
|  SWITZERLAND — (1.4%) | SWITZERLAND — (1.4%) | SWITZERLAND — (1.4%) |  |  |
|  UBS AG | UBS AG | UBS AG |  |  |
|  W | 0.700%, 08/09/24 |  | 3750 | 3445254 |
|  UNITED KINGDOM — (4.3%) | UNITED KINGDOM — (4.3%) | UNITED KINGDOM — (4.3%) |  |  |
|  BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. |  |  |
|  | 3.222%, 08/15/24 |  | 1000 | 955758 |
|  CNH Industrial Capital LLC | CNH Industrial Capital LLC | CNH Industrial Capital LLC |  |  |
|  | 1.950%, 07/02/23 |  | 1094 | 1068313 |
|  HSBC USA, Inc. | HSBC USA, Inc. | HSBC USA, Inc. |  |  |
|  | 3.500%, 06/23/24 |  | 1100 | 1060181 |
|  Nationwide Building Society | Nationwide Building Society | Nationwide Building Society |  |  |
|  W | 0.550%, 01/22/24 |  | 1475 | 1383731 |
|  NatWest Markets PLC | NatWest Markets PLC | NatWest Markets PLC |  |  |
|  W | 2.375%, 05/21/23 |  | 2000 | 1956712 |
|  W | 0.800%, 08/12/24 |  | 1650 | 1507288 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | **(000)** | |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  Reckitt Benckiser Treasury Services PLC | Reckitt Benckiser Treasury Services PLC |  |  |  |
|  | 2.750%, 06/26/24 |  | 2000 | $1917899 |
|  W | 2.750%, 06/26/24 |  | 958 | 918674 |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM |  | 10768556 |
|  UNITED STATES — (35.6%) | UNITED STATES — (35.6%) | UNITED STATES — (35.6%) |  |  |
|  Air Lease Corp. | Air Lease Corp. | Air Lease Corp. |  |  |
|  | 2.250%, 01/15/23 |  | 1610 | 1599012 |
|  Allstate Corp. | Allstate Corp. | Allstate Corp. |  |  |
|  # | 3.150%, 06/15/23 |  | 852 | 842667 |
|  Ally Financial, Inc. | Ally Financial, Inc. | Ally Financial, Inc. |  |  |
|  | 3.875%, 05/21/24 |  | 484 | 467393 |
|  American Express Co. | American Express Co. | American Express Co. |  |  |
|  | 3.375%, 05/03/24 |  | 2075 | 2012545 |
|  American Tower Corp. | American Tower Corp. | American Tower Corp. |  |  |
|  # | 0.600%, 01/15/24 |  | 500 | 472479 |
|  American Water Capital Corp. | American Water Capital Corp. | American Water Capital Corp. |  |  |
|  | 3.400%, 03/01/25 |  | 2600 | 2496746 |
|  Ameriprise Financial, Inc. | Ameriprise Financial, Inc. | Ameriprise Financial, Inc. |  |  |
|  | 3.000%, 04/02/25 |  | 1814 | 1721646 |
|  Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |  |  |
|  # | 3.125%, 05/01/25 |  | 3000 | 2867580 |
|  Ares Capital Corp. | Ares Capital Corp. | Ares Capital Corp. |  |  |
|  # | 4.200%, 06/10/24 |  | 2500 | 2405074 |
|  Arrow Electronics, Inc. | Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |
|  | 3.250%, 09/08/24 |  | 1500 | 1431182 |
|  Boardwalk Pipelines LP | Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |
|  | 4.950%, 12/15/24 |  | 1500 | 1483190 |
|  Brixmor Operating Partnership LP | Brixmor Operating Partnership LP | Brixmor Operating Partnership LP |  |  |
|  | 3.850%, 02/01/25 |  | 1800 | 1719827 |
|  Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. |  |  |
|  | 3.200%, 02/05/25 |  | 600 | 567232 |
|  Cardinal Health, Inc. | Cardinal Health, Inc. | Cardinal Health, Inc. |  |  |
|  | 3.079%, 06/15/24 |  | 2750 | 2650396 |
|  Chubb INA Holdings, Inc. | Chubb INA Holdings, Inc. | Chubb INA Holdings, Inc. |  |  |
|  | 3.150%, 03/15/25 |  | 1500 | 1432053 |
|  Cigna Corp. | Cigna Corp. | Cigna Corp. |  |  |
|  | 3.750%, 07/15/23 |  | 1082 | 1070837 |
|  | 3.250%, 04/15/25 |  | 1900 | 1811787 |
|  Discover Bank | Discover Bank | Discover Bank |  |  |
|  | 2.450%, 09/12/24 |  | 750 | 703845 |
|  Discover Financial Services | Discover Financial Services | Discover Financial Services |  |  |
|  | 3.950%, 11/06/24 |  | 1500 | 1445629 |
|  Edison International | Edison International | Edison International |  |  |
|  | 3.550%, 11/15/24 |  | 1500 | 1438231 |
|  Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. |  |  |
|  | 3.500%, 08/15/24 |  | 200 | 194078 |
|  | 2.375%, 01/15/25 |  | 2800 | 2631231 |
|  Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |  |  |
|  | 2.900%, 05/15/25 |  | 2000 | 1856560 |
|  EOG Resources, Inc. | EOG Resources, Inc. | EOG Resources, Inc. |  |  |
|  | 3.150%, 04/01/25 |  | 2107 | 2018788 |

---

------

**ENHANCED U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |  |
|  W | 3.850%, 11/15/24 |  | 3000 | $2892053 |
|  Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. |  |  |  |
|  | 0.600%, 03/01/24 |  | 2500 | 2350888 |
|  General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |  |  |  |
|  | 1.050%, 03/08/24 |  | 500 | 468859 |
|  | 3.800%, 04/07/25 |  | 1500 | 1417706 |
|  Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |  |  |
|  | 3.500%, 02/01/25 |  | 1000 | 965277 |
|  Global Payments, Inc. | Global Payments, Inc. |  |  |  |
|  | 3.750%, 06/01/23 |  | 1000 | 989772 |
|  | 4.000%, 06/01/23 |  | 1500 | 1487892 |
|  International Business Machines Corp. | International Business Machines Corp. |  |  |  |
|  | 3.000%, 05/15/24 |  | 2700 | 2619916 |
|  JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |  |
|  | 3.625%, 05/13/24 |  | 474 | 464320 |
|  Kilroy Realty LP | Kilroy Realty LP |  |  |  |
|  | 3.450%, 12/15/24 |  | 900 | 851289 |
|  Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP |  |  |  |
|  # | 4.250%, 09/01/24 |  | 1500 | 1464409 |
|  Lazard Group LLC | Lazard Group LLC |  |  |  |
|  | 3.750%, 02/13/25 |  | 1500 | 1442785 |
|  Lincoln National Corp. | Lincoln National Corp. |  |  |  |
|  # | 4.000%, 09/01/23 |  | 1500 | 1487096 |
|  MPLX LP | MPLX LP |  |  |  |
|  | 4.875%, 12/01/24 |  | 1250 | 1227067 |
|  Mylan, Inc. | Mylan, Inc. |  |  |  |
|  W | 3.125%, 01/15/23 |  | 2650 | 2633544 |
|  Nuveen Finance LLC | Nuveen Finance LLC |  |  |  |
|  W | 4.125%, 11/01/24 |  | 2500 | 2421231 |
|  Omnicom Group, Inc./Omnicom Capital, Inc. | Omnicom Group, Inc./Omnicom Capital, Inc. |  |  |  |
|  | 3.650%, 11/01/24 |  | 1004 | 968664 |
|  ONEOK, Inc. | ONEOK, Inc. |  |  |  |
|  | 2.750%, 09/01/24 |  | 360 | 341584 |
|  Penske Truck Leasing Co. LP/PTL Finance Corp. | Penske Truck Leasing Co. LP/PTL Finance Corp. |  |  |  |
|  W | 4.125%, 08/01/23 |  | 578 | 570505 |
|  W | 2.700%, 11/01/24 |  | 1183 | 1106753 |
|  Phillips 66 | Phillips 66 |  |  |  |
|  # | 3.850%, 04/09/25 |  | 2500 | 2419034 |
|  PNC Financial Services Group, Inc. | PNC Financial Services Group, Inc. |  |  |  |
|  | 2.200%, 11/01/24 |  | 248 | 233832 |
|  Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 3.875%, 07/15/24 |  | 2500 | 2441734 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  Schlumberger Holdings Corp. | Schlumberger Holdings Corp. | Schlumberger Holdings Corp. |  |  |
|  W | 3.750%, 05/01/24 |  | 400 | $391231 |
|  Sherwin-Williams Co. | Sherwin-Williams Co. | Sherwin-Williams Co. |  |  |
|  # | 4.050%, 08/08/24 |  | 1389 | 1362739 |
|  Simon Property Group LP | Simon Property Group LP | Simon Property Group LP |  |  |
|  | 2.000%, 09/13/24 |  | 3650 | 3430293 |
|  Stellantis NV | Stellantis NV | Stellantis NV |  |  |
|  | 5.250%, 04/15/23 |  | 1000 | 996270 |
|  Truist Bank | Truist Bank | Truist Bank |  |  |
|  | 1.500%, 03/10/25 |  | 1000 | 913844 |
|  Ventas Realty LP | Ventas Realty LP | Ventas Realty LP |  |  |
|  | 3.500%, 02/01/25 |  | 400 | 379764 |
|  VF Corp. | VF Corp. | VF Corp. |  |  |
|  | 2.400%, 04/23/25 |  | 3000 | 2788073 |
|  Vornado Realty LP | Vornado Realty LP | Vornado Realty LP |  |  |
|  | 3.500%, 01/15/25 |  | 2565 | 2384002 |
|  Walgreens Boots Alliance, Inc. | Walgreens Boots Alliance, Inc. | Walgreens Boots Alliance, Inc. |  |  |
|  | 3.800%, 11/18/24 |  | 2500 | 2427204 |
|  Waste Management, Inc. | Waste Management, Inc. | Waste Management, Inc. |  |  |
|  | 2.400%, 05/15/23 |  | 900 | 889058 |
|  Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |  |  |
|  | 3.300%, 09/09/24 |  | 3000 | 2897972 |
|  TOTAL UNITED STATES | TOTAL UNITED STATES | TOTAL UNITED STATES |  | 89466668 |
|  TOTAL BONDS | TOTAL BONDS | TOTAL BONDS |  | 190311376 |
|  U.S. TREASURY OBLIGATIONS — (21.8%) | U.S. TREASURY OBLIGATIONS — (21.8%) | U.S. TREASURY OBLIGATIONS — (21.8%) | U.S. TREASURY OBLIGATIONS — (21.8%) |  |
|  U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |  |  |
|  | 0.875%, 01/31/24 |  | 5900 | 5629199 |
|  | 0.375%, 04/15/24 |  | 52300 | 49168129 |
|  TOTAL U.S. TREASURY OBLIGATIONS | TOTAL U.S. TREASURY OBLIGATIONS | TOTAL U.S. TREASURY OBLIGATIONS | TOTAL U.S. TREASURY OBLIGATIONS | 54797328 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $257,901,337) | TOTAL INVESTMENT SECURITIES<br>(Cost $257,901,337) | TOTAL INVESTMENT SECURITIES<br>(Cost $257,901,337) | TOTAL INVESTMENT SECURITIES<br>(Cost $257,901,337) | 245108704 |
|  |  |  | **Shares** |  |
|  SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) |
|  @§ | The DFA Short Term Investment Fund | The DFA Short Term Investment Fund | 561410 | 6490463 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $264,394,210) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $264,394,210) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $264,394,210) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $264,394,210) | $251599167 |

---

------

**ENHANCED U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

As of October 31, 2022, Enhanced U.S. Large Company Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
|  USD | 5035537 | SEK | 53435779 | Bank of America Corp. | 11/29/22 | $187408 |
|  USD | 217745 | SEK | 2325834 | Citibank, N.A. | 11/29/22 | 6726 |
|  USD | 16073816 | CAD | 21123846 | Bank of America Corp. | 12/01/22 | 565831 |
|  CAD | 4969938 | USD | 3620243 | Bank of America Corp. | 12/01/22 | 28417 |
|  EUR | 2497738 | USD | 2443097 | Bank of America Corp. | 12/15/22 | 33853 |
|  USD | 2549965 | EUR | 2535119 | Citibank, N.A. | 12/15/22 | 35946 |
|  EUR | 66732 | USD | 65407 | Citibank, N.A. | 12/15/22 | 770 |
|  USD | 2005986 | EUR | 1996097 | State Street Bank and Trust | 12/15/22 | 26502 |
|  USD | 653102 | DKK | 4826118 | Bank of America Corp. | 12/19/22 | 9910 |
|  DKK | 53414 | USD | 6927 | Citibank, N.A. | 12/19/22 | 191 |
|  NOK | 50903572 | USD | 4776774 | Bank of America Corp. | 12/22/22 | 128182 |
|  USD | 6286 | GBP | 5401 | Citibank, N.A. | 01/17/23 | 76 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  | $**1023812** |
|  CAD | 6887521 | USD | 5257754 | NatWest Markets PLC | 12/01/22 | $(201308) |
|  USD | 4740728 | NOK | 50903572 | Bank of America Corp. | 12/22/22 | (164228) |
|  USD | 555654 | GBP | 488974 | Citibank, N.A. | 01/17/23 | (6609) |
|  USD | 11111861 | AUD | 17524964 | UBS AG | 01/24/23 | (129780) |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | $**(501925)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  | $**521887** |

---

As of October 31, 2022, Enhanced U.S. Large Company Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 1351 | 12/16/22 | $279825603 | $262296650 | $(17528953) |
|  **Total Futures Contracts** |  |  | $**279825603** | $**262296650** | $**(17528953)** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | $2614402 |  | $2614402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada |  | 15073267 |  | 15073267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 634445 |  | 634445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 9451306 |  | 9451306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 15471263 |  | 15471263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 3111409 |  | 3111409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 4385487 |  | 4385487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 12765511 |  | 12765511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 10395829 |  | 10395829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 3448554 |  | 3448554 |

---

------

**ENHANCED U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | $2098082 |  | $2098082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations |  | 2171305 |  | 2171305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 5010038 |  | 5010038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 3445254 |  | 3445254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 10768556 |  | 10768556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 89466668 |  | 89466668 |
|  U.S. Treasury Obligations |  | 54797328 |  | 54797328 |
|  Securities Lending Collateral |  | 6490463 |  | 6490463 |
|  Forward Currency Contracts\*\* |  | 521887 |  | 521887 |
|  Futures Contracts\*\* | $(17528953) |  |  | (17528953) |
|  TOTAL | $(17528953) | $252121054 |  | $234592101 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**U.S. LARGE CAP EQUITY PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
| COMMON STOCKS — (99.4%) |  |  |  |
| COMMUNICATION SERVICES — (7.1%) |  |  |  |
| Alphabet, Inc., Class A | 247880 | $23427139 | 1.5% |
| Alphabet, Inc., Class C | 244680 | 23161409 | 1.4% |
| AT&T, Inc. | 327534 | 5970945 | 0.4% |
| Comcast Corp., Class A | 202364 | 6423033 | 0.4% |
| Meta Platforms, Inc., Class A | 111797 | 10415009 | 0.7% |
| Verizon Communications, Inc. | 260444 | 9732792 | 0.6% |
| Walt Disney Co. | 66764 | 7113037 | 0.4% |
| Other Securities |  | 29258944 | 1.8% |
| TOTAL COMMUNICATION SERVICES |  | 115502308 | 7.2% |
| CONSUMER DISCRETIONARY — (10.0%) |  |  |  |
| Amazon.com, Inc. | 340423 | 34872932 | 2.2% |
| Home Depot, Inc. | 37872 | 11215035 | 0.7% |
| McDonald's Corp. | 27606 | 7527052 | 0.5% |
| Tesla, Inc. | 78014 | 17751306 | 1.1% |
| Other Securities |  | 89560002 | 5.5% |
| TOTAL CONSUMER DISCRETIONARY |  | 160926327 | 10.0% |
| CONSUMER STAPLES — (7.4%) |  |  |  |
| Coca-Cola Co. | 195899 | 11724555 | 0.7% |
| Costco Wholesale Corp. | 19258 | 9657887 | 0.6% |
| PepsiCo, Inc. | 67647 | 12283342 | 0.8% |
| Procter & Gamble Co. | 124570 | 16775842 | 1.0% |
| Walmart, Inc. | 81268 | 11566874 | 0.7% |
| Other Securities |  | 57294337 | 3.6% |
| TOTAL CONSUMER STAPLES |  | 119302837 | 7.4% |
| ENERGY — (7.2%) |  |  |  |
| Chevron Corp. | 83248 | 15059563 | 0.9% |
| ConocoPhillips | 81906 | 10327527 | 0.6% |
| Exxon Mobil Corp. | 208006 | 23049145 | 1.4% |
| Occidental Petroleum Corp. | 86582 | 6285853 | 0.4% |
| Other Securities |  | 61829610 | 3.9% |
| TOTAL ENERGY |  | 116551698 | 7.2% |
| FINANCIALS — (12.6%) |  |  |  |
| Bank of America Corp. | 264974 | 9549663 | 0.6% |
| Berkshire Hathaway, Inc., Class B | 64967 | 19171112 | 1.2% |
| JPMorgan Chase & Co. | 129476 | 16298439 | 1.0% |
| Wells Fargo & Co. | 129052 | 5935101 | 0.4% |
| Other Securities |  | 153193881 | 9.5% |
| TOTAL FINANCIALS |  | 204148196 | 12.7% |
| HEALTH CARE — (14.7%) |  |  |  |
| Abbott Laboratories | 64829 | 6414181 | 0.4% |
| AbbVie, Inc. | 83873 | 12279007 | 0.8% |
| Amgen, Inc. | 25355 | 6854724 | 0.4% |
| Bristol-Myers Squibb Co. | 139451 | 10803269 | 0.7% |
| Danaher Corp. | 24535 | 6174723 | 0.4% |
| Eli Lilly & Co. | 40436 | 14641471 | 0.9% |
| Johnson & Johnson | 117383 | 20421121 | 1.3% |

---

------

**U.S. LARGE CAP EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |  |  |  |
|  | Merck & Co., Inc. | 127000 | $12852400 | 0.8% |
|  | Pfizer, Inc. | 274999 | 12801203 | 0.8% |
|  | Thermo Fisher Scientific, Inc. | 15127 | 7774824 | 0.5% |
|  | UnitedHealth Group, Inc. | 34736 | 19283690 | 1.2% |
|  | Other Securities |  | 107836890 | 6.6% |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 238137503 | 14.8% |
|  INDUSTRIALS — (10.3%) | INDUSTRIALS — (10.3%) |  |  |  |
|  | Caterpillar, Inc. | 27838 | 6025814 | 0.4% |
|  | Deere & Co. | 15154 | 5998256 | 0.4% |
|  | Honeywell International, Inc. | 30366 | 6195271 | 0.4% |
|  | Union Pacific Corp. | 30201 | 5953825 | 0.4% |
|  | United Parcel Service, Inc., Class B | 36051 | 6048276 | 0.4% |
|  | Other Securities |  | 136805608 | 8.3% |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 167027050 | 10.3% |
|  INFORMATION TECHNOLOGY — (23.7%) | INFORMATION TECHNOLOGY — (23.7%) |  |  |  |
|  | Accenture PLC, Class A | 31098 | 8828722 | 0.6% |
|  | Apple, Inc. | 551638 | 84588171 | 5.2% |
|  | Broadcom, Inc. | 19205 | 9028655 | 0.6% |
|  | Cisco Systems, Inc. | 204190 | 9276352 | 0.6% |
|  | Mastercard, Inc., Class A | 43149 | 14160639 | 0.9% |
|  | Microsoft Corp. | 305889 | 71006014 | 4.4% |
|  | NVIDIA Corp. | 88334 | 11922440 | 0.7% |
|  | QUALCOMM, Inc. | 55147 | 6488596 | 0.4% |
|  | Texas Instruments, Inc. | 43768 | 7030454 | 0.4% |
|  # | Visa, Inc., Class A | 70849 | 14677079 | 0.9% |
|  | Other Securities |  | 146236339 | 9.0% |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY |  | 383243461 | 23.7% |
|  MATERIALS — (3.8%) | MATERIALS — (3.8%) |  |  |  |
|  | Other Securities |  | 61923513 | 3.8% |
|  REAL ESTATE — (0.2%) | REAL ESTATE — (0.2%) |  |  |  |
|  | Other Securities |  | 2387112 | 0.1% |
|  UTILITIES — (2.4%) | UTILITIES — (2.4%) |  |  |  |
|  | Other Securities |  | 38607339 | 2.4% |
|  TOTAL COMMON STOCKS<br>(Cost $856,972,321) | TOTAL COMMON STOCKS<br>(Cost $856,972,321) |  | 1607757344 | 99.6% |
|  TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) |  |  |  |
|  | State Street Institutional U.S. Government Money Market Fund , 3.010% | 2643219 | 2643219 | 0.2% |
|  SECURITIES LENDING COLLATERAL — (0.4%) | SECURITIES LENDING COLLATERAL — (0.4%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 634320 | 7333371 | 0.4% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $866,951,554) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $866,951,554) |  | $1617733934 | 100.2% |

---

------

**U.S. LARGE CAP EQUITY PORTFOLIO** 

**CONTINUED** 

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $115502308 |  |  | $115502308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 160926327 |  |  | 160926327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 119302837 |  |  | 119302837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 116551698 |  |  | 116551698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 204148196 |  |  | 204148196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 238137503 |  |  | 238137503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 167027050 |  |  | 167027050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 383243461 |  |  | 383243461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 61923513 |  |  | 61923513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 2387112 |  |  | 2387112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 38607339 |  |  | 38607339 |
|  Temporary Cash Investments | 2643219 |  |  | 2643219 |
|  Securities Lending Collateral |  | $7333371 |  | 7333371 |
|  TOTAL | $1610400563 | $7333371 |  | $1617733934 |

---

See accompanying Notes to Financial Statements.

------

**U.S. LARGE CAP VALUE PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Investment in The U.S. Large Cap Value Series of The DFA Investment Trust Company | $23311526782 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $23311526782 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2022, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

**U.S. TARGETED VALUE PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (92.2%) | COMMON STOCKS — (92.2%) |  |  |  |
|  COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) |  |  |  |
|  # | Nexstar Media Group, Inc., Class A | 313260 | $53661438 | 0.5% |
|  | Other Securities |  | 239309849 | 2.0% |
|  TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES |  | 292971287 | 2.5% |
|  CONSUMER DISCRETIONARY — (10.7%) | CONSUMER DISCRETIONARY — (10.7%) |  |  |  |
|  #\* | AutoNation, Inc. | 613475 | 65218527 | 0.6% |
|  | BorgWarner, Inc. | 1734241 | 65086065 | 0.6% |
|  # | Dillard's, Inc., Class A | 166142 | 54625828 | 0.5% |
|  # | Penske Automotive Group, Inc. | 522178 | 58285508 | 0.5% |
|  | Toll Brothers, Inc. | 1187844 | 51172320 | 0.4% |
|  | Other Securities |  | 1069086708 | 8.9% |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY |  | 1363474956 | 11.5% |
|  CONSUMER STAPLES — (3.9%) | CONSUMER STAPLES — (3.9%) |  |  |  |
|  # | Molson Coors Beverage Co., Class B | 1044889 | 52693752 | 0.5% |
|  \* | Post Holdings, Inc. | 490446 | 44346127 | 0.4% |
|  | Other Securities |  | 396750151 | 3.3% |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES |  | 493790030 | 4.2% |
|  ENERGY — (9.2%) | ENERGY — (9.2%) |  |  |  |
|  # | EQT Corp. | 1036269 | 43357495 | 0.4% |
|  | HF Sinclair Corp. | 1452267 | 88835172 | 0.8% |
|  # | Matador Resources Co. | 841863 | 55941796 | 0.5% |
|  # | Murphy Oil Corp. | 1454666 | 70565848 | 0.6% |
|  \* | PBF Energy, Inc., Class A | 1099741 | 48663539 | 0.4% |
|  # | PDC Energy, Inc. | 844689 | 60935864 | 0.5% |
|  | Range Resources Corp. | 2123103 | 60465973 | 0.5% |
|  | SM Energy Co. | 933660 | 41996027 | 0.4% |
|  | Other Securities |  | 693650793 | 5.7% |
|  TOTAL ENERGY | TOTAL ENERGY |  | 1164412507 | 9.8% |
|  FINANCIALS — (27.0%) | FINANCIALS — (27.0%) |  |  |  |
|  # | Bank OZK | 1161169 | 49907044 | 0.4% |
|  | Everest Re Group Ltd. | 161381 | 52071193 | 0.4% |
|  | First Horizon Corp. | 3817193 | 93559400 | 0.8% |
|  # | Invesco Ltd. | 3332133 | 51048278 | 0.4% |
|  | M&T Bank Corp. | 275945 | 46460860 | 0.4% |
|  | Old National Bancorp | 2170768 | 42460222 | 0.4% |
|  | Old Republic International Corp. | 1964925 | 45605909 | 0.4% |
|  | Popular, Inc. | 712592 | 50394506 | 0.4% |
|  | Reinsurance Group of America, Inc. | 358439 | 52751468 | 0.5% |
|  | United Bankshares, Inc. | 1035724 | 43862911 | 0.4% |
|  | Unum Group | 1531145 | 69804901 | 0.6% |
|  # | Voya Financial, Inc. | 911052 | 62279515 | 0.5% |
|  | Zions Bancorp NA | 927029 | 48149886 | 0.4% |
|  | Other Securities |  | 2726712928 | 23.0% |
|  TOTAL FINANCIALS | TOTAL FINANCIALS |  | 3435069021 | 29.0% |
|  HEALTH CARE — (4.6%) | HEALTH CARE — (4.6%) |  |  |  |
|  \* | Acadia Healthcare Co., Inc. | 731391 | 59462088 | 0.5% |

---

------

**U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |  |  |  |
|  | Other Securities |  | $520557595 | 4.4% |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE | TOTAL HEALTH CARE | 580019683 | 4.9% |
|  INDUSTRIALS — (17.0%) | INDUSTRIALS — (17.0%) |  |  |  |
|  | AGCO Corp. | 369245 | 45849152 | 0.4% |
|  | Air Lease Corp. | 1251656 | 44170940 | 0.4% |
|  | AMERCO | 99942 | 57485639 | 0.5% |
|  \* | Builders FirstSource, Inc. | 683763 | 42160827 | 0.4% |
|  | Knight-Swift Transportation Holdings, Inc. | 1354350 | 65049431 | 0.6% |
|  # | Triton International Ltd. | 702859 | 42656513 | 0.4% |
|  \* | WESCO International, Inc. | 364471 | 50213170 | 0.4% |
|  | Other Securities |  | 1814297834 | 15.1% |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | 2161883506 | 18.2% |
|  INFORMATION TECHNOLOGY — (8.4%) | INFORMATION TECHNOLOGY — (8.4%) |  |  |  |
|  # | Amkor Technology, Inc. | 2293308 | 47677873 | 0.4% |
|  \* | Arrow Electronics, Inc. | 718921 | 72797940 | 0.6% |
|  \* | First Solar, Inc. | 383688 | 55853462 | 0.5% |
|  \* | Flex Ltd. | 2308000 | 45190640 | 0.4% |
|  | Other Securities |  | 850686881 | 7.1% |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | 1072206796 | 9.0% |
|  MATERIALS — (7.8%) | MATERIALS — (7.8%) |  |  |  |
|  | Alcoa Corp. | 1140009 | 44494551 | 0.4% |
|  | Commercial Metals Co. | 1098131 | 49964960 | 0.4% |
|  | Huntsman Corp. | 2107477 | 56396085 | 0.5% |
|  | Olin Corp. | 1005237 | 53227299 | 0.5% |
|  | Reliance Steel & Aluminum Co. | 529742 | 106732418 | 0.9% |
|  | Steel Dynamics, Inc. | 793920 | 74668176 | 0.6% |
|  # | Westlake Corp. | 504897 | 48798295 | 0.4% |
|  | Other Securities |  | 553180830 | 4.6% |
|  TOTAL MATERIALS | TOTAL MATERIALS | TOTAL MATERIALS | 987462614 | 8.3% |
|  REAL ESTATE — (0.8%) | REAL ESTATE — (0.8%) |  |  |  |
|  \* | Jones Lang LaSalle, Inc. | 280292 | 44591654 | 0.4% |
|  | Other Securities |  | 58054080 | 0.5% |
|  TOTAL REAL ESTATE | TOTAL REAL ESTATE | TOTAL REAL ESTATE | 102645734 | 0.9% |
|  UTILITIES — (0.5%) | UTILITIES — (0.5%) |  |  |  |
|  | Other Securities |  | 60557538 | 0.5% |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | 11714493672 | 98.8% |
|  PREFERRED STOCKS — (0.1%) | PREFERRED STOCKS — (0.1%) |  |  |  |
|  COMMUNICATION SERVICES — (0.0%) | COMMUNICATION SERVICES — (0.0%) |  |  |  |
|  | Other Security |  | 381897 | 0.0% |
|  CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) |  |  |  |
|  | Other Security |  | 348438 | 0.0% |
|  INDUSTRIALS — (0.1%) | INDUSTRIALS — (0.1%) |  |  |  |
|  | Other Security |  | 4713795 | 0.1% |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | 5444130 | 0.1% |

---

------

**U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  INDUSTRIALS — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | $78296 | 0.0% |
|  TOTAL RIGHTS/WARRANTS |  | 78296 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $7,947,185,135) |  | 11720016098 |  |
|  TEMPORARY CASH INVESTMENTS — (1.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, 3.010% | 125772732 | 125772732 | 1.1% |
|  SECURITIES LENDING COLLATERAL — (6.7%) |  |  |  |
|  @§ The DFA Short Term Investment Fund | 74059114 | 856197418 | 7.2% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $8,929,470,746) |  | $12701986248 | 107.2% |

---

As of October 31, 2022, U.S. Targeted Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **<u>Description</u>** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 668 | 12/16/22 | $126532018 | $129692200 | $3160182 |
|  **Total Futures Contracts** |  |  | $**126532018** | $**129692200** | $**3160182** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $292971287 |  |  | $292971287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1363451293 |  | $23663 | 1363474956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 493778081 | $11949 |  | 493790030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 1164412507 |  |  | 1164412507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 3434956776 | 112245 |  | 3435069021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 574880260 |  | 5139423 | 580019683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 2161799530 | 83976 |  | 2161883506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 1072206796 |  |  | 1072206796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 987462614 |  |  | 987462614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 102645734 |  |  | 102645734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 60557538 |  |  | 60557538 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | 381897 |  |  | 381897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 348438 |  |  | 348438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 4713795 |  |  | 4713795 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials |  |  | 78296 | 78296 |
|  Temporary Cash Investments | 125772732 |  |  | 125772732 |

---

------

**U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
|  Securities Lending Collateral |  | $856197418 |  |  | $856197418 |
|  Futures Contracts\*\* | $3160182 |  |  |  | 3160182 |
|  TOTAL | $11843499460 | $856405588 | $5241382 | ^ | $12705146430 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**U.S. SMALL CAP VALUE PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (93.0%) | COMMON STOCKS — (93.0%) |  |  |  |
|  COMMUNICATION SERVICES — (2.0%) | COMMUNICATION SERVICES — (2.0%) |  |  |  |
|  | Other Securities |  | $304944430 | 2.1% |
|  CONSUMER DISCRETIONARY — (11.5%) | CONSUMER DISCRETIONARY — (11.5%) |  |  |  |
|  # | Dillard's, Inc., Class A | 277204 | 91141903 | 0.7% |
|  \* | Goodyear Tire & Rubber Co. | 6506480 | 82632296 | 0.6% |
|  # | Group 1 Automotive, Inc. | 405902 | 70221046 | 0.5% |
|  # | Penske Automotive Group, Inc. | 809749 | 90384183 | 0.6% |
|  #\* | Taylor Morrison Home Corp. | 2911839 | 76697839 | 0.5% |
|  | Other Securities |  | 1343387024 | 9.3% |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY |  | 1754464291 | 12.2% |
|  CONSUMER STAPLES — (4.3%) | CONSUMER STAPLES — (4.3%) |  |  |  |
|  #\* | Hostess Brands, Inc. | 2976455 | 78816528 | 0.6% |
|  | Seaboard Corp. | 17242 | 64595084 | 0.5% |
|  | Other Securities |  | 517021302 | 3.5% |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES |  | 660432914 | 4.6% |
|  ENERGY — (10.5%) | ENERGY — (10.5%) |  |  |  |
|  #\* | Antero Resources Corp. | 2885292 | 105774805 | 0.7% |
|  #\* | CNX Resources Corp. | 4881877 | 82064352 | 0.6% |
|  # | Helmerich & Payne, Inc. | 1496863 | 74109687 | 0.5% |
|  | HF Sinclair Corp. | 1754256 | 107307840 | 0.8% |
|  # | Matador Resources Co. | 1315903 | 87441754 | 0.6% |
|  # | Murphy Oil Corp. | 3064220 | 148645312 | 1.0% |
|  #\* | PBF Energy, Inc., Class A | 1753292 | 77583171 | 0.6% |
|  | PDC Energy, Inc. | 1569453 | 113220339 | 0.8% |
|  | Other Securities |  | 805900676 | 5.6% |
|  TOTAL ENERGY. | TOTAL ENERGY. |  | 1602047936 | 11.2% |
|  FINANCIALS — (27.6%) | FINANCIALS — (27.6%) |  |  |  |
|  | American Equity Investment Life Holding Co. | 2377506 | 102422959 | 0.7% |
|  # | Associated Banc-Corp. | 3681267 | 89638851 | 0.6% |
|  | Assured Guaranty Ltd. | 1358868 | 80431397 | 0.6% |
|  | Bank OZK | 2270088 | 97568382 | 0.7% |
|  \* | Brighthouse Financial, Inc. | 1310595 | 74795657 | 0.5% |
|  # | First BanCorp. | 4126206 | 65152793 | 0.5% |
|  # | FNB Corp. | 8069732 | 116607627 | 0.8% |
|  | Fulton Financial Corp. | 4075852 | 74302782 | 0.5% |
|  | Hancock Whitney Corp. | 1428089 | 79787332 | 0.6% |
|  # | International Bancshares Corp. | 1341748 | 66550701 | 0.5% |
|  | Nelnet, Inc., Class A | 731282 | 65149913 | 0.5% |
|  | Old National Bancorp | 4755433 | 93016270 | 0.7% |
|  # | Popular, Inc. | 1234677 | 87316357 | 0.6% |
|  # | United Bankshares, Inc. | 2073146 | 87797733 | 0.6% |
|  | Unum Group | 3118080 | 142153267 | 1.0% |
|  # | Valley National Bancorp | 5597605 | 66443571 | 0.5% |
|  | Washington Federal, Inc. | 1793494 | 69408218 | 0.5% |
|  # | White Mountains Insurance Group Ltd. | 45091 | 63855620 | 0.5% |
|  | Other Securities |  | 2691501521 | 18.5% |
|  TOTAL FINANCIALS | TOTAL FINANCIALS |  | 4213900951 | 29.4% |

---

------

**U.S. SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  HEALTH CARE — (4.0%) | HEALTH CARE — (4.0%) |  |  |  |
|  \* | Acadia Healthcare Co., Inc. | 1486886 | $120883832 | 0.8% |
|  | Perrigo Co. PLC | 2252909 | 90747175 | 0.6% |
|  | Other Securities |  | 400582330 | 2.9% |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE | TOTAL HEALTH CARE | 612213337 | 4.3% |
|  INDUSTRIALS — (18.4%) | INDUSTRIALS — (18.4%) |  |  |  |
|  | Air Lease Corp. | 2041374 | 72040088 | 0.5% |
|  #\* | Atlas Air Worldwide Holdings, Inc. | 714190 | 72233177 | 0.5% |
|  #\* | Beacon Roofing Supply, Inc. | 1168859 | 65865205 | 0.5% |
|  # | Encore Wire Corp. | 496557 | 68321278 | 0.5% |
|  | GATX Corp. | 794080 | 83148117 | 0.6% |
|  # | Triton International Ltd. | 1492492 | 90579340 | 0.6% |
|  \* | WESCO International, Inc. | 828443 | 114134592 | 0.8% |
|  | Other Securities |  | 2240622901 | 15.6% |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | 2806944698 | 19.6% |
|  INFORMATION TECHNOLOGY — (7.2%) | INFORMATION TECHNOLOGY — (7.2%) |  |  |  |
|  # | Amkor Technology, Inc. | 5440115 | 113099991 | 0.8% |
|  | Avnet, Inc. | 2044013 | 82148882 | 0.6% |
|  #\* | NetScout Systems, Inc. | 1831566 | 65789851 | 0.5% |
|  \* | Sanmina Corp. | 1485715 | 83274326 | 0.6% |
|  # | Vishay Intertechnology, Inc. | 3103708 | 64898534 | 0.5% |
|  | Other Securities |  | 686783374 | 4.6% |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | 1095994958 | 7.6% |
|  MATERIALS — (6.6%) | MATERIALS — (6.6%) |  |  |  |
|  # | Commercial Metals Co. | 2565468 | 116728794 | 0.8% |
|  # | Element Solutions, Inc. | 5243398 | 90186446 | 0.6% |
|  | Other Securities |  | 806849032 | 5.7% |
|  TOTAL MATERIALS | TOTAL MATERIALS | TOTAL MATERIALS | 1013764272 | 7.1% |
|  REAL ESTATE — (0.6%) | REAL ESTATE — (0.6%) |  |  |  |
|  | Other Securities |  | 101554150 | 0.7% |
|  UTILITIES — (0.3%) | UTILITIES — (0.3%) |  |  |  |
|  | Other Securities |  | 45133898 | 0.3% |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | 14211395835 | 99.1% |
|  PREFERRED STOCKS — (0.1%) | PREFERRED STOCKS — (0.1%) |  |  |  |
|  COMMUNICATION SERVICES — (0.0%) | COMMUNICATION SERVICES — (0.0%) |  |  |  |
|  | Other Security |  | 300614 | 0.0% |
|  CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) |  |  |  |
|  | Other Security |  | 3270136 | 0.0% |
|  INDUSTRIALS — (0.1%) | INDUSTRIALS — (0.1%) |  |  |  |
|  | Other Security |  | 7599879 | 0.1% |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | 11170629 | 0.1% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $9,287,200,978) | TOTAL INVESTMENT SECURITIES<br>(Cost $9,287,200,978) |  | 14222566464 |  |

---

------

**U.S. SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) |  |  |  |
|  | State Street Institutional U.S. Government Money Market Fund, 3.010% | 115129797 | $115129797 | 0.8% |
|  SECURITIES LENDING COLLATERAL — (6.1%) | SECURITIES LENDING COLLATERAL — (6.1%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 81222527 | 939013630 | 6.5% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $10,341,663,547) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $10,341,663,547) |  | $15276709891 | 106.5% |

---

As of October 31, 2022, U.S. Small Cap Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 604 | 12/16/22 | $109493638 | $117266600 | $7772962 |
|  **Total Futures Contracts** |  |  | $**109493638** | $**117266600** | $**7772962** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
|  Common Stocks |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $304944430 |  |  |  | $304944430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1754080330 | $363565 | $20396 |  | 1754464291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 658914370 | 1518544 |  |  | 660432914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 1602047936 |  |  |  | 1602047936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 4212911835 | 989116 |  |  | 4213900951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 608926711 |  | 3286626 |  | 612213337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 2806850231 | 94467 |  |  | 2806944698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 1095994958 |  |  |  | 1095994958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 1012692911 | 1071361 |  |  | 1013764272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 101554150 |  |  |  | 101554150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 45133898 |  |  |  | 45133898 |
|  Preferred Stocks |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | 300614 |  |  |  | 300614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 3270136 |  |  |  | 3270136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 7599879 |  |  |  | 7599879 |
|  Temporary Cash Investments | 115129797 |  |  |  | 115129797 |
|  Securities Lending Collateral |  | 939013630 |  |  | 939013630 |
|  Futures Contracts\*\* | 7772962 |  |  |  | 7772962 |
|  TOTAL | $14338125148 | $943050683 | $3307022 | ^ | $15284482853 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**U.S. CORE EQUITY 1 PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
| COMMON STOCKS — (95.0%) |  |  |  |
| COMMUNICATION SERVICES — (6.0%) |  |  |  |
| Alphabet, Inc., Class A | 3212000 | $303566120 | 1.1% |
| Alphabet, Inc., Class C | 2978380 | 281933451 | 1.0% |
| AT&T, Inc. | 5201851 | 94829744 | 0.4% |
| Comcast Corp., Class A | 3555567 | 112853697 | 0.4% |
| Meta Platforms, Inc., Class A | 1474881 | 137399914 | 0.5% |
| Verizon Communications, Inc. | 4468777 | 166998196 | 0.6% |
| Other Securities |  | 650380315 | 2.2% |
| TOTAL COMMUNICATION SERVICES |  | 1747961437 | 6.2% |
| CONSUMER DISCRETIONARY — (10.6%) |  |  |  |
| Amazon.com, Inc. | 4693460 | 480798042 | 1.7% |
| Home Depot, Inc. | 578985 | 171454828 | 0.6% |
| McDonald's Corp. | 392232 | 106945977 | 0.4% |
| Tesla, Inc. | 1117865 | 254359002 | 0.9% |
| Other Securities |  | 2077068540 | 7.4% |
| TOTAL CONSUMER DISCRETIONARY |  | 3090626389 | 11.0% |
| CONSUMER STAPLES — (6.4%) |  |  |  |
| Coca-Cola Co. | 2554882 | 152909688 | 0.6% |
| Costco Wholesale Corp. | 266821 | 133810731 | 0.5% |
| PepsiCo, Inc. | 1155131 | 209748687 | 0.8% |
| Procter & Gamble Co. | 1579025 | 212647297 | 0.8% |
| Walmart, Inc. | 863854 | 122952340 | 0.4% |
| Other Securities |  | 1032869469 | 3.6% |
| TOTAL CONSUMER STAPLES |  | 1864938212 | 6.7% |
| ENERGY — (6.7%) |  |  |  |
| Chevron Corp. | 1226964 | 221957788 | 0.8% |
| ConocoPhillips | 1164407 | 146820079 | 0.5% |
| Exxon Mobil Corp. | 3168500 | 351101485 | 1.3% |
| Occidental Petroleum Corp. | 1257584 | 91300598 | 0.3% |
| Other Securities |  | 1150723721 | 4.1% |
| TOTAL ENERGY |  | 1961903671 | 7.0% |
| FINANCIALS — (13.8%) |  |  |  |
| Bank of America Corp. | 3912478 | 141005671 | 0.5% |
| Berkshire Hathaway, Inc., Class B | 954456 | 281650421 | 1.0% |
| Goldman Sachs Group, Inc. | 249229 | 85861883 | 0.3% |
| JPMorgan Chase & Co. | 2201688 | 277148485 | 1.0% |
| Morgan Stanley | 1062417 | 87298805 | 0.3% |
| Wells Fargo & Co. | 2169645 | 99781974 | 0.4% |
| Other Securities |  | 3035367537 | 10.8% |
| TOTAL FINANCIALS |  | 4008114776 | 14.3% |
| HEALTH CARE — (12.2%) |  |  |  |
| AbbVie, Inc. | 1217399 | 178227214 | 0.7% |
| Amgen, Inc. | 395045 | 106800416 | 0.4% |
| Bristol-Myers Squibb Co. | 1399024 | 108382389 | 0.4% |
| Cigna Corp. | 265948 | 85917161 | 0.3% |
| CVS Health Corp. | 1042089 | 98685828 | 0.4% |
| Eli Lilly & Co. | 520601 | 188504416 | 0.7% |

---

------

**U.S. CORE EQUITY 1 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
| HEALTH CARE — (Continued) |  |  |  |
| Gilead Sciences, Inc. | 1123050 | $88114503 | 0.3% |
| Johnson & Johnson | 1583776 | 275529511 | 1.0% |
| Merck & Co., Inc. | 1532708 | 155110050 | 0.6% |
| Pfizer, Inc. | 3138575 | 146100666 | 0.5% |
| UnitedHealth Group, Inc. | 442851 | 245848733 | 0.9% |
| Other Securities |  | 1889479968 | 6.5% |
| TOTAL HEALTH CARE |  | 3566700855 | 12.7% |
| INDUSTRIALS — (11.7%) |  |  |  |
| Lockheed Martin Corp. | 186232 | 90635390 | 0.3% |
| Union Pacific Corp. | 458821 | 90451972 | 0.3% |
| United Parcel Service, Inc., Class B | 521453 | 87484170 | 0.3% |
| Other Securities |  | 3151453330 | 11.3% |
| TOTAL INDUSTRIALS |  | 3420024862 | 12.2% |
| INFORMATION TECHNOLOGY — (20.6%) |  |  |  |
| Accenture PLC, Class A | 421535 | 119673786 | 0.4% |
| Apple, Inc. | 9026207 | 1384078581 | 4.9% |
| Broadcom, Inc. | 323073 | 151883079 | 0.6% |
| Cisco Systems, Inc. | 2518417 | 114411684 | 0.4% |
| Mastercard, Inc., Class A | 587619 | 192844803 | 0.7% |
| Microsoft Corp. | 4150122 | 963367820 | 3.4% |
| NVIDIA Corp. | 1138596 | 153676302 | 0.6% |
| QUALCOMM, Inc. | 829776 | 97631444 | 0.4% |
| Texas Instruments, Inc. | 750861 | 120610802 | 0.4% |
| Visa, Inc., Class A | 933069 | 193294574 | 0.7% |
| Other Securities |  | 2517282051 | 8.9% |
| TOTAL INFORMATION TECHNOLOGY |  | 6008754926 | 21.4% |
| MATERIALS — (4.2%) |  |  |  |
| Other Securities |  | 1225634383 | 4.4% |
| REAL ESTATE — (0.2%) |  |  |  |
| Other Securities |  | 65744933 | 0.2% |
| UTILITIES — (2.6%) |  |  |  |
| Other Securities |  | 740106070 | 2.6% |
| TOTAL COMMON STOCKS |  | 27700510514 | 98.7% |
| PREFERRED STOCKS — (0.0%) |  |  |  |
| COMMUNICATION SERVICES — (0.0%) |  |  |  |
| Other Security |  | 343723 | 0.0% |
| CONSUMER DISCRETIONARY — (0.0%) |  |  |  |
| Other Security |  | 475353 | 0.0% |
| INDUSTRIALS — (0.0%) |  |  |  |
| Other Security |  | 1455840 | 0.0% |
| TOTAL PREFERRED STOCKS |  | 2274916 | 0.0% |

---

------

**U.S. CORE EQUITY 1 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
| RIGHTS/WARRANTS — (0.0%) |  |  |  |
| INDUSTRIALS — (0.0%) |  |  |  |
| Other Security |  | $23961 | 0.0% |
| TOTAL RIGHTS/WARRANTS |  | 23961 | 0.0% |
| TOTAL INVESTMENT SECURITIES<br>(Cost $13,059,889,382) |  | 27702809391 |  |
| TEMPORARY CASH INVESTMENTS — (0.9%) |  |  |  |
| State Street Institutional U.S. Government Money Market Fund, 3.010% | 248087015 | 248087015 | 0.9% |
| SECURITIES LENDING COLLATERAL — (4.1%) |  |  |  |
| @§ The DFA Short Term Investment Fund | 103556037 | 1197211347 | 4.3% |
| TOTAL INVESTMENTS—(100.0%)<br>(Cost $14,505,588,592) |  | $29148107753 | 103.9% |

---

As of October 31, 2022, U.S. Core Equity 1 Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 1616 | 12/16/22 | $322362519 | $313746400 | $(8616119) |
|  **Total Futures Contracts** |  |  | $**322362519** | $**313746400** | $**(8616119)** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $1747952953 | $8484 |  | $1747961437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 3090621403 |  | $4986 | 3090626389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 1864843825 | 94387 |  | 1864938212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 1961903671 |  |  | 1961903671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 4008109526 | 5250 |  | 4008114776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 3565356114 |  | 1344741 | 3566700855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 3419367777 | 657085 |  | 3420024862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 6008754926 |  |  | 6008754926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 1225634383 |  |  | 1225634383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 65705171 | 39762 |  | 65744933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 740106070 |  |  | 740106070 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | 343723 |  |  | 343723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 475353 |  |  | 475353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 1455840 |  |  | 1455840 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials |  |  | 23961 | 23961 |
|  Temporary Cash Investments | 248087015 |  |  | 248087015 |

---

------

**U.S. CORE EQUITY 1 PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
|  Securities Lending Collateral |  | $1197211347 |  |  | $1197211347 |
|  Futures Contracts\*\* | $(8616119) |  |  |  | (8616119) |
|  TOTAL | $27940101631 | $1198016315 | $1373688 | ^ | $29139491634 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**U.S. CORE EQUITY 2 PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
| | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
| COMMON STOCKS — (95.6%) |  |  |  |
| COMMUNICATION SERVICES — (5.4%) |  |  |  |
| Alphabet, Inc., Class A | 2447900 | $231351029 | 0.8% |
| Alphabet, Inc., Class C | 2361300 | 223520658 | 0.8% |
| AT&T, Inc. | 4477834 | 81630914 | 0.3% |
| Comcast Corp., Class A | 3103081 | 98491791 | 0.3% |
| Meta Platforms, Inc., Class A | 1750602 | 163086082 | 0.6% |
| Verizon Communications, Inc. | 3894696 | 145544790 | 0.5% |
| Other Securities |  | 682752780 | 2.3% |
| TOTAL COMMUNICATION SERVICES |  | 1626378044 | 5.6% |
| CONSUMER DISCRETIONARY — (9.7%) |  |  |  |
| Amazon.com, Inc. | 3049564 | 312397336 | 1.1% |
| Home Depot, Inc. | 417086 | 123511677 | 0.4% |
| Target Corp. | 489359 | 80377216 | 0.3% |
| Other Securities |  | 2428343528 | 8.3% |
| TOTAL CONSUMER DISCRETIONARY |  | 2944629757 | 10.1% |
| CONSUMER STAPLES — (6.2%) |  |  |  |
| Coca-Cola Co. | 2356465 | 141034430 | 0.5% |
| Costco Wholesale Corp. | 257234 | 129002851 | 0.4% |
| PepsiCo, Inc. | 1083200 | 196687456 | 0.7% |
| Procter & Gamble Co. | 1659570 | 223494292 | 0.8% |
| Walmart, Inc. | 754200 | 107345286 | 0.4% |
| Other Securities |  | 1089547591 | 3.6% |
| TOTAL CONSUMER STAPLES |  | 1887111906 | 6.4% |
| ENERGY — (6.4%) |  |  |  |
| Chevron Corp. | 1074238 | 194329654 | 0.7% |
| ConocoPhillips | 1162116 | 146531206 | 0.5% |
| Exxon Mobil Corp. | 3060838 | 339171459 | 1.2% |
| Other Securities |  | 1275702318 | 4.3% |
| TOTAL ENERGY |  | 1955734637 | 6.7% |
| FINANCIALS — (14.6%) |  |  |  |
| American Express Co. | 617346 | 91645014 | 0.3% |
| Bank of America Corp. | 3352938 | 120839922 | 0.4% |
| Berkshire Hathaway, Inc., Class B | 840748 | 248096327 | 0.9% |
| JPMorgan Chase & Co. | 1979363 | 249162214 | 0.9% |
| Wells Fargo & Co. | 1749162 | 80443960 | 0.3% |
| Other Securities |  | 3628152220 | 12.3% |
| TOTAL FINANCIALS |  | 4418339657 | 15.1% |
| HEALTH CARE — (12.3%) |  |  |  |
| AbbVie, Inc. | 1169550 | 171222120 | 0.6% |
| Amgen, Inc. | 465289 | 125790881 | 0.4% |
| Bristol-Myers Squibb Co. | 1487212 | 115214314 | 0.4% |
| Cigna Corp. | 249677 | 80660652 | 0.3% |
| CVS Health Corp. | 829846 | 78586416 | 0.3% |
| Elevance Health, Inc. | 165540 | 90512306 | 0.3% |
| Eli Lilly & Co. | 538596 | 195020226 | 0.7% |
| Johnson & Johnson | 1534785 | 267006546 | 0.9% |
| Merck & Co., Inc. | 1861625 | 188396450 | 0.7% |

---

------

**U.S. CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
| HEALTH CARE — (Continued) |  |  |  |
| Pfizer, Inc. | 3866146 | $179969096 | 0.6% |
| Thermo Fisher Scientific, Inc. | 172804 | 88816072 | 0.3% |
| UnitedHealth Group, Inc. | 416565 | 231256060 | 0.8% |
| Other Securities |  | 1913162499 | 6.4% |
| TOTAL HEALTH CARE |  | 3725613638 | 12.7% |
| INDUSTRIALS — (13.4%) |  |  |  |
| Caterpillar, Inc. | 434771 | 94110531 | 0.3% |
| Deere & Co. | 214381 | 84856287 | 0.3% |
| Lockheed Martin Corp. | 161715 | 78703456 | 0.3% |
| Union Pacific Corp. | 574109 | 113179848 | 0.4% |
| Other Securities |  | 3706707754 | 12.6% |
| TOTAL INDUSTRIALS |  | 4077557876 | 13.9% |
| INFORMATION TECHNOLOGY — (20.8%) |  |  |  |
| Accenture PLC, Class A | 449831 | 127707021 | 0.5% |
| Apple, Inc. | 9633318 | 1477172982 | 5.1% |
| Broadcom, Inc. | 284762 | 133872311 | 0.5% |
| Cisco Systems, Inc. | 2308415 | 104871293 | 0.4% |
| Intel Corp. | 3268769 | 92931103 | 0.3% |
| International Business Machines Corp. | 704432 | 97415901 | 0.3% |
| Mastercard, Inc., Class A | 587552 | 192822815 | 0.7% |
| Microsoft Corp. | 4624552 | 1073497256 | 3.7% |
| QUALCOMM, Inc. | 817724 | 96213406 | 0.3% |
| Texas Instruments, Inc. | 676325 | 108638085 | 0.4% |
| Visa, Inc., Class A | 921563 | 190910991 | 0.7% |
| Other Securities |  | 2622825195 | 8.7% |
| TOTAL INFORMATION TECHNOLOGY |  | 6318878359 | 21.6% |
| MATERIALS — (4.6%) |  |  |  |
| Other Securities |  | 1383197697 | 4.7% |
| REAL ESTATE — (0.3%) |  |  |  |
| Other Securities |  | 85739181 | 0.3% |
| UTILITIES — (1.9%) |  |  |  |
| Other Securities |  | 570220524 | 2.0% |
| TOTAL COMMON STOCKS |  | 28993401276 | 99.1% |
| PREFERRED STOCKS — (0.0%) |  |  |  |
| COMMUNICATION SERVICES — (0.0%) |  |  |  |
| Other Security |  | 486617 | 0.0% |
| CONSUMER DISCRETIONARY — (0.0%) |  |  |  |
| Other Security |  | 754305 | 0.0% |
| INDUSTRIALS — (0.0%) |  |  |  |
| Other Security |  | 1986525 | 0.0% |
| TOTAL PREFERRED STOCKS |  | 3227447 | 0.0% |

---

------

**U.S. CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) |  |  |  |
|  | Other Security |  | $23431 | 0.0% |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 23431 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $13,737,376,934) | TOTAL INVESTMENT SECURITIES<br>(Cost $13,737,376,934) |  | 28996652154 |  |
|  TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) |  |  |  |
|  | State Street Institutional U.S. Government Money Market Fund, 3.010% | 272587862 | 272587862 | 0.9% |
|  SECURITIES LENDING COLLATERAL — (3.5%) | SECURITIES LENDING COLLATERAL — (3.5%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 93154375 | 1076957724 | 3.7% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $15,087,266,108) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $15,087,266,108) |  | $30346197740 | 103.7% |

---

As of October 31, 2022, U.S. Core Equity 2 Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** |<br>**Number of**<br>**Contracts** |<br>**Expiration**<br>**Date** |<br>**Notional**<br>**Value** |<br>**Market**<br>**Value** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 1279 | 12/16/22 | $252780580 | $248317850 | $(4462730) |
|  **Total Futures Contracts** |  |  | $**252780580** | $**248317850** | $**(4462730)** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $1626242103 | $135941 |  | $1626378044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 2944622949 |  | $6808 | 2944629757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 1886985529 | 126377 |  | 1887111906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 1955734637 |  |  | 1955734637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 4418239836 | 99821 |  | 4418339657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 3723517292 |  | 2096346 | 3725613638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 4076132929 | 1424947 |  | 4077557876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 6318877797 |  | 562 | 6318878359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 1383197697 |  |  | 1383197697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 85619321 | 119860 |  | 85739181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 570220524 |  |  | 570220524 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | 486617 |  |  | 486617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 754305 |  |  | 754305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 1986525 |  |  | 1986525 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials |  |  | 23431 | 23431 |
|  Temporary Cash Investments | 272587862 |  |  | 272587862 |

---

------

**U.S. CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
|  Securities Lending Collateral |  | $1076957724 |  |  | $1076957724 |
|  Futures Contracts\*\* | $(4462730) |  |  |  | (4462730) |
|  TOTAL | $29260743193 | $1078864670 | $2127147 | ^ | $30341735010 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**U.S. VECTOR EQUITY PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
| COMMON STOCKS — (94.3%) |  |  |  |
| COMMUNICATION SERVICES — (4.8%) |  |  |  |
| Alphabet, Inc., Class A | 204320 | $19310283 | 0.5% |
| Alphabet, Inc., Class C | 174880 | 16554141 | 0.4% |
| AT&T, Inc. | 591989 | 10791959 | 0.3% |
| Comcast Corp., Class A | 542795 | 17228313 | 0.4% |
| Meta Platforms, Inc., Class A | 172392 | 16060039 | 0.4% |
| Verizon Communications, Inc. | 361078 | 13493485 | 0.3% |
| Other Securities |  | 129665322 | 2.7% |
| TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES | 223103542 | 5.0% |
| CONSUMER DISCRETIONARY — (9.4%) |  |  |  |
| Murphy USA, Inc. | 35401 | 11133969 | 0.3% |
| Penske Automotive Group, Inc. | 101131 | 11288242 | 0.3% |
| Other Securities |  | 415238079 | 9.3% |
| TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | 437660290 | 9.9% |
| CONSUMER STAPLES — (4.7%) |  |  |  |
| Bunge Ltd. | 114831 | 11333820 | 0.3% |
| Procter & Gamble Co. | 90151 | 12140635 | 0.3% |
| Walmart, Inc. | 92764 | 13203100 | 0.3% |
| Other Securities |  | 183081780 | 4.1% |
| TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | 219759335 | 5.0% |
| ENERGY — (10.3%) |  |  |  |
| Chevron Corp. | 168142 | 30416888 | 0.7% |
| ConocoPhillips | 192034 | 24213567 | 0.6% |
| Coterra Energy, Inc. | 441905 | 13756503 | 0.3% |
| Devon Energy Corp. | 333906 | 25827629 | 0.6% |
| Diamondback Energy, Inc. | 77163 | 12123079 | 0.3% |
| EOG Resources, Inc. | 108097 | 14757402 | 0.3% |
| Exxon Mobil Corp. | 427728 | 47396540 | 1.1% |
| Marathon Petroleum Corp. | 137887 | 15666721 | 0.4% |
| Occidental Petroleum Corp. | 202911 | 14731339 | 0.3% |
| Valero Energy Corp. | 96071 | 12061714 | 0.3% |
| Other Securities |  | 267114486 | 5.9% |
| TOTAL ENERGY | TOTAL ENERGY | 478065868 | 10.8% |
| FINANCIALS — (21.8%) |  |  |  |
| Aflac, Inc. | 208954 | 13604995 | 0.3% |
| Allstate Corp. | 86090 | 10868862 | 0.3% |
| Bank of America Corp. | 491054 | 17697586 | 0.4% |
| Berkshire Hathaway, Inc., Class B | 110049 | 32474359 | 0.7% |
| Discover Financial Services | 118381 | 12366079 | 0.3% |
| First Horizon Corp. | 432866 | 10609546 | 0.3% |
| JPMorgan Chase & Co. | 273311 | 34404389 | 0.8% |
| M&T Bank Corp. | 67444 | 11355546 | 0.3% |
| Morgan Stanley | 152000 | 12489840 | 0.3% |
| Travelers Cos., Inc. | 60909 | 11235274 | 0.3% |
| Wells Fargo & Co. | 236095 | 10858009 | 0.3% |
| Other Securities |  | 833448489 | 18.6% |
| TOTAL FINANCIALS | TOTAL FINANCIALS | 1011412974 | 22.9% |

---

------

**U.S. VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  HEALTH CARE — (9.6%) | HEALTH CARE — (9.6%) |  |  |  |
|  | Bristol-Myers Squibb Co. | 141192 | $10938144 | 0.3% |
|  | Cigna Corp. | 32953 | 10645796 | 0.3% |
|  | CVS Health Corp. | 118113 | 11185301 | 0.3% |
|  | Johnson & Johnson | 105798 | 18405678 | 0.4% |
|  | Merck & Co., Inc. | 111689 | 11302927 | 0.3% |
|  | Pfizer, Inc. | 341124 | 15879322 | 0.4% |
|  | UnitedHealth Group, Inc. | 36788 | 20422858 | 0.5% |
|  | Other Securities |  | 348975389 | 7.6% |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 447755415 | 10.1% |
|  INDUSTRIALS — (15.5%) | INDUSTRIALS — (15.5%) |  |  |  |
|  \* | Builders FirstSource, Inc. | 197853 | 12199616 | 0.3% |
|  | Raytheon Technologies Corp. | 115471 | 10948960 | 0.3% |
|  | Other Securities |  | 698192830 | 15.7% |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 721341406 | 16.3% |
|  INFORMATION TECHNOLOGY — (9.4%) | INFORMATION TECHNOLOGY — (9.4%) |  |  |  |
|  \* | First Solar, Inc. | 83806 | 12199639 | 0.3% |
|  | Other Securities |  | 422358258 | 9.5% |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY |  | 434557897 | 9.8% |
|  MATERIALS — (7.2%) | MATERIALS — (7.2%) |  |  |  |
|  | Corteva, Inc. | 201895 | 13191819 | 0.3% |
|  | Dow, Inc. | 316807 | 14807559 | 0.3% |
|  | LyondellBasell Industries NV, Class A | 148186 | 11328820 | 0.3% |
|  | Newmont Corp. | 272674 | 11539564 | 0.3% |
|  # | Nucor Corp. | 188942 | 24823200 | 0.6% |
|  | Reliance Steel & Aluminum Co. | 62227 | 12537496 | 0.3% |
|  | Steel Dynamics, Inc. | 170812 | 16064869 | 0.4% |
|  | Other Securities |  | 228643996 | 5.0% |
|  TOTAL MATERIALS | TOTAL MATERIALS |  | 332937323 | 7.5% |
|  REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) |  |  |  |
|  | Other Securities |  | 22470126 | 0.5% |
|  UTILITIES — (1.1%) | UTILITIES — (1.1%) |  |  |  |
|  | Other Securities |  | 50547951 | 1.2% |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 4379612127 | 99.0% |
|  PREFERRED STOCKS — (0.0%) | PREFERRED STOCKS — (0.0%) |  |  |  |
|  COMMUNICATION SERVICES — (0.0%) | COMMUNICATION SERVICES — (0.0%) |  |  |  |
|  | Other Security |  | 331508 | 0.0% |
|  CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) |  |  |  |
|  | Other Security |  | 231938 | 0.0% |
|  INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) |  |  |  |
|  | Other Security |  | 794799 | 0.0% |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS |  | 1358245 | 0.0% |

---

------

**U.S. VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) |  |  |  |
|  | Other Security |  | $10984 | 0.0% |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 10984 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $2,236,989,633) | TOTAL INVESTMENT SECURITIES<br>(Cost $2,236,989,633) |  | 4380981356 |  |
|  TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) |  |  |  |
|  | State Street Institutional U.S. Government Money Market Fund, 3.010% | 37532662 | 37532662 | 0.9% |
|  SECURITIES LENDING COLLATERAL — (4.9%) | SECURITIES LENDING COLLATERAL — (4.9%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 19687236 | 227604132 | 5.1% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $2,502,230,004) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $2,502,230,004) |  | $4646118150 | 105.0% |

---

As of October 31, 2022, U.S. Vector Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 181 | 12/16/22 | $36251048 | $35141150 | $(1109898) |
|  **Total Futures Contracts** |  |  | $**36251048** | $**35141150** | $**(1109898)** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $223080276 | $23266 |  | $223103542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 437633283 | 24728 | $2279 | 437660290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 219680247 | 79088 |  | 219759335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 478065868 |  |  | 478065868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 1011349694 | 63280 |  | 1011412974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 446330154 |  | 1425261 | 447755415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 720993032 | 348374 |  | 721341406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 434557897 |  |  | 434557897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 332937323 |  |  | 332937323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 22470126 |  |  | 22470126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 50547951 |  |  | 50547951 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | 331508 |  |  | 331508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 231938 |  |  | 231938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 794799 |  |  | 794799 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials |  |  | 10984 | 10984 |
|  Temporary Cash Investments | 37532662 |  |  | 37532662 |

---

------

**U.S. VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
|  Securities Lending Collateral |  | $227604132 |  |  | $227604132 |
|  Futures Contracts\*\* | $(1109898) |  |  |  | (1109898) |
|  TOTAL | $4415426860 | $228142868 | $1438524 | ^ | $4645008252 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**U.S. SMALL CAP PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (89.4%) | COMMON STOCKS — (89.4%) |  |  |  |
|  COMMUNICATION SERVICES — (2.4%) | COMMUNICATION SERVICES — (2.4%) |  |  |  |
|  \* | Iridium Communications, Inc. | 696920 | $35912288 | 0.3% |
|  # | Nexstar Media Group, Inc., Class A | 267672 | 45852214 | 0.3% |
|  | Other Securities |  | 290606265 | 2.1% |
|  TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES |  | 372370767 | 2.7% |
|  CONSUMER DISCRETIONARY — (10.8%) | CONSUMER DISCRETIONARY — (10.8%) |  |  |  |
|  # | Murphy USA, Inc. | 187244 | 58890110 | 0.4% |
|  # | Penske Automotive Group, Inc. | 420059 | 46886986 | 0.3% |
|  | Texas Roadhouse, Inc. | 336612 | 33307757 | 0.3% |
|  | Other Securities |  | 1533426592 | 11.0% |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | 1672511445 | 12.0% |
|  CONSUMER STAPLES — (3.9%) | CONSUMER STAPLES — (3.9%) |  |  |  |
|  \* | BJ's Wholesale Club Holdings, Inc. | 477746 | 36977540 | 0.3% |
|  | Other Securities |  | 568042519 | 4.0% |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | 605020059 | 4.3% |
|  ENERGY — (5.6%) | ENERGY — (5.6%) |  |  |  |
|  # | Matador Resources Co. | 734685 | 48819818 | 0.4% |
|  # | Murphy Oil Corp. | 833447 | 40430514 | 0.3% |
|  # | PDC Energy, Inc. | 673577 | 48591845 | 0.4% |
|  | Range Resources Corp. | 1648690 | 46954691 | 0.4% |
|  | SM Energy Co. | 751637 | 33808632 | 0.3% |
|  | Other Securities |  | 639161629 | 4.4% |
|  TOTAL ENERGY | TOTAL ENERGY | TOTAL ENERGY | 857767129 | 6.2% |
|  FINANCIALS — (19.7%) | FINANCIALS — (19.7%) |  |  |  |
|  | Cadence Bank | 1282964 | 35473955 | 0.3% |
|  # | Glacier Bancorp, Inc. | 783244 | 44864216 | 0.3% |
|  | Old National Bancorp | 2096773 | 41012880 | 0.3% |
|  | RLI Corp. | 312890 | 40697602 | 0.3% |
|  # | Selective Insurance Group, Inc. | 438122 | 42971006 | 0.3% |
|  | SouthState Corp. | 480323 | 43435609 | 0.3% |
|  # | United Bankshares, Inc. | 917556 | 38858497 | 0.3% |
|  # | Valley National Bancorp | 2970010 | 35254031 | 0.3% |
|  | Other Securities |  | 2716701974 | 19.5% |
|  TOTAL FINANCIALS | TOTAL FINANCIALS | TOTAL FINANCIALS | 3039269770 | 21.9% |
|  HEALTH CARE — (9.3%) | HEALTH CARE — (9.3%) |  |  |  |
|  \* | Acadia Healthcare Co., Inc. | 616865 | 50151124 | 0.4% |
|  #\* | AMN Healthcare Services, Inc. | 408806 | 51305153 | 0.4% |
|  # | Ensign Group, Inc. | 459736 | 41275098 | 0.3% |
|  #\* | Lantheus Holdings, Inc. | 494601 | 36595528 | 0.3% |
|  #\* | Medpace Holdings, Inc. | 234721 | 52103368 | 0.4% |
|  | Other Securities |  | 1209252086 | 8.6% |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE | TOTAL HEALTH CARE | 1440682357 | 10.4% |
|  INDUSTRIALS — (18.2%) | INDUSTRIALS — (18.2%) |  |  |  |
|  \* | Aerojet Rocketdyne Holdings, Inc. | 707916 | 34298530 | 0.3% |
|  | Applied Industrial Technologies, Inc. | 272046 | 33837081 | 0.2% |
|  #\* | Casella Waste Systems, Inc., Class A | 415573 | 33998027 | 0.3% |

---

------

**U.S. SMALL CAP PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |  |
|  #\* | Chart Industries, Inc. | 257176 | $57319387 | 0.4% |
|  \* | Clean Harbors, Inc. | 368546 | 45132143 | 0.3% |
|  | Comfort Systems USA, Inc. | 299106 | 36873788 | 0.3% |
|  | Exponent, Inc. | 422177 | 40216581 | 0.3% |
|  #\* | FTI Consulting, Inc. | 246773 | 38405282 | 0.3% |
|  # | KBR, Inc. | 768073 | 38226993 | 0.3% |
|  | MSA Safety, Inc. | 265964 | 35703007 | 0.3% |
|  #\* | Saia, Inc. | 198107 | 39395558 | 0.3% |
|  | Tetra Tech, Inc. | 289234 | 40862979 | 0.3% |
|  | Timken Co. | 467224 | 33308399 | 0.2% |
|  | Valmont Industries, Inc. | 151578 | 48386729 | 0.4% |
|  \* | WESCO International, Inc. | 371573 | 51191612 | 0.4% |
|  | Other Securities |  | 2194626525 | 15.6% |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | 2801782621 | 20.2% |
|  INFORMATION TECHNOLOGY — (10.5%) | INFORMATION TECHNOLOGY — (10.5%) |  |  |  |
|  # | Amkor Technology, Inc. | 1892325 | 39341437 | 0.3% |
|  \* | Calix, Inc. | 492912 | 36298040 | 0.3% |
|  \* | ExlService Holdings, Inc. | 267223 | 48594503 | 0.4% |
|  \* | Lattice Semiconductor Corp. | 698136 | 33866577 | 0.3% |
|  #\* | Novanta, Inc. | 254279 | 35955051 | 0.3% |
|  \* | Qualys, Inc. | 271023 | 38637039 | 0.3% |
|  | Other Securities |  | 1386879238 | 9.8% |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | 1619571885 | 11.7% |
|  MATERIALS — (5.6%) | MATERIALS — (5.6%) |  |  |  |
|  # | Commercial Metals Co. | 878039 | 39950775 | 0.3% |
|  # | Louisiana-Pacific Corp. | 649884 | 36815929 | 0.3% |
|  | Olin Corp. | 694011 | 36747882 | 0.3% |
|  | Valvoline, Inc. | 1130165 | 33181644 | 0.2% |
|  | Other Securities |  | 715100087 | 5.1% |
|  TOTAL MATERIALS | TOTAL MATERIALS | TOTAL MATERIALS | 861796317 | 6.2% |
|  REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |  |  |  |
|  | Other Securities |  | 58876790 | 0.4% |
|  UTILITIES — (3.0%) | UTILITIES — (3.0%) |  |  |  |
|  | Other Securities |  | 460997992 | 3.3% |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | 13790647132 | 99.3% |
|  PREFERRED STOCKS — (0.0%) | PREFERRED STOCKS — (0.0%) |  |  |  |
|  COMMUNICATION SERVICES — (0.0%) | COMMUNICATION SERVICES — (0.0%) |  |  |  |
|  | Other Security |  | 487236 | 0.0% |
|  CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) |  |  |  |
|  | Other Security |  | 424047 | 0.0% |
|  INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) |  |  |  |
|  | Other Security |  | 3575934 | 0.0% |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | 4487217 | 0.0% |

---

------

**U.S. SMALL CAP PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) |  |  |  |
|  | Other Security |  | $26316 | 0.0% |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 26316 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $7,784,404,921) | TOTAL INVESTMENT SECURITIES<br>(Cost $7,784,404,921) |  | 13795160665 |  |
|  TEMPORARY CASH INVESTMENTS — (0.6%) | TEMPORARY CASH INVESTMENTS — (0.6%) |  |  |  |
|  | State Street Institutional U.S. Government Money Market Fund, 3.010% | 92669607 | 92669607 | 0.7% |
|  SECURITIES LENDING COLLATERAL — (10.0%) | SECURITIES LENDING COLLATERAL — (10.0%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 133261268 | 1540633516 | 11.1% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $9,418,213,618) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $9,418,213,618) |  | $15428463788 | 111.1% |

---

As of October 31, 2022, U.S. Small Cap Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 470 | 12/16/22 | $87334270 | $91250500 | $3916230 |
|  **Total Futures Contracts** |  |  | $**87334270** | $**91250500** | $**3916230** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $372314690 | $56077 |  | $372370767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1672480554 |  | $30891 | 1672511445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 604843422 | 176637 |  | 605020059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 857767129 |  |  | 857767129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 3039078133 | 191637 |  | 3039269770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 1433468839 | 462 | 7213056 | 1440682357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 2801772518 | 10103 |  | 2801782621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 1619560581 |  | 11304 | 1619571885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 861743259 |  | 53058 | 861796317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 58867954 | 8836 |  | 58876790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 460997992 |  |  | 460997992 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | 487236 |  |  | 487236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 424047 |  |  | 424047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 3575934 |  |  | 3575934 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials |  |  | 26316 | 26316 |
|  Temporary Cash Investments | 92669607 |  |  | 92669607 |

---

------

**U.S. SMALL CAP PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
|  Securities Lending Collateral |  | $1540633516 |  |  | $1540633516 |
|  Futures Contracts\*\* | $3916230 |  |  |  | 3916230 |
|  TOTAL. | $13883968125 | $1541077268 | $7334625 | ^ | $15432380018 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**U.S. MICRO CAP PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (91.5%) | COMMON STOCKS — (91.5%) |  |  |  |
|  COMMUNICATION SERVICES — (2.4%) | COMMUNICATION SERVICES — (2.4%) |  |  |  |
|  | Other Securities |  | $166691244 | 2.6% |
|  CONSUMER DISCRETIONARY — (10.8%) | CONSUMER DISCRETIONARY — (10.8%) |  |  |  |
|  | Group 1 Automotive, Inc. | 109460 | 18936580 | 0.3% |
|  | Other Securities |  | 736471578 | 11.4% |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY |  | 755408158 | 11.7% |
|  CONSUMER STAPLES — (4.8%) | CONSUMER STAPLES — (4.8%) |  |  |  |
|  \* | Hostess Brands, Inc. | 659960 | 17475741 | 0.3% |
|  | Inter Parfums, Inc. | 227178 | 18374157 | 0.3% |
|  # | MGP Ingredients, Inc. | 143333 | 16060463 | 0.3% |
|  # | Weis Markets, Inc. | 196657 | 18420861 | 0.3% |
|  | Other Securities |  | 268711872 | 4.0% |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | 339043094 | 5.2% |
|  ENERGY — (7.0%) | ENERGY — (7.0%) |  |  |  |
|  | Chord Energy Corp. | 118744 | 18178519 | 0.3% |
|  #\* | CNX Resources Corp. | 1161237 | 19520394 | 0.3% |
|  \* | Comstock Resources, Inc. | 875184 | 16435956 | 0.3% |
|  | Patterson-UTI Energy, Inc | 926930 | 16360314 | 0.3% |
|  \* | PBF Energy, Inc., Class A | 491690 | 21757282 | 0.3% |
|  | Other Securities |  | 400890826 | 6.1% |
|  TOTAL ENERGY | TOTAL ENERGY | TOTAL ENERGY | 493143291 | 7.6% |
|  FINANCIALS — (20.6%) | FINANCIALS — (20.6%) |  |  |  |
|  # | BancFirst Corp. | 239834 | 22980894 | 0.4% |
|  | Banner Corp. | 263148 | 19670313 | 0.3% |
|  | First BanCorp. | 1576127 | 24887045 | 0.4% |
|  | First Merchants Corp. | 362517 | 16277013 | 0.3% |
|  | Pacific Premier Bancorp, Inc. | 436115 | 15878947 | 0.3% |
|  | Piper Sandler Cos | 134207 | 17174470 | 0.3% |
|  | Trustmark Corp. | 421873 | 15427896 | 0.2% |
|  | Walker & Dunlop, Inc. | 182775 | 16442439 | 0.3% |
|  | WesBanco, Inc. | 421523 | 17046390 | 0.3% |
|  | WSFS Financial Corp. | 473204 | 22032378 | 0.3% |
|  | Other Securities |  | 1260518834 | 19.3% |
|  TOTAL FINANCIALS | TOTAL FINANCIALS | TOTAL FINANCIALS | 1448336619 | 22.4% |
|  HEALTH CARE — (10.3%) | HEALTH CARE — (10.3%) |  |  |  |
|  \* | CorVel Corp. | 184423 | 30284101 | 0.5% |
|  \* | Lantheus Holdings, Inc. | 305585 | 22610234 | 0.4% |
|  \* | Prestige Consumer Healthcare, Inc. | 310082 | 16893267 | 0.3% |
|  | Other Securities |  | 649873873 | 9.9% |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE | TOTAL HEALTH CARE | 719661475 | 11.1% |
|  INDUSTRIALS — (16.5%) | INDUSTRIALS — (16.5%) |  |  |  |
|  | Albany International Corp., Class A | 210236 | 19261822 | 0.3% |
|  | Boise Cascade Co. | 282825 | 18884225 | 0.3% |
|  \* | CBIZ, Inc. | 406188 | 20163172 | 0.3% |
|  # | Comfort Systems USA, Inc. | 251515 | 31006769 | 0.5% |
|  | Encore Wire Corp. | 157161 | 21623782 | 0.3% |

---

------

**U.S. MICRO CAP PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |  |
|  | Federal Signal Corp. | 439096 | $20483828 | 0.3% |
|  | Forward Air Corp. | 191213 | 20243720 | 0.3% |
|  \* | Hub Group, Inc., Class A | 220852 | 17138115 | 0.3% |
|  | ICF International, Inc. | 129423 | 15482874 | 0.2% |
|  | Matson, Inc. | 225848 | 16617896 | 0.3% |
|  | McGrath RentCorp. | 184266 | 17330217 | 0.3% |
|  \* | Veritiv Corp. | 173696 | 20193897 | 0.3% |
|  | Other Securities |  | 921171789 | 14.2% |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | 1159602106 | 17.9% |
|  INFORMATION TECHNOLOGY — (11.3%) | INFORMATION TECHNOLOGY — (11.3%) | INFORMATION TECHNOLOGY — (11.3%) |  |  |
|  | Badger Meter, Inc. | 199391 | 22427500 | 0.4% |
|  \* | Calix, Inc. | 341891 | 25176853 | 0.4% |
|  \* | Fabrinet | 156606 | 17915726 | 0.3% |
|  #\* | Insight Enterprises, Inc. | 195134 | 18442114 | 0.3% |
|  # | Kulicke & Soffa Industries, Inc. | 372420 | 15619295 | 0.2% |
|  #\* | NetScout Systems, Inc. | 429733 | 15436009 | 0.2% |
|  \* | Plexus Corp. | 205049 | 20176822 | 0.3% |
|  \* | Rambus, Inc. | 705710 | 21284214 | 0.3% |
|  \* | Rogers Corp. | 77667 | 18277375 | 0.3% |
|  \* | Sanmina Corp. | 275638 | 15449510 | 0.2% |
|  | Other Securities |  | 601302331 | 9.3% |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | 791507749 | 12.2% |
|  MATERIALS — (4.8%) | MATERIALS — (4.8%) | MATERIALS — (4.8%) |  |  |
|  | Innospec, Inc. | 180162 | 18014398 | 0.3% |
|  | Stepan Co. | 166116 | 17349155 | 0.3% |
|  | Other Securities |  | 302700334 | 4.6% |
|  TOTAL MATERIALS | TOTAL MATERIALS | TOTAL MATERIALS | 338063887 | 5.2% |
|  REAL ESTATE — (0.7%) | REAL ESTATE — (0.7%) | REAL ESTATE — (0.7%) |  |  |
|  | Other Securities |  | 51069739 | 0.8% |
|  UTILITIES — (2.3%) | UTILITIES — (2.3%) | UTILITIES — (2.3%) |  |  |
|  | California Water Service Group | 291215 | 18072803 | 0.3% |
|  | Otter Tail Corp. | 297207 | 20037696 | 0.3% |
|  | Other Securities |  | 121068262 | 1.9% |
|  TOTAL UTILITIES | TOTAL UTILITIES | TOTAL UTILITIES | 159178761 | 2.5% |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | 6421706123 | 99.2% |
|  PREFERRED STOCKS — (0.0%) | PREFERRED STOCKS — (0.0%) | PREFERRED STOCKS — (0.0%) |  |  |
|  COMMUNICATION SERVICES — (0.0%) | COMMUNICATION SERVICES — (0.0%) | COMMUNICATION SERVICES — (0.0%) |  |  |
|  | Other Security |  | 404094 | 0.0% |
|  ENERGY — (0.0%) | ENERGY — (0.0%) | ENERGY — (0.0%) |  |  |
|  | Other Security |  | 123827 | 0.0% |
|  INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) |  |  |
|  | Other Security |  | 1499148 | 0.0% |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | 2027069 | 0.0% |

---

------

**U.S. MICRO CAP PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) |  |  |  |
|  | Other Security |  | $98615 | 0.0% |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 98615 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $3,758,697,220) | TOTAL INVESTMENT SECURITIES<br>(Cost $3,758,697,220) | TOTAL INVESTMENT SECURITIES<br>(Cost $3,758,697,220) | 6423831807 |  |
|  TEMPORARY CASH INVESTMENTS — (0.7%) | TEMPORARY CASH INVESTMENTS — (0.7%) | TEMPORARY CASH INVESTMENTS — (0.7%) |  |  |
|  | State Street Institutional U.S. Government Money Market Fund, 3.010% | 50273230 | 50273230 | 0.8% |
|  SECURITIES LENDING COLLATERAL — (7.8%) | SECURITIES LENDING COLLATERAL — (7.8%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 47056334 | 544018282 | 8.4% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $4,353,222,041) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $4,353,222,041) |  | $7018123319 | 108.4% |

---

As of October 31, 2022, U.S. Micro Cap Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 281 | 12/16/22 | $52577937 | $54556150 | $1978213 |
|  **Total Futures Contracts** |  |  | $**52577937** | $**54556150** | $**1978213** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $166457081 | $234163 |  | $166691244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 755254620 | 139573 | $13965 | 755408158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 338340088 | 703006 |  | 339043094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 493143291 |  |  | 493143291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 1447739193 | 597426 |  | 1448336619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 716573393 |  | 3088082 | 719661475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 1159602106 |  |  | 1159602106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 791503070 |  | 4679 | 791507749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 338054305 |  | 9582 | 338063887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 50950453 | 119286 |  | 51069739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 159178761 |  |  | 159178761 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | 404094 |  |  | 404094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 123827 |  |  | 123827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 1499148 |  |  | 1499148 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials |  |  | 98615 | 98615 |
|  Temporary Cash Investments | 50273230 |  |  | 50273230 |

---

------

**U.S. MICRO CAP PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
|  Securities Lending Collateral |  | $544018282 |  |  | $544018282 |
|  Futures Contracts\*\* | $1978213 |  |  |  | 1978213 |
|  TOTAL | $6471074873 | $545811736 | $3214923 | ^ | $7020101532 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**U.S. HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
| COMMON STOCKS — (99.2%) |  |  |  |
| COMMUNICATION SERVICES — (2.6%) |  |  |  |
| Verizon Communications, Inc. | 2295603 | $85786684 | 1.8% |
| Other Securities |  | 37585447 | 0.8% |
| TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES | 123372131 | 2.6% |
| CONSUMER DISCRETIONARY — (14.9%) |  |  |  |
| Amazon.com, Inc. | 876336 | 89771860 | 1.9% |
| Dollar General Corp. | 104446 | 26638952 | 0.6% |
| Home Depot, Inc. | 481459 | 142574454 | 3.1% |
| Lowe's Cos., Inc. | 318826 | 62155129 | 1.3% |
| NIKE, Inc., Class B | 575931 | 53377285 | 1.1% |
| O'Reilly Automotive, Inc. | 42428 | 35519449 | 0.8% |
| Ross Stores, Inc. | 348574 | 33355046 | 0.7% |
| Target Corp. | 269232 | 44221356 | 1.0% |
| TJX Cos., Inc. | 600719 | 43311840 | 0.9% |
| Other Securities |  | 163286181 | 3.5% |
| TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | 694211552 | 14.9% |
| CONSUMER STAPLES — (12.0%) |  |  |  |
| Altria Group, Inc. | 940393 | 43511984 | 0.9% |
| Coca-Cola Co. | 1449059 | 86726181 | 1.9% |
| Costco Wholesale Corp. | 167842 | 84172763 | 1.8% |
| Kroger Co. | 743305 | 35150893 | 0.7% |
| PepsiCo, Inc. | 701377 | 127356036 | 2.7% |
| Procter & Gamble Co. | 452798 | 60978307 | 1.3% |
| Other Securities |  | 121740099 | 2.7% |
| TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | 559636263 | 12.0% |
| ENERGY — (3.3%) |  |  |  |
| ConocoPhillips | 417327 | 52620762 | 1.1% |
| Occidental Petroleum Corp. | 1054159 | 76531943 | 1.6% |
| Other Securities |  | 22639942 | 0.6% |
| TOTAL ENERGY | TOTAL ENERGY | 151792647 | 3.3% |
| FINANCIALS — (4.0%) |  |  |  |
| American Express Co. | 354187 | 52579060 | 1.1% |
| Ameriprise Financial, Inc. | 106466 | 32910770 | 0.7% |
| Other Securities |  | 98511983 | 2.1% |
| TOTAL FINANCIALS | TOTAL FINANCIALS | 184001813 | 3.9% |
| HEALTH CARE — (14.9%) |  |  |  |
| AbbVie, Inc. | 828039 | 121224910 | 2.6% |
| Amgen, Inc. | 295444 | 79873285 | 1.7% |
| Bristol-Myers Squibb Co. | 669834 | 51892040 | 1.1% |
| Eli Lilly & Co. | 410332 | 148577114 | 3.2% |
| Gilead Sciences, Inc. | 694162 | 54463951 | 1.2% |
| Merck & Co., Inc. | 493090 | 49900708 | 1.1% |
| Zoetis, Inc. | 201953 | 30450473 | 0.7% |
| Other Securities |  | 157061398 | 3.3% |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE | 693443879 | 14.9% |

---

------

**U.S. HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  INDUSTRIALS — (12.5%) | INDUSTRIALS — (12.5%) |  |  |  |
|  | 3M Co. | 310822 | $39098299 | 0.8% |
|  | Caterpillar, Inc. | 274386 | 59393593 | 1.3% |
|  | Deere & Co. | 150390 | 59527370 | 1.3% |
|  | Illinois Tool Works, Inc. | 135400 | 28911962 | 0.6% |
|  | Lockheed Martin Corp. | 131316 | 63908871 | 1.4% |
|  | Union Pacific Corp. | 360313 | 71032105 | 1.5% |
|  | United Parcel Service, Inc., Class B | 394779 | 66232073 | 1.4% |
|  | Waste Management, Inc. | 218335 | 34577714 | 0.7% |
|  | Other Securities |  | 158450764 | 3.5% |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 581132751 | 12.5% |
|  INFORMATION TECHNOLOGY — (32.2%) | INFORMATION TECHNOLOGY — (32.2%) |  |  |  |
|  | Accenture PLC, Class A | 311576 | 88456426 | 1.9% |
|  | Apple, Inc. | 1471447 | 225631683 | 4.8% |
|  | Applied Materials, Inc. | 522179 | 46103184 | 1.0% |
|  | Automatic Data Processing, Inc. | 196951 | 47603057 | 1.0% |
|  | Broadcom, Inc. | 211162 | 99271479 | 2.1% |
|  | International Business Machines Corp. | 559508 | 77374361 | 1.7% |
|  | Lam Research Corp. | 72492 | 29343312 | 0.6% |
|  | Mastercard, Inc., Class A | 352677 | 115741538 | 2.5% |
|  | Microsoft Corp. | 896664 | 208142614 | 4.5% |
|  | Oracle Corp. | 1054524 | 82326689 | 1.8% |
|  | QUALCOMM, Inc. | 560047 | 65895130 | 1.4% |
|  | Texas Instruments, Inc. | 528220 | 84847979 | 1.8% |
|  | Visa, Inc., Class A | 571060 | 118300790 | 2.5% |
|  | Other Securities |  | 210148402 | 4.6% |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY |  | 1499186644 | 32.2% |
|  MATERIALS — (2.6%) | MATERIALS — (2.6%) |  |  |  |
|  # | Nucor Corp. | 249069 | 32722685 | 0.7% |
|  | Other Securities |  | 90600901 | 1.9% |
|  TOTAL MATERIALS | TOTAL MATERIALS |  | 123323586 | 2.6% |
|  UTILITIES — (0.2%) | UTILITIES — (0.2%) |  |  |  |
|  | Other Security |  | 7344470 | 0.2% |
|  TOTAL COMMON STOCKS<br>(Cost $3,694,848,408) | TOTAL COMMON STOCKS<br>(Cost $3,694,848,408) |  | 4617445736 | 99.1% |
|  TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) |  |  |  |
|  | State Street Institutional U.S. Government Money Market Fund, 3.010% | 36049994 | 36049994 | 0.8% |
|  SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 241134 | 2787749 | 0.0% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $3,733,686,613) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $3,733,686,613) |  | $4656283479 | 99.9% |

---

------

**U.S. HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**CONTINUED** 

As of October 31, 2022, U.S. High Relative Profitability Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 165 | 12/16/22 | $33471267 | $32034750 | $(1436517) |
|  **Total Futures Contracts** |  |  | $**33471267** | $**32034750** | $**(1436517)** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $123372131 |  |  | $123372131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 694211552 |  |  | 694211552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 559636263 |  |  | 559636263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 151792647 |  |  | 151792647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 184001813 |  |  | 184001813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 693443879 |  |  | 693443879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 581132751 |  |  | 581132751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 1499186644 |  |  | 1499186644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 123323586 |  |  | 123323586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 7344470 |  |  | 7344470 |
|  Temporary Cash Investments | 36049994 |  |  | 36049994 |
|  Securities Lending Collateral |  | $2787749 |  | 2787749 |
|  Futures Contracts\*\* | (1436517) |  |  | (1436517) |
|  TOTAL | $4652059213 | $2787749 |  | $4654846962 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA REAL ESTATE SECURITIES PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (94.2%) | COMMON STOCKS — (94.2%) |  |  |  |
|  REAL ESTATE — (94.2%) | REAL ESTATE — (94.2%) |  |  |  |
|  # | Agree Realty Corp. | 545571 | $37480728 | 0.5% |
|  | Alexandria Real Estate Equities, Inc. | 1081627 | 157160403 | 1.9% |
|  # | American Homes 4 Rent, Class A | 2156016 | 68863151 | 0.9% |
|  | American Tower Corp. | 3257589 | 674939865 | 8.4% |
|  | Apartment Income REIT Corp. | 1080915 | 41539563 | 0.5% |
|  | AvalonBay Communities, Inc. | 982480 | 172051898 | 2.1% |
|  | Boston Properties, Inc. | 1038979 | 75533773 | 0.9% |
|  | Brixmor Property Group, Inc. | 2091030 | 44559849 | 0.6% |
|  | Camden Property Trust | 703641 | 81305718 | 1.0% |
|  | Crown Castle, Inc. | 3028608 | 403592302 | 5.0% |
|  | CubeSmart | 1563701 | 65472161 | 0.8% |
|  | Digital Realty Trust, Inc. | 2005474 | 201048768 | 2.5% |
|  | EastGroup Properties, Inc. | 302831 | 47450589 | 0.6% |
|  | Equinix, Inc. | 634214 | 359244178 | 4.5% |
|  | Equity LifeStyle Properties, Inc. | 1245105 | 79636916 | 1.0% |
|  | Equity Residential | 2509241 | 158132368 | 2.0% |
|  | Essex Property Trust, Inc. | 459462 | 102110835 | 1.3% |
|  | Extra Space Storage, Inc. | 919925 | 163231492 | 2.0% |
|  | Federal Realty Investment Trust | 508104 | 50292134 | 0.6% |
|  # | First Industrial Realty Trust, Inc. | 932866 | 44432408 | 0.5% |
|  | Gaming & Leisure Properties, Inc. | 1769659 | 88695309 | 1.1% |
|  # | Healthcare Realty Trust, Inc., Class A | 2643894 | 53750365 | 0.7% |
|  | Healthpeak Properties, Inc. | 3707009 | 87967324 | 1.1% |
|  | Host Hotels & Resorts, Inc. | 4931543 | 93107532 | 1.2% |
|  | Invitation Homes, Inc. | 4260702 | 135021646 | 1.7% |
|  # | Iron Mountain, Inc. | 2014924 | 100887245 | 1.2% |
|  | Kimco Realty Corp. | 4290583 | 91732665 | 1.1% |
|  | Lamar Advertising Co., Class A | 600787 | 55410585 | 0.7% |
|  | Life Storage, Inc. | 587234 | 64953953 | 0.8% |
|  # | Medical Properties Trust, Inc. | 4071424 | 46617805 | 0.6% |
|  | Mid-America Apartment Communities, Inc. | 813302 | 128054400 | 1.6% |
|  | National Retail Properties, Inc. | 1234127 | 51870358 | 0.6% |
|  # | Omega Healthcare Investors, Inc. | 1615109 | 51328164 | 0.6% |
|  | Prologis, Inc. | 6486833 | 718416755 | 8.9% |
|  | Public Storage | 1113219 | 344819585 | 4.3% |
|  # | Realty Income Corp. | 4309331 | 268342041 | 3.3% |
|  | Regency Centers Corp. | 1072350 | 64887898 | 0.8% |
|  | Rexford Industrial Realty, Inc. | 1197298 | 66186633 | 0.8% |
|  | SBA Communications Corp. | 754403 | 203613370 | 2.5% |
|  | Simon Property Group, Inc. | 2260275 | 246324769 | 3.1% |
|  | Spirit Realty Capital, Inc. | 951913 | 36962782 | 0.5% |
|  | STAG Industrial, Inc. | 1250532 | 39504306 | 0.5% |
|  | STORE Capital Corp. | 1803795 | 57360681 | 0.7% |
|  | Sun Communities, Inc. | 859809 | 115945244 | 1.4% |
|  | UDR, Inc. | 2267249 | 90145820 | 1.1% |
|  | Ventas, Inc. | 2778270 | 108713705 | 1.3% |
|  | VICI Properties, Inc. | 6661659 | 213306321 | 2.6% |
|  | Welltower, Inc. | 3233300 | 197360632 | 2.4% |
|  # | WP Carey, Inc. | 1338317 | 102113587 | 1.3% |
|  | Other Securities |  | 1000811127 | 12.4% |
|  TOTAL COMMON STOCKS<br>(Cost $5,253,633,866) | TOTAL COMMON STOCKS<br>(Cost $5,253,633,866) |  | 7952291706 | 98.5% |

---

------

**DFA REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  TEMPORARY CASH INVESTMENTS — (1.5%) | TEMPORARY CASH INVESTMENTS — (1.5%) |  |  |  |
|  | State Street Institutional U.S. Government Money Market Fund, 3.010% | 124840173 | $124840173 | 1.6% |
|  SECURITIES LENDING COLLATERAL — (4.3%) | SECURITIES LENDING COLLATERAL — (4.3%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 31631386 | 365690456 | 4.5% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $5,744,323,273) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $5,744,323,273) |  | $8442822335 | 104.6% |

---

As of October 31, 2022, DFA Real Estate Securities Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 619 | 12/16/22 | $117458517 | $120178850 | $2720333 |
|  **Total Futures Contracts** |  |  | $**117458517** | $**120178850** | $**2720333** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | $7952291706 |  |  | $7952291706 |
|  Temporary Cash Investments | 124840173 |  |  | 124840173 |
|  Securities Lending Collateral |  | $365690456 |  | 365690456 |
|  Futures Contracts\*\* | 2720333 |  |  | 2720333 |
|  TOTAL | $8079852212 | $365690456 |  | $8445542668 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Enhanced U.S.<br>Large**<br>**Company<br>Portfolio\*** | **U.S. Large Cap<br>Equity**<br>**Portfolio\*** | **U.S. Large Cap<br>Value Portfolio** | **U.S. Targeted**<br>**Value Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value |  |  | $23311527 |  |
|  Investment Securities at Value (including $6,346, $33,009, $0 and $956,565 of securities on loan, respectively) | $245109 | $1607757 |  | $11720016 |
|  Temporary Cash Investments at Value & Cost |  | 2643 |  | 125773 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $6,493, $7,336, $0 and $856,513, respectively) | 6490 | 7333 |  | 856197 |
|  Segregated Cash for Futures Contracts |  |  |  | 6680 |
|  Foreign Currencies at Value | 2 |  |  |  |
|  Cash | 13538 | 2037 |  |  |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 278 | 2978 |  | 3723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 1676 | 1353 |  | 4964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 3 | 8 |  | 254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 216 | 523 | 11590 | 7688 |
|  Unrealized Gain on Forward Currency Contracts | 1024 |  |  |  |
|  Prepaid Expenses and Other Assets | 21 | 17 | 106 | 59 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 268357 | 1624649 | 23323223 | 12725354 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Custodian |  |  |  | 1509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 6770 | 8220 |  | 700628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  | 1129 |  | 156310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 475 | 1274 | 25955 | 9922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 30 | 133 | 1668 | 2556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 1908 |  |  | 388 |
|  Unrealized Loss on Forward Currency Contracts | 502 |  |  |  |
|  Accrued Expenses and Other Liabilities | 31 | 95 | 713 | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 9716 | 10851 | 28336 | 871919 |
|  **NET ASSETS** | $258641 | $1613798 | $23294887 | $11853435 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Class R1 Shares — based on net assets of $0; $0; $0 and $32,553 and shares outstanding of 0, 0, 0 and 1,132,785, respectively | **N/A** | **N/A** | **N/A** | $**28.74** |
|  NUMBER OF SHARES AUTHORIZED | N/A | N/A | N/A | 200000000 |
|  Class R2 Shares — based on net assets of $0; $0; $0 and $74,146 and shares outstanding of 0, 0, 0 and 2,594,370, respectively | **N/A** | **N/A** | **N/A** | $**28.58** |
|  NUMBER OF SHARES AUTHORIZED | N/A | N/A | N/A | 200000000 |
|  Institutional Class Shares — based on net assets of $258,641; $1,613,798; $23,294,887 and $11,746,736 and shares outstanding of 24,955,777, 69,849,585, 550,964,102 and 408,705,991, respectively | $**10.36** | $**23.10** | $**42.28** | $**28.74** |
|  NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 4000000000 | 1500000000 |
|  Investment Securities at Cost | $257901 | $856972 | N/A | $7947185 |
|  Foreign Currencies at Cost | $2 | $— | $— | $— |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $332703 | $814887 | $13975569 | $7665859 |
|  Total Distributable Earnings (Loss) | (74062) | 798911 | 9319318 | 4187576 |
|  **NET ASSETS** | $258641 | $1613798 | $23294887 | $11853435 |

---

------

\* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |<br>**U.S. Small Cap**<br>**Value Portfolio\*** | **U.S. Core**<br>**Equity 1**<br>**Portfolio\*** | **U.S. Core**<br>**Equity 2**<br>**Portfolio\*** | **U.S. Vector**<br>**Equity**<br>**Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investment Securities at Value (including $1,054,810, $1,386,939, $1,530,820 and $303,032 of securities on loan, respectively) | $14222566 | $27702809 | $28996652 | $4380981 |
|  Temporary Cash Investments at Value & Cost | 115130 | 248087 | 272588 | 37533 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $939,333, $1,197,612, $1,077,301 and $227,708, respectively) | 939014 | 1197211 | 1076958 | 227604 |
|  Segregated Cash for Futures Contracts | 6040 | 16160 | 12790 | 1810 |
|  Cash |  | 14055 | 8513 | 1502 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 31562 | 76745 | 36333 | 6371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 7184 | 22078 | 21565 | 2693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 323 | 429 | 468 | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 8919 | 10467 | 8738 | 2336 |
|  Prepaid Expenses and Other Assets | 102 | 222 | 155 | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 15330840 | 29288263 | 30434760 | 4660966 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Custodian | 1274 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 969028 | 1131496 | 1108626 | 227703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  | 66660 | 16180 | 3970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 11261 | 26116 | 29142 | 2848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 3195 | 2731 | 3790 | 890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 853 | 4781 | 1807 | 256 |
|  Accrued Expenses and Other Liabilities | 791 | 1197 | 1268 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 986402 | 1232981 | 1160813 | 235906 |
|  **NET ASSETS** | $14344438 | $28055282 | $29273947 | $4425060 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares — based on net assets of $14,344,438; $28,055,282; $29,273,947 and $4,425,060 and shares outstanding of 341,473,278, 913,841,700, 1,045,136,809 and 198,910,828, respectively | $**42.01** | $**30.70** | $**28.01** | $**22.25** |
|  NUMBER OF SHARES AUTHORIZED | 3400000000 | 3000000000 | 4600000000 | 2000000000 |
|  Investment Securities at Cost | $9287201 | $13059889 | $13737377 | $2236989 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $8737206 | $12721176 | $13170523 | $2135719 |
|  Total Distributable Earnings (Loss) | 5607232 | 15334106 | 16103424 | 2289341 |
|  **NET ASSETS** | $14344438 | $28055282 | $29273947 | $4425060 |

---

------

\* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |<br>**U.S. Small Cap**<br>**Portfolio\*** |<br>**U.S. Micro Cap**<br>**Portfolio\*** | **U.S. High**<br>**Relative**<br>**Profitability**<br>**Portfolio\*** | **DFA Real**<br>**Estate**<br>**Securities**<br>**Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investment Securities at Value (including $1,765,485, $648,270, $36,288 and $454,251 of securities on loan, respectively) | $13795160 | $6423832 | $4617446 | $7952292 |
|  Temporary Cash Investments at Value & Cost | 92670 | 50273 | 36050 | 124840 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $1,541,139, $544,252, $2,788 and $365,849, respectively) | 1540634 | 544018 | 2788 | 365690 |
|  Segregated Cash for Futures Contracts | 5170 | 2810 | 1650 | 6190 |
|  Cash | 1063 | 807 |  |  |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 138111 | 1340 | 3272 | 436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 4659 | 2762 | 6568 | 4500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 432 | 205 | 7 | 125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 6247 | 1383 | 2455 | 2988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 128 |  |  |  |
|  Prepaid Expenses and Other Assets | 55 | 67 | 46 | 59 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 15584329 | 7027497 | 4670282 | 8457120 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 1677242 | 534124 | 2860 | 364037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  | 10299 | 666 | 7747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 19986 | 4924 | 3258 | 13984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 2790 | 1962 | 715 | 1024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation |  | 397 | 233 | 874 |
|  Accrued Expenses and Other Liabilities | 709 | 357 | 252 | 528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 1700727 | 552063 | 7984 | 388194 |
|  **NET ASSETS** | $13883602 | $6475434 | $4662298 | $8068926 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares - based on net assets of $13,883,602; $6,475,434; $4,662,298 and $8,068,926 and shares outstanding of 338,118,885, 264,805,350, 270,531,925 and 210,180,866, respectively | $**41.06** | $**24.45** | $**17.23** | $**38.39** |
|  NUMBER OF SHARES AUTHORIZED | 2000000000 | 3000000000 | 500000000 | 1700000000 |
|  Investment Securities at Cost | $7784405 | $3758697 | $3694848 | $5253634 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $7359672 | $3567492 | $3648595 | $5067575 |
|  Total Distributable Earnings (Loss) | 6523930 | 2907942 | 1013703 | 3001351 |
|  **NET ASSETS** | $13883602 | $6475434 | $4662298 | $8068926 |

---

------

\* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Enhanced U.S.**<br>**Large**<br>**Company**<br>**Portfolio<sup>#</sup>** |<br>**U.S. Large Cap**<br>**Equity**<br>**Portfolio<sup>#</sup>** |<br>**U.S. Large Cap**<br>**Value Portfolio\*** |<br>**U.S. Targeted**<br>**Value Portfolio<sup>#</sup>** |
|  **Investment Income** |  |  |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $0, $0, $38 and $0, respectively) |  |  | $553562 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending |  |  | 561 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies |  |  | (25288) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies |  |  | 528835 |  |
|  **Fund Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $0, $5, $0 and $297, respectively) |  | $29715 |  | $212967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest | $4722 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 11 | 67 |  | 1302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Investment Income | 4733 | 29782 |  | 214269 |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 404 | 1887 | 45731 | 33964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 32 | 272 | 3332 | 921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; S&P 500<sup>®</sup> Fees | 45 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 20 | 28 |  | 187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholder Servicing Fees |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R1 Shares |  |  |  | 47 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares |  |  |  | 164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 24 | 33 | 223 | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 26 | 61 | 348 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 1 | 14 | 114 | 62 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 4 | 25 | 305 | 167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) | 11 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 4 | 66 | 177 | 383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 571 | 2386 | 50230 | 36481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 65 |  | 24071 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) | 8 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 498 | 2386 | 26159 | 36481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 4235 | 27396 | 502676 | 177788 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | (18469) | 55532 |  | 481149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 2 | (4) |  | (183) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*\* |  |  | 638941 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (26807) | 107 |  | (21845) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (30) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 8012 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (10721) | (370165) |  | (802130) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (2) | (5) |  | (345) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  | (2005602) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (30214) |  |  | 398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (23) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 3153 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (75099) | (314535) | (1366661) | (342956) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(70864) | $(287139) | $(863985) | $(165168) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively. 

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

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Small Cap<br>Value Portfolio<sup>#</sup>** | **U.S. Core**<br>**Equity 1**<br>**Portfolio<sup>#</sup>** | **U.S. Core**<br>**Equity 2**<br>**Portfolio<sup>#</sup>** | **U.S. Vector**<br>**Equity**<br>**Portfolio<sup>#</sup>** |
|  **Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $686, $103, $140 and $38, respectively) | $277641 | $491360 | $504013 | $82494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 1443 | 2027 | 2347 | 483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 279084 | 493387 | 506360 | 82977 |
|  **Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 44129 | 36483 | 50809 | 11712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 1830 | 4887 | 4600 | 799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 232 | 374 | 396 | 73 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 176 | 356 | 356 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 287 | 567 | 584 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 67 | 168 | 144 | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 170 | 410 | 429 | 60 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 354 | 747 | 785 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 47245 | 43992 | 58103 | 12968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 47245 | 43992 | 58103 | 12968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 231839 | 449395 | 448257 | 70009 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | 724122 | 746757 | 908780 | 159333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (244) | (228) | (225) | (49) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (14918) | (31585) | (34730) | (5485) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (849358) | (5000570) | (5092843) | (594083) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (387) | (421) | (384) | (121) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 4538 | (15318) | (11179) | (1963) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (136247) | (4301365) | (4230581) | (442368) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $95592 | $(3851970) | $(3782324) | $(372359) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Small Cap**<br>**Portfolio<sup>#</sup>** | **U.S. Micro Cap**<br>**Portfolio<sup>#</sup>** | **U.S. High**<br>**Relative**<br>**Profitability**<br>**Portfolio<sup>#</sup>** | **DFA Real**<br>**Estate**<br>**Securities**<br>**Portfolio<sup>#</sup>** |
|  **Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $172, $125, $1 and $0, respectively) | $203156 | $98972 | $96082 | $212523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 2232 | 1152 | 68 | 499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 205388 | 100124 | 96150 | 213022 |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 39156 | 26213 | 10155 | 16905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 1334 | 852 | 918 | 1408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 264 | 131 | 72 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 149 | 115 | 151 | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 280 | 144 | 261 | 344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 67 | 31 | 62 | 43 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 173 | 83 | 75 | 141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) |  |  |  | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 391 | 168 | 155 | 236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 41814 | 27737 | 11849 | 19403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) |  |  |  | 1502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 41814 | 27737 | 11849 | 17901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 163574 | 72387 | 84301 | 195121 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | 597912 | 280167 | 113487 | 343226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (303) | (141) | (7) | (91) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (21083) | (16098) | (7134) | (10229) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions |  | 37518 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (2273036) | (939247) | (678479) | (2500744) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (567) | (266) |  | (185) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (1773) | 119 | (2379) | 323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (1698850) | (637948) | (574512) | (2167700) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(1535276) | $(565561) | $(490211) | $(1972579) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Enhanced U.S. Large<br>Company Portfolio** | **Enhanced U.S. Large<br>Company Portfolio** | **U.S. Large Cap Equity**<br>**Portfolio** | **U.S. Large Cap Equity**<br>**Portfolio** | **U.S. Large Cap Value**<br>**Portfolio\*\*\*** | **U.S. Large Cap Value**<br>**Portfolio\*\*\*** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $4235 | $2465 | $27396 | $27055 | $502676 | $429517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | (18469) | 8383 | 55532 | 77747 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 2 |  | (4) | (3) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*,\*\* |  |  |  |  | 638941 | 1197847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (26807) | 121329 | 107 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (30) | (56) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 8012 | (2075) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions |  |  |  | 11793 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (10721) | (6769) | (370165) | 578484 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (2) |  | (5) | (2) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  |  |  | (2005602) | 7131104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (30214) | 29567 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (23) | (4) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 3153 | (3235) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (70864) | 149605 | (287139) | 695074 | (863985) | 8758468 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (133571) | (30328) | (90612) | (27774) | (1117729) | (401298) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 48491 | 57957 | 213960 | 291004 | 4190043 | 4217940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 133398 | 30299 | 81512 | 24838 | 1033573 | 375792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (145680) | (213988) | (504737) | (475766) | (5256718) | (6356276) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 36209 | (125732) | (209265) | (159924) | (33102) | (1762544) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (168226) | (6455) | (587016) | 507376 | (2014816) | 6594626 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 426867 | 433322 | 2200814 | 1693438 | 25309703 | 18715077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $258641 | $426867 | $1613798 | $2200814 | $23294887 | $25309703 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 3691 | 3614 | 8558 | 11836 | 96435 | 99361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 10160 | 2042 | 3061 | 994 | 23697 | 8865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (11934) | (13433) | (20072) | (19169) | (120437) | (152905) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 1917 | (7777) | (8453) | (6339) | (305) | (44679) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0 and $0, respectively. 

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

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Targeted Value**<br>**Portfolio** | **U.S. Targeted Value**<br>**Portfolio** | **U.S. Small Cap Value**<br>**Portfolio** | **U.S. Small Cap Value**<br>**Portfolio** | **U.S. Core Equity 1**<br>**Portfolio** | **U.S. Core Equity 1**<br>**Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $177788 | $198730 | $231839 | $282263 | $449395 | $410758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | 481149 | 1091327 | 724122 | 1961127 | 746757 | 975666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (183) | (19) | (244) | (6) | (228) | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (21845) | 31099 | (14918) | 35883 | (31585) | 74671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (802130) | 4695607 | (849358) | 4964267 | (5000570) | 9374964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (345) | (24) | (387) | (18) | (421) | (42) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 398 | 5644 | 4538 | 6558 | (15318) | 12449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (165168) | 6022364 | 95592 | 7250074 | (3851970) | 10848472 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R1 Shares | (5129) | (889) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | (5446) | (922) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (964425) | (186950) | (1470644) | (282350) | (1269285) | (396374) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (975000) | (188761) | (1470644) | (282350) | (1269285) | (396374) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 2691895 | 2413093 | 2634579 | 2353153 | 4313735 | 3731277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 935419 | 181306 | 1344674 | 257340 | 1221541 | 385732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (3369049) | (4489318) | (3405110) | (4913927) | (5743780) | (5612000) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 258265 | (1894919) | 574143 | (2303434) | (208504) | (1494991) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (881903) | 3938684 | (800909) | 4664290 | (5329759) | 8957107 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 12735338 | 8796654 | 15145347 | 10481057 | 33385041 | 24427934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $11853435 | $12735338 | $14344438 | $15145347 | $28055282 | $33385041 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 93255 | 85084 | 63267 | 56798 | 132367 | 115212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 32294 | 6639 | 32160 | 6840 | 35760 | 11903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (116048) | (162459) | (80833) | (120183) | (175289) | (173808) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 9501 | (70736) | 14594 | (56545) | (7162) | (46693) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Core Equity 2 Portfolio** | **U.S. Core Equity 2 Portfolio** | **U.S. Vector Equity Portfolio** | **U.S. Vector Equity Portfolio** | **U.S. Small Cap Portfolio** | **U.S. Small Cap Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $448257 | $416576 | $70009 | $63055 | $163574 | $187098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | 908780 | 1429312 | 159333 | 359202 | 597912 | 1236222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (225) | 5 | (49) | (10) | (303) | (15) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (34730) | 77878 | (5485) | 10622 | (21083) | 29482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (5092843) | 9830032 | (594083) | 1496357 | (2273036) | 5738332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (384) | (46) | (121) | (6) | (567) | (46) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (11179) | 10410 | (1963) | 1490 | (1773) | 7732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (3782324) | 11764167 | (372359) | 1930710 | (1535276) | 7198805 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (1676395) | (403127) | (387023) | (59880) | (1001810) | (191245) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 3998679 | 4280791 | 667556 | 622066 | 2418174 | 1966837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 1650798 | 396434 | 381930 | 59202 | 944361 | 180123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (6065708) | (6559673) | (1047819) | (982039) | (3689252) | (5596845) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (416231) | (1882448) | 1667 | (300771) | (326717) | (3449885) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (5874950) | 9478592 | (757715) | 1570059 | (2863803) | 3557675 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 35148897 | 25670305 | 5182775 | 3612716 | 16747405 | 13189730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $29273947 | $35148897 | $4425060 | $5182775 | $13883602 | $16747405 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 134993 | 144078 | 28984 | 26612 | 57023 | 44774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions. | 52814 | 13361 | 16017 | 2515 | 21166 | 4260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (202581) | (224097) | (45273) | (42433) | (85366) | (129256) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (14774) | (66658) | (272) | (13306) | (7177) | (80222) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Micro Cap Portfolio** | **U.S. Micro Cap Portfolio** | **U.S. High Relative**<br>**Profitability Portfolio** | **U.S. High Relative**<br>**Profitability Portfolio** | **DFA Real Estate Securities**<br>**Portfolio** | **DFA Real Estate Securities**<br>**Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $72387 | $62481 | $84301 | $73782 | $195121 | $210998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | 280167 | 742238 | 113487 | 131919 | 343226 | 148206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (141) | (21) | (7) |  | (91) | (14) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (16098) | 16057 | (7134) | 10476 | (10229) | 21701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions | 37518 | 7153 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (939247) | 2315847 | (678479) | 1189688 | (2500744) | 3314181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (266) | (10) |  | (1) | (185) | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 119 | 3108 | (2379) | 1528 | 323 | 3785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (565561) | 3146853 | (490211) | 1407392 | (1972579) | 3698850 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (741898) | (65321) | (193881) | (70633) | (291803) | (250605) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 1087837 | 707002 | 1190255 | 1659760 | 1555500 | 1673718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 683212 | 60120 | 193188 | 70349 | 263575 | 221041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (1442021) | (1515047) | (1872690) | (860356) | (2700865) | (2265461) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 329028 | (747925) | (489247) | 869753 | (881790) | (370702) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (978431) | 2333607 | (1173339) | 2206512 | (3146172) | 3077543 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 7453865 | 5120258 | 5835637 | 3629125 | 11215098 | 8137555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $6475434 | $7453865 | $4662298 | $5835637 | $8068926 | $11215098 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 43512 | 26537 | 65459 | 95038 | 34851 | 40000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 25842 | 2311 | 10217 | 3936 | 5474 | 5800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (56767) | (58103) | (104293) | (48305) | (59493) | (54340) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 12587 | (29255) | (28617) | 50669 | (19168) | (8540) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Enhanced U.S. Large Company Portfolio** | **Enhanced U.S. Large Company Portfolio** | **Enhanced U.S. Large Company Portfolio** | **Enhanced U.S. Large Company Portfolio** | **Enhanced U.S. Large Company Portfolio** | **U.S. Large Cap Equity Portfolio** | **U.S. Large Cap Equity Portfolio** | **U.S. Large Cap Equity Portfolio** | **U.S. Large Cap Equity Portfolio** | **U.S. Large Cap Equity Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $18.53 | $14.06 | $14.02 | $13.03 | $14.54 | $28.11 | $20.01 | $18.61 | $16.75 | $15.93 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.15 | 0.10 | 0.12 | 0.26 | 0.26 | 0.37 | 0.33 | 0.32 | 0.31 | 0.28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (2.48) | 5.49 | 1.17 | 1.60 | 0.52 | (4.19) | 8.11 | 1.42 | 1.86 | 0.81 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (2.33) | 5.59 | 1.29 | 1.86 | 0.78 | (3.82) | 8.44 | 1.74 | 2.17 | 1.09 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.11) | (0.13) | (0.11) | (0.30) | (0.25) | (0.34) | (0.34) | (0.31) | (0.31) | (0.27) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (5.73) | (0.99) | (1.14) | (0.57) | (2.04) | (0.85) |  | (0.03) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (5.84) | (1.12) | (1.25) | (0.87) | (2.29) | (1.19) | (0.34) | (0.34) | (0.31) | (0.27) |
|  Net Asset Value, End of Year | $10.36 | $18.53 | $14.06 | $14.02 | $13.03 | $23.10 | $28.11 | $20.01 | $18.61 | $16.75 |
|  Total Return | (19.24%) | 41.82% | 9.55% | 15.67% | 5.62% | (14.12%) | 42.42% | 9.52% | 13.13% | 6.82% |
|  Net Assets, End of Year (thousands) | $258641 | $426867 | $433322 | $386750 | $327063 | $1613798 | $2200814 | $1693438 | $1611529 | $1457218 |
|  Ratio of Expenses to Average Net Assets | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% | 0.13% | 0.14% | 0.16% | 0.19% | 0.17% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.17% | 0.17% | 0.22% | 0.25% | 0.23% | 0.13% | 0.14% | 0.16% | 0.19% | 0.17% |
|  Ratio of Net Investment Income to Average Net Assets | 1.26% | 0.59% | 0.89% | 1.98% | 1.94% | 1.45% | 1.32% | 1.68% | 1.77% | 1.64% |
|  Portfolio Turnover Rate | 118% | 70% | 90% | 109% | 91% | 7% | 7% | 20% | 22% | 7% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Large Cap Value Portfolio** | **U.S. Large Cap Value Portfolio** | **U.S. Large Cap Value Portfolio** | **U.S. Large Cap Value Portfolio** | **U.S. Large Cap Value Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $45.91 | $31.40 | $37.13 | $37.41 | $38.84 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.91 | 0.76 | 0.79 | 0.83 | 0.78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (2.50) | 14.46 | (4.98) | 1.45 | 0.35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (1.59) | 15.22 | (4.19) | 2.28 | 1.13 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.82) | (0.71) | (0.73) | (0.76) | (0.73) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (1.22) |  | (0.81) | (1.80) | (1.83) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (2.04) | (0.71) | (1.54) | (2.56) | (2.56) |
|  Net Asset Value, End of Year | $42.28 | $45.91 | $31.40 | $37.13 | $37.41 |
|  Total Return | (3.54%) | 48.68% | (11.56%) | 6.97% | 2.79% |
|  Net Assets, End of Year (thousands) | $23294887 | $25309703 | $18715077 | $25656577 | $25268336 |
|  Ratio of Expenses to Average Net Assets (B) | 0.21% | 0.23% | 0.27% | 0.28% | 0.27% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (B) | 0.31% | 0.33% | 0.37% | 0.38% | 0.37% |
|  Ratio of Net Investment Income to Average Net Assets | 2.09% | 1.80% | 2.38% | 2.33% | 1.98% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Targeted Value Portfolio-Class R1 Shares** | **U.S. Targeted Value Portfolio-Class R1 Shares** | **U.S. Targeted Value Portfolio-Class R1 Shares** | **U.S. Targeted Value Portfolio-Class R1 Shares** | **U.S. Targeted Value Portfolio-Class R1 Shares** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $31.60 | $18.57 | $22.30 | $23.45 | $25.15 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.41 | 0.44 | 0.30 | 0.30 | 0.28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (0.88) | 13.00 | (3.19) | (0.24) | (0.63) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (0.47) | 13.44 | (2.89) | 0.06 | (0.35) |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.36) | (0.41) | (0.27) | (0.27) | (0.26) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (2.03) |  | (0.57) | (0.94) | (1.09) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (2.39) | (0.41) | (0.84) | (1.21) | (1.35) |
|  Net Asset Value, End of Year | $28.74 | $31.60 | $18.57 | $22.30 | $23.45 |
|  Total Return | (1.48%) | 72.74% | (13.34%) | 0.78% | (1.61%) |
|  Net Assets, End of Year (thousands) | $32553 | $70291 | $31832 | $56378 | $47848 |
|  Ratio of Expenses to Average Net Assets | 0.40% | 0.43% | 0.47% | 0.48% | 0.47% |
|  Ratio of Net Investment Income to Average Net Assets | 1.38% | 1.52% | 1.56% | 1.34% | 1.10% |
|  Portfolio Turnover Rate | 18% | 13% | 20% | 16% | 23% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Targeted Value Portfolio-Class R2 Shares** | **U.S. Targeted Value Portfolio-Class R2 Shares** | **U.S. Targeted Value Portfolio-Class R2 Shares** | **U.S. Targeted Value Portfolio-Class R2 Shares** | **U.S. Targeted Value Portfolio-Class R2 Shares** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $31.44 | $18.48 | $22.18 | $23.32 | $25.03 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.36 | 0.39 | 0.27 | 0.27 | 0.24 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (0.86) | 12.94 | (3.16) | (0.23) | (0.63) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (0.50) | 13.33 | (2.89) | 0.04 | (0.39) |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.33) | (0.37) | (0.24) | (0.24) | (0.23) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (2.03) |  | (0.57) | (0.94) | (1.09) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (2.36) | (0.37) | (0.81) | (1.18) | (1.32) |
|  Net Asset Value, End of Year | $28.58 | $31.44 | $18.48 | $22.18 | $23.32 |
|  Total Return | (1.62%) | 72.45% | (13.42%) | 0.64% | (1.79%) |
|  Net Assets, End of Year (thousands) | $74146 | $73279 | $52931 | $72669 | $108168 |
|  Ratio of Expenses to Average Net Assets | 0.54% | 0.58% | 0.62% | 0.63% | 0.62% |
|  Ratio of Net Investment Income to Average Net Assets | 1.24% | 1.41% | 1.39% | 1.21% | 0.95% |
|  Portfolio Turnover Rate | 18% | 13% | 20% | 16% | 23% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Targeted Value Portfolio-Institutional Class Shares** | **U.S. Targeted Value Portfolio-Institutional Class Shares** | **U.S. Targeted Value Portfolio-Institutional Class Shares** | **U.S. Targeted Value Portfolio-Institutional Class Shares** | **U.S. Targeted Value Portfolio-Institutional Class Shares** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $31.61 | $18.57 | $22.31 | $23.46 | $25.16 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.43 | 0.46 | 0.31 | 0.32 | 0.30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (0.87) | 13.02 | (3.19) | (0.23) | (0.63) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (0.44) | 13.48 | (2.88) | 0.09 | (0.33) |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.40) | (0.44) | (0.29) | (0.30) | (0.28) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (2.03) |  | (0.57) | (0.94) | (1.09) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (2.43) | (0.44) | (0.86) | (1.24) | (1.37) |
|  Net Asset Value, End of Year | $28.74 | $31.61 | $18.57 | $22.31 | $23.46 |
|  Total Return | (1.39%) | 72.95% | (13.27%) | 0.88% | (1.52%) |
|  Net Assets, End of Year (thousands) | $11746736 | $12591768 | $8711891 | $10655324 | $10307146 |
|  Ratio of Expenses to Average Net Assets | 0.30% | 0.33% | 0.37% | 0.38% | 0.37% |
|  Ratio of Net Investment Income to Average Net Assets | 1.47% | 1.65% | 1.65% | 1.45% | 1.20% |
|  Portfolio Turnover Rate | 18% | 13% | 20% | 16% | 23% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Small Cap Value Portfolio** | **U.S. Small Cap Value Portfolio** | **U.S. Small Cap Value Portfolio** | **U.S. Small Cap Value Portfolio** | **U.S. Small Cap Value Portfolio** | **U.S. Core Equity 1 Portfolio** | **U.S. Core Equity 1 Portfolio** | **U.S. Core Equity 1 Portfolio** | **U.S. Core Equity 1 Portfolio** | **U.S. Core Equity 1 Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $46.33 | $27.34 | $32.79 | $36.39 | $39.07 | $36.25 | $25.24 | $24.71 | $22.77 | $22.01 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.68 | 0.80 | 0.44 | 0.42 | 0.39 | 0.49 | 0.44 | 0.41 | 0.40 | 0.36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (0.47) | 18.98 | (4.95) | (1.69) | (0.90) | (4.65) | 10.99 | 0.93 | 2.08 | 0.88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 0.21 | 19.78 | (4.51) | (1.27) | (0.51) | (4.16) | 11.43 | 1.34 | 2.48 | 1.24 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.67) | (0.79) | (0.38) | (0.38) | (0.37) | (0.45) | (0.42) | (0.39) | (0.40) | (0.35) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (3.86) |  | (0.56) | (1.95) | (1.80) | (0.94) |  | (0.42) | (0.14) | (0.13) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (4.53) | (0.79) | (0.94) | (2.33) | (2.17) | (1.39) | (0.42) | (0.81) | (0.54) | (0.48) |
|  Net Asset Value, End of Year | $42.01 | $46.33 | $27.34 | $32.79 | $36.39 | $30.70 | $36.25 | $25.24 | $24.71 | $22.77 |
|  Total Return | 0.58% | 73.01% | (14.11%) | (3.04%) | (1.48%) | (11.85%) | 45.50% | 5.55% | 11.18% | 5.59% |
|  Net Assets, End of Year (thousands) | $14344438 | $15145347 | $10481057 | $13766513 | $14732615 | $28055282 | $33385041 | $24427934 | $26592058 | $23629726 |
|  Ratio of Expenses to Average Net Assets | 0.33% | 0.42% | 0.52% | 0.53% | 0.52% | 0.14% | 0.15% | 0.18% | 0.20% | 0.19% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed) | 0.33% | 0.42% | 0.52% | 0.53% | 0.52% | 0.14% | 0.15% | 0.18% | 0.20% | 0.19% |
|  Ratio of Net Investment Income to Average Net Assets | 1.62% | 1.94% | 1.56% | 1.26% | 1.00% | 1.48% | 1.34% | 1.69% | 1.72% | 1.55% |
|  Portfolio Turnover Rate | 23% | 22% | 18% | 19% | 27% | 5% | 4% | 3% | 5% | 3% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Core Equity 2 Portfolio** | **U.S. Core Equity 2 Portfolio** | **U.S. Core Equity 2 Portfolio** | **U.S. Core Equity 2 Portfolio** | **U.S. Core Equity 2 Portfolio** | **U.S. Vector Equity Portfolio** | **U.S. Vector Equity Portfolio** | **U.S. Vector Equity Portfolio** | **U.S. Vector Equity Portfolio** | **U.S. Vector Equity Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $33.16 | $22.79 | $22.66 | $21.25 | $20.90 | $26.02 | $17.00 | $18.71 | $18.40 | $19.16 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.42 | 0.39 | 0.36 | 0.36 | 0.34 | 0.35 | 0.31 | 0.27 | 0.28 | 0.26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (3.98) | 10.35 | 0.60 | 1.65 | 0.53 | (2.17) | 9.00 | (1.40) | 0.72 | (0.10) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (3.56) | 10.74 | 0.96 | 2.01 | 0.87 | (1.82) | 9.31 | (1.13) | 1.00 | 0.16 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.39) | (0.37) | (0.33) | (0.37) | (0.32) | (0.32) | (0.29) | (0.25) | (0.27) | (0.25) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (1.20) |  | (0.50) | (0.23) | (0.20) | (1.63) |  | (0.33) | (0.42) | (0.67) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.59) | (0.37) | (0.83) | (0.60) | (0.52) | (1.95) | (0.29) | (0.58) | (0.69) | (0.92) |
|  Net Asset Value, End of Year | $28.01 | $33.16 | $22.79 | $22.66 | $21.25 | $22.25 | $26.02 | $17.00 | $18.71 | $18.40 |
|  Total Return | (11.19%) | 47.35% | 4.37% | 9.78% | 4.16% | (7.42%) | 54.98% | (6.12%) | 5.92% | 0.69% |
|  Net Assets, End of Year (thousands) | $29273947 | $35148897 | $25670305 | $27829155 | $24677650 | $4425060 | $5182775 | $3612716 | $4583612 | $4610769 |
|  Ratio of Expenses to Average Net Assets | 0.18% | 0.19% | 0.21% | 0.22% | 0.22% | 0.28% | 0.29% | 0.32% | 0.33% | 0.32% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed) | 0.18% | 0.19% | 0.21% | 0.22% | 0.22% | 0.28% | 0.29% | 0.32% | 0.33% | 0.32% |
|  Ratio of Net Investment Income to Average Net Assets | 1.41% | 1.29% | 1.63% | 1.69% | 1.53% | 1.49% | 1.31% | 1.59% | 1.53% | 1.35% |
|  Portfolio Turnover Rate | 5% | 5% | 3% | 6% | 5% | 10% | 10% | 13% | 6% | 10% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Small Cap Portfolio** | **U.S. Small Cap Portfolio** | **U.S. Small Cap Portfolio** | **U.S. Small Cap Portfolio** | **U.S. Small Cap Portfolio** | **U.S. Micro Cap Portfolio** | **U.S. Micro Cap Portfolio** | **U.S. Micro Cap Portfolio** | **U.S. Micro Cap Portfolio** | **U.S. Micro Cap Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $48.50 | $31.00 | $33.80 | $35.02 | $36.48 | $29.55 | $18.19 | $20.78 | $21.88 | $22.76 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.48 | 0.50 | 0.35 | 0.38 | 0.39 | 0.27 | 0.24 | 0.18 | 0.20 | 0.17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (4.93) | 17.50 | (2.02) | (0.05) | (0.08) | (2.41) | 11.37 | (2.18) | (0.26) | 0.12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (4.45) | 18.00 | (1.67) | 0.33 | 0.31 | (2.14) | 11.61 | (2.00) | (0.06) | 0.29 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.45) | (0.50) | (0.32) | (0.35) | (0.37) | (0.26) | (0.25) | (0.16) | (0.18) | (0.16) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (2.54) |  | (0.81) | (1.20) | (1.40) | (2.70) |  | (0.43) | (0.86) | (1.01) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (2.99) | (0.50) | (1.13) | (1.55) | (1.77) | (2.96) | (0.25) | (0.59) | (1.04) | (1.17) |
|  Net Asset Value, End of Year | $41.06 | $48.50 | $31.00 | $33.80 | $35.02 | $24.45 | $29.55 | $18.19 | $20.78 | $21.88 |
|  Total Return | (9.62%) | 58.30% | (5.08%) | 1.41% | 0.77% | (7.93%) | 64.00% | (9.87%) | 0.24% | 1.29% |
|  Net Assets, End of Year (thousands) | $13883602 | $16747405 | $13189730 | $17392495 | $17303451 | $6475434 | $7453865 | $5120258 | $6351299 | $6478316 |
|  Ratio of Expenses to Average Net Assets | 0.29% | 0.33% | 0.36% | 0.37% | 0.37% | 0.41% | 0.46% | 0.52% | 0.53% | 0.52% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed) | 0.29% | 0.33% | 0.36% | 0.37% | 0.37% | 0.41% | 0.46% | 0.52% | 0.53% | 0.52% |
|  Ratio of Net Investment Income to Average Net Assets | 1.12% | 1.13% | 1.15% | 1.13% | 1.06% | 1.08% | 0.90% | 1.00% | 0.98% | 0.74% |
|  Portfolio Turnover Rate | 13% | 12% | 3% | 8% | 13% | 22% | 20% | 11% | 15% | 19% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. High Relative Profitability Portfolio** | **U.S. High Relative Profitability Portfolio** | **U.S. High Relative Profitability Portfolio** | **U.S. High Relative Profitability Portfolio** | **U.S. High Relative Profitability Portfolio** | **DFA Real Estate Securities Portfolio** | **DFA Real Estate Securities Portfolio** | **DFA Real Estate Securities Portfolio** | **DFA Real Estate Securities Portfolio** | **DFA Real Estate Securities Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $19.51 | $14.61 | $13.51 | $11.85 | $10.93 | $48.90 | $34.21 | $41.90 | $34.14 | $34.99 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.29 | 0.26 | 0.25 | 0.22 | 0.19 | 0.89 | 0.90 | 1.01 | 0.52 | 1.60 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (1.91) | 4.89 | 1.07 | 1.64 | 0.89 | (10.10) | 14.86 | (7.77) | 8.09 | (0.69) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (1.62) | 5.15 | 1.32 | 1.86 | 1.08 | (9.21) | 15.76 | (6.76) | 8.61 | 0.91 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.27) | (0.25) | (0.22) | (0.20) | (0.16) | (0.79) | (0.95) | (0.87) | (0.85) | (1.65) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.39) |  |  |  |  | (0.51) | (0.12) | (0.06) |  | (0.11) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.66) | (0.25) | (0.22) | (0.20) | (0.16) | (1.30) | (1.07) | (0.93) | (0.85) | (1.76) |
|  Net Asset Value, End of Year | $17.23 | $19.51 | $14.61 | $13.51 | $11.85 | $38.39 | $48.90 | $34.21 | $41.90 | $34.14 |
|  Total Return | (8.55%) | 35.42% | 9.90% | 15.88% | 9.88% | (19.38%) | 47.01% | (16.27%) | 25.64 | 2.63% |
|  Net Assets, End of Year (thousands) | $4662298 | $5835637 | $3629125 | $1703302 | $722728 | $8068926 | $11215098 | $8137555 | $10671437 | $8577658 |
|  Ratio of Expenses to Average Net Assets | 0.23% | 0.24% | 0.25% | 0.25% | 0.25% | 0.18% | 0.18% | 0.18% | 0.18 | 0.18% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) | 0.23% | 0.24% | 0.25% | 0.25% | 0.27% | 0.20% | 0.20% | 0.20% | 0.20 | 0.19% |
|  Ratio of Net Investment Income to Average Net Assets | 1.61% | 1.46% | 1.76% | 1.73% | 1.58% | 1.96% | 2.12% | 2.73% | 1.38 | 4.66% |
|  Portfolio Turnover Rate | 20% | 12% | 0% | 4% | 7% | 3% | 5% | 5% | 3 | 3% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and two operational portfolios, of which twelve (the "Portfolios") are included in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

Of the Portfolios, one (the "Feeder Fund") invests all of its assets in a corresponding series (the "Master Fund" which is treated as a partnership for federal income tax purposes) of The DFA Investment Trust Company ("DFAITC"). As of October 31, 2022, the Feeder Fund was the owner of record of the approximate percentage of the total outstanding shares of the Master Fund as detailed below:

---

| | | |
|:---|:---|:---|
| **Feeder Fund** | **Master Fund** | **Percentage**<br>**Ownership**<br>**at 10/31/22** |
|  U.S. Large Cap Value Portfolio | The U.S. Large Cap Value Series | 86% |

---

To achieve its investment objective, the Feeder Fund invests substantially all of its assets in the Master Fund as indicated above. The Feeder Fund also invests in short-term temporary cash investments and futures.

The financial statements of the Master Fund are included elsewhere in this report and should be read in conjunction with the financial statements of the Feeder Fund.

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities,
open-end investment companies, and futures contracts)

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

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

Securities held by Enhanced U.S. Large Company Portfolio, U.S. Large Cap Equity Portfolio, U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Core Equity 2 Portfolio, U.S. Vector Equity Portfolio, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio, DFA Real Estate Securities Portfolio and U.S. High Relative Profitability Portfolio (collectively, the "Domestic 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 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 value the securities within the range of the most recent quoted

------

bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management 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). These securities are generally categorized as Level 1 in the hierarchy.

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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Domestic Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Debt securities held by the Portfolios are valued on the basis of evaluated 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 that 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. These valuations are generally categorized as Level 2 or Level 3 in the hierarchy.

Listed derivatives, such as futures, that are actively traded are valued based on quoted prices from the exchange and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

Shares held by the Portfolios in other investment companies (such as the Master Fund) are valued at their respective daily net asset values as reported by their administrator. The Feeder Fund's investment in the Master Fund reflects its proportionate interest in the net assets of the Master Fund. These valuations are classified as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. A valuation hierarchy table has been included at the end of the Summary Schedule of Portfolio Holdings/Schedule of Investments (except for the Feeder Fund). The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Foreign Currency Translation:* Securities and other assets and liabilities of the Enhanced U.S. Large Company Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolio enters into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. 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. The Portfolio also enters into forward currency contracts solely for the purpose of hedging against fluctuations in currency exchange rates. These contracts are marked-to-market daily based on daily forward exchange rates.

The Enhanced U.S. Large Company Portfolio isolates the effect of foreign currency rate fluctuations when determining the realized 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 income tax reporting purposes.

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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 of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the Enhanced U.S. Large Company Portfolio and the U.S. dollar equivalent amounts actually received or paid.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Deferred Compensation Plan*: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (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: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities and from the investment in affiliated investment companies that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

Class R1 Shares, Class R2 Shares and Institutional Class Shares have equal rights to assets and earnings of a Portfolio. Income, gains and losses, and common expenses of a Portfolio are allocated to each class of shares based on its relative net assets. Each class will bear its own class-specific expenses, if any.

The Feeder Fund recognizes its pro-rata shares of net investment income and realized and unrealized gains/losses on a daily basis from its Master Fund within DFAITC, which is treated as a partnership for federal income tax purposes.

The Portfolios may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers 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 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. Additionally, 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.

------

**C. Investment Advisor**:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolios. For the year ended October 31, 2022, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

---

| | | |
|:---|:---|:---|
|  Enhanced U.S. Large Company Portfolio | 0.12 | % |
|  U.S. Large Cap Equity Portfolio | 0.1 | % |
|  U.S. Large Cap Value Portfolio | 0.19 | % |
|  U.S. Targeted Value Portfolio | 0.28 | %\* |
|  U.S. Small Cap Value Portfolio | 0.31 | %\* |
|  U.S. Core Equity 1 Portfolio | 0.12 | % |
|  U.S. Core Equity 2 Portfolio | 0.16 | % |
|  U.S. Vector Equity Portfolio | 0.25 | % |
|  U.S. Small Cap Portfolio | 0.27 | %\* |
|  U.S. Micro Cap Portfolio | 0.39 | %\* |
|  U.S. High Relative Profitability Portfolio | 0.19 | %\* |
|  DFA Real Estate Securities Portfolio | 0.17 | % |

---

\* Effective as of February 28, 2022, the management fees payable by the following Portfolios were reduced as follows:

---

| | | |
|:---|:---|:---|
| **Portfolio** | **Management Fee Prior to**<br> **February 28, 2022** | **Management Fee Effective**<br> **February 28, 2022** |
|  U.S. Targeted Value Portfolio | 0.30% | 0.27% |
|  U.S. Small Cap Value Portfolio | 0.36% | 0.28% |
|  U.S. Small Cap Portfolio | 0.30% | 0.25% |
|  U.S. Micro Cap Portfolio | 0.41% | 0.38% |
|  U.S. High Relative Profitability Portfolio | 0.20% | 0.19% |

---

Pursuant to Amended and Restated Fee Waiver and/or Expense Assumption Agreements (each, a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for the non-feeder Portfolios will remain in effect through February 28, 2023, may only be terminated by the Fund's Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. The Fee Waiver Agreement with respect to the total management fees paid by the Feeder Fund, as described in the notes below, will remain in effect permanently, unless terminated by the Fund. During the year ended October 31, 2022, the non-feeder Portfolios had expense limits based on a percentage of average net assets on an annualized basis, and the Advisor recovered previously waived fees and/or assumed expenses (amounts in thousands), as listed below. The net amount of waived fees/expenses assumed (recovered previously waived fees/expenses assumed) during the year ended October 31, 2022, and the previously waived fees/expenses assumed subject to future recovery by the Advisor as of October 31, 2022, are also reflected below (amounts in thousands). At any time that the Portfolio Expenses (defined below) of a class of a Portfolio are less than the applicable Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The Advisor, however, will not be reimbursed by the Feeder Fund in connection with its Permanent Fee Waiver (defined below). The Fund, on behalf of a Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Institutional Class Shares** | **Expense**<br>**Limitation**<br>**Amount** | **Total**<br>**Management<br>Fee Limit** | **Recovery**<br>**of Previously**<br>**Waived Fees/**<br>**Expenses Assumed** | **Waived Fees/**<br>**Expenses**<br>**Assumed** | **Previously<br>Waived Fees/**<br>**Expenses Assumed**<br>**Subject to Future**<br>**Recovery** |
|  Enhanced U.S. Large Company Portfolio (1) | 0.15% |  | $11 | $65 | $416 |
|  U.S. Large Cap Equity Portfolio (1) | 0.19% |  |  |  |  |
|  U.S. Large Cap Value Portfolio (2) |  | 0.19% |  | 24071 |  |
|  U.S. Targeted Value Portfolio (3)  | 0.50% |  |  |  |  |
|  U.S. Core Equity 1 Portfolio (1) | 0.23% |  |  |  |  |
|  U.S. Core Equity 2 Portfolio (1) | 0.26% |  |  |  |  |
|  U.S. Vector Equity Portfolio (1) | 0.36% |  |  |  |  |
|  U.S. High Relative Profitability Portfolio (4) | 0.25% |  |  |  |  |
|  DFA Real Estate Securities Portfolio (1) | 0.18% |  | 79 | 1502 | 5024 |
|  **<u>Class R1 Shares</u>** |  |  |  |  |  |
|  U.S. Targeted Value Portfolio (5)  | 0.62% |  |  |  |  |
|  **<u>Class R2 Shares</u>** |  |  |  |  |  |
|  U.S. Targeted Value Portfolio (5)  | 0.77% |  |  |  |  |

---

(1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the
Portfolio's ordinary operating expenses (excluding the expenses the Portfolio incurs indirectly through investment in other investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of the
Portfolio to the rate listed above as a percentage of average net assets on an annualized basis (the "Expense Limitation Amount").

(2) Effective February 28, 2021, the Advisor has contractually agreed to permanently waive all or a portion of
the management fee of the Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, including the proportionate share of the management fees the Portfolio pays indirectly through its investment in
other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in The DFA Short Term Investment Fund (the "Money Market Series"), to the rate listed above as a
percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Permanent Fee Waiver"). From February 28, 2020 to February 27, 2021, the Permanent Fee Waiver Limit was 0.23%. From July 21, 2015
to February 27, 2020, the Permanent Fee Waiver Limit was 0.25%.

(3) The Advisor has contractually agreed to waive its management fee and to assume the Portfolio's
Institutional Class Shares' expenses (excluding the expenses the Portfolio incurs indirectly through investment in other investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of the
Institutional Class Shares of the Portfolio to the rate listed above for such class of shares as a percentage of average net assets on an annualized basis (the "Expense Limitation Amount").

(4) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary
operating expenses of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding money market funds, but excluding the expenses that the Portfolio incurs indirectly
through its investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets of a
class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

(5) The Advisor has contractually agreed to reduce all or a portion of its management fee and to assume the direct
and indirect expenses of the Class R1 shares and Class R2 shares of the Portfolio (excluding the expenses the Portfolio incurs indirectly through investment in other investment companies) ("Portfolio Expenses") to the extent necessary to
limit the Portfolio Expenses of the Class R1 shares and Class R2 shares of the Portfolio to the rate listed above for such class of shares as a percentage of average net assets (the "Expense Limitation Amount").

------

**Earned Income Credit:** 

Additionally, the following Portfolio has entered into an arrangement with its custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolio's custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of the Portfolio's net assets. During the year ended October 31, 2022, expenses reduced were as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Fees Paid**<br>**Indirectly** |
|  Enhanced U.S. Large Company Portfolio | $8 |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2022, the total related amount paid by the Fund to the CCO was $166 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  Enhanced U.S. Large Company Portfolio | $3 |
|  U.S. Large Cap Equity Portfolio |  |
|  U.S. Large Cap Value Portfolio | 120 |
|  U.S. Targeted Value Portfolio | 23 |
|  U.S. Small Cap Value Portfolio | 136 |
|  U.S. Core Equity 1 Portfolio |  |
|  U.S. Core Equity 2 Portfolio | 12 |
|  U.S. Vector Equity Portfolio | 27 |
|  U.S. Small Cap Portfolio | 77 |
|  U.S. Micro Cap Portfolio | 61 |
|  U.S. High Relative Profitability Portfolio |  |
|  DFA Real Estate Securities Portfolio | 31 |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2022, the Portfolios' transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. government securities (with respect to the Equity Portfolios) (amounts in thousands), were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Securities** | **U.S. Government Securities** | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases** | **Sales** | **Purchases** | **Sales** |
|  Enhanced U.S. Large Company Portfolio | $207556 | $243604 | $179779 | $277670 |
|  U.S. Large Cap Equity Portfolio |  |  | 134744 | 399523 |
|  U.S. Targeted Value Portfolio |  |  | 2141785 | 2404116 |
|  U.S. Small Cap Value Portfolio |  |  | 3301544 | 3541661 |
|  U.S. Core Equity 1 Portfolio |  |  | 1437032 | 2257940 |
|  U.S. Core Equity 2 Portfolio |  |  | 1419127 | 2750289 |
|  U.S. Vector Equity Portfolio |  |  | 477298 | 711533 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government**<br>**Securities** | **U.S. Government**<br>**Securities** | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases** | **Sales** | **Purchases** | **Sales** |
|  U.S. Small Cap Portfolio |  |  | $1916049 | $2717169 |
|  U.S. Micro Cap Portfolio |  |  | 1482243 | 1443183 |
|  U.S. High Relative Profitability Portfolio |  |  | 1017352 | 1608748 |
|  DFA Real Estate Securities Portfolio |  |  | 264820 | 966805 |

---

There were no purchases or sales of long-term U.S. government securities by the Equity Portfolios.

For the year ended October 31, 2022, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedule of Investments/Summary Schedule of Portfolio Holdings, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br>**October 31, 2021** | **Purchases**<br>**at Cost** | **Proceeds**<br>**from Sales** | **Net Realized**<br>**Gain/(Loss)**<br>**on Sales** | **Change in<br>Unrealized**<br>**Appreciation/<br>Depreciation** | **Balance at**<br>**October 31, 2022** | **Shares as of<br>October 31, 2022** | **Dividend**<br>**Income** | **Capital Gain**<br>**Distributions** |
|  **Enhanced U.S. Large Company Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $3664 | $110048 | $107222 | $2 | $(2) | $6490 | 561 | $106 |  |
|  **Total** | $**3664** | $**110048** | $**107222** | $**2** | $**(2)** | $**6490** | **561** | $**106** |  |
|  **U.S. Large Cap Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $10657 | $123916 | $127231 | $(4) | $(5) | $7333 | 634 | $95 |  |
|  **Total** | $**10657** | $**123916** | $**127231** | $**(4)** | $**(5)** | $**7333** | **634** | $**95** |  |
|  **U.S. Targeted Value Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $538730 | $5092746 | $4774751 | $(183) | $(345) | $856197 | 74059 | $7213 |  |
|  **Total** | $**538730** | $**5092746** | $**4774751** | $**(183)** | $**(345)** | $**856197** | **74059** | $**7213** |  |
|  **U.S. Small Cap Value Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $408417 | $5526231 | $4995003 | $(244) | $(387) | $939014 | 81223 | $8336 |  |
|  **Total** | $**408417** | $**5526231** | $**4995003** | $**(244)** | $**(387)** | $**939014** | **81223** | $**8336** |  |
|  **U.S. Core Equity 1 Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $402032 | $5934176 | $5138348 | $(228) | $(421) | $1197211 | 103556 | $8859 |  |
|  **Total** | $**402032** | $**5934176** | $**5138348** | $**(228)** | $**(421)** | $**1197211** | **103556** | $**8859** |  |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br>**October 31, 2021** | **Purchases**<br>**at Cost** | **Proceeds**<br>**from Sales** | **Net Realized**<br>**Gain/(Loss)**<br>**on Sales** | **Change in<br>Unrealized**<br>**Appreciation/<br>Depreciation** | **Balance at**<br>**October 31, 2022** | **Shares as of<br>October 31, 2022** | **Dividend**<br>**Income** | **Capital Gain**<br>**Distributions** |
|  **U.S. Core Equity 2 Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $540697 | $6733127 | $6196257 | $(225) | $(384) | $1076958 | 93154 | $9364 |  |
|  **Total** | $**540697** | $**6733127** | $**6196257** | $**(225)** | $**(384)** | $**1076958** | **93154** | $**9364** |  |
|  **U.S. Vector Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $133996 | $1556907 | $1463129 | $(49) | $(121) | $227604 | 19687 | $2089 |  |
|  **Total** | $**133996** | $**1556907** | $**1463129** | $**(49)** | $**(121)** | $**227604** | **19687** | $**2089** |  |
|  **U.S. Small Cap Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $729470 | $7805935 | $6993901 | $(303) | $(567) | $1540634 | 133261 | $10929 |  |
|  **Total** | $**729470** | $**7805935** | $**6993901** | $**(303)** | $**(567)** | $**1540634** | **133261** | $**10929** |  |
|  **U.S. Micro Cap Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $421895 | $3081829 | $2959299 | $(141) | $(266) | $544018 | 47056 | $5370 |  |
|  **Total** | $**421895** | $**3081829** | $**2959299** | $**(141)** | $**(266)** | $**544018** | **47056** | $**5370** |  |
|  **U.S. High Relative Profitability Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund |  | $119030 | $116235 | $(7) |  | $2788 | 241 |  |  |
|  **Total** | **—** | $**119030** | $**116235** | $**(7)** | **—** | $**2788** | **241** | **—** |  |
|  **DFA Real Estate Securities Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $186190 | $2408040 | $2228264 | $(91) | $(185) | $365690 | 31631 | $2536 |  |
|  **Total** | $**186190** | $**2408040** | $**2228264** | $**(91)** | $**(185)** | $**365690** | **31631** | $**2536** |  |

---

**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 its shareholders. Accordingly, no provision has been made for federal income taxes.

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 GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2022, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains

------

tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2021, and October 31, 2022, were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment**<br>**Income and**<br>**Short-Term**<br>**Capital Gains** | **Long-Term**<br>**Capital Gains** | **Tax Exempt**<br>**Income** | **Total** |
|  Enhanced U.S. Large Company Portfolio |  |  |  |  |
| 2021 | $13853 | $16475 |  | $30328 |
| 2022 | 56965 | 76606 |  | 133571 |
|  U.S. Large Cap Equity Portfolio |  |  |  |  |
| 2021 | 27774 |  |  | 27774 |
| 2022 | 25100 | 65512 |  | 90612 |
|  U.S. Large Cap Value Portfolio |  |  |  |  |
| 2021 | 401298 |  |  | 401298 |
| 2022 | 452232 | 665497 |  | 1117729 |
|  U.S. Targeted Value Portfolio |  |  |  |  |
| 2021 | 188761 |  |  | 188761 |
| 2022 | 248278 | 726722 |  | 975000 |
|  U.S. Small Cap Value Portfolio |  |  |  |  |
| 2021 | 282350 |  |  | 282350 |
| 2022 | 322497 | 1148147 |  | 1470644 |
|  U.S. Core Equity 1 Portfolio |  |  |  |  |
| 2021 | 396375 |  |  | 396375 |
| 2022 | 411055 | 858230 |  | 1269285 |
|  U.S. Core Equity 2 Portfolio |  |  |  |  |
| 2021 | 403126 |  |  | 403126 |
| 2022 | 433070 | 1243325 |  | 1676395 |
|  U.S. Vector Equity Portfolio |  |  |  |  |
| 2021 | 59880 |  |  | 59880 |
| 2022 | 77716 | 309307 |  | 387023 |
|  U.S. Small Cap Portfolio |  |  |  |  |
| 2021 | 191244 |  |  | 191244 |
| 2022 | 153059 | 848752 |  | 1001811 |
|  U.S. Micro Cap Portfolio |  |  |  |  |
| 2021 | 65320 |  |  | 65320 |
| 2022 | 67157 | 674741 |  | 741898 |
|  U.S. High Relative Profitability Portfolio |  |  |  |  |
| 2021 | 70633 |  |  | 70633 |
| 2022 | 83850 | 110031 |  | 193881 |
|  DFA Real Estate Securities Portfolio |  |  |  |  |
| 2021 | 222133 | 28472 |  | 250605 |
| 2022 | 195676 | 96127 |  | 291803 |

---

------

As of October 31, 2022, 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 use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br>**Income and**<br>**Short-Term**<br>**Capital Gains** | **Long-Term**<br>**Capital Gains** | **Total** |
|  Enhanced U.S. Large Company Portfolio | $(391) |  | $(391) |
|  U.S. Large Cap Equity Portfolio | (2217) | $(4989) | (7206) |
|  U.S. Large Cap Value Portfolio | (48533) | (19035) | (67568) |
|  U.S. Targeted Value Portfolio | (6887) | (53342) | (60229) |
|  U.S. Small Cap Value Portfolio | (19932) | (57085) | (77017) |
|  U.S. Core Equity 1 Portfolio | (36753) | (30868) | (67621) |
|  U.S. Core Equity 2 Portfolio | (29015) | (49664) | (78679) |
|  U.S. Vector Equity Portfolio | (3237) | (11705) | (14942) |
|  U.S. Small Cap Portfolio | (9371) | (51542) | (60913) |
|  U.S. Micro Cap Portfolio | (4621) | (18795) | (23416) |
|  U.S. High Relative Profitability Portfolio | (7544) | (12049) | (19593) |
|  DFA Real Estate Securities Portfolio | (21969) | (21454) | (43423) |

---

As of October 31, 2022, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br>**Net Investment**<br>**Income and**<br>**Short-Term**<br>**Capital Gains** | **Undistributed**<br>**Long-Term**<br>**Capital Gains** | **Capital Loss**<br>**Carryforwards** | **Unrealized<br>Appreciation**<br>**(Depreciation)** | **Total Net**<br>**Distributable**<br>**Earnings**<br>**(Accumulated**<br>**Losses)** |
|  Enhanced U.S. Large Company Portfolio | $3104 |  | $(66260) | $(10917) | $(74073) |
|  U.S. Large Cap Equity Portfolio |  | $50244 |  | 748666 | 798910 |
|  U.S. Large Cap Value Portfolio |  | 566416 |  | 8753023 | 9319439 |
|  U.S. Targeted Value Portfolio |  | 428661 |  | 3758950 | 4187611 |
|  U.S. Small Cap Value Portfolio |  | 712309 |  | 4895057 | 5607366 |
|  U.S. Core Equity 1 Portfolio |  | 673222 |  | 14660884 | 15334106 |
|  U.S. Core Equity 2 Portfolio |  | 817058 |  | 15286267 | 16103325 |
|  U.S. Vector Equity Portfolio |  | 143187 |  | 2146182 | 2289369 |
|  U.S. Small Cap Portfolio |  | 525081 |  | 5998924 | 6524005 |
|  U.S. Micro Cap Portfolio |  | 245316 |  | 2662679 | 2907995 |
|  U.S. High Relative Profitability Portfolio |  | 91499 |  | 922203 | 1013702 |
|  DFA Real Estate Securities Portfolio | 86131 | 275577 |  | 2639674 | 3001382 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2022, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Unlimited** | **Total** |
|  Enhanced U.S. Large Company Portfolio | $66260 | $66260 |

---

During the year ended October 31, 2022, the Portfolios did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

------

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br>**Tax Cost** | **Unrealized**<br>**Appreciation** | **Unrealized**<br>**(Depreciation)** | **Net**<br>**Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
|  Enhanced U.S. Large Company Portfolio | $262509 |  | $(10388) | $(10388) |
|  U.S. Large Cap Equity Portfolio | 869065 | $771284 | (22618) | 748666 |
|  U.S. Large Cap Value Portfolio | 14552142 | 8759385 |  | 8759385 |
|  U.S. Targeted Value Portfolio | 8943036 | 4066342 | (307392) | 3758950 |
|  U.S. Small Cap Value Portfolio | 10381654 | 5191404 | (296348) | 4895056 |
|  U.S. Core Equity 1 Portfolio | 14486822 | 15330204 | (669320) | 14660884 |
|  U.S. Core Equity 2 Portfolio | 15059587 | 16054479 | (768212) | 15286267 |
|  U.S. Vector Equity Portfolio | 2499937 | 2252714 | (106532) | 2146182 |
|  U.S. Small Cap Portfolio | 9429036 | 6193927 | (195003) | 5998924 |
|  U.S. Micro Cap Portfolio | 4355445 | 2775625 | (112948) | 2662677 |
|  U.S. High Relative Profitability Portfolio | 3734080 | 1108365 | (186161) | 922204 |
|  DFA Real Estate Securities Portfolio | 5803149 | 3022066 | (382393) | 2639673 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Capital Share Transactions:** 

The capital share transactions by class were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Year Ended**<br>**October 31, 2022** | **Year Ended**<br>**October 31, 2022** | **Year Ended**<br>**October 31, 2021** | **Year Ended**<br>**October 31, 2021** |
|  | **Amount** | **Shares** | **Amount** | **Shares** |
|  **U.S. Targeted Value Portfolio** |  |  |  |  |
|  Class R1 Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $15262 | 517 | $40799 | 1490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 5129 | 176 | 889 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (54316) | (1784) | (28559) | (1012) |
|  Net Increase (Decrease) — Class R1 Shares | $(33925) | (1091) | $13129 | 510 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Year Ended**<br>**October 31, 2022** | **Year Ended**<br>**October 31, 2022** | **Year Ended**<br>**October 31, 2021** | **Year Ended**<br>**October 31, 2021** |
|  | **Amount** | **Shares** | **Amount** | **Shares** |
|  Class R2 Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $27453 | 959 | $17230 | 605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 5446 | 189 | 922 | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (25828) | (885) | (31502) | (1173) |
|  Net Increase (Decrease) — Class R2 Shares | $7071 | 263 | $(13350) | (534) |
|  Institutional Class Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $2649180 | 91779 | $2355064 | 82989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 924844 | 31929 | 179495 | 6573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (3288905) | (113379) | (4429257) | (160274) |
|  Net Increase (Decrease) — Institutional Class Shares | $285119 | 10329 | $(1894698) | (70712) |

---

**H. Financial Instruments:** 

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest either directly or indirectly (through their investments in a corresponding Master Fund), in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by the Portfolios.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Forward Currency Contracts*: The Enhanced U.S. Large Company Portfolio may acquire and sell forward currency contracts to hedge against adverse changes in the relationship of the U.S. dollar to foreign currencies (foreign exchange rate risk) or to transfer balances from one currency to another currency. The Enhanced U.S. Large Company Portfolio may hedge some or all of the currency exposure of its foreign securities by entering into forward currency contracts. The decision to hedge the Enhanced U.S. Large Company Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. The Enhanced U.S. Large Company Portfolio typically hedges its foreign currency exposure. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statements of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statements of Operations as a net realized gain or loss on forward currency contracts. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Futures Contracts*: Each Portfolio listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The Enhanced U.S. Large Company Portfolio may also use futures contracts and options thereon to hedge against securities prices or as part of its overall investment strategy. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount 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, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

------

Risks may arise upon entrance 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 Portfolio could lose more than the initial margin requirements. The Portfolios entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2022 was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Forward**<br>**Currency**<br>**Contracts\*** | **Futures\*\*** |
|  Enhanced U.S. Large Company Portfolio | $143034 | $347039 |
|  U.S. Targeted Value Portfolio |  | 129499 |
|  U.S. Small Cap Value Portfolio |  | 158076 |
|  U.S. Core Equity 1 Portfolio |  | 274195 |
|  U.S. Core Equity 2 Portfolio |  | 276079 |
|  U.S. Vector Equity Portfolio |  | 37048 |
|  U.S. Small Cap Portfolio |  | 140502 |
|  U.S. Micro Cap Portfolio |  | 68096 |
|  U.S. High Relative Profitability Portfolio |  | 41873 |
|  DFA Real Estate Securities Portfolio |  | 97355 |

---

\* Average amount of Currency Purchased/Sold in USD. 

\*\* Average Notional Value of futures contracts.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of October 31, 2022 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value**<br>**at**<br>**October 31, 2022** | **Forward**<br>**Currency**<br>**Contracts <sup>(1)</sup>** | **Equity**<br>**Contracts <sup>\*,(2)</sup>** |
|  Enhanced U.S. Large Company Portfolio | $1024 | $1024 |  |
|  U.S. Targeted Value Portfolio | 3160 |  | $3160 |
|  U.S. Small Cap Value Portfolio | 7773 |  | 7773 |
|  U.S. Small Cap Portfolio | 3916 |  | 3916 |
|  U.S. Micro Cap Portfolio | 1978 |  | 1978 |
|  DFA Real Estate Securities Portfolio | 2720 |  | 2720 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Liability Derivatives Value** | **Liability Derivatives Value** | **Liability Derivatives Value** |
|  | **Total Value**<br>**at**<br>**October 31, 2022** | **Forward**<br>**Currency**<br>**Contracts <sup>(3)</sup>** | **Equity**<br>**Contracts <sup>\*,(4)</sup>** |
|  Enhanced U.S. Large Company Portfolio | $(18031) | $(502) | $(17529) |
|  U.S. Core Equity 1 Portfolio | (8616) |  | (8616) |
|  U.S. Core Equity 2 Portfolio | (4463) |  | (4463) |
|  U.S. Vector Equity Portfolio | (1110) |  | (1110) |
|  U.S. High Relative Profitability Portfolio | (1437) |  | (1437) |

---

------

(1) Presented on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

(2) Presented on Statements of Assets and Liabilities as Receivables: Futures Margin Variation.

(3) Presented on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

(4) Presented on Statements of Assets and Liabilities as Payables: Futures Margin Variation.

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statements of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2022 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** |
|  | **Total** | **Forward**<br>**Currency**<br>**Contracts <sup>(1)</sup>** | **Equity**<br>**Contracts <sup>(2)</sup>** |
|  Enhanced U.S. Large Company Portfolio | $(18795) | $8012 | $(26807) |
|  U.S. Large Cap Equity Portfolio | 107 |  | 107 \* |
|  U.S. Targeted Value Portfolio | (21845) |  | (21845) |
|  U.S. Small Cap Value Portfolio | (14918) |  | (14918) |
|  U.S. Core Equity 1 Portfolio | (31585) |  | (31585) |
|  U.S. Core Equity 2 Portfolio | (34730) |  | (34730) |
|  U.S. Vector Equity Portfolio | (5485) |  | (5485) |
|  U.S. Small Cap Portfolio | (21083) |  | (21083) |
|  U.S. Micro Cap Portfolio | (16098) |  | (16098) |
|  U.S. High Relative Profitability Portfolio | (7134) |  | (7134) |
|  DFA Real Estate Securities Portfolio | (10229) |  | (10229) |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br>**(Depreciation) on Derivatives** | **Change in Unrealized Appreciation**<br>**(Depreciation) on Derivatives** | **Change in Unrealized Appreciation**<br>**(Depreciation) on Derivatives** |
|  | **Total** | **Forward**<br>**Currency**<br>**Contracts <sup>(3)</sup>** | **Equity<br>Contracts <sup>(4)</sup>** |
|  Enhanced U.S. Large Company Portfolio | $(27061) | $3153 | $(30214) |
|  U.S. Targeted Value Portfolio | 398 |  | 398 |
|  U.S. Small Cap Value Portfolio | 4538 |  | 4538 |
|  U.S. Core Equity 1 Portfolio | (15318) |  | (15318) |
|  U.S. Core Equity 2 Portfolio | (11179) |  | (11179) |
|  U.S. Vector Equity Portfolio | (1963) |  | (1963) |
|  U.S. Small Cap Portfolio | (1773) |  | (1773) |
|  U.S. Micro Cap Portfolio | 119 |  | 119 |
|  U.S. High Relative Profitability Portfolio | (2379) |  | (2379) |
|  DFA Real Estate Securities Portfolio | 323 |  | 323 |

---

(1) Presented on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

(2) Presented on Statements of Operations as Net Realized Gain (Loss) on: Futures.

(3) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency
Contracts.

(4) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

\* As of October 31, 2022, there were no futures contracts outstanding. During the year ended October 31, 2022, the Portfolio had limited activity in futures contracts.

------

**Offsetting of Derivative Assets and Derivative Liabilities:** 

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs over-the-counter (OTC) derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The following table presents the Portfolios' gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolios as of October 31, 2022 (amounts in thousands):

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | **Net**<br>**Amounts**<br>**of**<br>**Assets**<br>**Presented**<br>**in the**<br>**Statements**<br>**of Assets**<br>**and**<br>**Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | | | **Net**<br>**Amounts**<br>**of**<br>**Liabilities**<br>**Presented**<br>**in the**<br>**Statements**<br>**of Assets**<br>**and**<br>**Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | |
| **Description** |<br>**Gross**<br>**Amounts of**<br>**Recognized**<br>**Assets**<br>**(a)** | **Net**<br>**Amounts**<br>**of**<br>**Assets**<br>**Presented**<br>**in the**<br>**Statements**<br>**of Assets**<br>**and**<br>**Liabilities** | **Financial**<br>**Instruments**<br>**(b)** | **Non-Cash**<br>**Collateral**<br>**Received** | **Cash**<br>**Collateral**<br>**Received** |<br>**Net**<br>**Amount**<br>**(c)** |<br>**Gross**<br>**Amounts of**<br>**Recognized**<br>**Liabilities**<br>**(a)** | **Net**<br>**Amounts**<br>**of**<br>**Liabilities**<br>**Presented**<br>**in the**<br>**Statements**<br>**of Assets**<br>**and**<br>**Liabilities** | **Financial**<br>**Instruments**<br>**(d)** | **Non-Cash**<br>**Collateral**<br>**Pledged** | **Cash**<br>**Collateral**<br>**Pledged** |<br>**Net**<br>**Amount**<br>**(e)** |
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
|  **Enhanced U.S. Large Company Portfolio** | **Enhanced U.S. Large Company Portfolio** | **Enhanced U.S. Large Company Portfolio** | **Enhanced U.S. Large Company Portfolio** |  |  |  |  |  |  |  |  |  |
|  Bank of America Corp | $953 | $953 | $(164) |  |  | $789 | $164 | $164 | $(164) |  |  |  |
|  NatWest Markets PLC |  |  |  |  |  |  | 201 | 201 |  |  |  | $201 |
|  State Street Bank and Trust | 27 | 27 |  |  |  | 27 |  |  |  |  |  |  |
|  Citibank, N.A | 44 | 44 | (7) |  |  | 37 | 7 | 7 | (7) |  |  |  |
|  UBS AG |  |  |  |  |  |  | 130 | 130 |  |  |  | 130 |
|  Total | $1024 | $1024 | $(171) |  |  | $853 | $502 | $502 | $(171) |  |  | $331 |

---

(a) No amounts have been netted against the gross amounts recognized in the Statements of Assets and Liabilities.

(b) Represents the amount of assets that could be offset by liabilities with the same counterparty under master
netting or similar agreements that management elects not to offset on the Statements of Assets and Liabilities.

(c) Represents the net amount due from counterparties in the event of default.

(d) Represents the amount of liabilities that could be offset by assets with the same counterparty under master
netting or similar agreements that management elects not to offset on the Statements of Assets and Liabilities.

(e) Represents the net amount due to counterparties in the event of default.

------

**I. Line of Credit and Interfund Lending Program:** 

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on January 1, 2023.

For the year ended October 31, 2022, borrowings by the following Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average<br>Loan Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense<br>Incurred** | **Maximum Amount<br>Borrowed During<br>the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  U.S. Large Cap Equity Portfolio | 2.56% | $6038 | 32 | $13 | $19900 |  |
|  U.S. Vector Equity Portfolio | 1.08% | 1245 | 4 |  | 1245 |  |
|  U.S. High Relative Profitability Portfolio | 1.58% | 15371 | 1 | 1 | 15371 |  |
|  DFA Real Estate Securities Portfolio | 3.83% | 8536 | 1 | 1 | 8536 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

------

For the year ended October 31, 2022, activity by the Portfolios under the interfund lending program was as follows (amounts in thousands, except percentages and days):

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Borrower or<br>Lender** | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average Loan<br>Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense/<br>Income** | **Maximum Amount<br>Borrowed/Loaned<br>During the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  U.S. Large Cap Equity Portfolio | Borrower | 0.44% | $50231 | 4 | $2 | $51969 |  |
|  U.S. High Relative Profitability Portfolio | Borrower | 1.19% | 136696 | 2 | 9 | 175411 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022 that the Portfolio utilized the interfund lending program. 

**J. Affiliated Trades:** 

Cross trades for the year ended October 31, 2022, if any, were executed by the Portfolios pursuant to procedures adopted by the Board of Directors of the Fund to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Directors and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board of Directors of the Fund.

For the year ended October 31, 2022, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
|  U.S. Large Cap Equity Portfolio | $18885 | $54712 | $(33) |
|  U.S. Targeted Value Portfolio | 367533 | 342270 | (131035) |
|  U.S. Small Cap Value Portfolio | 490426 | 609569 | (95907) |
|  U.S. Core Equity 1 Portfolio | 206881 | 188763 | (4834) |
|  U.S. Core Equity 2 Portfolio | 256255 | 132867 | 8626 |
|  U.S. Vector Equity Portfolio | 95862 | 109515 | (38683) |
|  U.S. Small Cap Portfolio | 172827 | 407411 | (111392) |
|  U.S. Micro Cap Portfolio | 200453 | 159721 | (50174) |
|  U.S. High Relative Profitability Portfolio | 123570 | 74089 | 1719 |
|  DFA Real Estate Securities Portfolio | 21 | 54094 | 8695 |

---

------

**K. Securities Lending:** 

As of October 31, 2022, some of the Portfolios had securities on loan to brokers/dealers, for which each such Portfolio received cash collateral. In addition, the Portfolios received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash<br>Collateral<br>Market<br>Value** |
|  U.S. Large Cap Equity Portfolio | $26444 |
|  U.S. Targeted Value Portfolio | 124777 |
|  U.S. Small Cap Value Portfolio | 143035 |
|  U.S. Core Equity 1 Portfolio | 228672 |
|  U.S. Core Equity 2 Portfolio | 493460 |
|  U.S. Vector Equity Portfolio | 83265 |
|  U.S. Small Cap Portfolio | 270549 |
|  U.S. Micro Cap Portfolio | 123190 |
|  U.S. High Relative Profitability Portfolio | 34330 |
|  DFA Real Estate Securities Portfolio | 100836 |

---

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 in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio's 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 collateralization. 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, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and 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. In the event of the bankruptcy of the borrower, a Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the "Money Market Series"), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Each Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, 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 for taxation at qualified dividend income rates.

------

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2022 (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** |
|  | **Overnight and<br>Continuous** | **<30 days** | **Between<br>30 & 90 days** | **>90 days** | **Total** |
|  **Securities Lending Transactions** |  |  |  |  |  |
|  Enhanced U.S. Large Company Portfolio Bonds | $6770 |  |  |  | $6770 |
|  U.S. Large Cap Equity Portfolio Common Stocks | 8220 |  |  |  | 8220 |
|  U.S. Targeted Value Portfolio Common Stocks, Preferred Stocks | 700628 |  |  |  | 700628 |
|  U.S. Small Cap Value Portfolio Common Stocks, Preferred Stocks | 969028 |  |  |  | 969028 |
|  U.S. Core Equity 1 Portfolio Common Stocks, Preferred Stocks | 1131496 |  |  |  | 1131496 |
|  U.S. Core Equity 2 Portfolio Common Stocks, Preferred Stocks | 1108626 |  |  |  | 1108626 |
|  U.S. Vector Equity Portfolio Common Stocks, Preferred Stocks | 227703 |  |  |  | 227703 |
|  U.S. Small Cap Portfolio Common Stocks, Preferred Stocks, Rights/Warrants | 1677242 |  |  |  | 1677242 |
|  U.S. Micro Cap Portfolio Common Stocks, Preferred Stocks, Rights/Warrants | 534124 |  |  |  | 534124 |
|  U.S. High Relative Profitability Portfolio Common Stocks | 2860 |  |  |  | 2860 |
|  DFA Real Estate Securities Portfolio Common Stocks | 364037 |  |  |  | 364037 |

---

**L. Shareholder Servicing Fees:** 

The Class R1 Shares pay a shareholder servicing fee in an amount up to 0.10% and Class R2 Shares pay a shareholder servicing fee in an amount up to 0.25% of their annual average net assets to compensate service agents that provide shareholder servicing, record keeping, account maintenance and other services to investors in U.S. Targeted Value Portfolio Class R1 and Class R2 Shares.

**M. 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 that 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.

------

**N. In-Kind Redemptions:** 

During the year ended October 31, 2022, the Portfolio listed below realized net gains (losses) on in-kind redemptions as follows (amounts in thousands):

---

| | |
|:---|:---|
|  U.S. Micro Cap Portfolio | $37518.0 |

---

**O. Recently Issued Accounting Standards and Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Portfolios' financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Portfolios could enter, eliminates the asset segregation framework previously used by the Portfolios to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Portfolios began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Portfolios began complying with the Valuation Rule on August 1, 2022.

**P. Other:** 

As of October 31, 2022, the following number of shareholders held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

---

| | | |
|:---|:---|:---|
|  | **Number of<br>Shareholders** | **Approximate<br>Percentage<br>of Outstanding<br>Shares** |
|  Enhanced U.S. Large Company Portfolio-Institutional Class | 3 | 62% |
|  U.S. Large Cap Equity Portfolio-Institutional Class | 4 | 83% |
|  U.S. Large Cap Value Portfolio-Institutional Class | 3 | 66% |
|  U.S. Targeted Value Portfolio-Class R1 | 6 | 90% |
|  U.S. Targeted Value Portfolio-Class R2 | 6 | 53% |
|  U.S. Targeted Value Portfolio-Institutional Class | 3 | 88% |
|  U.S. Small Cap Value Portfolio-Institutional Class | 4 | 75% |
|  U.S. Core Equity 1 Portfolio-Institutional Class | 4 | 73% |
|  U.S. Core Equity 2 Portfolio-Institutional Class | 5 | 82% |
|  U.S. Vector Equity Portfolio-Institutional Class | 4 | 80% |

---

------

---

| | | |
|:---|:---|:---|
|  | **Number of<br>Shareholders** | **Approximate<br>Percentage<br>of Outstanding<br>Shares** |
|  U.S. Small Cap Portfolio-Institutional Class | 3 | 56% |
|  U.S. Micro Cap Portfolio-Institutional Class | 4 | 78% |
|  U.S. High Relative Profitability Portfolio-Institutional Class | 3 | 84% |
|  DFA Real Estate Securities Portfolio-Institutional Class | 3 | 64% |

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**Q. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

![LOGO](g762502dsp107.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of Enhanced U.S. Large Company Portfolio, U.S. Large Cap Equity Portfolio, U.S. Large Cap Value Portfolio, U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Core Equity 2 Portfolio, U.S. Vector Equity Portfolio, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio, U.S. High Relative Profitability Portfolio and DFA Real Estate Securities Portfolio

***Opinions on the Financial Statements***

We have audited the accompanying statements of assets and liabilities, including the schedules of investments of Enhanced U.S. Large Company Portfolio and U.S. Large Cap Value Portfolio and summary schedules of portfolio holdings of U.S. Large Cap Equity Portfolio, U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Core Equity 2 Portfolio, U.S. Vector Equity Portfolio, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio, U.S. High Relative Profitability Portfolio and DFA Real Estate Securities Portfolio (twelve of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2022, the related statements of operations for the year ended October 31, 2022, the statements of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2022, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2022, and each of the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinions***

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodians, brokers and transfer agents of the investee funds; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

---

| |
|:---|
| /s/PricewaterhouseCoopers LLP |
| Philadelphia, Pennsylvania |

---

------

![LOGO](g762502dsp107.jpg)

December 22, 2022

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**DFA Commodity Strategy Portfolio vs.** 

**Bloomberg Commodity Total Return Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp.jpg)

------

**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

---

| | |
|:---|:---|
| **Commodity Market Review** | **12 Months Ended October 31, 2022** |

---

For the 12 months ended October 31, 2022, the Bloomberg Commodity Index Total Return returned 11.15%. Energy, agriculture, and livestock returned 33.25%, 17.72%, and 9.21%, respectively. Precious metals and industrial metals were the only sectors with negative returns for the period, with a return of -11.46% and -13.39%, respectively.

**DFA Commodity Strategy Portfolio** 

The DFA Commodity Strategy Portfolio seeks total return consisting of capital appreciation and current income. The Portfolio generally invests in commodity-linked derivative instruments and fixed income investments. The Portfolio, through its wholly owned subsidiary, Dimensional Cayman Commodity Fund I LTD, gains exposure to commodities markets by investing in derivative instruments such as commodity swap contracts, commodity futures, and other commodity-linked instruments. In pursuing the fixed income portion of the Portfolio's investment strategy, Dimensional identifies a broadly diversified universe of eligible U.S. and foreign fixed income securities with defined maturity ranges and credit quality characteristics and then seeks to purchase a broad and diverse portfolio of securities meeting these aforementioned standards. The investment strategy uses a variable maturity approach and shifts maturities based on changes in the yield curve. The strategy uses current yields and identifies favorable maturity ranges of expected returns based on potential buy and sell strategies. The weighted average duration of the Portfolio's fixed income securities was 1.43 years as of October 31, 2022, compared to 1.89 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were 6.38% for the Portfolio and 11.15% for the Bloomberg Commodity Index Total Return. The late rebalance, pre-roll, and varying the commodity weights relative to the benchmark contributed positively to relative performance. The collateral component and varying the expirations of the individual commodity contracts detracted from performance relative to the benchmark. The collateral component of the Portfolio had a longer duration than the three-month U.S. Treasury bill rate payable in the commodity swap contracts. As a result, the Portfolio's longer duration detracted from performance relative to the benchmark as longer duration securities generally underperformed shorter duration securities during the period.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONSOLIDATED DISCLOSURE OF FUND EXPENSES** 

**(Unaudited)** 

The following Expense Table is 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 and 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 Table below illustrates 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" reflects 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 costs 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 table is 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 October 31, 2022** 

**EXPENSE TABLE** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>DFA Commodity Strategy Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $864.40 | 0.30% | $1.41 |

---

------

**CONSOLIDATED DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.69 | 0.30% | $1.53 |

---

------

(1) DFA Commodity Strategy Portfolio wholly owns Dimensional Cayman Commodity Fund I, LTD. The expenses shown
reflect the consolidated expenses of Dimensional Cayman Commodity Fund I, LTD. and DFA Commodity Strategy Portfolio. 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 (184), then divided by the number of days in the year (365) to reflect the six-month period.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONSOLIDATED 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 as an exhibit to their reports on Form N-PORT. For DFA Investment Dimensions Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. DFA Investment Dimensions Group Inc. filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

---

| | |
|:---|:---|
| **DFA Commodity Strategy Portfolio** | **DFA Commodity Strategy Portfolio** |
|  Basic Materials | 0.9% |
|  Communications | 1.7% |
|  Consumer, Cyclical | 4.9% |
|  Consumer, Non-cyclical | 7.5% |
|  Energy | 4.4% |
|  Financial | 31.4% |
|  Foreign Government | 4.2% |
|  Industrial | 2.7% |
|  Supranational | 1.9% |
|  Technology | 3.1% |
|  U.S. Government | 33.9% |
|  Utilities | 3.4% |
|  | 100.0% |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONSOLIDATED SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | **(000)** | |
|  BONDS — (65.4%) | BONDS — (65.4%) |  |  |  |
|  AUSTRALIA — (3.8%) | AUSTRALIA — (3.8%) |  |  |  |
|  APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
|  W | 4.200%, 03/23/25 |  | 4000 | $3814172 |
|  Australia Government Bond | Australia Government Bond |  |  |  |
|  | 2.750%, 04/21/24 | AUD | 14000 | 8903099 |
|  Bank of New Zealand | Bank of New Zealand |  |  |  |
|  W | 3.500%, 02/20/24 |  | 5250 | 5133724 |
|  Glencore Funding LLC | Glencore Funding LLC |  |  |  |
|  W | 4.125%, 03/12/24 |  | 2225 | 2179816 |
|  W | 4.625%, 04/29/24 |  | 7350 | 7224691 |
|  Macquarie Bank Ltd. | Macquarie Bank Ltd. |  |  |  |
|  #W | 2.300%, 01/22/25 |  | 2390 | 2232507 |
|  #W | 3.231%, 03/21/25 |  | 15225 | 14516601 |
|  New South Wales Treasury Corp. | New South Wales Treasury Corp. |  |  |  |
|  | 5.000%, 08/20/24 | AUD | 13500 | 8825584 |
|  Queensland Treasury Corp. | Queensland Treasury Corp. |  |  |  |
|  | 5.750%, 07/22/24 | AUD | 4800 | 3175767 |
|  Westpac Banking Corp. | Westpac Banking Corp. |  |  |  |
|  | 3.250%, 11/16/23 | AUD | 10000 | 6324494 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 62330455 |
|  AUSTRIA — (0.1%) | AUSTRIA — (0.1%) |  |  |  |
|  Oesterreichische Kontrollbank AG | Oesterreichische Kontrollbank AG |  |  |  |
|  | 0.500%, 09/16/24 |  | 1500 | 1388828 |
|  CANADA — (7.0%) | CANADA — (7.0%) |  |  |  |
|  Bank of Montreal | Bank of Montreal |  |  |  |
|  # | 2.500%, 06/28/24 |  | 3000 | 2864598 |
|  | 0.625%, 07/09/24 |  | 1350 | 1247670 |
|  Bank of Montreal, Floating Rate Note, SOFR + 0.320%, FRN | Bank of Montreal, Floating Rate Note, SOFR + 0.320%, FRN |  |  |  |
|  #(r) | 3.378%, 07/09/24 |  | 2000 | 1966240 |
|  Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 0.700%, 04/15/24 |  | 11620 | 10845685 |
|  | 0.650%, 07/31/24 |  | 600 | 552423 |
|  # | 3.450%, 04/11/25 |  | 2000 | 1905822 |
|  Bank of Nova Scotia, Floating Rate Note, SOFR + 0.380%, FRN | Bank of Nova Scotia, Floating Rate Note, SOFR + 0.380%, FRN |  |  |  |
|  #(r) | 3.442%, 07/31/24 |  | 1000 | 987029 |
|  Brookfield Asset Management, Inc. | Brookfield Asset Management, Inc. |  |  |  |
|  # | 4.000%, 01/15/25 |  | 6200 | 6010729 |
|  Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce |  |  |  |
|  # | 3.100%, 04/02/24 |  | 4500 | 4360811 |
|  | 1.000%, 10/18/24 |  | 5000 | 4589130 |
|  # | 2.250%, 01/28/25 |  | 5000 | 4657101 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | **(000)** | |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |  |
|  Canadian Imperial Bank of Commerce, Floating Rate Note, SOFR + 0.400%, FRN | Canadian Imperial Bank of Commerce, Floating Rate Note, SOFR + 0.400%, FRN |  |  |  |
| (r) | 3.363%, 12/14/23 |  | 3000 | $2980470 |
|  Canadian Natural Resources Ltd. | Canadian Natural Resources Ltd. |  |  |  |
|  | 2.950%, 01/15/23 |  | 750 | 747046 |
|  | 3.900%, 02/01/25 |  | 8300 | 8003884 |
|  Enbridge, Inc. | Enbridge, Inc. |  |  |  |
|  # | 4.000%, 10/01/23 |  | 7000 | 6903834 |
|  | 2.500%, 01/15/25 |  | 2000 | 1874162 |
|  ITC Holdings Corp. | ITC Holdings Corp. |  |  |  |
|  | 3.650%, 06/15/24 |  | 9000 | 8729516 |
|  National Bank of Canada | National Bank of Canada |  |  |  |
|  | 2.100%, 02/01/23 |  | 2500 | 2481943 |
|  # | 0.750%, 08/06/24 |  | 9350 | 8590172 |
|  Quebec, Province of Canada | Quebec, Province of Canada |  |  |  |
|  | 4.200%, 03/10/25 | AUD | 2000 | 1275175 |
|  Royal Bank of Canada | Royal Bank of Canada |  |  |  |
|  | 2.333%, 12/05/23 | CAD | 5000 | 3570338 |
|  # | 0.650%, 07/29/24 |  | 1750 | 1614510 |
|  Royal Bank of Canada, Floating Rate Note, SOFR + 0.360%, FRN | Royal Bank of Canada, Floating Rate Note, SOFR + 0.360%, FRN |  |  |  |
|  #(r) | 3.421%, 07/29/24 |  | 7750 | 7645973 |
|  Thomson Reuters Corp. | Thomson Reuters Corp. |  |  |  |
|  | 3.850%, 09/29/24 |  | 5000 | 4818690 |
|  Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
|  | 2.850%, 03/08/24 | CAD | 10000 | 7120931 |
|  | 0.700%, 09/10/24 |  | 4500 | 4128476 |
|  Toronto-Dominion Bank, Floating Rate Note, SOFR + 0.240%, FRN | Toronto-Dominion Bank, Floating Rate Note, SOFR + 0.240%, FRN |  |  |  |
| (r) | 3.298%, 01/06/23 |  | 3296 | 3294016 |
|  TOTAL CANADA | TOTAL CANADA |  |  | 113766374 |
|  DENMARK — (0.4%) | DENMARK — (0.4%) |  |  |  |
|  Danske Bank AS | Danske Bank AS |  |  |  |
|  W | 5.375%, 01/12/24 |  | 6132 | 6042941 |
|  | 5.375%, 01/12/24 |  | 1000 | 985476 |
|  TOTAL DENMARK | TOTAL DENMARK |  |  | 7028417 |
|  FRANCE — (3.6%) | FRANCE — (3.6%) |  |  |  |
|  Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA |  |  |  |
|  W | 2.375%, 11/21/24 |  | 5000 | 4678542 |
|  BNP Paribas SA | BNP Paribas SA |  |  |  |
|  W | 3.375%, 01/09/25 |  | 7000 | 6617275 |
|  BPCE SA | BPCE SA |  |  |  |
|  | 4.000%, 04/15/24 |  | 500 | 486542 |
|  W | 2.375%, 01/14/25 |  | 7985 | 7325634 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | **(000)** | |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |  |
|  # | 2.375%, 01/14/25 |  | 6500 | $5963258 |
|  Credit Agricole SA | Credit Agricole SA |  |  |  |
|  W | 3.875%, 04/15/24 |  | 3550 | 3475223 |
|  | 3.250%, 10/04/24 |  | 5000 | 4749239 |
|  Societe Generale SA | Societe Generale SA |  |  |  |
|  W | 3.875%, 03/28/24 |  | 10500 | 10107369 |
|  W | 2.625%, 01/22/25 |  | 2640 | 2421170 |
|  TotalEnergies Capital International SA | TotalEnergies Capital International SA |  |  |  |
|  | 3.750%, 04/10/24 |  | 13004 | 12813750 |
|  TOTAL FRANCE | TOTAL FRANCE |  |  | 58638002 |
|  GERMANY — (3.6%) | GERMANY — (3.6%) |  |  |  |
|  Bayer U.S. Finance II LLC | Bayer U.S. Finance II LLC |  |  |  |
|  W | 3.875%, 12/15/23 |  | 3500 | 3432078 |
|  Bayer U.S. Finance LLC | Bayer U.S. Finance LLC |  |  |  |
|  W | 3.375%, 10/08/24 |  | 6000 | 5768298 |
|  BMW U.S. Capital LLC | BMW U.S. Capital LLC |  |  |  |
|  W | 0.800%, 04/01/24 |  | 2000 | 1881687 |
|  W | 0.750%, 08/12/24 |  | 2290 | 2114844 |
|  BMW U.S. Capital LLC, Floating Rate Note, SOFR + 0.530%, FRN | BMW U.S. Capital LLC, Floating Rate Note, SOFR + 0.530%, FRN |  |  |  |
| (r)W | 3.584%, 04/01/24 |  | 8000 | 7964396 |
|  Deutsche Bank AG | Deutsche Bank AG |  |  |  |
|  | 3.950%, 02/27/23 |  | 1695 | 1683263 |
|  EMD Finance LLC | EMD Finance LLC |  |  |  |
|  | 3.250%, 03/19/25 |  | 5697 | 5429080 |
|  Kreditanstalt fuer Wiederaufbau | Kreditanstalt fuer Wiederaufbau |  |  |  |
|  | 5.000%, 03/19/24 | AUD | 2000 | 1297050 |
|  | 1.500%, 07/24/24 | AUD | 8800 | 5394720 |
|  | 4.000%, 02/27/25 | AUD | 5000 | 3199079 |
|  Landwirtschaftliche Rentenbank | Landwirtschaftliche Rentenbank |  |  |  |
|  | 4.750%, 04/08/24 | AUD | 15000 | 9696653 |
|  Mercedes-Benz Finance North America LLC | Mercedes-Benz Finance North America LLC |  |  |  |
|  #W | 2.125%, 03/10/25 |  | 9560 | 8839389 |
|  NRW Bank | NRW Bank |  |  |  |
|  | 1.600%, 07/31/24 | AUD | 4000 | 2440525 |
|  TOTAL GERMANY | TOTAL GERMANY |  |  | 59141062 |
|  IRELAND — (0.8%) | IRELAND — (0.8%) |  |  |  |
|  AerCap Ireland Capital DAC/AerCap Global Aviation Trust | AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |  |
|  # | 4.875%, 01/16/24 |  | 7500 | 7361275 |
|  | 2.875%, 08/14/24 |  | 2450 | 2295646 |
|  # | 3.500%, 01/15/25 |  | 3000 | 2815001 |
|  TOTAL IRELAND | TOTAL IRELAND |  |  | 12471922 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | **(000)** | |
|  ITALY — (0.6%) | ITALY — (0.6%) |  |  |  |
|  Republic of Italy Government International Bond | Republic of Italy Government International Bond |  |  |  |
|  | 0.875%, 05/06/24 |  | 8000 | $7400464 |
|  | 2.375%, 10/17/24 |  | 2000 | 1864004 |
|  TOTAL ITALY | TOTAL ITALY |  |  | 9264468 |
|  JAPAN — (5.8%) | JAPAN — (5.8%) |  |  |  |
|  Aircastle Ltd. | Aircastle Ltd. |  |  |  |
|  # | 4.125%, 05/01/24 |  | 8900 | 8481751 |
|  American Honda Finance Corp. | American Honda Finance Corp. |  |  |  |
|  | 3.550%, 01/12/24 |  | 3000 | 2945172 |
|  | 0.550%, 07/12/24 |  | 10000 | 9270372 |
|  Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. |  |  |  |
|  | 2.193%, 02/25/25 |  | 12600 | 11622618 |
|  MUFG Bank Ltd. | MUFG Bank Ltd. |  |  |  |
|  #W | 3.250%, 09/08/24 |  | 2000 | 1917560 |
|  Nissan Motor Acceptance Co. LLC | Nissan Motor Acceptance Co. LLC |  |  |  |
|  W | 1.125%, 09/16/24 |  | 10750 | 9598266 |
|  Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 2.648%, 01/16/25 |  | 8390 | 7853377 |
|  | 5.099%, 07/03/25 |  | 3000 | 2936835 |
|  ORIX Corp. | ORIX Corp. |  |  |  |
|  # | 3.250%, 12/04/24 |  | 5000 | 4779272 |
|  Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |  |  |  |
|  | 2.696%, 07/16/24 |  | 9500 | 9047416 |
|  | 2.348%, 01/15/25 |  | 5500 | 5119811 |
|  Sumitomo Mitsui Trust Bank Ltd. | Sumitomo Mitsui Trust Bank Ltd. |  |  |  |
|  #W | 0.800%, 09/12/23 |  | 9500 | 9129104 |
|  #W | 0.850%, 03/25/24 |  | 750 | 702040 |
|  W | 0.800%, 09/16/24 |  | 643 | 588918 |
|  Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |  |  |  |
|  | 2.500%, 03/22/24 |  | 10000 | 9663297 |
|  # | 0.625%, 09/13/24 |  | 2000 | 1849275 |
|  TOTAL JAPAN | TOTAL JAPAN |  |  | 95505084 |
|  NETHERLANDS — (0.7%) | NETHERLANDS — (0.7%) |  |  |  |
|  Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |  |
|  W | 2.625%, 07/22/24 |  | 6940 | 6610171 |
|  ING Groep NV | ING Groep NV |  |  |  |
|  | 3.550%, 04/09/24 |  | 5000 | 4854500 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 11464671 |
|  NEW ZEALAND — (1.6%) | NEW ZEALAND — (1.6%) |  |  |  |
|  New Zealand Government Bond | New Zealand Government Bond |  |  |  |
|  | 0.500%, 05/15/24 | NZD | 45900 | 25186496 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Face**<br>**Amount^** | **Value†** | **Value†** |
| | | **(000)** | **(000)** | | |
|  NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  New Zealand Local Government Funding Agency Bond | New Zealand Local Government Funding Agency Bond |  |  |  |  |
|  | 2.250%, 04/15/24 | NZD | 1500 | $| 836349 |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  |  | 26022845 |
|  SPAIN — (0.8%) | SPAIN — (0.8%) |  |  |  |  |
|  Banco Santander SA | Banco Santander SA |  |  |  |  |
|  | 3.496%, 03/24/25 |  | 7000 |  | 6645166 |
|  Santander Holdings USA, Inc. | Santander Holdings USA, Inc. |  |  |  |  |
|  | 3.400%, 01/18/23 |  | 2000 |  | 1991112 |
|  | 3.500%, 06/07/24 |  | 5000 |  | 4794751 |
|  TOTAL SPAIN | TOTAL SPAIN |  |  |  | 13431029 |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.9%) |
|  African Development Bank | African Development Bank |  |  |  |  |
|  | 4.750%, 03/06/24 | AUD | 12000 |  | 7741313 |
|  Asian Development Bank | Asian Development Bank |  |  |  |  |
|  | 1.100%, 08/15/24 | AUD | 6200 |  | 3763017 |
|  European Investment Bank | European Investment Bank |  |  |  |  |
|  | 4.750%, 08/07/24 | AUD | 1000 |  | 647342 |
|  Inter-American Development Bank | Inter-American Development Bank |  |  |  |  |
|  | 4.750%, 08/27/24 | AUD | 1000 |  | 646356 |
|  International Finance Corp. | International Finance Corp. |  |  |  |  |
|  | 1.450%, 07/22/24 | AUD | 4000 |  | 2449988 |
|  Nordic Investment Bank | Nordic Investment Bank |  |  |  |  |
|  | 4.750%, 02/28/24 | AUD | 13500 |  | 8713285 |
|  | 0.375%, 09/20/24 |  | 7550 |  | 6973784 |
|  TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS | TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS | TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS | TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS |  | 30935085 |
|  SWEDEN — (2.1%) | SWEDEN — (2.1%) |  |  |  |  |
|  Skandinaviska Enskilda Banken AB | Skandinaviska Enskilda Banken AB |  |  |  |  |
|  W | 0.650%, 09/09/24 |  | 26136 |  | 23924058 |
|  Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |  |  |
|  | 0.625%, 10/07/24 |  | 10600 |  | 9803410 |
|  TOTAL SWEDEN | TOTAL SWEDEN |  |  |  | 33727468 |
|  SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) |  |  |  |  |
|  Credit Suisse AG | Credit Suisse AG |  |  |  |  |
|  | 3.625%, 09/09/24 |  | 6560 |  | 6096513 |
|  | 2.950%, 04/09/25 |  | 5000 |  | 4474977 |
|  UBS AG | UBS AG |  |  |  |  |
|  W | 1.375%, 01/13/25 |  | 3000 |  | 2744768 |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | 13316258 |
|  UNITED KINGDOM — (2.3%) | UNITED KINGDOM — (2.3%) | UNITED KINGDOM — (2.3%) | UNITED KINGDOM — (2.3%) |  |  |
|  BAT Capital Corp. | BAT Capital Corp. |  |  |  |  |
|  | 3.222%, 08/15/24 |  | 10700 |  | 10226613 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | **(000)** | |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  CNH Industrial Capital LLC | CNH Industrial Capital LLC |  |  |  |
|  | 1.950%, 07/02/23 |  | 4000 | $3906081 |
|  HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
|  | 3.600%, 05/25/23 |  | 2000 | 1979185 |
|  Lloyds Banking Group PLC | Lloyds Banking Group PLC |  |  |  |
|  | 4.450%, 05/08/25 |  | 7000 | 6709166 |
|  NatWest Markets PLC | NatWest Markets PLC |  |  |  |
|  #W | 2.375%, 05/21/23 |  | 2900 | 2837233 |
|  W | 0.800%, 08/12/24 |  | 12000 | 10962090 |
|  Reckitt Benckiser Treasury Services PLC | Reckitt Benckiser Treasury Services PLC |  |  |  |
|  #W | 2.750%, 06/26/24 |  | 658 | 630989 |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM |  | 37251357 |
|  UNITED STATES — (29.5%) | UNITED STATES — (29.5%) | UNITED STATES — (29.5%) | UNITED STATES — (29.5%) |  |
|  AbbVie, Inc. | AbbVie, Inc. |  |  |  |
|  | 2.900%, 11/06/22 |  | 6500 | 6497660 |
|  Aetna, Inc. | Aetna, Inc. |  |  |  |
|  | 3.500%, 11/15/24 |  | 1600 | 1545326 |
|  Air Lease Corp. | Air Lease Corp. |  |  |  |
|  | 2.250%, 01/15/23 |  | 2414 | 2397524 |
|  Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 3.875%, 05/21/24 |  | 2500 | 2414221 |
|  | 5.125%, 09/30/24 |  | 7000 | 6896053 |
|  Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. |  |  |  |
|  | 4.000%, 05/17/25 |  | 3200 | 3077682 |
|  American Express Co. | American Express Co. |  |  |  |
|  | 2.250%, 03/04/25 |  | 10000 | 9285010 |
|  American Tower Corp. | American Tower Corp. |  |  |  |
|  | 3.375%, 05/15/24 |  | 1900 | 1841158 |
|  | 4.000%, 06/01/25 |  | 6600 | 6312757 |
|  Ameriprise Financial, Inc. | Ameriprise Financial, Inc. |  |  |  |
|  | 3.000%, 04/02/25 |  | 5000 | 4745440 |
|  Apple, Inc. | Apple, Inc. |  |  |  |
|  | 3.350%, 01/10/24 | AUD | 1500 | 949734 |
|  Ares Capital Corp. | Ares Capital Corp. |  |  |  |
|  # | 4.200%, 06/10/24 |  | 9320 | 8966117 |
|  Arizona Public Service Co. | Arizona Public Service Co. |  |  |  |
|  | 3.350%, 06/15/24 |  | 4328 | 4178808 |
|  Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 3.250%, 09/08/24 |  | 1500 | 1431182 |
|  Bank of America Corp. | Bank of America Corp. |  |  |  |
|  | 3.300%, 01/11/23 |  | 2000 | 1995923 |
|  | 4.125%, 01/22/24 |  | 5000 | 4940721 |
|  Boeing Co. | Boeing Co. |  |  |  |
|  | 2.800%, 03/01/23 |  | 4000 | 3967524 |
|  Booking Holdings, Inc. | Booking Holdings, Inc. |  |  |  |
|  | 3.650%, 03/15/25 |  | 10000 | 9642997 |
|  Boston Scientific Corp. | Boston Scientific Corp. |  |  |  |
|  # | 3.450%, 03/01/24 |  | 875 | 854723 |
|  Broadcom Corp./Broadcom Cayman Finance Ltd. | Broadcom Corp./Broadcom Cayman Finance Ltd. |  |  |  |
|  | 3.625%, 01/15/24 |  | 8000 | 7834973 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |
|  Campbell Soup Co. | Campbell Soup Co. |  |  |
|  | 3.300%, 03/19/25 | 10000 | $9510773 |
|  Capital One Financial Corp. | Capital One Financial Corp. |  |  |
|  | 3.300%, 10/30/24 | 1486 | 1416639 |
|  | 3.200%, 02/05/25 | 6400 | 6050479 |
|  Cardinal Health, Inc. | Cardinal Health, Inc. |  |  |
|  | 3.079%, 06/15/24 | 9750 | 9396860 |
|  Carrier Global Corp. | Carrier Global Corp. |  |  |
|  | 2.242%, 02/15/25 | 1244 | 1157683 |
|  Charles Schwab Corp., Floating Rate Note, SOFR + 0.500%, FRN | Charles Schwab Corp., Floating Rate Note, SOFR + 0.500%, FRN |  |  |
| (r) | 3.489%, 03/18/24 | 3073 | 3053377 |
|  Cigna Corp. | Cigna Corp. |  |  |
|  | 3.750%, 07/15/23 | 1163 | 1151001 |
|  | 3.500%, 06/15/24 | 3723 | 3625582 |
|  Cintas Corp. No. 2 | Cintas Corp. No. 2 |  |  |
|  | 3.450%, 05/01/25 | 2200 | 2121372 |
|  CNA Financial Corp. | CNA Financial Corp. |  |  |
|  | 3.950%, 05/15/24 | 2000 | 1952121 |
|  Constellation Energy Generation LLC | Constellation Energy Generation LLC |  |  |
|  | 3.250%, 06/01/25 | 14900 | 14127597 |
|  Devon Energy Corp. | Devon Energy Corp. |  |  |
|  | 5.250%, 09/15/24 | 400 | 399075 |
|  Discover Bank | Discover Bank |  |  |
|  | 2.450%, 09/12/24 | 3900 | 3659994 |
|  Discover Financial Services | Discover Financial Services |  |  |
|  | 3.950%, 11/06/24 | 2796 | 2694652 |
|  Discovery Communications LLC | Discovery Communications LLC |  |  |
|  # | 3.800%, 03/13/24 | 8000 | 7771235 |
|  Eastern Energy Gas Holdings LLC | Eastern Energy Gas Holdings LLC |  |  |
|  | 2.500%, 11/15/24 | 6727 | 6368263 |
|  eBay, Inc. | eBay, Inc. |  |  |
|  | 2.750%, 01/30/23 | 3800 | 3779456 |
|  Edison International | Edison International |  |  |
|  | 2.950%, 03/15/23 | 1522 | 1509996 |
|  | 3.550%, 11/15/24 | 3000 | 2876462 |
|  | 4.950%, 04/15/25 | 6920 | 6805485 |
|  Elevance Health, Inc. | Elevance Health, Inc. |  |  |
|  | 3.500%, 08/15/24 | 3000 | 2911172 |
|  # | 2.375%, 01/15/25 | 15000 | 14095879 |
|  Energy Transfer LP | Energy Transfer LP |  |  |
|  | 4.050%, 03/15/25 | 5204 | 4982094 |
|  Energy Transfer LP/Regency Energy Finance Corp. | Energy Transfer LP/Regency Energy Finance Corp. |  |  |
|  | 4.500%, 11/01/23 | 9000 | 8890696 |
|  Equifax, Inc. | Equifax, Inc. |  |  |
|  | 2.600%, 12/01/24 | 2600 | 2454920 |
|  Fidelity & Guaranty Life Holdings, Inc. | Fidelity & Guaranty Life Holdings, Inc. |  |  |
|  W | 5.500%, 05/01/25 | 2000 | 1955022 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |
|  Fiserv, Inc. | Fiserv, Inc. |  |  |
|  | 2.750%, 07/01/24 | 5000 | $4779119 |
|  Flex Ltd. | Flex Ltd. |  |  |
|  | 4.750%, 06/15/25 | 1000 | 970168 |
|  General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |  |  |
|  | 3.250%, 01/05/23 | 4350 | 4337302 |
|  | 5.100%, 01/17/24 | 2000 | 1982241 |
|  | 1.200%, 10/15/24 | 2000 | 1827462 |
|  | 3.800%, 04/07/25 | 3500 | 3307980 |
|  Georgia-Pacific LLC | Georgia-Pacific LLC |  |  |
|  W | 3.600%, 03/01/25 | 4000 | 3851779 |
|  Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |  |
|  | 3.500%, 02/01/25 | 10842 | 10465538 |
|  GlaxoSmithKline Capital PLC | GlaxoSmithKline Capital PLC |  |  |
|  # | 3.000%, 06/01/24 | 4361 | 4233713 |
|  Global Payments, Inc. | Global Payments, Inc. |  |  |
|  | 3.750%, 06/01/23 | 4000 | 3959089 |
|  | 2.650%, 02/15/25 | 3000 | 2783582 |
|  Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |  |  |
|  # | 3.625%, 01/22/23 | 1198 | 1195268 |
|  | 3.200%, 02/23/23 | 500 | 497210 |
|  | 3.500%, 01/23/25 | 5000 | 4777091 |
|  | 3.750%, 05/22/25 | 2800 | 2666275 |
|  Harley-Davidson Financial Services, Inc. | Harley-Davidson Financial Services, Inc. |  |  |
|  W | 3.350%, 02/15/23 | 1200 | 1192849 |
|  Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. |  |  |
|  | 1.450%, 04/01/24 | 10750 | 10172080 |
|  International Business Machines Corp. | International Business Machines Corp. |  |  |
|  # | 3.625%, 02/12/24 | 1750 | 1719868 |
|  | 3.000%, 05/15/24 | 11000 | 10673733 |
|  John Deere Capital Corp. | John Deere Capital Corp. |  |  |
|  # | 2.050%, 01/09/25 | 7000 | 6591142 |
|  JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |
|  | 3.625%, 05/13/24 | 493 | 482932 |
|  | 3.125%, 01/23/25 | 8500 | 8137073 |
|  Kemper Corp. | Kemper Corp. |  |  |
|  | 4.350%, 02/15/25 | 7500 | 7254928 |
|  Kinder Morgan, Inc. | Kinder Morgan, Inc. |  |  |
|  W | 5.625%, 11/15/23 | 4336 | 4327496 |
|  L3Harris Technologies, Inc. | L3Harris Technologies, Inc. |  |  |
|  | 3.832%, 04/27/25 | 3000 | 2881501 |
|  Laboratory Corp. of America Holdings | Laboratory Corp. of America Holdings |  |  |
|  | 3.600%, 02/01/25 | 763 | 730985 |
|  Lazard Group LLC | Lazard Group LLC |  |  |
|  | 3.750%, 02/13/25 | 3085 | 2967327 |
|  Lennar Corp. | Lennar Corp. |  |  |
|  | 4.500%, 04/30/24 | 5000 | 4909039 |
|  LyondellBasell Industries NV | LyondellBasell Industries NV |  |  |
|  | 5.750%, 04/15/24 | 570 | 571562 |
|  Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |
|  | 3.625%, 09/15/24 | 7000 | 6762263 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |
|  Morgan Stanley | Morgan Stanley |  |  |
|  | 3.125%, 01/23/23 | 2233 | $2225413 |
|  | 3.875%, 04/29/24 | 7253 | 7103385 |
|  MPLX LP | MPLX LP |  |  |
|  | 4.875%, 12/01/24 | 3750 | 3681202 |
|  Mylan, Inc. | Mylan, Inc. |  |  |
|  W | 3.125%, 01/15/23 | 5000 | 4968950 |
|  NextEra Energy Capital Holdings, Inc., Floating Rate Note, SOFR + 0.540%, FRN | NextEra Energy Capital Holdings, Inc., Floating Rate Note, SOFR + 0.540%, FRN |  |  |
| (r) | 3.393%, 03/01/23 | 7000 | 6990673 |
|  Nuveen Finance LLC | Nuveen Finance LLC |  |  |
|  W | 4.125%, 11/01/24 | 11250 | 10895541 |
|  Oracle Corp. | Oracle Corp. |  |  |
|  | 2.950%, 11/15/24 | 10000 | 9547230 |
|  # | 2.500%, 04/01/25 | 4000 | 3737213 |
|  | 2.950%, 05/15/25 | 900 | 846139 |
|  Penske Truck Leasing Co. LP/PTL Finance Corp. | Penske Truck Leasing Co. LP/PTL Finance Corp. |  |  |
|  W | 4.250%, 01/17/23 | 4000 | 3992644 |
|  W | 4.125%, 08/01/23 | 2022 | 1995779 |
|  Phillips 66 | Phillips 66 |  |  |
|  | 3.850%, 04/09/25 | 2000 | 1935227 |
|  Raytheon Technologies Corp. | Raytheon Technologies Corp. |  |  |
|  # | 3.200%, 03/15/24 | 4040 | 3932764 |
|  Ryder System, Inc. | Ryder System, Inc. |  |  |
|  # | 3.650%, 03/18/24 | 8033 | 7843482 |
|  Schlumberger Holdings Corp. | Schlumberger Holdings Corp. |  |  |
|  W | 3.750%, 05/01/24 | 7600 | 7433391 |
|  Simon Property Group LP | Simon Property Group LP |  |  |
|  | 2.000%, 09/13/24 | 7937 | 7459243 |
|  Stellantis NV | Stellantis NV |  |  |
|  | 5.250%, 04/15/23 | 7040 | 7013741 |
|  Truist Financial Corp. | Truist Financial Corp. |  |  |
|  | 2.500%, 08/01/24 | 280 | 266812 |
|  UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |
|  # | 3.500%, 02/15/24 | 12000 | 11803503 |
|  Ventas Realty LP | Ventas Realty LP |  |  |
|  | 2.650%, 01/15/25 | 1000 | 934633 |
|  | 3.500%, 02/01/25 | 9600 | 9114341 |
|  Verizon Communications, Inc., Floating Rate Note, SOFR + 0.500%, FRN | Verizon Communications, Inc., Floating Rate Note, SOFR + 0.500%, FRN |  |  |
| (r) | 3.532%, 03/22/24 | 811 | 804272 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Face**<br>**Amount^** | **Face**<br>**Amount^** | **Value†** |
| | | **(000)** | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |
|  Vornado Realty LP | Vornado Realty LP |  |  |  |
|  | 3.500%, 01/15/25 |  | 10357 | $9626163 |
|  Waste Management, Inc. | Waste Management, Inc. |  |  |  |
|  # | 2.400%, 05/15/23 |  | 2207 | 2180169 |
|  Wells Fargo & Co. | Wells Fargo & Co. |  |  |  |
|  # | 3.300%, 09/09/24 |  | 10000 | 9659906 |
|  | 3.000%, 02/19/25 |  | 5000 | 4722322 |
|  Williams Cos., Inc. | Williams Cos., Inc. |  |  |  |
|  | 3.900%, 01/15/25 |  | 2843 | 2743569 |
|  Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. |  |  |  |
|  | 3.550%, 04/01/25 |  | 3000 | 2869860 |
|  TOTAL UNITED STATES | TOTAL UNITED STATES | TOTAL UNITED STATES |  | 481829580 |
|  TOTAL BONDS | TOTAL BONDS |  |  | 1067512905 |
|  U.S. TREASURY OBLIGATIONS — (33.5%) | U.S. TREASURY OBLIGATIONS — (33.5%) | U.S. TREASURY OBLIGATIONS — (33.5%) | U.S. TREASURY OBLIGATIONS — (33.5%) | U.S. TREASURY OBLIGATIONS — (33.5%) |
|  U.S. Treasury Notes | U.S. Treasury Notes |  |  |  |
|  ~ | 0.125%, 07/31/23 |  | 23000 | 22238125 |
|  ~ | 0.125%, 08/15/23 |  | 40000 | 38607812 |
|  ~ | 0.125%, 09/15/23 |  | 23000 | 22115938 |
|  ~ | 0.250%, 11/15/23 |  | 50000 | 47783203 |
|  ~ | 0.500%, 11/30/23 |  | 96000 | 91856250 |
|  ~ | 0.125%, 12/15/23 |  | 115000 | 109389258 |
|  ~ | 0.750%, 12/31/23 |  | 80000 | 76471875 |
|  | 0.125%, 01/15/24 |  | 62000 | 58718359 |
|  ~ | 0.375%, 04/15/24 |  | 21000 | 19742461 |
|  « | 0.250%, 05/15/24 |  | 24000 | 22445625 |
|  ~ | 0.250%, 06/15/24 |  | 8000 | 7457188 |
|  ~ | 0.375%, 08/15/24 |  | 33000 | 30624258 |
|  TOTAL U.S. TREASURY OBLIGATIONS | TOTAL U.S. TREASURY OBLIGATIONS | TOTAL U.S. TREASURY OBLIGATIONS | TOTAL U.S. TREASURY OBLIGATIONS | 547450352 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $1,698,949,127) | TOTAL INVESTMENT SECURITIES<br>(Cost $1,698,949,127) | TOTAL INVESTMENT SECURITIES<br>(Cost $1,698,949,127) | TOTAL INVESTMENT SECURITIES<br>(Cost $1,698,949,127) | 1614963257 |
|  |  |  | **Shares** |  |
|  SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) |
|  @§ | The DFA Short Term Investment Fund | The DFA Short Term Investment Fund | 1542835 | 17836713 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,716,791,746) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,716,791,746) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,716,791,746) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,716,791,746) | $1632799970 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONTINUED** 

As of October 31, 2022, DFA Commodity Strategy Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying consolidated financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
|  USD | 11143823 | CAD | 14700353 | Citibank, N.A. | 12/06/22 | $350513 |
|  USD | 77136428 | AUD | 118873092 | State Street Bank and Trust | 12/28/22 | 957660 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  | $**1308173** |
|  USD | 25210145 | NZD | 44895279 | Bank of America Corp. | 01/06/23 | $(917361) |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  |  | $**(917361)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  | $**390812** |

---

As of October 31, 2022, DFA Commodity Strategy Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  CBOT Corn Futures | 85 | 03/14/23 | $2967874 | $2961187 | $(6687) |
|  CBOT Soybean Futures | 38 | 01/13/23 | 2618791 | 2697050 | 78259 |
|  CBOT Soybean Meal Futures | 39 | 01/13/23 | 1557797 | 1634490 | 76693 |
|  CBOT Soybean Oil Futures | 41 | 01/13/23 | 1535247 | 1737006 | 201759 |
|  CBOT Wheat Futures | 35 | 03/14/23 | 1571136 | 1573688 | 2552 |
|  CME Lean Hogs Futures | 24 | 02/14/23 | 851784 | 849120 | (2664) |
|  CME Live Cattle Futures | 30 | 02/28/23 | 1866445 | 1869900 | 3455 |
|  COMEX Copper Futures | 23 | 03/29/23 | 1931498 | 1930563 | (935) |
|  COMEX Gold 100 Troy Oz. Futures | 38 | 12/28/22 | 6743240 | 6234660 | (508580) |
|  COMEX Silver Futures | 20 | 03/29/23 | 1930733 | 1929600 | (1133) |
|  ICE Brent Crude Oil Futures | 39 | 01/31/23 | 3490664 | 3489330 | (1334) |
|  ICE Gasoil Futures | 17 | 01/12/23 | 1557241 | 1678750 | 121509 |
|  KCBT Hard Red Winter Wheat Futures | 20 | 03/14/23 | 969045 | 974250 | 5205 |
|  LME Nickel Futures | 15 | 01/16/23 | 1972868 | 1961595 | (11273) |
|  LME Nickel Futures | 29 | 11/14/22 | 3903827 | 3778758 | (125069) |
|  LME Primary Aluminum Futures | 38 | 01/16/23 | 2113834 | 2110900 | (2934) |
|  LME Primary Aluminum Futures | 77 | 11/14/22 | 4593460 | 4273500 | (319960) |
|  LME Zinc Futures | 23 | 01/16/23 | 1679391 | 1554225 | (125166) |
|  LME Zinc Futures | 46 | 11/14/22 | 3932507 | 3134325 | (798182) |
|  NYBOT CSC 'C' Coffee Futures | 14 | 03/21/23 | 908302 | 913763 | 5461 |
|  NYBOT CSC No. 11 World Sugar Futures | 63 | 02/28/23 | 1254970 | 1267963 | 12993 |
|  NYBOT CTN No. 2 Cotton Futures | 12 | 03/09/23 | 426969 | 429839 | 2870 |
|  NYMEX Henry Hub Natural Gas Futures | 99 | 12/28/22 | 6882408 | 6540930 | (341478) |
|  NYMEX Light Sweet Crude Oil Futures | 47 | 12/20/22 | 3840046 | 4013800 | 173754 |
|  NYMEX NY Harbor ULSD Futures | 9 | 12/30/22 | 1202001 | 1323189 | 121188 |
|  NYMEX Reformulated Gasoline Blend Futures | 10 | 12/30/22 | 981571 | 1032738 | 51167 |
|  **Total** |  |  | $**63283649** | $**61895119** | $**(1388530)** |
|  **Short Position contracts:** |  |  |  |  |  |
|  LME Nickel Futures | (29) | 11/14/22 | (3837517) | (3778758) | 58759 |
|  LME Nickel Futures | (5) | 01/16/23 | (655567) | (653865) | 1702 |
|  LME Primary Aluminum Futures | (77) | 11/14/22 | (4292878) | (4273500) | 19378 |
|  LME Primary Aluminum Futures | (11) | 01/16/23 | (613675) | (611050) | 2625 |
|  LME Zinc Futures | (46) | 11/14/22 | (3496630) | (3134325) | 362305 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** |<br>**Number of**<br>**Contracts** |<br>**Expiration**<br>**Date** |<br>**Notional**<br>**Value** |<br>**Market**<br>**Value** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
|  LME Zinc Futures | (7) | 01/16/23 | $(510868) | $(473025) | $37843 |
|  **Total** |  |  | $**(13407135)** | $**(12924523)** | $**482612** |
|  **Total Futures Contracts** |  |  | $**49876514** | $**48970596** | $**(905918)** |

---

As of October 31, 2022, DFA Commodity Strategy Portfolio had entered into the following outstanding Total Return Swaps:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Entity\*** | **Counterparty\*\*** | **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Payments<br>received**<br> **(paid) by<br>the Fund\*\*\*** | **Expiration<br>Date** | **Upfront**<br>**Premiums**<br>**Paid** | **Upfront**<br>**Premiums**<br>**Received** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  BofA Merrill Lynch Commodity MLBXPPDM Total Return Index (1) | Bank of America Corp. | USD | 170202543 | 3 Month USD<br> UST 13-Week Bill High Discount Rate plus 0.14% | 12/24/22 | – |  | $2722148 | $2722148 |
|  BofA Merrill Lynch Total Return Index (2) | Bank of America Corp. | USD | 178159195 | 3 Month USD<br> UST 13-Week Bill High Discount Rate plus 0.19% | 12/24/22 | – |  | 2900476 | 2900476 |
|  Citi Commodities Pre-Roll RS Total Return Index (3) | Citibank, N.A. | USD | 234010046 | 3 Month USD<br> UST 13-Week Bill High Discount Rate plus 0.18% | 12/30/22 | – |  | 917472 | 917472 |
|  Citi Custom CIVICS H Total Return Index (4) | Citibank, N.A. | USD | 88812427 | 3 Month USD<br> UST 13-Week Bill High Discount Rate plus 0.14% | 12/30/22 | – |  | 449427 | 449427 |
|  Credit Suisse Custom 141 Total Return Index (5) | Credit Suisse | USD | 292789796 | 3 Month USD<br> UST 13-Week Bill High Discount Rate plus 0.18% | 11/30/22 | – |  | (1285879) | (1285879) |
|  Credit Suisse Custom 57 Total Return Index (6) | Credit Suisse | USD | 174882012 | 3 Month USD<br> UST 13-Week Bill High Discount Rate plus 0.14% | 11/30/22 | – |  | (773335) | (773335) |
|  UBS UBSIB190 Custom Strategy (7) | UBS AG | USD | 489306483 | 3 Month USD<br> UST 13-Week Bill High Discount Rate plus 0.14% | 01/29/23 | – |  | 529671 | 529671 |
|  Total |  |  |  |  |  | – |  | $5459980 | $5459980 |

---

\* Portfolio receives the price appreciation of the reference entity at maturity.

\*\* As of October 31, 2022, the counterparties had deposited in segregated accounts securities with a value of $3,017,311 in connection with open total return swap contracts. 

\*\*\* Payments received (paid) by the Fund are exchanged at maturity.

------

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONTINUED** 

(1) The following table represents the individual positions within the Total Return Swap as of October 31,
2022:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
|  CBOT Soybean Oil Futures | 3.54% | $6034853 |
|  CBOT Corn Futures | 6.02% | 10239058 |
|  NYMEX Light Sweet Crude Oil Futures | 8.11% | 13810660 |
|  ICE Brent Crude Oil Futures | 7.09% | 12060246 |
|  NYBOT CTN No. 2 Cotton Futures | 0.88% | 1490027 |
|  COMEX Gold 100 Troy Oz. Futures | 12.94% | 22021151 |
|  COMEX Copper Futures | 3.88% | 6606478 |
|  NYMEX NY Harbor ULSD Futures | 2.74% | 4656239 |
|  NYBOT CSC 'C' Coffee Futures | 1.91% | 3258967 |
|  KCBT Hard Red Winter Wheat Futures | 1.97% | 3347535 |
|  LME Primary Aluminum Futures | 3.01% | 5125412 |
|  CME Live Cattle Futures | 3.79% | 6447904 |
|  CME Lean Hogs Futures | 1.74% | 2969667 |
|  LME Nickel Futures | 2.70% | 4597353 |
|  LME Zinc Futures | 2.21% | 3756849 |
|  NYMEX Henry Hub Natural Gas Futures | 13.35% | 22730398 |
|  ICE Gasoil Futures | 3.47% | 5901179 |
|  CBOT Soybean Futures | 5.52% | 9401743 |
|  NYBOT CSC No. 11 World Sugar Futures | 2.57% | 4381556 |
|  COMEX Silver Futures | 3.85% | 6551720 |
|  CBOT Soybean Meal Futures | 3.35% | 5697149 |
|  CBOT Wheat Futures | 3.20% | 5445873 |
|  NYMEX Reformulated Gasoline Blend Futures | 2.16% | 3670526 |
|  **Total Notional Amount** |  | $**170202543** |

---

(2) The following table represents the individual positions within the Total Return Swap as of October 31,
2022:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
|  CBOT Soybean Oil Futures | 4.26% | $7580752 |
|  CBOT Corn Futures | 5.95% | 10602887 |
|  NYMEX Light Sweet Crude Oil Futures | 8.10% | 14434496 |
|  ICE Brent Crude Oil Futures | 7.35% | 13095616 |
|  NYBOT CTN No. 2 Cotton Futures | 0.90% | 1598236 |
|  COMEX Gold 100 Troy Oz. Futures | 10.27% | 18292388 |
|  COMEX Copper Futures | 3.90% | 6940651 |
|  NYMEX NY Harbor ULSD Futures | 3.28% | 5848991 |
|  NYBOT CSC 'C' Coffee Futures | 1.97% | 3512019 |
|  KCBT Hard Red Winter Wheat Futures | 1.96% | 3486161 |
|  LME Primary Aluminum Futures | 2.41% | 4292232 |
|  CME Live Cattle Futures | 3.72% | 6636275 |
|  CME Lean Hogs Futures | 1.41% | 2508359 |
|  LME Nickel Futures | 2.16% | 3850013 |
|  LME Zinc Futures | 2.22% | 3962580 |
|  NYMEX Henry Hub Natural Gas Futures | 15.75% | 28064917 |
|  ICE Gasoil Futures | 4.14% | 7383026 |
|  CBOT Soybean Futures | 4.42% | 7869161 |
|  NYBOT CSC No. 11 World Sugar Futures | 3.06% | 5452866 |
|  COMEX Silver Futures | 3.05% | 5437657 |
|  CBOT Soybean Meal Futures | 4.02% | 7156542 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
|  CBOT Wheat Futures | 3.11% | 5542595 |
|  NYMEX Reformulated Gasoline Blend Futures | 2.59% | 4610775 |
|  **Total Notional Amount** |  | $**178159195** |

---

(3) The following table represents the individual positions within the Total Return Swap as of October 31,
2022:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
|  CBOT Soybean Oil Futures | 4.26% | $9957230 |
|  CBOT Corn Futures | 5.95% | 13926769 |
|  NYMEX Light Sweet Crude Oil Futures | 8.10% | 18959545 |
|  ICE Brent Crude Oil Futures | 7.35% | 17200940 |
|  NYBOT CTN No. 2 Cotton Futures | 0.90% | 2099265 |
|  COMEX Gold 100 Troy Oz. Futures | 10.27% | 24026840 |
|  COMEX Copper Futures | 3.90% | 9116465 |
|  NYMEX NY Harbor ULSD Futures | 3.28% | 7682582 |
|  NYBOT CSC 'C' Coffee Futures | 1.97% | 4612997 |
|  KCBT Hard Red Winter Wheat Futures | 1.96% | 4579032 |
|  LME Primary Aluminum Futures | 2.41% | 5637797 |
|  CME Live Cattle Futures | 3.72% | 8716671 |
|  CME Lean Hogs Futures | 1.41% | 3294700 |
|  LME Nickel Futures | 2.16% | 5056948 |
|  LME Zinc Futures | 2.22% | 5204803 |
|  NYMEX Henry Hub Natural Gas Futures | 15.75% | 36862945 |
|  ICE Gasoil Futures | 4.14% | 9697519 |
|  CBOT Soybean Futures | 4.42% | 10336052 |
|  NYBOT CSC No. 11 World Sugar Futures | 3.06% | 7162277 |
|  COMEX Silver Futures | 3.05% | 7142299 |
|  CBOT Soybean Meal Futures | 4.02% | 9400035 |
|  CBOT Wheat Futures | 3.11% | 7280135 |
|  NYMEX Reformulated Gasoline Blend Futures | 2.59% | 6056200 |
|  **Total Notional Amount** |  | $**234010046** |

---

(4) The following table represents the individual positions within the Total Return Swap as of October 31,
2022:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
|  CBOT Soybean Oil Futures | 3.54% | $3149013 |
|  CBOT Corn Futures | 6.02% | 5342785 |
|  NYMEX Light Sweet Crude Oil Futures | 8.11% | 7206462 |
|  ICE Brent Crude Oil Futures | 7.09% | 6293089 |
|  NYBOT CTN No. 2 Cotton Futures | 0.88% | 777503 |
|  COMEX Gold 100 Troy Oz. Futures | 12.94% | 11490732 |
|  COMEX Copper Futures | 3.88% | 3447289 |
|  NYMEX NY Harbor ULSD Futures | 2.74% | 2429646 |
|  NYBOT CSC 'C' Coffee Futures | 1.91% | 1700543 |
|  KCBT Hard Red Winter Wheat Futures | 1.97% | 1746758 |
|  LME Primary Aluminum Futures | 3.01% | 2674462 |
|  CME Live Cattle Futures | 3.79% | 3364545 |
|  CME Lean Hogs Futures | 1.74% | 1549585 |
|  LME Nickel Futures | 2.70% | 2398919 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
|  LME Zinc Futures | 2.21% | 1960340 |
|  NYMEX Henry Hub Natural Gas Futures | 13.35% | 11860821 |
|  ICE Gasoil Futures | 3.47% | 3079261 |
|  CBOT Soybean Futures | 5.52% | 4905870 |
|  NYBOT CSC No. 11 World Sugar Futures | 2.57% | 2286315 |
|  COMEX Silver Futures | 3.85% | 3418716 |
|  CBOT Soybean Meal Futures | 3.35% | 2972797 |
|  CBOT Wheat Futures | 3.20% | 2841680 |
|  NYMEX Reformulated Gasoline Blend Futures | 2.16% | 1915296 |
|  **Total Notional Amount** |  | $**88812427** |

---

(5) The following table represents the individual positions within the Total Return Swap as of October 31,
2022:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
|  CBOT Soybean Oil Futures | 4.26% | $12458334 |
|  CBOT Corn Futures | 5.95% | 17424961 |
|  NYMEX Light Sweet Crude Oil Futures | 8.10% | 23721893 |
|  ICE Brent Crude Oil Futures | 7.35% | 21521554 |
|  NYBOT CTN No. 2 Cotton Futures | 0.90% | 2626568 |
|  COMEX Gold 100 Troy Oz. Futures | 10.27% | 30062016 |
|  COMEX Copper Futures | 3.90% | 11406382 |
|  NYMEX NY Harbor ULSD Futures | 3.28% | 9612329 |
|  NYBOT CSC 'C' Coffee Futures | 1.97% | 5771711 |
|  KCBT Hard Red Winter Wheat Futures | 1.96% | 5729215 |
|  LME Primary Aluminum Futures | 2.41% | 7053925 |
|  CME Live Cattle Futures | 3.72% | 10906165 |
|  CME Lean Hogs Futures | 1.41% | 4122278 |
|  LME Nickel Futures | 2.16% | 6327177 |
|  LME Zinc Futures | 2.22% | 6512170 |
|  NYMEX Henry Hub Natural Gas Futures | 15.75% | 46122354 |
|  ICE Gasoil Futures | 4.14% | 12133388 |
|  CBOT Soybean Futures | 4.42% | 12932311 |
|  NYBOT CSC No. 11 World Sugar Futures | 3.06% | 8961331 |
|  COMEX Silver Futures | 3.05% | 8936336 |
|  CBOT Soybean Meal Futures | 4.02% | 11761180 |
|  CBOT Wheat Futures | 3.11% | 9108793 |
|  NYMEX Reformulated Gasoline Blend Futures | 2.59% | 7577425 |
|  **Total Notional Amount** |  | $**292789796** |

---

(6) The following table represents the individual positions within the Total Return Swap as of October 31,
2022:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
|  CBOT Soybean Oil Futures | 3.54% | $6200773 |
|  CBOT Corn Futures | 6.02% | 10520565 |
|  NYMEX Light Sweet Crude Oil Futures | 8.11% | 14190364 |
|  ICE Brent Crude Oil Futures | 7.09% | 12391825 |
|  NYBOT CTN No. 2 Cotton Futures | 0.88% | 1530993 |
|  COMEX Gold 100 Troy Oz. Futures | 12.94% | 22626590 |
|  COMEX Copper Futures | 3.88% | 6788113 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
|  NYMEX NY Harbor ULSD Futures | 2.74% | 4784256 |
|  NYBOT CSC 'C' Coffee Futures | 1.91% | 3348567 |
|  KCBT Hard Red Winter Wheat Futures | 1.97% | 3439571 |
|  LME Primary Aluminum Futures | 3.01% | 5266328 |
|  CME Live Cattle Futures | 3.79% | 6625180 |
|  CME Lean Hogs Futures | 1.74% | 3051314 |
|  LME Nickel Futures | 2.70% | 4723750 |
|  LME Zinc Futures | 2.21% | 3860138 |
|  NYMEX Henry Hub Natural Gas Futures | 13.35% | 23355337 |
|  ICE Gasoil Futures | 3.47% | 6063424 |
|  CBOT Soybean Futures | 5.52% | 9660230 |
|  NYBOT CSC No. 11 World Sugar Futures | 2.57% | 4502020 |
|  COMEX Silver Futures | 3.85% | 6731849 |
|  CBOT Soybean Meal Futures | 3.35% | 5853784 |
|  CBOT Wheat Futures | 3.20% | 5595599 |
|  NYMEX Reformulated Gasoline Blend Futures | 2.16% | 3771442 |
|  **Total Notional Amount** |  | $**174882012** |

---

(7) The following table represents the individual positions within the Total Return Swap as of October 31,
2022:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
|  CBOT Soybean Oil Futures | 3.54% | $17349287 |
|  CBOT Corn Futures | 6.02% | 29435737 |
|  NYMEX Light Sweet Crude Oil Futures | 8.11% | 39703552 |
|  ICE Brent Crude Oil Futures | 7.09% | 34671379 |
|  NYBOT CTN No. 2 Cotton Futures | 0.88% | 4283602 |
|  COMEX Gold 100 Troy Oz. Futures | 12.94% | 63307466 |
|  COMEX Copper Futures | 3.88% | 18992621 |
|  NYMEX NY Harbor ULSD Futures | 2.74% | 13385981 |
|  NYBOT CSC 'C' Coffee Futures | 1.91% | 9369035 |
|  KCBT Hard Red Winter Wheat Futures | 1.97% | 9623656 |
|  LME Primary Aluminum Futures | 3.01% | 14734782 |
|  CME Live Cattle Futures | 3.79% | 18536747 |
|  CME Lean Hogs Futures | 1.74% | 8537343 |
|  LME Nickel Futures | 2.70% | 13216691 |
|  LME Zinc Futures | 2.21% | 10800370 |
|  NYMEX Henry Hub Natural Gas Futures | 13.35% | 65346445 |
|  ICE Gasoil Futures | 3.47% | 16964995 |
|  CBOT Soybean Futures | 5.52% | 27028585 |
|  NYBOT CSC No. 11 World Sugar Futures | 2.57% | 12596307 |
|  COMEX Silver Futures | 3.85% | 18835200 |
|  CBOT Soybean Meal Futures | 3.35% | 16378439 |
|  CBOT Wheat Futures | 3.20% | 15656057 |
|  NYMEX Reformulated Gasoline Blend Futures | 2.16% | 10552206 |
|  **Total Notional Amount** |  | $**489306483** |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO** 

**CONTINUED** 

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | $62330455 |  | $62330455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 1388828 |  | 1388828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada |  | 113766374 |  | 113766374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 7028417 |  | 7028417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 58638002 |  | 58638002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 59141062 |  | 59141062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 12471922 |  | 12471922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 9264468 |  | 9264468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 95505084 |  | 95505084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 11464671 |  | 11464671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 26022845 |  | 26022845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 13431029 |  | 13431029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations |  | 30935085 |  | 30935085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 33727468 |  | 33727468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 13316258 |  | 13316258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 37251357 |  | 37251357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 481829580 |  | 481829580 |
|  U.S. Treasury Obligations |  | 547450352 |  | 547450352 |
|  Securities Lending Collateral |  | 17836713 |  | 17836713 |
|  Forward Currency Contracts\*\* |  | 390812 |  | 390812 |
|  Futures Contracts\*\* | $(905918) |  |  | (905918) |
|  Swap Agreements\*\* |  | 5459980 |  | 5459980 |
|  TOTAL | $(905918) | $1638650762 |  | $1637744844 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**CONSOLIDATED STATEMENT OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | |
|:---|:---|
|  | **DFA**<br> **Commodity Strategy**<br>**Portfolio\*** |
|  **ASSETS:** |  |
|  Investment Securities at Value (including $17,455 of securities on loan) | $1614963 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $17,843) | 17837 |
|  Foreign Currencies at Value | 125 |
|  Segregated Cash for Swaps Contracts | 11148 |
|  Cash | 54163 |
|  Receivables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 8572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 854 |
|  Unrealized Gain on Swap Contracts | 7519 |
|  Unrealized Gain on Forward Currency Contracts | 1308 |
|  Prepaid Expenses and Other Assets | 33 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 1716530 |
|  **LIABILITIES:** |  |
|  Payables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 15022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased | 2845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 2254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Broker | 1910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 140 |
|  Unrealized Loss on Swap Contracts | 2059 |
|  Unrealized Loss on Forward Currency Contracts | 917 |
|  Payable for Swap Contracts Payments | 766 |
|  Accrued Expenses and Other Liabilities | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 26441 |
|  **NET ASSETS** | $1690089 |
|  SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 322994800 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE** | $**5.23** |
|  Investment Securities at Cost | $1698949 |
|  Foreign Currencies at Cost | $125 |
|  **NET ASSETS CONSIST OF:** |  |
|  Paid-In Capital | $2334237 |
|  Total Distributable Earnings (Loss) | (644148) |
|  **NET ASSETS** | $1690089 |
| (1) NUMBER OF SHARES AUTHORIZED | 1800000000 |

---

------

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**CONSOLIDATED STATEMENT OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **DFA**<br>**Commodity Strategy**<br>**Portfolio<sup>#</sup>** |
|  **Investment Income** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest | $27489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 43 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 27532 |
|  **Expenses** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 6263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 11 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 6713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note D) | 1298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note D) | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 5396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 22136 |
|  **Realized and Unrealized Gain (Loss)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | (44736) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (5) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swap Contracts | 110350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (22) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 21616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (75310) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (6) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (1625) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swap Contracts | 35073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (51) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 1633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | 47870 |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $70006 |

---

------

\*\* Net of foreign capital gain taxes withheld of $0. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **DFA Commodity Strategy** | **DFA Commodity Strategy** |
|  | **Portfolio** | **Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |
|  Operations: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $22136 | $3378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | (44736) | 4785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (5) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 953 | 40432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swap Contracts | 110350 | 505196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (22) | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 21616 | (571) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (75310) | (14473) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (6) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (1625) | 599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swap Contracts | 35073 | (13549) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (51) | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 1633 | (1611) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 70006 | 524246 |
|  Distributions: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (500400) | (3525) |
|  Capital Share Transactions (1): |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 967055 | 597773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 476866 | 3293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (1089224) | (452428) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 354697 | 148638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (75697) | 669359 |
|  **Net Assets** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 1765786 | 1096427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $1690089 | $1765786 |
| **(1) Shares Issued and Redeemed:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 173638 | 96905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 104431 | 622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (198205) | (73709) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 79864 | 23818 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0. 

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**CONSOLIDATED FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Commodity Strategy Portfolio** | **DFA Commodity Strategy Portfolio** | **DFA Commodity Strategy Portfolio** | **DFA Commodity Strategy Portfolio** | **DFA Commodity Strategy Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $7.26 | $5.00 | $5.46 | $5.68 | $5.98 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.07 | 0.01 | 0.06 | 0.11 | 0.10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 0.07 | 2.27 | (0.46) | (0.22) | (0.25) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 0.14 | 2.28 | (0.40) | (0.11) | (0.15) |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (2.17) | (0.02) | (0.06) | (0.11) | (0.15) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (2.17) | (0.02) | (0.06) | (0.11) | (0.15) |
|  Net Asset Value, End of Year | $5.23 | $7.26 | $5.00 | $5.46 | $5.68 |
|  Total Return | 6.38% | 45.67% | (7.41%) | (1.99%) | (2.43%) |
|  Net Assets, End of Year (thousands) | $1690089 | $1765786 | $1096427 | $1579044 | $1995988 |
|  Ratio of Expenses to Average Net Assets | 0.30% | 0.31% | 0.33% | 0.33% | 0.32% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.38% | 0.40% | 0.41% | 0.41% | 0.39% |
|  Ratio of Net Investment Income to Average Net Assets | 1.25% | 0.24% | 1.15% | 1.99% | 1.61% |
|  Portfolio Turnover Rate | 134% | 114% | 71% | 38% | 78% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**NOTES TO CONSOLIDATED FINANCIAL STATEMENTS** 

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), as amended (the "1940 Act"), whose shares are generally offered, without a sales charge, to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and two operational portfolios, one of which, DFA Commodity Strategy Portfolio (the "Portfolio"), is included in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolio is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

The Portfolio wholly owns and controls Dimensional Cayman Commodity Fund I, LTD. (the "Subsidiary"), a company organized under the laws of the Cayman Islands. The Subsidiary is not registered as an investment company under the 1940 Act.

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Portfolio uses a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities,
open-end investment companies, and futures contracts)

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – significant unobservable inputs (including the Portfolio's own assumptions in determining the
fair value of investments)

Debt securities held by the Portfolio are valued on the basis of evaluated 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 that 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. These securities are generally categorized as Level 2 in the hierarchy. 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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Portfolio may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Futures contracts held by the Portfolio are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy. Swap agreements will be valued at the price provided by an independent third-party pricing service or source. If a price is not available from an independent third-party pricing service or source, the swap agreement will be valued in good faith at fair value in accordance with procedures approved by the Board. These securities are generally categorized as Level 2 in the hierarchy.

------

Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

A summary of the inputs used to value the Portfolio's investments by each major security type, industry and/or country is disclosed previously in this note. A valuation hierarchy table has been included at the end of the Schedule of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Foreign Currency Translation*: Securities and other assets and liabilities of the Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate this translation, the Portfolio enters into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Deferred Compensation Plan*: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (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: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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/affiliated investment companies securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund or its portfolios are allocated using methods approved by the Board, generally based on average net assets.

------

**C. Basis for Consolidation:** 

The Subsidiary commenced operations on November 9, 2010. The Portfolio commenced reporting on a consolidated basis as of such commencement date in accordance with the accounting principles relating to reporting of a wholly-owned subsidiary. The Portfolio will seek to gain exposure to commodities, commodities-related instruments, derivatives and other investments by directly investing in those instruments or through investments in the Subsidiary. The Subsidiary participates in the same investment goal as the Portfolio. The Subsidiary pursues its investment goal by investing in commodities, commodities-related instruments, derivatives and other investments. The Subsidiary (unlike the Portfolio) may invest without limitation in these instruments. However, the Subsidiary is otherwise subject to the same fundamental, non-fundamental and certain other investment restrictions as the Portfolio. The portion of the Portfolio's or Subsidiary's assets exposed to any particular commodity, derivative or other investment will vary based on market conditions, but from time to time some exposure could be substantial.

To the extent of the Portfolio's investment through the Subsidiary, it will be subject to the risks associated with the commodities, derivatives and other instruments in which the Subsidiary invests. By investing in the Subsidiary, the Portfolio is indirectly exposed to the risks associated with the Subsidiary's investments. The derivatives and other investments held by the Subsidiary are generally similar to those that are permitted to be held by the Portfolio and are subject to the same risks that apply to similar investments if held directly by the Portfolio.

The Subsidiary is classified as a controlled foreign corporation under Subchapter N of the Internal Revenue Code. Therefore, the Portfolio is required to increase its taxable income by its share of the Subsidiary's income. Net investment losses of the Subsidiary cannot be deducted by the Portfolio in the current period nor carried forward to offset taxable income in future periods.

As of October 31, 2022, the Portfolio held a $392,270,247 investment in the Subsidiary, representing 23.21% of the Portfolio's total net assets. The accompanying consolidated financial statements include all assets, liabilities, revenues and expenses of the Portfolio and its wholly-owned Subsidiary. Intercompany balances and transactions have been eliminated in consolidation.

**D. Investment Advisor**:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolio. For the year ended October 31, 2022, the investment management fee was accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

---

| | | |
|:---|:---|:---|
|  DFA Commodity Strategy Portfolio | 0.28 | % |

---

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (the "Fee Waiver Agreement"), the Advisor has contractually agreed to waive all or a portion of the management fee and to assume the expenses of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in The DFA Short Term Investment Fund and its investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses to no more than 0.55% of the Portfolio's average net assets on an annualized basis (the "Expense Limitation Amount"). At any time that the Portfolio Expenses of the Portfolio are less than the Expense Limitation Amount, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount for the Portfolio. The Fund, on behalf of the Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery. The Fee Waiver Agreement for the Portfolio will remain in effect through February 28, 2023, and may only be terminated by the Fund's Board of Directors prior to that date. The Fee Waiver Agreement will continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. As of October 31, 2022, there were no previously waived fees/expenses assumed subject to future recovery by the Advisor.

------

The Subsidiary has entered into a separate contract with the Advisor whereby the Advisor or its affiliates provide investment advisory and other services to the Subsidiary. For the investment advisory services it provides, the Advisor is entitled to a fee from the Subsidiary equal to 0.30% of the Subsidiary's average net assets on an annualized basis; however, pursuant to a contractual agreement, the Advisor has agreed to waive the management fee of the Subsidiary.

For the year ended October 31, 2022, approximately $1,298 (in thousands) of the Subsidiary's management fees were waived pursuant to the Subsidiary fee waiver agreement.

**Earned Income Credit:** 

Additionally, the Portfolio has entered into an arrangement with its custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolio's custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of the Portfolio's net assets. During the year ended October 31, 2022, expenses reduced were as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Fees Paid<br>Indirectly** |
|  DFA Commodity Strategy Portfolio | $19 |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2022, the total related amount paid by the Fund to the CCO was $166 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Consolidated Statement of Operations.

**E. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Directors/Trustees is included in Accrued Expenses and Other Liabilities on the Consolidated Statement of Assets and Liabilities as follows (amount in thousands):

---

| | |
|:---|:---|
|  DFA Commodity Strategy Portfolio | $6.0 |

---

**F. Purchases and Sales of Securities:** 

For the year ended October 31, 2022, the Portfolio's transactions related to investment securities, other than short-term securities and in-kind redemptions (amounts in thousands), were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Securities** | **U.S. Government Securities** | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases** | **Sales** | **Purchases** | **Sales** |
|  DFA Commodity Strategy Portfolio | $1537538 | $1759700 | $721830 | $441941 |

---

For the year ended October 31, 2022, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

------

The amounts presented below may differ from the respective amounts presented in the corresponding Consolidated Schedule of Investments, Consolidated Statement of Assets and Liabilities or Consolidated Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31,**<br>**2021** | **Purchases<br>at Cost** | **Proceeds**<br>**from<br>Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized**<br>**Appreciation/<br>Depreciation** | **Balance at<br>October 31,<br>2022** | **Shares as of<br>October 31,<br>2022** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **DFA Commodity Strategy Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $4237 | $218493 | $204882 | $(5) | $(6) | $17837 | 1543 | $275 |  |
|  **Total** | $**4237** | $**218493** | $**204882** | $**(5)** | $**(6)** | $**17837** | **1543** | $**275** |  |

---

**G. Federal Income Taxes:** 

The 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.

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 GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income or accumulated net realized gains or losses, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2022, can occur as a result of financial and tax reporting related to the Subsidiary, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for tax purposes, reversal of book income/loss from controlled foreign corporation and net foreign currency gains/losses, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2021, and October 31, 2022, were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Tax Exempt<br>Income** | **Total** |
|  DFA Commodity Strategy Portfolio |  |  |  |  |
| 2021 | $3525 |  |  | $3525 |
| 2022 | 500400 |  |  | 500400 |

---

As of October 31, 2022, 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 use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Total** |
|  DFA Commodity Strategy Portfolio | $(12205) | – $| (12205) |

---

------

As of October 31, 2022, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss<br>Carryforwards** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  DFA Commodity Strategy Portfolio | $103837 | – $| (33679) | $(714299) | $(644141) |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2022, the Portfolio had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Unlimited** | **Total** |
|  DFA Commodity Strategy Portfolio | $33679 | $33679 |

---

During the year ended October 31, 2022, the Portfolio did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal<br>Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  DFA Commodity Strategy Portfolio | $2353399 | $16884 | $(733914) | $(717030) |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolio's tax positions and has concluded that no additional provision for income tax is required in the Portfolio's financial statements. The Portfolio is not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio's federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**H. Financial Instruments:** 

In accordance with the Portfolio's investment objective and policies, the Portfolio may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *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 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 international securities held by the Portfolio may be inhibited.

------

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by the Portfolio. The Portfolio may gain exposure to commodity markets by investing up to 25% of the Portfolio's total assets in the Subsidiary. The Subsidiary may invest without limitation in commodity-linked notes, swap agreements and other commodity-linked derivative instruments, including futures contracts on individual commodities or a subset of commodities and options on commodities. The accompanying consolidated schedule of investments includes investments of the Portfolio and its wholly-owned Subsidiary.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Forward Currency Contracts*: The Portfolio may acquire and sell forward currency contracts to hedge against adverse changes in the relationship of the U.S. dollar to foreign currencies (foreign exchange rate risk). The decision to hedge the Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Consolidated Statement of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Consolidated Statement of Operations as a net realized gain or loss on forward currency contracts.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Commodity-Linked Derivatives*: The Portfolio and the Subsidiary invest in commodity-linked derivative instruments, such as swap agreements, commodity options, futures, options on futures, and structured notes. The prices of commodity-linked derivative instruments may move in different directions than investments in traditional equity securities, fixed income securities and commodity spot prices.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. *Swap Agreements*: The Portfolio may enter into swap agreements with respect to commodities, interest rates and indexes of commodities or securities, specific securities and commodities, and mortgage, credit and event-linked swaps, and, to the extent the Portfolio may invest in foreign-currency-denominated securities, the Portfolio may enter into swap agreements with respect to foreign currencies.

The Portfolio may enter into swap transactions for any legal purpose consistent with its investment objective and policies, such as for the purpose of attempting to obtain or preserve a particular return or spread at a lower cost than obtaining a return or spread through purchases and/or sales of instruments in other markets, to seek to increase total return (speculation), to protect against currency fluctuations, as a duration management technique, to protect against any increase in the price of securities the Portfolio anticipates purchasing at a later date, or to gain exposure to certain markets in the most economical way possible.

A swap agreement may be negotiated bilaterally and traded over-the-counter between the two parties (for an uncleared swap), while other swaps must be transacted through a futures commission merchant ("FCM") and cleared through a clearinghouse that serves as a central counterparty (for a cleared swap), and may be traded on swap execution facilities (exchanges). Swap agreements are two-party contracts entered into primarily by institutional investors for periods ranging from a few weeks to more than one year. In a standard "swap" transaction, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on particular predetermined investments or instruments, which may be adjusted for an interest factor. In an uncleared swap, the swap counterparty is typically a brokerage firm, bank or other financial institution. In a cleared swap, the Portfolio's ultimate counterparty is a central clearinghouse rather than a brokerage firm, bank or other financial institution.

An investment in a commodity swap agreement may involve the exchange of floating-rate interest payments for the total return on a commodity index. In a total return commodity swap, the Portfolio will receive the price appreciation of a commodity index, a portion of the index, or a single commodity in exchange for paying an agreed-upon fee. The Portfolio may also enter into credit default swap agreements. The "buyer" in a credit default contract is obligated to pay the "seller" a periodic stream of payments over the term of the contract provided that no event of default on an underlying reference obligation (whether as a single debt instrument or as part of an index of debt instruments) has occurred. If an event of default occurs, the seller must pay the buyer the full notional value, or "par value," of the reference obligation in exchange for the reference obligation. The Portfolio may be either the buyer or seller in a credit default swap transaction. Credit default swap transactions involve greater risks than if the Portfolio had invested in the reference obligation directly.

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Most swap agreements entered into by the Portfolio will calculate the obligations of the parties to the agreement on a "net" basis, which means that the two payment streams are netted out, with the Portfolio receiving or paying, as the case may be, only the net amount of the two payments. The Portfolio's current obligations under a swap agreement will be accrued daily (offset against any amounts owed to the Portfolio) and any accrued but unpaid net amounts owed to a swap counterparty will be covered by the segregation of assets determined to be liquid to avoid any potential leveraging of the Portfolio's portfolio.

Uncleared swaps are typically executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap obligations is the responsibility only of the swap counterparty rather than a clearinghouse, as is the case with cleared swaps. As a result, the Portfolio bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio's rights as a creditor. The Portfolio will enter into swap agreements only with counterparties that meet certain standards of creditworthiness as determined by the Advisor's Investment Committee. To the extent that the Portfolio reasonably expects a swap cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of investment, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio's net assets.

The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 and implementing rules adopted by the Commodity Futures Trading Commission ("CFTC") currently require the clearing and exchange-trading of the most common types of credit default index swaps and interest rate swaps, and it is expected that additional categories of swaps will in the future be designated as subject to mandatory clearing and trade execution requirements. Central clearing is intended to reduce counterparty credit risk and increase liquidity, but central clearing does not eliminate these risks completely. There is also a risk of loss by the Portfolio of the initial and variation margin deposits in the event of bankruptcy of the FCM with which the Portfolio has an open position, or the central counterparty in a swap contract. The assets of the Portfolio may not be fully protected in the event of the bankruptcy of the FCM or central counterparty because the Portfolio might be limited to recovering only a pro rata share of all available funds and margin segregated on behalf of an FCM's customers.

**Futures Activities:** 

The Portfolio may enter into commodity, foreign currency, interest rate and commodity or securities index futures contracts and purchase and write (sell) related options traded on exchanges designated by the CFTC or, consistent with CFTC regulations, on foreign exchanges.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. *Futures Contracts*: A commodity futures contract provides for the future sale by one party and the future purchase by the other party of a specified amount of a commodity, such as an energy, agricultural or metal commodity, at a specified price, date, time and place. A foreign currency futures contract provides for the future sale by one party and the future purchase by the other party of a certain amount of a specified non-U.S. currency at a specified price, date, time and place. An interest rate futures contract provides for the future sale by one party and the purchase by the other party of a certain amount of a specific interest rate sensitive financial instrument (debt security) at a specified price, date, time and place. Securities and commodities indexes are typically capitalization or production weighted, respectively. A securities index or commodities index futures contract is an agreement to be settled by delivery of an amount of cash equal to a specified multiplier times the difference between the value of the index at the close of the last trading day on the contract and the price at which the agreement is made. The clearing house of the exchange on which a futures contract is entered into becomes the counterparty to each purchaser and seller of the futures contract.

Payments, known as "variation margin," to and from the broker, will be made daily as the currency, financial instrument or index underlying the futures contract fluctuates, making the long and short positions in the futures contract more or less valuable, a process known as "marking-to-market." As a result of the small margin deposit that is required, a small change in the market price of a futures contract can produce major losses.

------

At any time prior to the expiration of a futures contract, the Portfolio may elect to close the position by taking an opposite position, which will operate to terminate the Portfolio's existing position in the contract. Positions in futures contracts and options on futures contracts (described below) may be closed out only on the exchange on which they were entered into (or through a linked exchange). However, there is no assurance that an active market will exist at any particular time. Once the daily fluctuation limit has been reached in a particular contract, most futures exchanges restrict trades at a price beyond that limit or trading may be suspended for specified periods during the day. Such restrictions prevent prompt liquidation of futures positions at an advantageous price, potentially subjecting the Portfolio to substantial losses. In such event, and in the event of adverse price movements, the Portfolio would be required to make daily cash payments of variation margin. Losses incurred in futures transactions and the costs of these transactions will affect the Portfolio's performance.

The price volatility of commodity futures contracts has been historically greater than that for traditional securities, such as stocks and bonds, and there are a variety of factors associated with commodity futures contracts which may subject the Portfolio's investments in the contracts to greater volatility than investments in traditional securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6. *Options on Futures Contracts*: The Portfolio may purchase and write put and call options on foreign currency, interest rate and stock and commodity index futures contracts and may enter into closing transactions with respect to such options to terminate existing positions. There is no guarantee that such closing transactions can be effected; the ability to establish and close out positions on such options will be subject to the existence of a liquid market.

An option on a currency, interest rate or commodity or securities index futures contract, as contrasted with the direct investment in such a contract, gives the purchaser the right, in return for the premium paid, to assume a position in a futures contract at a specified exercise price at any time prior to the expiration date of the option. The writer of the option is required upon exercise to assume an offsetting futures position (a short position if the option is a call and a long position if the option is a put). Upon exercise of an option, the delivery of the futures position by the writer of the option to the holder of the option will be accompanied by delivery of the accumulated balance in the writer's futures margin account, which represents the amount by which the market price of the futures contract exceeds, in the case of a call, or is less than, in the case of a put, the exercise price of the option on the futures contract. The potential loss related to the purchase of an option on a futures contract is limited to the premium paid for the option (plus transaction costs). The value of the option changes daily, and that change is reflected in the net asset value of the Portfolio.

The Portfolio may enter into options and futures transactions for several purposes, including generating current income to offset expenses or increase return, and as hedges to reduce investment risk, generally by making an investment expected to move in the opposite direction of a portfolio position. A hedge is designed to offset a loss in a portfolio position with a gain in the hedged position; at the same time, however, a properly correlated hedge will result in a gain in the portfolio position being offset by a loss in the hedged position.

The Subsidiary's securities have been segregated as collateral for open futures contracts and open swaps contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2022 was as follows (amounts in thousands):

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| | | | |
|:---|:---|:---|:---|
|  | **Forward<br>Currency<br>Contracts\*** | **Futures\*\*** | **Swap<br>Contracts\*\*\*** |
|  DFA Commodity Strategy Portfolio | $255197 | $108670 | $1668342 |

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\* Average amount of Currency Purchased/Sold in USD. 

\*\* Average Notional Value of futures contracts.

\*\*\* Average Notional Value of agreements.

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The following is a summary of the Portfolio's derivative instrument holdings categorized by primary risk exposure as of October 31, 2022 (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value**<br>**at<br>October 31, 2022** | **Forward<br>Currency<br>Contracts <sup>(1)</sup>** | **Commodity**<br>**Futures**<br>**Contracts <sup>\*,(2)</sup>** | **Swap<br>Contracts <sup>(3)</sup>** |
|  DFA Commodity Strategy Portfolio | $10166 | $1308 | $1339 | $7519 |
|  | **Liability Derivatives Value** | **Liability Derivatives Value** | **Liability Derivatives Value** | **Liability Derivatives Value** |
|  | **Total Value**<br>**at**<br>**October 31, 2022** | **Forward**<br>**Currency**<br>**Contracts <sup>(4)</sup>** | **Commodity**<br>**Futures**<br>**Contracts <sup>\*,(5)</sup>** | **Swap**<br>**Contracts <sup>(6)</sup>** |
|  DFA Commodity Strategy Portfolio | $(5221) | $(917) | $(2245) | $(2059) |

---

(1) Presented on Consolidated Statement of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

(2) Presented on Consolidated Statement of Assets and Liabilities as Receivables: Futures Margin Variation.

(3) Presented on Consolidated Statement of Assets and Liabilities as Unrealized Gain on Swap Contracts.

(4) Presented on Consolidated Statement of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

(5) Presented on Consolidated Statement of Assets and Liabilities as Payables: Futures Margin Variation.

(6) Presented on Consolidated Statement of Assets and Liabilities as Unrealized Loss on Swap Contracts.

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Consolidated Statement of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolio's derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2022 (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** |
|  | **Total** | **Forward**<br>**Currency**<br>**Contracts <sup>(1)</sup>** | **Commodity**<br>**Futures**<br>**Contracts <sup>(2)</sup>** | **Swap**<br>**Contracts <sup>(3)</sup>** |
|  DFA Commodity Strategy Portfolio | $132919 | $21616 | $953 | $110350 |
|  | **Change in Unrealized Appreciation**<br>**(Depreciation) on Derivatives** | **Change in Unrealized Appreciation**<br>**(Depreciation) on Derivatives** | **Change in Unrealized Appreciation**<br>**(Depreciation) on Derivatives** | **Change in Unrealized Appreciation**<br>**(Depreciation) on Derivatives** |
|  | **Total** | **Forward<br>Currency<br>Contracts <sup>(4)</sup>** | **Commodity<br>Futures<br>Contracts <sup>(5)</sup>** | **Swap<br>Contracts <sup>(6)</sup>** |
|  DFA Commodity Strategy Portfolio | $35081 | $1633 | $(1625) | $35073 |

---

(1) Presented on Consolidated Statement of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

(2) Presented on Consolidated Statement of Operations as Net Realized Gain (Loss) on: Futures.

(3) Presented on Consolidated Statement of Operations as Net Realized Gain (Loss) on: Swap Contracts.

(4) Presented on Consolidated Statement of Operations as Change in Unrealized Appreciation (Depreciation) of:
Forward Currency Contracts.

(5) Presented on Consolidated Statement of Operations as Change in Unrealized Appreciation (Depreciation) of:
Futures.

(6) Presented on Consolidated Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Swap
Contracts.

------

**Offsetting of Derivative Assets and Derivative Liabilities:** 

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs over-the-counter (OTC) derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Consolidated Statement of Assets and Liabilities.

The following table presents the Portfolio's gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolio as of October 31, 2022 (amounts in thousands):

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | **Net<br>Amounts**<br>**of**<br>**Assets<br>Presented<br>in the**<br>**Consolidated**<br>**Statement**<br>**of Assets**<br>**and<br>Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Consolidated**<br>**Statement of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Consolidated**<br>**Statement of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Consolidated**<br>**Statement of Assets**<br>**and Liabilities** | | | **Net<br>Amounts**<br>**of**<br>**Liabilities**<br>**Presented**<br>**in the**<br>**Consolidated**<br>**Statement**<br>**of Assets**<br>**and<br>Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Consolidated**<br>**Statement of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Consolidated**<br>**Statement of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Consolidated**<br>**Statement of Assets**<br>**and Liabilities** | |
| **Description** |<br>**Gross<br>Amounts of<br>Recognized<br>Assets**<br>**(a)** | **Net<br>Amounts**<br>**of**<br>**Assets<br>Presented<br>in the**<br>**Consolidated**<br>**Statement**<br>**of Assets**<br>**and<br>Liabilities** | **Financial**<br>**Instruments**<br>**(b)** | **Non-Cash**<br>**Collateral**<br>**Received** | **Cash**<br>**Collateral<br>Received** |<br>**Net<br>Amount<br>(c)** |<br>**Gross<br>Amounts of<br>Recognized<br>Liabilities<br>(a)** | **Net<br>Amounts**<br>**of**<br>**Liabilities**<br>**Presented**<br>**in the**<br>**Consolidated**<br>**Statement**<br>**of Assets**<br>**and<br>Liabilities** | **Financial<br>Instruments<br>(d)** | **Non-Cash<br>Collateral<br>Pledged** | **Cash<br>Collateral<br>Pledged** |<br>**Net<br>Amount<br>(e)** |
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
|  **DFA Commodity Strategy Portfolio** | **DFA Commodity Strategy Portfolio** | **DFA Commodity Strategy Portfolio** | **DFA Commodity Strategy Portfolio** |  |  |  |  |  |  |  |  |  |
|  Credit Suisse |  |  |  |  |  |  | $2059 | $2059 |  |  | $(2059) |  |
|  Citibank, N.A | $1717 | $1717 |  |  | $(1170) | $547 |  |  |  |  |  |  |
|  State Street Bank and Trust | 958 | 958 |  |  |  | 958 |  |  |  |  |  |  |
|  Bank of America Corp | 5622 | 5622 | $(917) |  | (740) | 3965 | 917 | 917 | $(917) |  |  |  |
|  UBS AG | 530 | 530 |  | $(530) |  |  |  |  |  |  |  |  |
|  Total | $8827 | $8827 | $(917) | $(530) | $(1910) | $5470 | $2976 | $2976 | $(917) |  | $(2059) |  |

---

(a) No amounts have been netted against the gross amounts recognized in the Consolidated Statement of Assets and
Liabilities.

(b) Represents the amount of assets that could be offset by liabilities with the same counterparty under master
netting or similar agreements that management elects not to offset on the Consolidated Statement of Assets and Liabilities.

(c) Represents the net amount due from counterparties in the event of default.

(d) Represents the amount of liabilities that could be offset by assets with the same counterparty under master
netting or similar agreements that management elects not to offset on the Consolidated Statement of Assets and Liabilities.

(e) Represents the net amount due to counterparties in the event of default.

**I. Line of Credit and Interfund Lending Program:** 

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

------

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit agreement expires on January 1, 2023.

There were no borrowings by the Portfolio under the lines of credit during the year ended October 31, 2022.

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolio may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolio did not use the interfund lending program during the year ended October 31, 2022.

**J. Securities Lending:** 

As of October 31, 2022, the Portfolio had securities on loan to brokers/dealers, for which the Portfolio received cash collateral. The 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 in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio's 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 collateralization. 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, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and 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. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

------

Subject to its stated investment policies, the Portfolio will generally invest the cash collateral received for the loaned securities in the Money Market Series, an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the 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 for taxation at qualified dividend income rates.

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2022 (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** |
|  | **Overnight and<br>Continuous** | **<30 days** | **Between<br>30 & 90 days** | **>90 days** | **Total** |
|  **Securities Lending Transactions** |  |  |  |  |  |
|  DFA Commodity Strategy Portfolio Bonds | $15022 |  |  |  | $15022 |

---

**K. 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 that 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.

**L. Recently Issued Accounting Standards and Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Portfolio's financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Portfolio could enter, eliminates the asset segregation framework previously used by the Portfolio to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Portfolio began complying with the Derivatives Rule on August 19, 2022.

------

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Portfolio began complying with the Valuation Rule on August 1, 2022.

**M. Other:** 

As of October 31, 2022, the following number of shareholders held the following approximate percentages of the outstanding shares of the Portfolio. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

---

| | | |
|:---|:---|:---|
|  | **Number of<br>Shareholders** | **Approximate<br>Percentage<br>of Outstanding<br>Shares** |
|  DFA Commodity Strategy Portfolio-Institutional Class | 4 | 61% |

---

The Portfolio is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Portfolio, individually or in aggregate, will not have a material adverse impact on the Portfolio's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**N. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolio through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

![LOGO](g762502dsp107.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of DFA Commodity Strategy Portfolio

***Opinion on the Consolidated Financial Statements***

We have audited the accompanying consolidated statement of assets and liabilities, including the consolidated schedule of investments, of DFA Commodity Strategy Portfolio and its subsidiary (one of the portfolios constituting DFA Investment Dimensions Group Inc., referred to hereafter as the "Portfolio") as of October 31, 2022, the related consolidated statement of operations for the year ended October 31, 2022, the consolidated statement of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the consolidated financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "consolidated financial statements"). In our opinion, the consolidated financial statements present fairly, in all material respects, the financial position of the Portfolio as of October 31, 2022, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2022 and the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These consolidated financial statements are the responsibility of the Portfolio's management. Our responsibility is to express an opinion on the Portfolio's consolidated financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolio in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these consolidated financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the consolidated financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the consolidated financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the consolidated financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the consolidated financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodian, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

---

| |
|:---|
| /s/PricewaterhouseCoopers LLP |
| Philadelphia, Pennsylvania |
| December 22, 2022 |

---

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**U.S. Large Company Portfolio vs.** 

**S&P 500™ Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp145.jpg)

------

**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

---

| | |
|:---|:---|
| **U.S. Equity Market Review** | **12 Months Ended October 31, 2022** |

---

U.S. equities had negative returns for the period. The broad U.S. equity market, as measured by the Russell 3000<sup>®</sup> Index, lost approximately -16.52%. As measured by Russell indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the Russell indices.

---

| | |
|:---|:---|
| **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** |
|  Russell 3000<sup>®</sup> Index | -16.52% |
|  Russell 1000<sup>®</sup> Index (large-cap stocks) | -16.38% |
|  Russell Midcap<sup>®</sup> Index (mid-cap stocks) | -17.17% |
|  Russell 2000<sup>®</sup> Index (small-cap stocks) | -18.54% |
|  Russell Microcap<sup>®</sup> Index (micro-cap stocks) | -22.29% |
|  Dow Jones U.S. Select REIT Index <sup>SM</sup> | -19.97% |

---

---

| | |
|:---|:---|
| **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** |
|  Russell 1000<sup>®</sup> Value Index (large-cap value stocks) | -7.00% |
|  Russell 1000<sup>®</sup> Growth Index (large-cap growth stocks) | -24.60% |
|  Russell 2000<sup>®</sup> Value Index (small-cap value stocks) | -10.73% |
|  Russell 2000<sup>®</sup> Growth Index (small-cap growth stocks) | -26.02% |

---

Source: Frank Russell Company is the source and owner of the trademarks, service marks, and copyrights related to the Russell Indexes.

**U.S. Large Company Portfolio** 

The U.S. Large Company Portfolio seeks to approximate the returns of the S&P 500<sup>®</sup> Index by investing in S&P 500<sup>®</sup> Index securities in approximately the same proportions as they are represented in the S&P 500<sup>®</sup> Index. As of October 31, 2022, the Portfolio held approximately 500 securities. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, the total return was -14.71% for the Portfolio and -14.61% for the S&P 500<sup>®</sup> Index, the Portfolio's benchmark. The Portfolio performed in line with the benchmark before fees and expenses.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**DISCLOSURE OF FUND EXPENSES** 

**(Unaudited)** 

The following Expense Table is 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 and 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 Table below illustrates 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" reflects 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 costs 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 table 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 October 31, 2022** 

**EXPENSE TABLE** 

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning**<br>**Account**<br>**Value**<br>**05/01/22** | **Ending**<br>**Account**<br>**Value**<br>**10/31/22** | **Annualized**<br>**Expense**<br>**Ratio (1)** | **Expenses**<br>**Paid**<br>**During**<br>**Period (1)** |
|  **<u>U.S. Large Company Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $944.20 | 0.08% | $0.39 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.80 | 0.08% | $0.41 |

---

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(1) 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 (184), then divided by the number of days in the year (365) to reflect the six-month period.

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**DIMENSIONAL INVESTMENT 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 as an exhibit to their reports on Form N-PORT. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

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 regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A 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; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

**DOMESTIC EQUITY PORTFOLIO** 

---

| | |
|:---|:---|
| **U.S. Large Company Portfolio** | **U.S. Large Company Portfolio** |
|  Communication Services | 7.4% |
|  Consumer Discretionary | 10.9% |
|  Consumer Staples | 6.9% |
|  Energy | 5.4% |
|  Financials | 11.4% |
|  Health Care | 15.3% |
|  Industrials | 8.3% |
|  Information Technology | 26.3% |
|  Materials | 2.5% |
|  Real Estate | 2.6% |
|  Utilities | 3.0% |
|  | 100.0% |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
| | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
| COMMON STOCKS — (98.6%) |  |  |  |
| COMMUNICATION SERVICES — (7.3%) |  |  |  |
| Alphabet, Inc., Class A | 1794896 | $169635621 | 1.7% |
| Alphabet, Inc., Class C | 1605138 | 151942363 | 1.6% |
| Comcast Corp., Class A | 1320182 | 41902577 | 0.4% |
| Meta Platforms, Inc., Class A | 683211 | 63647937 | 0.7% |
| Verizon Communications, Inc. | 1258736 | 47038964 | 0.5% |
| Walt Disney Co. | 546237 | 58196090 | 0.6% |
| Other Securities |  | 184065897 | 1.8% |
| TOTAL COMMUNICATION SERVICES |  | 716429449 | 7.3% |
| CONSUMER DISCRETIONARY — (10.7%) |  |  |  |
| Amazon.com, Inc. | 2652722 | 271744842 | 2.8% |
| Home Depot, Inc. | 307783 | 91143780 | 0.9% |
| McDonald's Corp. | 220427 | 60101626 | 0.6% |
| Tesla, Inc. | 797281 | 181413319 | 1.9% |
| Other Securities |  | 455725969 | 4.6% |
| TOTAL CONSUMER DISCRETIONARY |  | 1060129536 | 10.8% |
| CONSUMER STAPLES — (6.8%) |  |  |  |
| Coca-Cola Co. | 1165900 | 69779115 | 0.7% |
| Costco Wholesale Corp. | 132696 | 66547044 | 0.7% |
| PepsiCo, Inc. | 413377 | 75060996 | 0.8% |
| Philip Morris International, Inc. | 464695 | 42682236 | 0.4% |
| Procter & Gamble Co. | 715573 | 96366216 | 1.0% |
| Walmart, Inc. | 427058 | 60783165 | 0.6% |
| Other Securities |  | 263950165 | 2.7% |
| TOTAL CONSUMER STAPLES |  | 675168937 | 6.9% |
| ENERGY — (5.3%) |  |  |  |
| Chevron Corp. | 539276 | 97555028 | 1.0% |
| ConocoPhillips | 381537 | 48108000 | 0.5% |
| Exxon Mobil Corp. | 1247723 | 138260186 | 1.4% |
| Other Securities |  | 237377372 | 2.4% |
| TOTAL ENERGY |  | 521300586 | 5.3% |
| FINANCIALS — (11.3%) |  |  |  |
| Bank of America Corp. | 2093900 | 75464156 | 0.8% |
| Berkshire Hathaway, Inc., Class B | 540290 | 159434176 | 1.6% |
| JPMorgan Chase & Co. | 878092 | 110534221 | 1.1% |
| Wells Fargo & Co. | 1136657 | 52274855 | 0.5% |
| Other Securities |  | 712350855 | 7.3% |
| TOTAL FINANCIALS |  | 1110058263 | 11.3% |
| HEALTH CARE — (15.1%) |  |  |  |
| Abbott Laboratories | 524792 | 51922921 | 0.5% |
| AbbVie, Inc. | 529577 | 77530073 | 0.8% |
| Amgen, Inc. | 160351 | 43350893 | 0.4% |
| Bristol-Myers Squibb Co. | 639938 | 49575997 | 0.5% |
| Danaher Corp. | 195639 | 49236467 | 0.5% |
| Eli Lilly & Co. | 236194 | 85523485 | 0.9% |
| Johnson & Johnson | 787136 | 136938050 | 1.4% |
| Merck & Co., Inc. | 758781 | 76788637 | 0.8% |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |  |  |  |
|  | Pfizer, Inc. | 1680969 | $78249107 | 0.8% |
|  | Thermo Fisher Scientific, Inc. | 117387 | 60333396 | 0.6% |
|  | UnitedHealth Group, Inc. | 280021 | 155453658 | 1.6% |
|  | Other Securities |  | 630015915 | 6.4% |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE | TOTAL HEALTH CARE | 1494918599 | 15.2% |
|  INDUSTRIALS — (8.2%) | INDUSTRIALS — (8.2%) |  |  |  |
|  | Honeywell International, Inc. | 201968 | 41205511 | 0.4% |
|  | Raytheon Technologies Corp. | 442635 | 41970651 | 0.4% |
|  | Other Securities |  | 722868566 | 7.4% |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | 806044728 | 8.2% |
|  INFORMATION TECHNOLOGY — (25.9%) | INFORMATION TECHNOLOGY — (25.9%) | INFORMATION TECHNOLOGY — (25.9%) |  |  |
|  | Accenture PLC, Class A | 189544 | 53811542 | 0.6% |
|  \* | Adobe, Inc. | 140277 | 44678224 | 0.5% |
|  | Apple, Inc. | 4520520 | 693176690 | 7.1% |
|  | Broadcom, Inc. | 120996 | 56882640 | 0.6% |
|  | Cisco Systems, Inc. | 1240783 | 56368772 | 0.6% |
|  | Mastercard, Inc., Class A | 255536 | 83861804 | 0.9% |
|  # | Microsoft Corp. | 2231811 | 518070287 | 5.3% |
|  | NVIDIA Corp. | 749807 | 101201451 | 1.0% |
|  | QUALCOMM, Inc. | 336689 | 39614828 | 0.4% |
|  \* | Salesforce, Inc. | 298208 | 48485639 | 0.5% |
|  | Texas Instruments, Inc. | 273889 | 43994790 | 0.5% |
|  # | Visa, Inc., Class A | 489597 | 101424915 | 1.0% |
|  | Other Securities |  | 719858128 | 7.1% |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | 2561429710 | 26.1% |
|  MATERIALS — (2.5%) | MATERIALS — (2.5%) | MATERIALS — (2.5%) |  |  |
|  | Linde PLC | 149383 | 44419035 | 0.5% |
|  | Other Securities |  | 203243849 | 2.0% |
|  TOTAL MATERIALS | TOTAL MATERIALS | TOTAL MATERIALS | 247662884 | 2.5% |
|  REAL ESTATE — (2.6%) | REAL ESTATE — (2.6%) | REAL ESTATE — (2.6%) |  |  |
|  | Other Securities |  | 257921165 | 2.6% |
|  UTILITIES — (2.9%) | UTILITIES — (2.9%) | UTILITIES — (2.9%) |  |  |
|  | NextEra Energy, Inc. | 588901 | 45639827 | 0.5% |
|  | Other Securities |  | 243505443 | 2.5% |
|  TOTAL UTILITIES | TOTAL UTILITIES | TOTAL UTILITIES | 289145270 | 3.0% |
|  TOTAL COMMON STOCKS<br>(Cost $2,936,651,357) | TOTAL COMMON STOCKS<br>(Cost $2,936,651,357) |  | 9740209127 | 99.2% |
|  TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |  |  |
|  | State Street Institutional U.S. Government Money Market Fund, 3.010% | 3238169 | 3238169 | 0.0% |
|  SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) |  |
|  @§ | The DFA Short Term Investment Fund | 11703174 | 135300391 | 1.4% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $3,075,197,570) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $3,075,197,570) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $3,075,197,570) | $9878747687 | 100.6% |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

As of October 31, 2022, U.S. Large Company Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market Value** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 337 | 12/16/22 | $65041056 | $65428550 | $387494 |
|  **Total Futures Contracts** |  |  | $**65041056** | $**65428550** | $**387494** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $716429449 |  |  | $716429449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1060129536 |  |  | 1060129536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 675168937 |  |  | 675168937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 521300586 |  |  | 521300586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 1110058263 |  |  | 1110058263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 1494918599 |  |  | 1494918599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 806044728 |  |  | 806044728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 2561429710 |  |  | 2561429710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 247662884 |  |  | 247662884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 257921165 |  |  | 257921165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 289145270 |  |  | 289145270 |
|  Temporary Cash Investments | 3238169 |  |  | 3238169 |
|  Securities Lending Collateral |  | $135300391 |  | 135300391 |
|  Futures Contracts\*\* | 387494 |  |  | 387494 |
|  TOTAL | $9743834790 | $135300391 |  | $9879135181 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENT OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | |
|:---|:---|
|  | **U.S. Large**<br>**Company**<br>**Portfolio\*** |
|  **ASSETS:** |  |
|  Investment Securities at Value (including $200,201 of securities on loan) | $9740210 |
|  Temporary Cash Investments at Value & Cost | 3238 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $135,308) | 135300 |
|  Segregated Cash for Futures Contracts | 3370 |
|  Cash | 11043 |
|  Receivables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 56078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 7224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 4907 |
|  Prepaid Expenses and Other Assets | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 9961445 |
|  **LIABILITIES:** |  |
|  Payables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 74909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased | 60499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 5154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 3074 |
|  Accrued Expenses and Other Liabilities | 641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 144699 |
|  **NET ASSETS** | $9816746 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |
|  Institutional Class Shares — based on net assets of $9,816,746 and shares outstanding of 356,280,155 | $**27.55** |
|  NUMBER OF SHARES AUTHORIZED | 900000000 |
|  Investment Securities at Cost | $2936651 |
|  **NET ASSETS CONSIST OF:** |  |
|  Paid-In Capital | $2601677 |
|  Total Distributable Earnings (Loss) | 7215069 |
|  **NET ASSETS** | $9816746 |

---

------

\* See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENT OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **U.S. Large**<br>**Company**<br>**Portfolio<sup>#</sup>** |
|  **Investment Income** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $38) | $168407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 168556 |
|  **Fund Expenses** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 6547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 1684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; S&P 500<sup>®</sup> Fees | 183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) | 114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 9440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 8729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 159827 |
|  **Realized and Unrealized Gain (Loss)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | 492366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (19) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (10134) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (2364904) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (9) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (1882664) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(1722837) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **U.S. Large Company Portfolio** | **U.S. Large Company Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |
|  Operations: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $159827 | $157081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | 492366 | 726997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (19) | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (10134) | 6547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (2364904) | 3024256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (9) | (6) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 36 | 758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (1722837) | 3915634 |
|  Distributions: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (792204) | (395160) |
|  Capital Share Transactions (1): |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 1294694 | 1206555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 741569 | 367657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (2012336) | (2349587) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 23927 | (775375) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (2491114) | 2745099 |
|  **Net Assets** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 12307860 | 9562761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $9816746 | $12307860 |
| **(1) Shares Issued and Redeemed:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 43150 | 39616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 22923 | 12970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (65948) | (77430) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 125 | (24844) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0. 

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Large Company Portfolio** | **U.S. Large Company Portfolio** | **U.S. Large Company Portfolio** | **U.S. Large Company Portfolio** | **U.S. Large Company Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $34.56 | $25.10 | $23.48 | $21.06 | $20.05 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.44 | 0.43 | 0.44 | 0.44 | 0.41 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (5.21) | 10.09 | 1.77 | 2.50 | 1.05 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (4.77) | 10.52 | 2.21 | 2.94 | 1.46 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.40) | (0.43) | (0.47) | (0.39) | (0.39) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (1.84) | (0.63) | (0.12) | (0.13) | (0.06) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (2.24) | (1.06) | (0.59) | (0.52) | (0.45) |
|  Net Asset Value, End of Year | $27.55 | $34.56 | $25.10 | $23.48 | $21.06 |
|  Total Return | (14.71%) | 42.87% | 9.63% | 14.29% | 7.25% |
|  Net Assets, End of Year (thousands) | $9816746 | $12307860 | $9562761 | $9786391 | $8517069 |
|  Ratio of Expenses to Average Net Assets | 0.08% | 0.08% | 0.08% | 0.08% | 0.08% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) | 0.09% | 0.09% | 0.09% | 0.08% | 0.08% |
|  Ratio of Net Investment Income to Average Net Assets | 1.46% | 1.39% | 1.83% | 2.02% | 1.90% |
|  Portfolio Turnover Rate | 2% | 4% | 3% | 3% | 5% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

Dimensional Investment Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of ten portfolios, one of which, the U.S. Large Company Portfolio (the "Portfolio"), is presented in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolio is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Portfolio uses a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities,
open-end investment companies, and futures contracts)

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – significant unobservable inputs (including the Portfolio's own assumptions in determining the
fair value of investments)

Securities held by the Portfolio, including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Portfolio 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 Portfolio values the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management 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). These securities are generally categorized as Level 1 in the hierarchy.

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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Portfolio may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Futures contracts held by the Portfolio are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

------

A summary of the inputs used to value the Portfolio's investments by each major security type, industry and/or country is disclosed previously in this note. A valuation hierarchy table has been included at the end of the Summary Schedule of Portfolio Holdings. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Deferred Compensation Plan*: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (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: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Other*: Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of received distributions that may be considered return of capital distributions. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board of Directors, generally based on average net assets.

**C. Investment Advisor:** 

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolio. For the year ended October 31, 2022, the Portfolio's investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

---

| | | |
|:---|:---|:---|
|  U.S. Large Company Portfolio | 0.06 | % |

---

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (the "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolio, as described in the notes below. The Fee Waiver Agreement for the Portfolio will remain in effect through February 28, 2023, may only be terminated by the Fund's Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the year ended October 31, 2022, the Portfolio had an expense limit based on a percentage of average net assets on an annualized basis, and the Advisor recovered previously waived fees and/or assumed expenses (amounts in thousands), as listed below. The net amount of waived fees/expenses assumed (recovered previously waived fees/expenses assumed) during the year ended October 31, 2022, and the previously waived fees/expenses assumed subject to future recovery by the Advisor as of October 31, 2022, are also reflected below (amounts in thousands). At any time that the Annualized Expense Ratio (defined below) of the Portfolio is less than the Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount for the Portfolio. The Fund, on behalf of the Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Institutional Class Shares** |<br>**Expense**<br>**Limitation**<br>**Amount** |<br>**Recovery**<br>**of Previously**<br>**Waived Fees/**<br>**Expenses Assumed** |<br>**Waived Fees/**<br>**Expenses**<br>**Assumed** | **Previously**<br>**Waived Fees/**<br>**Expenses Assumed**<br>**Subject to Future**<br>**Recovery** |
|  U.S. Large Company Portfolio (1) | 0.08% | $114 | $711 | $2538 |

---

(1) The Advisor has contractually agreed to waive all or a portion of its management fee to the extent necessary to
reduce the ordinary operating expenses (excluding expenses incurred through investment in other investment companies) ("Portfolio Expenses") of the U.S. Large Company Portfolio so that the Portfolio Expenses, on an annualized basis, do not
exceed the rate listed above as a percentage of the Portfolio's average net assets (the "Annualized Expense Ratio").

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2022, the total related amounts paid by the Fund to the CCO were $20 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

---

| | |
|:---|:---|
|  U.S. Large Company Portfolio | $100.0 |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2022, the Portfolio's transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
|  U.S. Large Company Portfolio | $261637 | $906721 |

---

There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2022, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the Summary Schedule of Portfolio Holdings, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br>**October 31, 2021** | **Purchases**<br>**at Cost** | **Proceeds**<br>**from<br>Sales** | **Net Realized**<br>**Gain/(Loss)**<br>**on Sales** | **Change in**<br>**Unrealized**<br>**Appreciation/**<br>**Depreciation** | **Balance at**<br>**October 31, 2022** | **Shares as of**<br>**October 31, 2022** | **Dividend**<br>**Income** | **Capital Gain**<br>**Distributions** |
|  **U.S. Large Company Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $5511 | $576538 | $446721 | $(19) | $(9) | $135300 | 11703 | $395 |  |
|  **Total** | $**5511** | $**576538** | $**446721** | $**(19)** | $**(9)** | $**135300** | **11703** | $**395** |  |

---

------

**F. Federal Income Taxes:** 

The 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 its shareholders. Accordingly, no provision has been made for federal income taxes.

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 GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2022, can occur as a result of realized gains on securities considered to be "passive foreign investment companies", net foreign currency gains/losses, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, and foreign capital gains tax reclass, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2021, and October 31, 2022, were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment**<br>**Income and**<br>**Short-Term**<br>**Capital Gains** |<br>**Long-Term**<br>**Capital Gains** |<br>**Tax Exempt**<br>**Income** |<br><br>**Total** |
|  U.S. Large Company Portfolio |  |  |  |  |
| 2021 | $159251 | $235909 |  | $395160 |
| 2022 | 147910 | 644294 |  | 792204 |

---

As of October 31, 2022, 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 use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br>**Income and**<br>**Short-Term**<br>**Capital Gains** |<br>**Long-Term**<br>**Capital Gains** |<br><br>**Total** |
|  U.S. Large Company Portfolio | $(12267) | $(25689) | $(37956) |

---

As of October 31, 2022, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br>**Net Investment**<br>**Income and**<br>**Short-Term**<br>**Capital Gains** |<br>**Undistributed**<br>**Long-Term**<br>**Capital Gains** |<br><br>**Capital Loss**<br>**Carryforwards** |<br>**Unrealized**<br>**Appreciation**<br>**(Depreciation)** | **Total Net**<br>**Distributable**<br>**Earnings**<br>**(Accumulated**<br>**Losses)** |
|  U.S. Large Company Portfolio |  | $426910 |  | $6788260 | $7215170 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2022, the Portfolio did not have capital loss carryforwards available to offset future realized capital gains.

During the year ended October 31, 2022, the Portfolio did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

------

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |<br>**Federal**<br>**Tax Cost** |<br>**Unrealized**<br>**Appreciation** |<br>**Unrealized**<br>**(Depreciation)** | **Net**<br>**Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
|  U.S. Large Company Portfolio | $3090489 | $6942574 | $(154315) | $6788259 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolio's tax positions and has concluded that no additional provision for income tax is required in the Portfolio's financial statements. The Portfolio is not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio's federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:** 

In accordance with the Portfolio's investment objectives and policies, the Portfolio may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by the Portfolio.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Futures Contracts*: The Portfolio may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. Upon entering into a futures contract, the Portfolio deposits cash or pledges U.S. government securities to a broker, equal to the minimum "initial margin" requirements of the exchange on which the contract is traded to a broker. 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 Portfolio as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolio records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance 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 Portfolio could lose more than the initial margin requirements. Entering into stock index futures subjects the Portfolio to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Securities have been segregated as collateral for open futures contracts.

------

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2022 was as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Futures\*** |
|  U.S. Large Company Portfolio | $31275 |

---

\* Average Notional Value of futures contracts.

The following is a summary of the Portfolio's derivative instrument holdings categorized by primary risk exposure as of October 31, 2022 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value**<br>**at**<br>**October 31, 2022** |<br>**Equity**<br>**Contracts <sup>\*,(1)</sup>** |
|  U.S. Large Company Portfolio | $387 | $387 |

---

(1) Presented on Statement of Assets and Liabilities as Receivables: Futures Margin Variation.

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statement of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolio's direct investment in derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2022 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on** | **Realized Gain (Loss) on** |
|  | **Derivatives** | **Derivatives** |
|  |<br>**Total** | **Equity**<br>**Contracts <sup>(1)</sup>** |
|  U.S. Large Company Portfolio | $(10134) | $(10134) |

---

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation** | **Change in Unrealized Appreciation** |
|  | **(Depreciation) on Derivatives** | **(Depreciation) on Derivatives** |
|  |<br>**Total** | **Equity**<br>**Contracts <sup>(2)</sup>** |
|  U.S. Large Company Portfolio | $36 | $36 |

---

(1) Presented on Statement of Operations as Net Realized Gain (Loss) on: Futures.

(2) Presented on Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

**H. Line of Credit and Interfund Lending Program:** 

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

------

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit agreement expires on January 1, 2023.

For the year ended October 31, 2022, borrowings by the Portfolio under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br>**Average**<br>**Interest Rate** | **Weighted**<br>**Average**<br>**Loan Balance** | **Number of**<br>**Days**<br>**Outstanding\*** | **Interest**<br>**Expense**<br>**Incurred** | **Maximum Amount**<br>**Borrowed During**<br>**the Period** | **Outstanding**<br>**Borrowings**<br>**as of 10/31/2022** |
|  U.S. Large Company Portfolio | 1.46% | $5523 | 31 | $7 | $18454 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022, that the Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolio may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

For the year ended October 31, 2022, activity by the Portfolio under the interfund lending program was as follows (amounts in thousands, except percentages and days):

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  |<br>**Borrower or**<br>**Lender** | **Weighted**<br>**Average**<br>**Interest Rate** | **Weighted**<br>**Average Loan**<br>**Balance** | **Number of**<br>**Days**<br>**Outstanding\*** | **Interest**<br>**Expense/**<br>**Income** | **Maximum Amount**<br>**Borrowed/Loaned**<br>**During the Period** | **Outstanding**<br>**Borrowings**<br>**as of 10/31/2022** |
|  U.S. Large Company Portfolio | Borrower | 3.44% | $20000 | 3 | $6 | $20000 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022 that the Portfolio utilized the interfund lending program. 

**I. Securities Lending:** 

As of October 31, 2022, the Portfolio had securities on loan to brokers/dealers, for which the Portfolio received cash collateral. In addition, the Portfolio received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash**<br>**Collateral**<br>**Market**<br>**Value** |
|  U.S. Large Company Portfolio | $70104 |

---

------

The 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 in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio's 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 collateralization. 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, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and 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. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to its stated investment policies, the Portfolio will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the "Money Market Series"), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the 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 for taxation at qualified dividend income rates.

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2022 (amounts in thousands):

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** |
|  | **Overnight and**<br>**Continuous** |<br>**<30 days** | **Between**<br>**30 & 90 days** |<br>**>90 days** |<br>**Total** |
|  **Securities Lending Transactions** |  |  |  |  |  |
|  U.S. Large Company Portfolio Common Stocks | $74909 |  |  |  | $74909 |

---

**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 that 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 Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The

------

amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Portfolio's financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Portfolio could enter, eliminates the asset segregation framework previously used by the Portfolio to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Portfolio began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Portfolio began complying with the Valuation Rule on August 1, 2022.

**L. Other:** 

As of October 31, 2022, the following number of shareholders held the following approximate percentages of the Portfolio's outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

---

| | | |
|:---|:---|:---|
|  |<br>**Number of**<br>**Shareholders** | **Approximate**<br>**Percentage**<br>**of Outstanding**<br>**Shares** |
|  U.S. Large Company Portfolio-Institutional Class | 4 | 70% |

---

The Portfolio is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Portfolio, individually or in aggregate, will not have a material adverse impact on the Portfolio's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**M. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolio through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

![LOGO](g762502dsp107.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of Dimensional Investment Group Inc. and Shareholders of U.S. Large Company Portfolio

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the summary schedule of portfolio holdings, of U.S. Large Company Portfolio (one of the portfolios constituting Dimensional Investment Group Inc., referred to hereafter as the "Portfolio") as of October 31, 2022, the related statement of operations for the year ended October 31, 2022, the statement of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of October 31, 2022, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2022 and the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Portfolio's management. Our responsibility is to express an opinion on the Portfolio's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolio in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodian, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

---

| |
|:---|
| /s/PricewaterhouseCoopers LLP |
| Philadelphia, Pennsylvania |
| December 22, 2022 |

---

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**The U.S. Large Cap Value Series vs.** 

**Russell 1000™ Value Index** 

**October 31, 2012-October 31, 2022**![LOGO](g762502dsp166a.jpg)

------

**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

---

| | |
|:---|:---|
| **U.S. Equity Market Review** | **12 Months Ended October 31, 2022** |

---

U.S. equities had negative returns for the period. The broad U.S. equity market, as measured by the Russell 3000<sup>®</sup> Index, lost approximately -16.52%. As measured by Russell indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the Russell indices.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  Russell 3000<sup>®</sup> Index | -16.52% |
|  Russell 1000<sup>®</sup> Index (large-cap stocks) | -16.38% |
|  Russell Midcap<sup>®</sup> Index (mid-cap stocks) | -17.17% |
|  Russell 2000<sup>®</sup> Index (small-cap stocks) | -18.54% |
|  Russell Microcap<sup>®</sup> Index (micro-cap stocks) | -22.29% |
|  Dow Jones U.S. Select REIT Index <sup>SM</sup> | -19.97% |

---

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  Russell 1000<sup>®</sup> Value Index (large-cap value stocks) | -7.0% |
|  Russell 1000<sup>®</sup> Growth Index (large-cap growth stocks) | -24.6% |
|  Russell 2000<sup>®</sup> Value Index (small-cap value stocks) | -10.73% |
|  Russell 2000<sup>®</sup> Growth Index (small-cap growth stocks) | -26.02% |

---

Source: Frank Russell Company is the source and owner of the trademarks, service marks, and copyrights related to the Russell Indexes.

**U.S. Large Cap Value Series** 

The U.S. Large Cap Value Series is designed to capture the returns of U.S. large company low relative price (value) stocks. The investment strategy is process driven, emphasizing broad diversification with increased exposure to stocks with smaller market capitalizations, lower relative price (value), and higher profitability within the large-cap value segment of the U.S. market. As of October 31, 2022, the Series held approximately 350 securities. Average cash exposure throughout the year was less than 1% of the Series' assets.

For the 12 months ended October 31, 2022, total returns were -3.45% for the Series and -7.00% for the Russell 1000<sup>®</sup> Value Index, the Series' benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Series' greater emphasis on value stocks as compared to the benchmark contributed positively to the Series' relative performance. The Series' emphasis on higher-profitability stocks within the large-cap value segment of the U.S. market also contributed positively to relative performance, as these stocks outperformed. Additionally, the Series' exclusion of real estate investment trusts (REITs) contributed positively to relative performance, as REITs generally underperformed.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**DISCLOSURE OF FUND EXPENSES** 

**(Unaudited)** 

The following Expense Table is 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 and 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 Table below illustrates 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" reflects 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 costs 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 table 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 October 31, 2022**

**EXPENSE TABLE** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning**<br>**Account**<br>**Value**<br>**05/01/22** | **Ending**<br>**Account**<br>**Value**<br>**10/31/22** |<br>**Annualized**<br>**Expense**<br>**Ratio (1)** | **Expenses**<br>**Paid**<br>**During**<br>**Period (1)** |
|  **<u>The U.S. Large Cap Value Series</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $994.00 | 0.11% | $0.55 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.65 | 0.11% | $0.56 |

---

------

(1) 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 (184), then divided by the number of days in the year (365) to reflect the six-month period.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**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 as an exhibit to their reports on Form N-PORT. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at <u>http://www.sec.gov</u>.

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 regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A 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; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

**DOMESTIC EQUITY PORTFOLIO** 

---

| | |
|:---|:---|
| **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** |
|  Communication Services | 7.6% |
|  Consumer Discretionary | 5.2% |
|  Consumer Staples | 6.1% |
|  Energy. | 16.0% |
|  Financials | 19.9% |
|  Health Care. | 17.2% |
|  Industrials. | 11.6% |
|  Information Technology | 7.9% |
|  Materials. | 7.8% |
|  Real Estate. | 0.4% |
|  Utilities. | 0.3% |
|  | 100.0% |

---

------

**THE U.S. LARGE CAP VALUE SERIES** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage**<br>**of Net Assets‡** |
|  COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) |  |  |
|  COMMUNICATION SERVICES — (7.4%) | COMMUNICATION SERVICES — (7.4%) | COMMUNICATION SERVICES — (7.4%) | COMMUNICATION SERVICES — (7.4%) |  |
|  | AT&T, Inc. | 19723621 | $359561611 | 1.3% |
|  | Comcast Corp., Class A | 13738104 | 436047421 | 1.6% |
|  \* | T-Mobile U.S., Inc. | 1448419 | 219522384 | 0.8% |
|  | Verizon Communications, Inc. | 11228072 | 419593051 | 1.6% |
|  #\* | Walt Disney Co. | 1947638 | 207501352 | 0.8% |
|  | Other Securities |  | 388431685 | 1.4% |
|  TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES | 2030657504 | 7.5% |
|  CONSUMER DISCRETIONARY — (5.1%) | CONSUMER DISCRETIONARY — (5.1%) | CONSUMER DISCRETIONARY — (5.1%) |  |  |
|  # | DR Horton, Inc. | 2494501 | 191777237 | 0.7% |
|  | General Motors Co. | 4563422 | 179114313 | 0.7% |
|  | Other Securities |  | 1028297049 | 3.8% |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | 1399188599 | 5.2% |
|  CONSUMER STAPLES — (5.9%) | CONSUMER STAPLES — (5.9%) | CONSUMER STAPLES — (5.9%) |  |  |
|  # | General Mills, Inc. | 2002753 | 163384590 | 0.6% |
|  | Kroger Co. | 3345475 | 158207513 | 0.6% |
|  | Mondelez International, Inc., Class A | 3063492 | 188343488 | 0.7% |
|  | Walmart, Inc. | 3424187 | 487364536 | 1.8% |
|  | Other Securities |  | 636769324 | 2.3% |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | 1634069451 | 6.0% |
|  ENERGY — (15.5%) | ENERGY — (15.5%) | ENERGY — (15.5%) |  |  |
|  # | Chevron Corp. | 4558886 | 824702477 | 3.0% |
|  | ConocoPhillips | 5185429 | 653830743 | 2.4% |
|  # | EOG Resources, Inc. | 1168138 | 159474200 | 0.6% |
|  # | Exxon Mobil Corp. | 10590425 | 1173524994 | 4.3% |
|  | Marathon Petroleum Corp. | 1358505 | 154353338 | 0.6% |
|  | Schlumberger NV | 3057917 | 159103421 | 0.6% |
|  | Other Securities |  | 1163338010 | 4.3% |
|  TOTAL ENERGY. | TOTAL ENERGY. | TOTAL ENERGY. | 4288327183 | 15.8% |
|  FINANCIALS — (19.3%) | FINANCIALS — (19.3%) | FINANCIALS — (19.3%) |  |  |
|  | Bank of America Corp. | 8609381 | 310282127 | 1.2% |
|  #\* | Berkshire Hathaway, Inc., Class B | 1859637 | 548760282 | 2.0% |
|  | Capital One Financial Corp. | 1481150 | 157031523 | 0.6% |
|  # | Citigroup, Inc. | 3688797 | 169168230 | 0.6% |
|  | Goldman Sachs Group, Inc. | 976089 | 336272421 | 1.2% |
|  | Hartford Financial Services Group, Inc. | 2234680 | 161813179 | 0.6% |
|  | JPMorgan Chase & Co. | 7481873 | 941818173 | 3.5% |
|  | Morgan Stanley | 2962680 | 243443416 | 0.9% |
|  | Travelers Cos., Inc. | 1083770 | 199912214 | 0.7% |
|  | Wells Fargo & Co. | 5911149 | 271853743 | 1.0% |
|  | Other Securities |  | 1991320994 | 7.4% |
|  TOTAL FINANCIALS | TOTAL FINANCIALS | TOTAL FINANCIALS | 5331676302 | 19.7% |
|  HEALTH CARE — (16.7%) | HEALTH CARE — (16.7%) | HEALTH CARE — (16.7%) |  |  |
|  # | Bristol-Myers Squibb Co. | 4546581 | 352223630 | 1.3% |
|  | Cigna Corp. | 998289 | 322507244 | 1.2% |
|  | CVS Health Corp. | 2930610 | 277528767 | 1.0% |
|  | Danaher Corp. | 936418 | 235668318 | 0.9% |

---

------

**THE U.S. LARGE CAP VALUE SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Elevance Health, Inc. | 771124 | $421627470 | 1.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gilead Sciences, Inc. | 2211205 | 173491144 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Humana, Inc. | 441277 | 246267868 | 0.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Laboratory Corp. of America Holdings | 683569 | 151656618 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Medtronic PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Medtronic PLC | 2002037 | 174857912 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pfizer, Inc. | 17020200 | 792290310 | 2.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. | 756496 | 388816249 | 1.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1077834540 | 3.9% |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 4614770070 | 17.1% |
|  INDUSTRIALS — (11.3%) | INDUSTRIALS — (11.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eaton Corp. PLC | 987794 | 148238246 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norfolk Southern Corp. | 780147 | 177928126 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Raytheon Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Raytheon Technologies Corp. | 1827270 | 173261741 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Republic Services, Inc. | 1829777 | 242665026 | 0.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 2374579574 | 8.7% |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 3116672713 | 11.5% |
|  INFORMATION TECHNOLOGY — (7.7%) | INFORMATION TECHNOLOGY — (7.7%) |  |  |  |
|  # | HP, Inc. | 9328511 | 257653474 | 1.0% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intel Corp. | 12556858 | 356991473 | 1.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 3751374 | 202949333 | 0.8% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1293571158 | 4.7% |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY |  | 2111165438 | 7.8% |
|  MATERIALS — (7.5%) | MATERIALS — (7.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | 5097835 | 161550391 | 0.6% |
|  \* | Linde PLC | 775637 | 230635662 | 0.9% |
|  # | Nucor Corp. | 1985067 | 260798103 | 1.0% |
|  # | Steel Dynamics, Inc. | 1686863 | 158649465 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1262064050 | 4.6% |
|  TOTAL MATERIALS | TOTAL MATERIALS |  | 2073697671 | 7.7% |
|  REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 102269222 | 0.4% |
|  UTILITIES — (0.3%) | UTILITIES — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 76579795 | 0.3% |
|  TOTAL COMMON STOCKS<br>(Cost $16,275,340,734) | TOTAL COMMON STOCKS<br>(Cost $16,275,340,734) |  | 26779073948 | 99.0% |
|  TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, 3.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, 3.010% | 264660566 | 264660566 | 1.0% |
|  SECURITIES LENDING COLLATERAL — (1.9%) | SECURITIES LENDING COLLATERAL — (1.9%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 45100100 | 521402250 | 1.9% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $17,061,542,735) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $17,061,542,735) |  | $27565136764 | 101.9% |

---

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**THE U.S. LARGE CAP VALUE SERIES**

**CONTINUED** 

As of October 31, 2022, The U.S. Large Cap Value Series had entered into the following outstanding futures contracts:

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional Value** | **Market Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Long Position Contracts: |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 882 | 12/16/22 | $178906459 | $171240300 | $(7666159) |
|  **Total Futures Contracts** |  |  | $**178906459** | $**171240300** | $**(7666159)** |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $2030657504 |  |  | $2030657504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1399188599 |  |  | 1399188599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 1634069451 |  |  | 1634069451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 4288327183 |  |  | 4288327183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 5331676302 |  |  | 5331676302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 4614770070 |  |  | 4614770070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 3116672713 |  |  | 3116672713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 2111165438 |  |  | 2111165438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 2073697671 |  |  | 2073697671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 102269222 |  |  | 102269222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 76579795 |  |  | 76579795 |
|  Temporary Cash Investments | 264660566 |  |  | 264660566 |
|  Securities Lending Collateral |  | $521402250 |  | 521402250 |
|  Futures Contracts\*\* | (7666159) |  |  | (7666159) |
|  TOTAL | $27036068355 | $521402250 |  | $27557470605 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENT OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **The U.S. Large<br>Cap Value<br>Series\*** |
|  **ASSETS:** |  |
|  Investment Securities at Value (including $731,508 of securities on loan) | $26779074 |
|  Temporary Cash Investments at Value & Cost | 264661 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $521,541) | 521402 |
|  Segregated Cash for Futures Contracts | 8820 |
|  Receivables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 6614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 29653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 27610366 |
|  LIABILITIES: |  |
|  Payables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 513007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased | 47015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 2154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 1246 |
|  Accrued Expenses and Other Liabilities | 963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 564385 |
|  **NET ASSETS** | $27045981 |
|  Investment Securities at Cost | $16275341 |

---

------

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENT OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **The U.S. Large<br>Cap Value<br>Series<sup>#</sup>** |
|  **Investment Income** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $45) | $645606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 646258 |
|  **Expenses** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 28078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 29494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 29494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 616764 |
|  **Realized and Unrealized Gain (Loss)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | 753310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (30) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (16355) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions | 46523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (2352364) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (147) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (16326) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (1585391) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(968627) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **The U.S. Large Cap Value**<br>**Series** | **The U.S. Large Cap Value**<br>**Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |
|  Operations: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $616764 | $541698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | 753310 | 1388344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (30) | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (16355) | 49910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (2) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions | 46523 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (2352364) | 8413121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (147) | (20) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (16326) | 12740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (968627) | 10405809 |
|  Transactions in Interest: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Contributions | 972772 | 808201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Withdrawals | (2778807) | (3547772) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Transactions in Interest | (1806035) | (2739571) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (2774662) | 7666238 |
|  **Net Assets** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 29820643 | 22154405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $27045981 | $29820643 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0. 

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Total Return | (3.45%) | 48.85% | (11.42%) | 7.15% | 2.95% |
|  Net Assets, End of Year (thousands) | $27045981 | $29820643 | $22154405 | $29929678 | $29242795 |
|  Ratio of Expenses to Average Net Assets | 0.11% | 0.11% | 0.11% | 0.11% | 0.11% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed) | 0.11% | 0.11% | 0.11% | 0.11% | 0.11% |
|  Ratio of Net Investment Income to Average Net Assets | 2.20% | 1.92% | 2.53% | 2.50% | 2.14% |
|  Portfolio Turnover Rate | 10% | 10% | 4% | 10% | 13% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

The DFA Investment Trust Company (the "Trust") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"). The Trust consists of ten operational portfolios, one of which, The U.S. Large Cap Value Series (the "Series"), is included in this section of the report. The remaining operational portfolios are presented in separate reports. The Series is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Series uses a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities,
open-end investment companies, and futures contracts)

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

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

Securities held by the Series, including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Series 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 Series values the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management 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). These securities are generally categorized as Level 1 in the hierarchy.

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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Trustees of the Trust. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Series is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

------

A summary of the inputs used to value the Series' investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables have been included at the end of the Summary Schedule of Portfolio Holdings. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Deferred Compensation Plan*: Each eligible Trustee of the Trust may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

The Trustees may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Trustee shall have the right in a notice of election (the "Notice") to defer the receipt of the Trustee's deferred compensation until a date specified by such Trustee in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board of Trustees of the Trust; and (ii) five years following the effective date of the Trustee's first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board (unless the Trustee files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *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 and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities and that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimates the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to the Series are directly charged. Common expenses of the Trust or Series are allocated using methods approved by the Board of Trustees, generally based on average net assets.

**C. Investment Advisor:** 

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Series. For the year ended October 31, 2022, investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

---

| | | |
|:---|:---|:---|
|  The U.S. Large Cap Value Series | 0.1 | % |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Trustees of the Advisor are also Officers and Trustees of the Trust; however, such Officers and Trustees (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Trust. For the year ended October 31, 2022, the total related amounts paid by the Trust to the CCO were $28 (in thousands). The total related amounts paid by the Series are included in Other Expenses on the Statement of Operations.

------

**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

---

| | |
|:---|:---|
|  The U.S. Large Cap Value Series | $156.0 |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2022, the Series' transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
|  The U.S. Large Cap Value Series | $2680600 | $3677661 |

---

There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2022, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the Summary Schedule of Portfolio Holdings, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br>**October 31, 2021** | **Purchases**<br>**at Cost** | **Proceeds**<br>**from<br>Sales** | **Net Realized**<br>**Gain/(Loss)**<br>**on Sales** | **Change in**<br>**Unrealized**<br>**Appreciation/**<br>**Depreciation** | **Balance at**<br>**October 31, 2022** | **Shares as of**<br>**October 31, 2022** | **Dividend**<br>**Income** | **Capital Gain**<br>**Distributions** |
|  **The U.S. Large Cap Value Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Fund | $155780 | $4248436 | $3882637 | $(30) | $(147) | $521402 | 45100 | $3799 |  |
|  **Total** | $**155780** | $**4248436** | $**3882637** | $**(30)** | $**(147)** | $**521402** | **45100** | $**3799** |  |

---

**F. Federal Income Taxes:** 

No provision for federal income taxes is required since the Series is treated as a partnership for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been "passed down" to its partners.

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal Tax<br>Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  The U.S. Large Cap Value Series | $17036981 | $11234320 | $(713829) | $10520491 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

------

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Series' tax positions and has concluded that no additional provision for income tax is required in the Series' financial statements. The Series is not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:** 

In accordance with the Series' investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by the Series.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Futures Contracts*: The Series may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Series. Upon entering into a futures contract, the Series deposits cash or pledges U.S. Government securities to a broker in an amount 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 Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance 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 Series could lose more than the initial margin requirements. Entering into stock index futures subjects the Series to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2022 was as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Futures\*** |
|  The U.S. Large Cap Value Series | $191772 |

---

\* Average Notional Value of futures contracts.

The following is a summary of the Series' derivative instrument holdings categorized by primary risk exposure as of October 31, 2022 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value** | **Liability Derivatives Value** |
|  | **Total Value**<br>**at**<br>**October 31, 2022** | **Equity**<br>**Contracts <sup>\*,(1)</sup>** |
|  The U.S. Large Cap Value Series | $(7665) | $(7665) |

---

(1) Presented on Statement of Assets and Liabilities as Payables: Futures Margin Variation.

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statement of Assets and Liabilities.

------

The following is a summary of the realized and change in unrealized gains and losses from the Series' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2022 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(1)</sup>** |
|  The U.S. Large Cap Value Series | $(16355) | $(16355) |

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| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(2)</sup>** |
|  The U.S. Large Cap Value Series | $(16326) | $(16326) |

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(1) Presented on Statement of Operations as Net Realized Gain (Loss) on: Futures.

(2) Presented on Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

**H. Line of Credit and Interfund Lending Program:** 

The Trust, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit agreement expires on January 1, 2023.

There were no borrowings by the Series under the lines of credit during the year ended October 31, 2022.

Pursuant to an exemptive order issued by the SEC (the "Order"), the Series may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

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The Series did not use the interfund lending program during the year ended October 31, 2022.

**I. Affiliated Trades:** 

Cross trades for the year ended October 31, 2022, if any, were executed by the Series pursuant to procedures adopted by the Board of Trustees of the Trust to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of a common investment advisor (or affiliated investment advisors), common Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Series complied with the Rule 17a-7 Procedures adopted by the Board of Trustees of the Trust.

For the year ended October 31, 2022, cross trades by the Series under Rule 17a-7 were as follows (amounts in thousands):

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| | | | |
|:---|:---|:---|:---|
| **Series** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
|  The U.S. Large Cap Value Series | $275408 | $282808 | $33436 |

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**J. Securities Lending:** 

As of October 31, 2022, the Series had securities on loan to brokers/dealers, for which the Series received cash collateral. In addition, the Series received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amount in thousands):

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| | |
|:---|:---|
|  | **Non-Cash**<br>**Collateral**<br>**Market**<br>**Value** |
|  The U.S. Large Cap Value Series | $227152 |

---

The Series 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 in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series' 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 collateralization. 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, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Series could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

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Subject to its stated investment policies, the Series will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the "Money Market Series"), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Series also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the Series 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 for taxation at qualified dividend income rates.

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2022 (amounts in thousands):

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** |
|  | **Overnight and<br>Continuous** | **<30 days** | **Between<br>30 & 90 days** | **>90 days** | **Total** |
|  **Securities Lending Transactions** |  |  |  |  |  |
|  The U.S. Large Cap Value Series Common Stocks | $513007 |  |  |  | $513007 |

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**K. Indemnitees; Contractual Obligations:** 

Under the Trust's organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

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

**L. In-Kind Redemptions:** 

During the year ended October 31, 2022, the Series realized net gains (losses) on in-kind redemptions as follows (amount in thousands):

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| | |
|:---|:---|
|  The U.S. Large Cap Value Series | $46523.0 |

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**M. Recently Issued Accounting Standards and Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Series' financial statements.

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In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Series could enter, eliminates the asset segregation framework previously used by the Series to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Series began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Series began complying with the Valuation Rule on August 1, 2022.

**N. Other:** 

The Series and the Trust are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Series and the Trust, individually or in aggregate, will not have a material adverse impact on the Series' and the Trust's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**O. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Series through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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![LOGO](g762502dsp107.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Trustees of The DFA Investment Trust Company and Shareholders of The U.S. Large Cap Value Series

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the summary schedule of portfolio holdings, of The U.S. Large Cap Value Series (one of the series constituting The DFA Investment Trust Company, hereafter referred to as the "Series") as of October 31, 2022, the related statement of operations for the year ended October 31, 2022, the statement of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Series as of October 31, 2022, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2022 and the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Series' management. Our responsibility is to express an opinion on the Series' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Series in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodian, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

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| |
|:---|
| /s/PricewaterhouseCoopers LLP |
| Philadelphia, Pennsylvania |
| December 22, 2022 |

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We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

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**FUND MANAGEMENT** 

**(Unaudited)** 

**Trustees/Directors** 

Each Board of Trustees/Directors (each, the "Board" and collectively, the "Boards") of The DFA Investment Trust Company ("DFAITC"), DFA Investment Dimensions Group Inc. ("DFAIDG"), Dimensional Investment Group Inc. ("DIG"), Dimensional ETF Trust ("ETF Trust"), and Dimensional Emerging Markets Value Fund ("DEM") (each, the "Fund" and collectively, the "Funds") is responsible for establishing the Funds' policies and for overseeing the management of the Funds. The Trustees/ Directors of the Funds, including all of the disinterested Trustees/Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the "Feeder Portfolios") that invest in certain series of DFAITC or DEM (the "Master Funds").

Each Board has four standing committees, an Audit Committee, a Nominating and Governance Committee (the "Nominating Committee"), a Mutual Funds-ETF Relations committee and an Investment Strategy Committee (the "Strategy Committee"). The Audit Committee is composed of Reena Aggarwal, George M. Constantinides, Francis A. Longstaff, Abbie J. Smith and Ingrid M. Werner. Each member of the Audit Committee is a disinterested Trustee/Director. The Audit Committee oversees the Fund's accounting and financial reporting policies and practices, the Fund's internal controls, the Fund's financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund's independent registered certified public accounting firm and acts as a liaison between the Fund's independent registered certified public accounting firm and the full Board. There were three Audit Committee meetings held during the fiscal year ended October 31, 2022.

Each Board's Nominating Committee is composed of Reena Aggarwal, George M. Constantinides, Douglas W. Diamond, Francis A. Longstaff, and Heather E. Tookes. Each member of the Nominating Committee is a disinterested Trustee/Director. The Nominating Committee for each Board makes recommendations for nominations of disinterested and interested members on the Board to the disinterested Board members and to the full Board. The Nominating Committee works closely with the other disinterested Trustees to evaluate a candidate's qualification for Board membership and the independence of such candidate from the Advisor and other principal service providers. The Nominating Committee also periodically reviews the Board governance practices, policies, procedures, and operations; reviews the membership of each committee of the Board; reviews and makes recommendations regarding the Independent Trustees' compensation; oversees the annual self-assessment of the Board and each committee; considers and recommends to the Board, the selection of "independent legal counsel" (as that term is defined in the 1940 Act); and monitors and considers corporate governance issues that may arise from time to time. There were three Nominating Committee meetings held during the fiscal year ended October 31, 2022.

Each Board's Strategy Committee is composed of Gerard K. O'Reilly, Douglas W. Diamond, Darrell Duffie, and Heather E. Tookes. The Strategy Committee assists the Board in carrying out its fiduciary duties with respect to the oversight of the Fund and its performance. At the request of the Board or the Advisor, the Strategy Committee (i) reviews the design of possible new series of the Fund, (ii) reviews performance of existing portfolios of the Funds and discusses and recommends possible enhancements to the portfolios' investment strategies, (iii) reviews proposals by the Advisor to modify or enhance the investment strategies or policies of each portfolio, and (iv) considers issues relating to investment services for each portfolio of the Fund. There were four Strategy Committee meetings held during the fiscal year ended October 31, 2022.

The Mutual Funds-ETF Relations Committee is comprised of George M. Constantinides, Darrell Duffie, and Ingrid M. Werner. At the request of the Board, the Mutual Funds-ETF Relations Committee (i) reviews any newly-proposed expenses to be borne by the ETFs in the Dimensional ETF Trust ("Dimensional ETFs"), portfolios in the DFA mutual fund complex ("Fund Complex") or changes to the existing expense allocations among the Dimensional ETFs, portfolios in the Fund Complex, and the Advisor, (ii) considers any conflicts of interest that may arise in the operations of the Dimensional ETFs and the portfolios in the Fund Complex, (iii) reviews and considers relevant information relating to the operations of the Dimensional ETFs, and (iv) considers asset flows and performance differences between the similarly managed mutual funds and ETFs of the Funds. There were two Mutual Funds-ETF Relations Committee meetings held for the Trust during the fiscal year ended October 31, 2022.

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Certain biographical information for each disinterested Trustee/Director and interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director's experience as a Trustee/Director of the Funds and as a Director or Trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, "SAI") of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746. Prospectuses are also available at http://us.dimensional.com.

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**Disinterested Directors/Trustees** 

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br> **within the**<br> **DFA Fund**<br> **Complex<sup>2</sup>**<br> **Overseen** | **Other**<br> **Directorships of**<br> **Public Companies**<br> **Held During Past**<br> **5 Years** |
| Reena Aggarwal<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1957 | Director/ Trustee | Since December 2021 | Robert E. McDonough Professor of Business Administration and Finance, McDonough School of Business, Georgetown University (since 2003); Director, Georgetown Center for Financial Markets and Policy (since 2010); and Vice Provost of Faculty (2016-2020), Georgetown University. | 147 portfolios in 5 investment companies | Director, Cohen & Steers (asset management firm) (since 2017) and Director, Nuveen Churchill Direct Lending (private business development company) (since 2019). Formerly, Director, New York Life Investment Management IndexIQ (2008- 2021) (22 funds); Director, REAN Cloud (technology) (2015-2018); Director, FBR & Co. (investment banking) (2011- 2017); and Director, Brightwood Capital Advisors, L.P. (private equity) (2013- 2020). |
| George M. Constantinides<br> University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637<br>1947 | Director/ Trustee | DFAIDG – Since 1983; DIG & DEM- Since 1993; DFAITC – Since 1992; ETF Trust – Since 2020 | Leo Melamed Professor of Finance, University of Chicago Booth School of Business (since 1978). | 147 portfolios in 5 investment companies |  |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br> **within the**<br> **DFA Fund**<br> **Complex<sup>2</sup>**<br> **Overseen** | **Other**<br> **Directorships of**<br> **Public Companies**<br> **Held During Past**<br> **5 Years** |
| Douglas W. Diamond<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1953 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2017; ETF Trust – Since 2020 | Merton H. Miller Distinguished Service Professor of Finance, University of Chicago Booth School of Business (since 1979). Formerly, Visiting Scholar, Federal Reserve Bank of Richmond (1990-2019). | 147 portfolios in 5 investment companies |  |
| Darrell Duffie<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1954 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2019; ETF Trust – Since 2020 | Adams Distinguished Professor of Management and Professor of Finance, Stanford University (since 1984) and Director, TNB Inc. (bank) (since 2020). | 147 portfolios in 5 investment companies | Formerly, Director, Moody's Corporation (financial information and information technology) (2008- 2018). |
| Francis A. Longstaff<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1956 | Director/ Trustee | Since December 2021 | Allstate Professor of Insurance and Finance, UCLA, Anderson School of Management; Consultant, NERA Economic Consulting (since 2018); Consultant, Charles River Associates (economic consulting firm) (since 2013); Consultant, Simplex Holdings, Inc. (technology firm) (since 1998); and Expert Witness, Analysis Group (economic consulting firm) (since 2012). | 147 portfolios in 5 investment companies |  |
| Abbie J. Smith<br> University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637<br>1953 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2000; ETF Trust – Since 2020 | Boris and Irene Stern Distinguished Service Professor of Accounting and James S. Ely, III Faculty Fellow, University of Chicago Booth School of Business (since 1980). | 147 portfolios in 5 investment companies | Director (since 2000) and formerly, Lead Director (2014- 2017), HNI Corporation (office furniture); Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003); and Trustee, UBS Funds (2 investment companies within the fund complex) (13 portfolios) (since 2009). |
| Heather E.<br> Tookes Yale School of Management 165 Whitney Avenue New Haven, CT 06511<br>1974 | Director/ Trustee | Since December 2021 | Professor of Finance, Yale School of Management (since 2004). | 147 portfolios in 5 investment companies | Director, Payoneer Inc. (digital payments) (since 2021); Director, Ariel Investments LLC (since 2017); and Director, Community Foundation of Greater New Haven (community foundation and grant-making) (since 2022). Formerly, Director, KCG Holdings (trading company) (January 2017-July 2017). |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br> **within the**<br> **DFA Fund**<br> **Complex<sup>2</sup>**<br> **Overseen** | **Other**<br> **Directorships of**<br> **Public Companies**<br> **Held During Past**<br> **5 Years** |
| Ingrid M. Werner<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1961 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2019; ETF Trust – Since 2020 | Martin and Andrew Murrer Professor of Finance, Fisher College of Business, The Ohio State University (since 1998). Adjunct Member, the Prize Committee for the Swedish Riksbank Prize in Economic Sciences in Memory of Alfred Nobel (annual award for significant scientific research contribution) (since 2018). Director, American Finance Association (global association of academic researchers and practitioners in finance) (since January 2019). Member, Scientific Board, Leibniz Institute for Financial Research (institute supporting academic research in finance) (since 2020). Chair, Economic Advisory Committee, FINRA (since 2017). Chairman, Scientific Advisory Board, Swedish House of Finance (institute supporting academic research in finance) (since 2014). Member, Scientific Board, Danish Finance Institute (institute supporting academic research in finance) (since 2017). Fellow, Center for Analytical Finance (academic research) (since 2015). Associate Editor, Journal of Finance (since 2016). Formerly, President, Western Finance Association (global association of academic researchers and practitioners in finance) (2018-2019). Formerly, Member, Academic Board, Mistra Financial Systems (organization funding academic research on environment, governance and climate/sustainability in finance) (2016-2021). | 147 portfolios in 5 investment companies | Director, Fourth Swedish AP Fund (pension fund asset management) (since 2017). |

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**Interested Directors/Trustees** 

The following interested Directors are described as such because each is deemed to be an "interested person," as that term is defined under the 1940 Act, due to his position with the Advisor.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address**<br> **and Year of Birth** | **Position** | **Term of Office<sup>1</sup>**<br> **and Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br>**within the**<br>**DFA Fund**<br>**Complex<sup>2</sup>**<br>**Overseen** | **Other**<br>**Directorships**<br>**of Public**<br>**Companies**<br>**Held During**<br>**Past 5 Years** |
| David P. Butler<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One, Austin, TX 78746<br>1964 | Director<br>Co-Chief Executive Officer | Director since December 2021<br>Co-Chief Executive Officer since 2017 (DFAIDG, DIG, DEM & DFAITC); 2020 (ETF Trust) | Co-Chief Executive Officer of Dimensional Emerging Markets Value Fund ("DEM"), DFAIDG, Dimensional Investment Group Inc. ("DIG"), The DFA Investment Trust Company ("DFAITC"), Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Investment LLC, and DFA Securities LLC (collectively with DEM, DFAIDG, DIG and DFAITC, the "DFA Entities") (since 2017), DFA Canada LLC (since 2018), Dimensional Holdings LLC (since 2017), and Dimensional ETF Trust (since 2020); Chief Executive Officer of Dimensional Fund Advisors Canada ULC (since 2018); Director (since 2017) of Dimensional Holdings Inc., Dimensional Fund Advisors Canada ULC, Dimensional Japan Ltd., Dimensional Advisors Ltd., Dimensional Fund Advisors Ltd., and DFA Australia Limited; Director and Co-Chief Executive Officer (since 2017) of Dimensional Cayman Commodity Fund I Ltd.; Chief Executive Officer of Dimensional Fund Advisors Canada ULC (since 2018); Head of Global Financial Advisor Services for Dimensional Fund Advisors LP (since 2007) and Dimensional Investment LLC (since 2017); Formerly, Vice President (2007 – 2017) of all the DFA Entities; Formerly, Head of Global Advisor Services for Dimensional Investment LLC (2011-2017). | 147 portfolios<br>in 5<br>investment<br>companies |  |
| Gerard K. O'Reilly<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One, Austin, TX 78746<br>1976 | Chairman and Director<br>Co-Chief Executive Officer and Chief Investment Officer | Chairman and Director since December 2021<br>Co-Chief Executive Officer and Chief Investment Officer since 2017 (DFAIDG, DIG, DEM & DFAITC); 2020 (ETF Trust) | Co-Chief Executive Officer and Chief Investment Officer of the DFA Entities (since 2017) and Dimensional ETF Trust (since 2020); Co-Chief Executive Officer of Dimensional Canada LLC (since 2018); Chief Investment Officer of Dimensional Fund Advisors Canada ULC (since 2017); Director, Chief Investment Officer (since 2017) and Vice President (since 2014) of DFA Australia Limited; Chief Investment Officer (since 2018) and Vice President (since 2016) of Dimensional Japan Ltd.; Director, Co-Chief Executive Officer and Chief Investment Officer (since 2017) of Dimensional Cayman Commodity Fund I Ltd.; Director of Dimensional Funds plc (since 2014), Dimensional Fund II plc (since 2014), Dimensional Holdings Inc. (since 2017), Dimensional Advisors Ltd. (since 2017), and Dimensional Ireland Limited (since 2018). Formerly, Executive Vice President (2017) and Co-Chief Investment Officer (2014 – 2017) of the DFA Entities; Formerly, Vice President (2007 – 2017) of the DFA Entities; Formerly, Vice President and Co-Chief Investment Officer (2014 – 2017) of Dimensional Fund Advisors Canada ULC. Formerly, Director of Dimensional Fund Advisors Pte. Ltd. (2017-2018) and Dimensional Fund Advisors Ltd. (2018-2021). | 147 portfolios<br>in 5<br>investment<br>companies |  |

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<sup>1</sup> Each Director/Trustee holds office for an indefinite term until his or her successor is elected and qualified.

<sup>2</sup> Each Director/Trustee is a director or trustee of each of the five registered investment companies within the DFA Fund Complex, which include: the Fund; DIG; DFAITC; DEM; and Dimensional ETF Trust. Each disinterested Director/Trustee also serves on the Independent Review Committee of the Dimensional Funds, mutual funds registered in the provinces of Canada and managed by the Advisor's affiliate, Dimensional Fund Advisors Canada ULC. 

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**Officers** 

Below is the name, year of birth, information regarding positions with the Funds and the principal occupation for each officer of the Funds. The address of each officer is 6300 Bee Cave Road, Building One, Austin, TX 78746. Each of the officers listed below holds the same office (except as otherwise noted) in the DFA Entities.

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
| Valerie A. Brown<br> 1967 | Vice President and<br> Assistant<br> Secretary | Since 2001 | Vice President and Assistant Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2001)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Director, Vice President and Assistant Secretary (since 2003) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
| Ryan P. Buechner<br> 1982 | Vice President and Assistant Secretary | Since 2019 | Vice President and Assistant Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2019)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Vice President (since January 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
| Stephen A. Clark<br> 1972 | Executive Vice<br> President | Since<br> 2017 | Executive Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Director and Vice President (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd.<br>Chairman (since 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>President and Director (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>Vice President (since 2008) and Director (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>Director (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited<br>Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2019)<br>Formerly, Director (2016-2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>Formerly, Vice President (2004 – 2017) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities<br>Formerly, Vice President (2010 – 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>Formerly, Vice President (2016-2019) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>Formerly, Interim Chief Executive Officer (2019-2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>Formerly, Head of Institutional, North America (2012 – 2013) and Head of Global Institutional Services (2014-2018) for<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
| Lisa M. Dallmer<br> 1972 | Chief Operating Officer | Since June 2021 | Chief Operating Officer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Executive Vice President (since January 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>Chief Operating Officer (since December 2019)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>Vice President (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd.<br>Formerly, Vice President, Chief Financial Officer, and Treasurer (June 2020-June 2021) of |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Senior Vice President, Business Operations (March 2019 – October 2019) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Delphix Inc.<br>Formerly, Chief Operating Officer Global Technology & Operations, Managing Director (2014 – 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• BlackRock Inc. |
| Bernard J. Grzelak 1971 | Vice President | Since June 2021 | Vice President (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President, Chief Financial Officer and Treasurer (since September 2020) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Vice President (since March 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited<br>Formerly, Partner (2008 – 2020), Chief Operating Officer, Global Funds and Risk (2018 – 2020), Chief Operations Officer (2016 – 2018), and Director of Fund Administration (2003 – 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Lord Abbett & Co. LLC<br>Formerly, Chief Financial Officer (2017 - 2020), and Treasurer (2003 – 2017) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Lord Abbett Family of Funds |
| Eric Hall<br> 1978 | Vice President and Assistant Treasurer | Since June 2021 | Vice President and Assistant Treasurer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Data Integrity Team Lead (December 2019 – April 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Clearwater Analytics<br>Formerly, Assistant Vice President and Assistant Treasurer (March 2015 – November 2019) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• INVESCO, U.S. (formerly, OppenheimerFunds, Inc.) |
| Jeff J. Jeon<br> 1973 | Vice President | Since 2004 | Vice President (since 2004) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities<br>Vice President (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust<br>Vice President and Assistant Secretary (since 2010) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd.<br>Formerly, Assistant Secretary (2017-2019) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities |
| Joy Lopez<br> 1971 | Vice President and Assistant Treasurer | Vice President since 2015 and Assistant Treasurer since 2017 | Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2015)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. (since 2015)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited (since 2020)<br>Assistant Treasurer of |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
| Kenneth M. Manell<br> 1972 | Vice President | Since 2010 | Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
| Jan Miller<br> 1963 | Vice President, Chief Financial Officer, and Treasurer | Since June 2021 | Vice President, Chief Financial Officer, and Treasurer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Director (May 2019 – January 2021) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• INVESCO, U.S. (formerly, OppenheimerFunds, Inc.)<br>Formerly, Vice President and Assistant Treasurer (September 2012 – May 2019) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• OppenheimerFunds, Inc. |
| Catherine L. Newell<br> 1964 | President and General Counsel | President since 2017 and General Counsel since 2001 | President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>General Counsel of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2001)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2009)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Canada LLC (since 2009)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Executive Vice President (since 2017) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2009)<br>|
|  |  |  | Vice President (since 1997) and Secretary (since 2002) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>Vice President and Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2003)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Canada LLC (since 2009)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd (since 2014)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012)<br>Vice President and Assistant Secretary (since 2012) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited<br>Director of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Australia Limited (since 2007)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Funds plc (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Funds II plc (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Director of Dimensional Japan Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2012) |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited (since 2018)<br>Formerly, Vice President and Secretary (2010 – 2014) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Smart Nest (US) LLC<br>Formerly, Vice President (1997 – 2017) and Secretary (2000 – 2017) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM<br>Formerly, Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (1997 – 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (2006 – 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (1997 – 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (2009 – 2017)<br>Formerly, Director (2002 – 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
| Selwyn J. Notelovitz<br> 1961 | Vice President | Since September 2021 | Vice President (since September 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President (since December 2012) and Chief Compliance Officer (since July 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Chief Compliance Officer (since July 2020) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>Formerly, Deputy Chief Compliance Officer (2013-2020) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Fund Complex<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Formerly, Vice President (2013-2020) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Fund Complex<br>Formerly, Director (2019-2021) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited |
| Carolyn L. O<br> 1974 | Vice President and Secretary | Vice President since 2010 and Secretary since 2017 | Vice President and Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2010 and 2017, respectively)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Vice President (since 2010) and Assistant Secretary (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2016)<br>Assistant Secretary (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
| Randy C. Olson<br> 1980 | Chief Compliance Officer | Since 2020 | Chief Compliance Officer (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Vice President (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Formerly, Vice President – Senior Compliance Officer<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment Advisors LP (January 2020 – August 2020 and July 2014 – March 2017)<br>Formerly, Vice President – Head of Compliance & Operations Asia Ex-Japan<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment Advisors LP (April 2017 – January 2020) |
| James J. Taylor<br> 1983 | Vice President and Assistant Treasurer | Since 2020 | Vice President and Assistant Treasurer (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2020) |

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<sup>1</sup> Each officer holds office for an indefinite term at the pleasure of the Board of Directors and until his or her successor is elected and qualified.

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**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 (1) without charge, upon request, by calling collect: (512) 306-7400; (2) from the Advisor's website at http://us.dimensional.com; and (3) on the SEC's website at http://www.sec.gov. 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 https://www.dimensional.com/us-en/who-we-are/investment-stewardship and reflects the twelve-month period beginning July 1st and ending June 30th.

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**TAX NOTICE TO SHAREHOLDERS** 

**(Unaudited)** 

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2022. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2022 (e.g., IRS Form 1099-DIV) will be provided in early 2023. Shareholders should refer to these statements in preparing their calendar year 2022 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2022.

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| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA<br>Investment**<br> **Dimensions<br>Group Inc.** | **Net**<br>**Investment**<br>**Income**<br>**Distributions** | **Short-Term**<br>**Capital Gain**<br>**Distributions** | **Long-Term**<br>**Capital Gain**<br>**Distributions** | **Return of**<br>**Capital** | **Tax-Exempt**<br>**Interest** | **Total**<br>**Distributions** | **Qualified**<br>**Dividends**<br>**(for**<br>**Corporate**<br>**Dividends**<br>**Received**<br>**Deduction) (1)** | **Qualified**<br>**Dividend**<br>**Income (2)** | **U.S.**<br>**Government**<br>**Interest (3)** | **Foreign**<br>**Tax**<br>**Credit (4)** | **Foreign**<br>**Source**<br>**Income (5)** | **Qualified**<br>**Net**<br>**Interest**<br>**Income (6)** | **Qualified**<br>**Short-**<br>**Term**<br>**Capital**<br>**Gain (7)** |
|  Enhanced U.S. Large Company Portfolio | 2% | 41% | 57% |  |  | 100% |  |  |  |  |  |  | 100% |
|  U.S. Large Cap Equity Portfolio | 28% |  | 72% |  |  | 100% | 100% | 100% |  |  |  |  |  |
|  U.S. Large Cap Value Portfolio | 40% |  | 60% |  |  | 100% | 100% | 100% |  |  |  |  |  |
|  U.S. Targeted Value Portfolio | 17% | 9% | 74% |  |  | 100% | 100% | 100% |  |  |  | 1% | 100% |
|  U.S. Small Cap Value Portfolio | 15% | 7% | 78% |  |  | 100% | 100% | 100% |  |  |  | 1% | 100% |
|  U.S. Core Equity 1 Portfolio | 32% |  | 68% |  |  | 100% | 100% | 100% |  |  |  | 1% |  |
|  U.S. Core Equity 2 Portfolio | 25% | 1% | 74% |  |  | 100% | 100% | 100% |  |  |  | 1% | 100% |
|  U.S. Vector Equity Portfolio | 17% | 3% | 80% |  |  | 100% | 100% | 100% |  |  |  | 1% | 100% |
|  U.S. Small Cap Portfolio | 15% |  | 85% |  |  | 100% | 100% | 100% |  |  |  | 1% |  |
|  U.S. Micro Cap Portfolio | 9% |  | 91% |  |  | 100% | 100% | 100% |  |  |  | 1% |  |
|  U.S. High Relative Profitability Portfolio | 40% | 4% | 56% |  |  | 100% | 100% | 100% |  |  |  | 1% | 100% |
|  DFA Real Estate Securities Portfolio | 61% | 7% | 32% |  |  | 100% |  |  |  |  |  | 1% | 100% |
|  DFA Commodity Strategy Portfolio**.** | 100% |  |  |  |  | 100% |  |  | 100% |  |  | 100% |  |
|  **<u>Dimensional Investment Group Inc.</u>** |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  U.S. Large Company Portfolio | 18% |  | 82% |  |  | 100% | 100% | 100% |  |  |  |  |  |

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(1) Qualified Dividends represents the amount that qualifies for the corporate dividends-received deduction under
Section 243 of the Internal Revenue Code and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(2) Qualified Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under
Section 1(h)(11) of the Internal Revenue Code and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(3) U.S. Government Interest represents the amount of interest that was derived from direct U.S. Government
obligations and distributed during the fiscal year. This amount is reflected as a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.
Generally, interest from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of a state tax exemption based on your individual circumstances.

See accompanying Notes to Financial Statements.

------

(4) Foreign Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through under
Section 853 of the Internal Revenue Code and is reflected as a percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(5) Foreign Source Income represents the amount of dividends derived from foreign sources and is reflected as a
percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(6) Qualified Net Interest Income represents the amount of interest income available as interest-related dividends
generally exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions (the total of short-term capital gain
and net investment income distributions) for the calendar year 2022.

(7) Qualified Short-Term Capital Gain represents the amount available as short-term capital gain dividends generally
exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net
investment income distributions) for the calendar year 2022.

See accompanying Notes to Financial Statements.

------

---

| | |
|:---|:---|
| ![LOGO](g762502dsp204.jpg) | DFA103122-001AD<br> 00281081 |

---

------

![LOGO](g400624g01k00.jpg)

Annual Report

**Year Ended: October 31, 2022** 

------

DFA INVESTMENT DIMENSIONS GROUP INC. / DIMENSIONAL INVESTMENT GROUP INC. / THE DFA INVESTMENT TRUST COMPANY / DIMENSIONAL EMERGING MARKETS VALUE FUND

------

**DFA Investment Dimensions Group Inc.** 

------

**Large Cap International Portfolio** 

**International Core Equity Portfolio** 

**Global Small Company Portfolio** 

**International Small Company Portfolio** 

**Japanese Small Company Portfolio** 

**Asia Pacific Small Company Portfolio** 

**United Kingdom Small Company Portfolio** 

**Continental Small Company Portfolio** 

**DFA International Real Estate Securities Portfolio** 

**DFA Global Real Estate Securities Portfolio** 

**DFA International Small Cap Value Portfolio** 

**International Vector Equity Portfolio** 

**International High Relative Profitability Portfolio** 

**World ex U.S. Value Portfolio** 

**World ex U.S. Core Equity Portfolio** 

**World ex U.S. Targeted Value Portfolio** 

**World Core Equity Portfolio** 

**Selectively Hedged Global Equity Portfolio** 

**Emerging Markets Portfolio** 

**Emerging Markets Small Cap Portfolio** 

**Emerging Markets Value Portfolio** 

**Emerging Markets Core Equity Portfolio** 

**Emerging Markets Targeted Value Portfolio** 

**Emerging Markets ex China Core Equity Portfolio** 

**Dimensional Investment Group Inc.** 

------

**DFA International Value Portfolio** 

**The DFA Investment Trust Company** 

------

**The DFA International Value Series** 

**The Japanese Small Company Series** 

**The Asia Pacific Small Company Series** 

**The United Kingdom Small Company Series** 

**The Continental Small Company Series** 

**The Canadian Small Company Series** 

**The Emerging Markets Series** 

**The Emerging Markets Small Cap Series** 

**Dimensional Emerging Markets Value Fund** 

------

![LOGO](g400624g03k01.jpg)

December 2022

Dear Shareholder,

For more than four decades, Dimensional has been innovating on behalf of investors, using financial science to pursue higher expected returns across a range of market conditions.

We start with what clients are seeking and determine how best to deliver strategies to meet those needs through a systematic approach designed to add value over indexing. Every day, we manage our strategies through a flexible process that allows us to consistently focus on reducing costs and controlling risks. We believe in sensible ideas that we can implement well. And we're committed to continuing to enhance the investment solutions and services we provide to empower financial professionals.

On behalf of everyone at Dimensional, we thank you for entrusting us with your investments.

---

| | |
|:---|:---|
| Sincerely, |  |
| ![LOGO](g400624g03k02.jpg) | ![LOGO](g400624g03k03.jpg) |
| David P. Butler | Gerard O'Reilly |
| CO-CHIEF EXECUTIVE OFFICER | CO-CHIEF EXECUTIVE OFFICER and |
|  | CHIEF INVESTMENT OFFICER |

---

------

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**ANNUAL REPORT** 

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
|  **Letter to Shareholders** |  |
|  **[Definitions of Abbreviations and Footnotes](#tx400624_1)** | 1 |
|  **DFA Investment Dimensions Group Inc.** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx400624_2) | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx400624_3) | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx400624_4) | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx400624_5) | 33 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schedules of Investments/Summary Schedules of Portfolio Holdings |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Large Cap International Portfolio](#tx400624_6) | 35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Core Equity Portfolio](#tx400624_7) | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Global Small Company Portfolio](#tx400624_8) | 43 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Small Company Portfolio](#tx400624_9) | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Japanese Small Company Portfolio](#tx400624_10) | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Asia Pacific Small Company Portfolio](#tx400624_11) | 46 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [United Kingdom Small Company Portfolio](#tx400624_12) | 47 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Continental Small Company Portfolio](#tx400624_13) | 48 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA International Real Estate Securities Portfolio](#tx400624_14) | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Global Real Estate Securities Portfolio](#tx400624_15) | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA International Small Cap Value Portfolio](#tx400624_16) | 55 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Vector Equity Portfolio](#tx400624_17) | 59 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International High Relative Profitability Portfolio](#tx400624_18) | 64 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [World ex U.S. Value Portfolio](#tx400624_19) | 68 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [World ex U.S. Core Equity Portfolio](#tx400624_20) | 69 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [World ex U.S. Targeted Value Portfolio](#tx400624_21) | 76 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [World Core Equity Portfolio](#tx400624_22) | 82 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Selectively Hedged Global Equity Portfolio](#tx400624_23) | 83 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Portfolio](#tx400624_24) | 85 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Small Cap Portfolio](#tx400624_25) | 86 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Value Portfolio](#tx400624_26) | 87 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Core Equity Portfolio](#tx400624_27) | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Targeted Value Portfolio](#tx400624_28) | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets ex China Core Equity Portfolio](#tx400624_29) | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Assets and Liabilities](#tx400624_30) | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Operations](#tx400624_31) | 108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx400624_32) | 114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx400624_33) | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx400624_34) | 136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx400624_35) | 166 |
|  **Dimensional Investment Group Inc.** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx400624_36) | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx400624_37) | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx400624_38) | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx400624_39) | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schedule of Investments |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA International Value Portfolio](#tx400624_40) | 175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Assets and Liabilities](#tx400624_41) | 176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Operations](#tx400624_42) | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx400624_43) | 178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx400624_44) | 179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx400624_45) | 181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx400624_46) | 188 |
|  **The DFA Investment Trust Company** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx400624_47) | 189 |

---

i

------

**TABLE OF CONTENTS** 

**CONTINUED** 

---

| | |
|:---|:---|
|  | **Page** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx400624_48) | 193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx400624_49) | 198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx400624_50) | 200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Summary Schedules of Portfolio Holdings |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The DFA International Value Series](#tx400624_51) | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Japanese Small Company Series](#tx400624_52) | 206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Asia Pacific Small Company Series](#tx400624_53) | 209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The United Kingdom Small Company Series](#tx400624_54) | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Continental Small Company Series](#tx400624_55) | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Canadian Small Company Series](#tx400624_56) | 217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Emerging Markets Series](#tx400624_57) | 220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Emerging Markets Small Cap Series](#tx400624_58) | 225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Assets and Liabilities](#tx400624_59) | 230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Operations](#tx400624_60) | 232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx400624_61) | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx400624_62) | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx400624_63) | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx400624_64) | 254 |
|  **Dimensional Emerging Markets Value Fund** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx400624_65) | 255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx400624_66) | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx400624_67) | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx400624_68) | 261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Summary Schedule of Portfolio Holdings |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional Emerging Markets Value Fund](#tx400624_69) | 262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Assets and Liabilities](#tx400624_70) | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Operations](#tx400624_71) | 268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx400624_72) | 269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx400624_73) | 270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx400624_74) | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx400624_75) | 280 |
|  **[Fund Management](#tx400624_76)** | 281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Board of Directors](#tx400624_77) | 283 |
|  **[Voting Proxies on Fund Portfolio Securities](#tx400624_78)** | 293 |
|  **[Tax Notice to Shareholders](#tx400624_79)** | 294 |

---

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

ii

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**DIMENSIONAL INVESTMENT GROUP INC.** 

**THE DFA INVESTMENT TRUST COMPANY** 

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES** 

**<u>Schedules of Investments/Summary Schedules of Portfolio Holdings</u>**

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| &nbsp;&nbsp;&nbsp;&nbsp; ADR | American Depositary Receipt |
| &nbsp;&nbsp;&nbsp;&nbsp; SA | Special Assessment |
| &nbsp;&nbsp;&nbsp;&nbsp; REIT | Real Estate Investment Trust |
| &nbsp;&nbsp;&nbsp;&nbsp; GDR | Global Depositary Receipt |
| &nbsp;&nbsp;&nbsp;&nbsp; AUD | Australian Dollars |
| &nbsp;&nbsp;&nbsp;&nbsp; CAD | Canadian Dollars |
| &nbsp;&nbsp;&nbsp;&nbsp; CHF | Swiss Franc |
| &nbsp;&nbsp;&nbsp;&nbsp; DKK | Danish Krone |
| &nbsp;&nbsp;&nbsp;&nbsp; EUR | Euro |
| &nbsp;&nbsp;&nbsp;&nbsp; GBP | British Pounds |
| &nbsp;&nbsp;&nbsp;&nbsp; HKD | Hong Kong Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp; ILS | Israeli New Shekel |
| &nbsp;&nbsp;&nbsp;&nbsp; JPY | Japanese Yen |
| &nbsp;&nbsp;&nbsp;&nbsp; NOK | Norwegian Krone |
| &nbsp;&nbsp;&nbsp;&nbsp; NZD | New Zealand Dollars |
| &nbsp;&nbsp;&nbsp;&nbsp; SEK | Swedish Krona |
| &nbsp;&nbsp;&nbsp;&nbsp; SGD | Singapore Dollars |
| Investment Footnotes | Investment Footnotes |
| &nbsp;&nbsp;&nbsp;&nbsp; » | Securities that have been fair value factored. See Note B to Financial Statements. |
| &nbsp;&nbsp;&nbsp;&nbsp; ‡ | 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 in unaffiliated issuers 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. |
| &nbsp;&nbsp;&nbsp;&nbsp; # | Total or Partial Securities on Loan. |
| &nbsp;&nbsp;&nbsp;&nbsp; † | See Note B to Financial Statements. |
| &nbsp;&nbsp;&nbsp;&nbsp; @ | Security purchased with cash collateral received from Securities on Loan. |
| &nbsp;&nbsp;&nbsp;&nbsp; § | Affiliated Fund. |
| &nbsp;&nbsp;&nbsp;&nbsp; †† | Security valued using significant unobservable inputs (Level 3). |
| &nbsp;&nbsp;&nbsp;&nbsp; \* | Non-Income Producing Securities. |
| &nbsp;&nbsp;&nbsp;&nbsp; W | Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional investors. This security has been deemed liquid based upon the Fund's Liquidity Guidelines. The liquidity determination is unaudited. |

---

------

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES** 

**CONTINUED** 

---

| | |
|:---|:---|
| **<u>Financial Highlights</u>** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* | The Net Investment Income (Loss) per share and the ratio of Net Investment Income to Average Net Assets includes the current year effect of an estimation related to a one time distribution from a real estate investment trust. Net Investment Income (Loss) per share, Net Gain (Loss) per share and the ratio of Net Investment Income to Average Net Assets for the DFA Global Real Estate Securities Portfolio would have been $0.39, $2.11 and 3.39%, respectively had the current year effect of this estimation not been considered. |
| &nbsp;&nbsp;&nbsp;&nbsp;(A) | Computed using average shares outstanding. |
| &nbsp;&nbsp;&nbsp;&nbsp;(B) | Represents the combined ratios for the respective Portfolio and its respective pro-rata share of its Master Fund(s) and/or Underlying Fund(s). |
| &nbsp;&nbsp;&nbsp;&nbsp;(C) | Represents the combined ratios for the respective Portfolio and its respective pro-rata share of its Master Fund(s). |
| &nbsp;&nbsp;&nbsp;&nbsp;(D) | Non-Annualized |
| &nbsp;&nbsp;&nbsp;&nbsp;(E) | Annualized |
| &nbsp;&nbsp;&nbsp;&nbsp;(F) | Because of commencement of operations and related preliminary transaction costs, these ratios are not necessarily indicative of future ratios. |
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
| &nbsp;&nbsp;&nbsp;&nbsp; — | Amounts designated as — are either zero, rounded to zero, or less than $500. |
| &nbsp;&nbsp;&nbsp;&nbsp; SEC | Securities and Exchange Commission |

---

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**Large Cap International Portfolio vs.** 

**MSCI World ex USA Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g09k01.jpg)

------

**International Core Equity Portfolio vs.** 

**MSCI World ex USA Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g09k02.jpg) <br>

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**Global Small Company Portfolio vs.** 

**MSCI All Country World Small Cap Index (net dividends)** 

**January 18, 2017-October 31, 2022**![LOGO](g400624g10k01.jpg)

------

**International Small Company Portfolio vs.** 

**MSCI World ex USA Small Cap Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g10k02.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**Japanese Small Company Portfolio vs.** 

**MSCI Japan Small Cap Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g11k01.jpg)

------

**Asia Pacific Small Company Portfolio vs.** 

**MSCI Pacific ex Japan Small Cap Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g11k02.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**United Kingdom Small Company Portfolio vs.** 

**MSCI United Kingdom Small Cap Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g12k01.jpg)

------

**Continental Small Company Portfolio vs.** 

**MSCI Europe ex UK Small Cap Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g12k02.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**DFA International Real Estate Securities Portfolio vs.** 

**S&P Global ex U.S. REIT Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g13k01.jpg)

------

**DFA Global Real Estate Securities Portfolio vs.** 

**S&P Global REIT Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g13k02.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**DFA International Small Cap Value Portfolio vs.** 

**MSCI World ex USA Small Cap Index (net dividends),** 

**MSCI World ex USA Small Value Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g14k01.jpg)

------

**International Vector Equity Portfolio vs.** 

**MSCI World ex USA Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g14k02.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**International High Relative Profitability Portfolio vs.** 

**MSCI World ex USA Index (net dividends)** 

**May 16, 2017-October 31, 2022**![LOGO](g400624g15k01.jpg)

------

**World Ex U.S. Value Portfolio vs.** 

**MSCI All Country World ex USA Index (net dividends),** 

**MSCI All Country World ex USA Value Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g15k02.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**World Ex U.S. Core Equity Portfolio vs.** 

**MSCI All Country World ex USA Index (net dividends)** 

**April 9, 2013-October 31, 2022**![LOGO](g400624g16k01.jpg)

------

**World ex U.S. Targeted Value Portfolio vs.** 

**MSCI All Country World ex USA Small Cap Index (net dividends),** 

**MSCI All Country World ex USA SMID Value Index (net dividends)** 

**November 1, 2012-October 31, 2022**![LOGO](g400624g16k02.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**World Core Equity Portfolio vs.** 

**MSCI All Country World Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g17k01.jpg)

------

**Selectively Hedged Global Equity Portfolio vs.** 

**MSCI All Country World Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g17k02.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**Emerging Markets Portfolio vs.** 

**MSCI Emerging Markets Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g18k01.jpg)

------

**Emerging Markets Small Cap Portfolio vs.** 

**MSCI Emerging Markets Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g18k02.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**Emerging Markets Value Portfolio — Institutional Class vs.** 

**MSCI Emerging Markets Index (net dividends),** 

**MSCI Emerging Markets Value Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g19k01.jpg)

------

**Emerging Markets Value Portfolio — Class R2 vs.** 

**MSCI Emerging Markets Index (net dividends),** 

**MSCI Emerging Markets Value Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g19k02.jpg)

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

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**Emerging Markets Core Equity Portfolio vs.** 

**MSCI Emerging Markets Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g20k01.jpg)

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**Emerging Markets Targeted Value Portfolio vs.** 

**MSCI Emerging Markets Index (net dividends)** 

**November 14, 2018-October 31, 2022**![LOGO](g400624g20k02.jpg)

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

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**Emerging Markets ex China Core Equity Portfolio vs.** 

**MSCI Emerging Markets ex China Index (net dividends)** 

**November 15, 2021-October 31, 2022**![LOGO](g400624g21k00.jpg)

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**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

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| | |
|:---|:---|
| **International Equity Market Review** | **12 Months Ended October 31, 2022** |

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Performance of non-U.S. developed markets was negative for the period. As measured by the MSCI World ex USA indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI World ex USA indices.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

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| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI World ex USA Index | -22.04% |
|  MSCI World ex USA Mid Cap Index | -27.57% |
|  MSCI World ex USA Small Cap Index | -29.13% |
|  MSCI World ex USA Value Index | -15.27% |
|  MSCI World ex USA Growth Index | -28.78% |

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For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against all non-U.S. developed markets currencies. Overall, currency movements had a negative impact on the U.S. dollar-denominated returns of developed markets.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

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| | | |
|:---|:---|:---|
| **Ten Largest Foreign Developed Markets by Market Cap** | **Local Return** | **Return in U.S. Dollars** |
|  Japan | -1.81% | -24.67% |
|  United Kingdom | 4.27% | -12.42% |
|  Canada | -5.29% | -13.94% |
|  France | -6.77% | -20.38% |
|  Switzerland | -11.30% | -19.01% |
|  Australia | -0.54% | -15.30% |
|  Germany | -21.22% | -32.72% |
|  Netherlands | -28.51% | -38.71% |
|  Sweden | -16.17% | -34.85% |
|  Denmark | -7.88% | -21.38% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

Emerging markets had negative performance for the period and underperformed both U.S. and non-U.S. developed markets. As measured by the MSCI Emerging Markets indices, small-cap stocks outperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, outperformed large-cap stocks but underperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI Emerging Markets indices.

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**<u>Total Return for 12 Months Ended October 31, 2022</u>**

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| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI Emerging Markets Index | -31.03% |
|  MSCI Emerging Markets Mid Cap Index | -24.80% |
|  MSCI Emerging Markets Small Cap Index | -23.42% |
|  MSCI Emerging Markets Value Index | -25.21% |
|  MSCI Emerging Markets Growth Index | -36.11% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against most emerging markets currencies and depreciated against others. Overall, currency movements had a negative impact on the U.S. dollar denominated returns of emerging markets.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | | |
|:---|:---|:---|
| **Ten Largest Emerging Markets by Market Cap Dollars** | **Local Return** | **Return in U.S.** |
|  China | -46.31% | -47.90% |
|  India | 2.93% | -6.89% |
|  Taiwan | -24.11% | -34.50% |
|  Korea | -19.88% | -34.28% |
|  Brazil | 15.95% | 24.57% |
|  Saudi Arabia | 2.18% | 2.00% |
|  South Africa | 0.77% | -16.66% |
|  Mexico | 1.99% | 5.56% |
|  Indonesia | 16.58% | 5.89% |
|  Thailand | 4.97% | -8.48% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

For Portfolios investing in non-U.S. equities traded outside of the U.S. market time zone, differences in the valuation timing and methodology between a Portfolio and its benchmark index may impact relative performance over the referenced period. The Portfolios price foreign exchange rates at the closing of the U.S. market, while their benchmark indices use rates at 4 p.m. London time. The Portfolios also may use fair value pricing to price certain portfolio securities at the closing of the U.S. market, while benchmark indices may use local market closing prices. For the one-year period ended October 31, 2022, these differences generally detracted from non-US developed markets Portfolios' relative performance and were not material to emerging markets Portfolios' relative performance.

**Large Cap International Portfolio** 

The Large Cap International Portfolio invests in developed ex U.S. large company stocks. The investment strategy is process driven, emphasizing broad diversification. with increased exposure to stocks with smaller total market capitalizations, lower relative price (value) stocks, and higher profitability stocks within the large-cap segment of developed ex U.S. markets. As of October 31, 2022, the Portfolio held approximately 1,360 securities in 22 eligible developed markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

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For the 12 months ended October 31, 2022, total returns were -21.12% for the Portfolio and -22.04% for the MSCI World ex USA Index (net dividends), the Portfolio's benchmark. The Portfolio's emphasis on lower relative price (value) stocks contributed positively to performance relative to the benchmark, as value stocks outperformed higher relative price (growth) stocks in developed ex U.S. markets.

**International Core Equity Portfolio** 

The International Core Equity Portfolio invests in a broadly diversified group of stocks in developed ex U.S. markets, with increased exposure to stocks with smaller market capitalization, lower relative price (value), and higher profitability. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 5,280 securities in 22 eligible developed markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -22.29% for the Portfolio and -22.04% for the MSCI World ex USA Index (net dividends), the Portfolio's benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Portfolio's greater emphasis on value stocks contributed positively to performance relative to the benchmark. Conversely, the Portfolio's inclusion of and emphasis on stocks with smaller market capitalizations detracted from performance relative to the benchmark, which is composed primarily of large- and mid-cap stocks, as small caps underperformed large caps.

**Global Small Company Portfolio** 

The Global Small Company Portfolio is designed to capture the returns of global small company stocks by purchasing shares of seven funds (which shall be collectively referred to below as the "Underlying Funds") managed by Dimensional that individually invest in Canada, the United States, the United Kingdom, Europe (including Israel and excluding the U.K.), Japan, the Asia Pacific region (ex-Japan), and emerging markets. The Underlying Funds generally exclude stocks with the lowest profitability and highest relative price. The Underlying Funds also generally exclude certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Underlying Funds collectively held approximately 11,490 securities in 44 eligible developed and emerging markets.

For the 12 months ended October 31, 2022, total returns were -16.32% for the Portfolio and -22.02% for the MSCI All Country World Small Cap Index (net dividends), the Portfolio's benchmark. The Underlying Funds' exclusion of stocks with the lowest profitability and highest relative price contributed positively to performance relative to the benchmark, as those stocks underperformed. The Underlying Funds' exclusion of stocks with high asset growth also contributed positively to relative performance, as those stocks underperformed.

**International Small Company Portfolio** 

The International Small Company Portfolio invests in developed ex U.S. small company stocks by purchasing shares of five Master Funds managed by Dimensional that invest individually in Canada, the United Kingdom, Europe (including Israel and excluding the U.K.), Japan, and the Asia Pacific region (ex-Japan). The Portfolio generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Portfolio generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Master Funds collectively held approximately 4,410 securities in 22 eligible developed markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

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For the 12 months ended October 31, 2022, total returns were -26.55% for the Portfolio and -29.13% for the MSCI World ex USA Small Cap Index (net dividends), the Portfolio's benchmark. The Master Funds' exclusion of stocks with the lowest profitability and highest relative price contributed positively to performance relative to the benchmark, as these stocks underperformed. The Master Funds' exclusion of stocks with high asset growth also contributed positively to relative performance, as those stocks underperformed.

**Japanese Small Company Portfolio** 

The Japanese Small Company Portfolio invests in Japanese small company stocks by purchasing shares of the Japanese Small Company Series, a Master Fund managed by Dimensional that invests in such securities. The Master Fund generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Master Fund generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Master Fund held approximately 1,750 securities. Average cash exposure throughout the year was less than 1% of the Master Fund's assets.

For the 12 months ended October 31, 2022, total returns were -23.79% for the Portfolio and -24.90% for the MSCI Japan Small Cap Index (net dividends), the Portfolio's benchmark. The Master Fund's greater emphasis on stocks with smaller market capitalizations contributed positively to performance relative to the benchmark, as these stocks outperformed. The Master Fund's exclusion of stocks with the lowest profitability and highest relative price also contributed positively to performance relative to the benchmark, as did the Master Fund's exclusion of stocks with high asset growth, as those stocks underperformed.

**Asia Pacific Small Company Portfolio** 

The Asia Pacific Small Company Portfolio invests in small company stocks in Australia, Hong Kong, New Zealand, and Singapore by purchasing shares of the Asia Pacific Small Company Series, a Master Fund managed by Dimensional that invests in such securities. The Master Fund generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Master Fund generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Master Fund held approximately 840 securities in 4 eligible countries. Average cash exposure throughout the year was less than 1% of the Master Fund's assets.

For the 12 months ended October 31, 2022, total returns were -26.90% for the Portfolio and -24.10% for the MSCI Pacific ex Japan Small Cap Index (net dividends), the Portfolio's benchmark. The Master Fund's emphasis on stocks with smaller market capitalizations, particularly in Australia, detracted from performance relative to the benchmark, as larger stocks held by the benchmark outperformed.

**United Kingdom Small Company Portfolio** 

The United Kingdom Small Company Portfolio invests in small company stocks in the U.K. by purchasing shares of The United Kingdom Small Company Series, a Master Fund managed by Dimensional that invests in such securities. The Master Fund generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Master Fund generally excludes certain

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companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Master Fund held approximately 310 securities. Average cash exposure throughout the year was less than 1% of the Master Fund's assets.

For the 12 months ended October 31, 2022, total returns were -33.62% for the Portfolio and -37.62% for the MSCI United Kingdom Small Cap Index (net dividends), the Portfolio's benchmark. The Master Fund's exclusion of stocks with the lowest profitability and highest relative price contributed positively to relative performance, as did the Master Fund's exclusion of stocks with high asset growth, as those securities underperformed.

**Continental Small Company Portfolio** 

The Continental Small Company Portfolio invests in small company stocks in the developed markets of Europe (excluding the U.K.) and Israel by purchasing shares of the Continental Small Company Series, a Master Fund managed by Dimensional that invests in such securities. The Master Fund generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Master Fund generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Master Fund held approximately 1,170 securities in 15 eligible countries. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -29.26% for the Portfolio and -34.51% for the MSCI Europe ex U.K. Small Cap Index (net dividends), the Portfolio's benchmark. Differences in size definitions between the Master Fund and the benchmark led to weight differences between countries, which contributed positively to performance relative to the benchmark. The Master Fund's exclusion of stocks with the lowest profitability and highest relative price also contributed positively to relative performance, as did the Master Fund's exclusion of stocks with high asset growth, as those securities underperformed for the year.

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| | |
|:---|:---|
| **Global Real Estate Market Review** | **12 Months Ended October 31, 2022** |

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Publicly traded global real estate investment trusts (REITs) had negative returns for the period. Global REITs underperformed U.S. equities, performed in line with developed non-U.S. equities, and outperformed emerging markets equities. The U.S. REIT market, the world's largest, had negative performance for the period and outperformed non-U.S. REITs. Among non-U.S. REIT markets, Turkey, Mexico, and Italy were among the strongest performers, while Korea, Belgium, and the UK lagged. At the REIT industry level, specialized REITs and hotel and resort REITs generally outperformed, while office and industrial REITs generally underperformed.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

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| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  Dow Jones U.S. Select REIT Index<sup>SM</sup>  | -19.97% |
|  S&P Global ex U.S. REIT Index | -27.78% |
|  S&P Global REIT Index | -22.02% |

---

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Source: Returns are of Standard and Poor's (S&P) indices net of foreign withholding taxes on dividends. Copyright S&P, 2022. All rights reserved. Dow Jones and S&P have different REIT eligibility criteria which can result in performance differences across different indices representing the same region.

For Portfolios investing in non-U.S. REITs and REIT-like securities traded outside of the U.S. market time zone, differences in the valuation timing and methodology between a Portfolio and its benchmark index may impact relative performance over the referenced period. The Portfolios price foreign exchange rates at the closing of the U.S. market, while their benchmark indices use rates at 4 p.m. London time. The Portfolios also may use fair value pricing to price certain portfolio securities at the closing of the U.S. market, while benchmark indices may use local market closing prices. For the one-year period ended October 31, 2022, these differences generally contributed positively to the Portfolios' relative performance.

**DFA International Real Estate Securities Portfolio** 

The DFA International Real Estate Securities Portfolio invests in a broadly diversified portfolio of real estate securities in developed ex U.S. and emerging markets. As of October 31, 2022, the Portfolio held approximately 300 securities in 21 eligible developed ex U.S. and emerging markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -27.50% for the Portfolio and -27.78% for the S&P Global ex US REIT Index (net dividends), the Portfolio's benchmark. Withholding tax rate differences between the Portfolio and the benchmark contributed positively to performance relative to the benchmark as the Portfolio's actual tax rate was lower than the assumed tax rates of the benchmark.

**DFA Global Real Estate Securities Portfolio** 

The DFA Global Real Estate Securities Portfolio invests in a broadly diversified group of real estate securities in domestic and international markets, including emerging markets. During the period covered by this report, the Portfolio's investments included the DFA International Real Estate Securities Portfolio, the DFA Real Estate Securities Portfolio, and individual securities. As of October 31, 2022, the Portfolio held, either directly or through the underlying portfolios, approximately 450 securities in 22 eligible developed and emerging markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -22.34% for the Portfolio and -22.02% for the S&P Global REIT Index (net dividends), the Portfolio's benchmark. Differences in REIT eligibility between the Portfolio and the benchmark detracted from the Portfolio's performance relative to the benchmark, most notably among tower REITs. The Portfolio includes tower REITs, which are excluded by the benchmark, and these securities generally underperformed.

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| | |
|:---|:---|
| **International Equity Market Review** | **12 Months Ended October 31, 2022** |

---

Performance of non-U.S. developed markets was negative for the period. As measured by the MSCI World ex USA indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI World ex USA indices.

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**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI World ex USA Index | -22.04% |
|  MSCI World ex USA Mid Cap Index | -27.57% |
|  MSCI World ex USA Small Cap Index | -29.13% |
|  MSCI World ex USA Value Index | -15.27% |
|  MSCI World ex USA Growth Index | -28.78% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against all non-U.S. developed markets currencies. Overall, currency movements had a negative impact on the U.S. dollar-denominated returns of developed markets.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | | |
|:---|:---|:---|
| **Ten Largest Foreign Developed Markets by Market Cap** | **Local Return** | **Return in U.S. Dollars** |
|  Japan | -1.81% | -24.67% |
|  United Kingdom | 4.27% | -12.42% |
|  Canada | -5.29% | -13.94% |
|  France | -6.77% | -20.38% |
|  Switzerland | -11.30% | -19.01% |
|  Australia | -0.54% | -15.30% |
|  Germany | -21.22% | -32.72% |
|  Netherlands | -28.51% | -38.71% |
|  Sweden | -16.17% | -34.85% |
|  Denmark | -7.88% | -21.38% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

Emerging markets had negative performance for the period and underperformed both U.S. and non-U.S. developed markets. As measured by the MSCI Emerging Markets indices, small-cap stocks outperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, outperformed large-cap stocks but underperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI Emerging Markets indices.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

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| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI Emerging Markets Index | -31.03% |
|  MSCI Emerging Markets Mid Cap Index | -24.80% |
|  MSCI Emerging Markets Small Cap Index | -23.42% |
|  MSCI Emerging Markets Value Index | -25.21% |
|  MSCI Emerging Markets Growth Index | -36.11% |

---

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For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against most emerging markets currencies and depreciated against others. Overall, currency movements had a negative impact on the U.S. dollar denominated returns of emerging markets.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | | |
|:---|:---|:---|
| **Ten Largest Emerging Markets by Market Cap Dollars** | **Local Return** | **Return in U.S.** |
|  China | -46.31% | -47.90% |
|  India | 2.93% | -6.89% |
|  Taiwan | -24.11% | -34.50% |
|  Korea | -19.88% | -34.28% |
|  Brazil | 15.95% | 24.57% |
|  Saudi Arabia | 2.18% | 2.00% |
|  South Africa | 0.77% | -16.66% |
|  Mexico | 1.99% | 5.56% |
|  Indonesia | 16.58% | 5.89% |
|  Thailand | 4.97% | -8.48% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

For Portfolios investing in non-U.S. equities traded outside of the U.S. market time zone, differences in the valuation timing and methodology between a Portfolio and its benchmark index may impact relative performance over the referenced period. The Portfolios price foreign exchange rates at the closing of the U.S. market, while their benchmark indices use rates at 4 p.m. London time. The Portfolios also may use fair value pricing to price certain portfolio securities at the closing of the U.S. market, while benchmark indices may use local market closing prices. For the one-year period ended October 31, 2022, these differences generally detracted from non-US developed markets Portfolios' relative performance and were not material to emerging markets Portfolios' relative performance.

**DFA International Small Cap Value Portfolio** 

The DFA International Small Cap Value Portfolio invests in small-cap value stocks in developed ex U.S. markets, with an emphasis on those with higher profitability. Additionally, the Portfolio generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 2,010 securities in 22 eligible developed markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -20.53% for the Portfolio, -23.26% for the MSCI World ex USA Small Value Index (net dividends), and -29.13% for the MSCI World ex USA Small Cap Index (net dividends). As of February 28, 2022, the Portfolio changed its benchmark from the MSCI World ex USA Small Cap Index (net dividends) to the MSCI World ex USA Small Value Index (net dividends) because this index better reflects the universe of securities in which the Portfolio invests. With low relative price (value) stocks outperforming high relative price (growth) stocks, the

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Portfolio's focus on value stocks contributed positively to performance relative to the benchmarks. Additionally, the Portfolio's emphasis on stocks with higher profitability contributed positively to performance relative to the benchmark, as these stocks outperformed. The Portfolio's exclusion of real estate investment trusts (REITs) also contributed positively to relative performance, as REITs generally underperformed.

**International Vector Equity Portfolio** 

The International Vector Equity Portfolio invests in a broadly diversified group of stocks in developed ex U.S. markets, with increased exposure to stocks with smaller market capitalization, lower relative price (value), and higher profitability. The Portfolio's increased exposure to small capitalization and value stocks may be achieved by decreasing the allocation to or excluding the largest high relative price (growth) stocks in developed ex U.S. markets. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 4,970 securities in 22 eligible developed markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -22.16% for the Portfolio and -22.04% for the MSCI World ex USA Index (net dividends), the Portfolio's benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Portfolio's greater emphasis on value stocks contributed positively to performance relative to the benchmark. Conversely, the Portfolio's inclusion of and emphasis on stocks with smaller market capitalizations detracted from performance relative to the benchmark, which is composed primarily of large- and mid-cap stocks, as small cap stocks underperformed large cap stocks.

**International High Relative Profitability Portfolio** 

The International High Relative Profitability Portfolio invests in developed ex U.S. large-cap stocks with higher profitability. The investment strategy is process driven, emphasizing broad diversification, with increased exposure to stocks with smaller total market capitalizations, lower relative price (value), and higher profitability within the large cap high relative profitability segment of developed ex U.S. markets. As of October 31, 2022, the Portfolio held approximately 520 securities in 22 eligible developed markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -23.22% for the Portfolio and -22.04% for the MSCI World ex USA Index (net dividends), the Portfolio's benchmark. The Portfolio's emphasis on mid-cap stocks with high profitability detracted from performance relative to the benchmark, as mid-cap stocks generally underperformed large-cap stocks within high profitability stocks for the period.

**World ex U.S. Value Portfolio** 

The World ex U.S. Value Portfolio is designed to capture the returns of value stocks across all market capitalizations in developed ex U.S. and emerging markets. The Portfolio may pursue its objective by holding direct securities; by purchasing shares of funds managed by Dimensional: the DFA International Value Series, the DFA International Small Cap Value Portfolio, and the Dimensional Emerging Markets Value Fund (the "Underlying Funds"); or by a combination of securities and Underlying Funds. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio, directly and through the Underlying Funds, held approximately 5,840 securities in 43 eligible developed ex U.S. and emerging markets.

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For the 12 months ended October 31, 2022, total returns were -16.23% for the Portfolio, -18.13% for the MSCI All Country World ex USA Value Index (net dividends), and -24.73% for the MSCI All Country World ex USA Index (net dividends). As of February 28, 2022, the Portfolio changed its benchmark from the MSCI All Country World ex USA Index (net dividends) to the MSCI All Country World ex USA Value Index (net dividends) because this index better reflects the universe of securities in which the Portfolio invests. The Underlying Funds' focus on low relative price (value) stocks contributed positively to performance relative to the benchmarks, as value stocks outperformed high relative price (growth) stocks globally.

**World ex U.S. Targeted Value Portfolio** 

The World ex U.S. Targeted Value Portfolio invests in small- and mid-cap value stocks in developed ex U.S. and emerging markets, with an emphasis on those with higher profitability. Additionally, the Portfolio generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 5,200 securities in 42 eligible developed ex U.S. and emerging markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -21.77% for the Portfolio, -22.25% for the MSCI All Country World ex USA SMID Value Index (net dividends), and -27.75% for the MSCI All Country World ex USA Small Cap Index (net dividends). As of February 28, 2022, the Portfolio changed its benchmark from the MSCI All Country World ex USA Small Cap Index (net dividends) to the MSCI All Country World ex USA SMID Value Index (net dividends) because this index better reflects the universe of securities in which the Portfolio invests. With low relative price (value) stocks outperforming high relative price (growth) stocks in developed ex U.S. and emerging markets, the Portfolio's focus on value stocks contributed positively to performance relative to the benchmarks.

**World ex U.S. Core Equity Portfolio** 

The World ex U.S. Core Equity Portfolio invests in a broadly diversified group of stocks in developed ex U.S. and emerging markets with increased exposure to stocks with smaller market capitalization, lower relative price (value), and higher profitability. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 10,930 securities in 45 eligible developed ex U.S. and emerging markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -22.55% for the Portfolio and -24.73% for the MSCI All Country World ex USA Index (net dividends), the Portfolio's benchmark. The Portfolio's greater emphasis on low relative price (value) stocks contributed positively to performance relative to the benchmark, as value stocks outperformed high relative price (growth) stocks in developed ex U.S. and emerging markets.

**World Core Equity Portfolio** 

The World Core Equity Portfolio seeks long-term capital appreciation generally by investing in a combination of mutual funds managed by Dimensional. During the period covered by this report, the Portfolio's investments included the U.S. Core Equity 1 Portfolio, International Core Equity Portfolio, and

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Emerging Markets Core Equity Portfolio (collectively, the "Underlying Funds"). The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Underlying Funds collectively held more than 14,760 equity securities in 46 eligible developed and emerging markets.

For the 12 months ended October 31, 2022, total returns were -16.62% for the Portfolio and -19.96% for the MSCI All Country World Index (net dividends), the Portfolio's benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks globally, the Underlying Funds' greater emphasis on value stocks contributed positively to performance relative to the benchmark.

**Selectively Hedged Global Equity Portfolio** 

The Selectively Hedged Global Equity Portfolio seeks long-term capital appreciation by investing in a combination of other mutual funds managed by Dimensional. During the period covered by this report, the Portfolio invests in the U.S. Core Equity 2 Portfolio, International Core Equity Portfolio, and Emerging Markets Core Equity Portfolio (the "Underlying Funds"). The Portfolio hedges foreign currency exposure on a selective basis to capture positive forward currency premiums. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Underlying Funds collectively held approximately 14,750 securities in 46 eligible developed and emerging markets.

For the 12 months ended October 31, 2022, total returns were -13.65% for the Portfolio and -19.96% for the MSCI All Country World Index (net dividends), the Portfolio's benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks globally, the Underlying Funds' greater emphasis on value stocks contributed positively to performance relative to the benchmark. The Portfolio's strategy of selectively hedging foreign currency exposure also contributed positively to performance relative to the benchmark (which does not hedge currency exposure), as the U.S. dollar generally strengthened against the currencies to which the Portfolio had hedged its exposure.

**Emerging Markets Portfolio** 

The Emerging Markets Portfolio invests in large-cap stocks in emerging markets by purchasing shares of The Emerging Markets Series, a Master Fund managed by Dimensional that invests in such securities. The investment strategy is process driven, emphasizing broad diversification with increased exposure to stocks with smaller market capitalizations, lower relative price (value), and higher profitability within the large-cap segment of emerging markets. As of October 31, 2022, the Master Fund held approximately 1,880 securities in 23 eligible emerging markets. Average cash exposure throughout the year was less than 1% of the Master Fund's assets.

For the 12 months ended October 31, 2022, total returns were -25.94% for the Portfolio and -31.03% for the MSCI Emerging Markets Index (net dividends), the Portfolio's benchmark. The Master Fund's greater emphasis on low relative price (value) stocks contributed positively to performance relative to the benchmark, as value stocks outperformed high relative price (growth) stocks in emerging markets. The Master Fund's emphasis on stocks with higher profitability also contributed positively to performance relative to the benchmark, as these stocks generally outperformed. At the country level, the Master Fund's lesser allocation to Russia contributed positively to relative performance, as Russia underperformed the overall benchmark.

------

**Emerging Markets Small Cap Portfolio** 

The Emerging Markets Small Cap Portfolio invests in small company stocks in emerging markets by purchasing shares of The Emerging Markets Small Cap Series, a Master Fund managed by Dimensional that invests in such securities. The Master Fund generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Master Fund generally excludes certain companies that with high asset growth. The Master Fund's investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Master Fund held approximately 5,150 securities in 20 eligible emerging markets. Average cash exposure throughout the year was less than 1% of the Master Fund's assets.

For the 12 months ended October 31, 2022, total returns were -22.57% for the Portfolio and -31.03% for the MSCI Emerging Markets Index (net dividends), the Portfolio's benchmark. With small-cap stocks outperforming large-cap stocks in emerging markets, the Master Fund's inclusion of stocks with smaller market capitalizations contributed positively to performance relative to the benchmark, which is composed primarily of large- and mid-cap stocks. At the country level, the Master Fund's lesser allocation to Russia contributed positively to relative performance, as Russia underperformed the overall benchmark.

**Emerging Markets Value Portfolio** 

The Emerging Markets Value Portfolio invests in value stocks of large and small companies in emerging markets by purchasing shares of the Dimensional Emerging Markets Value Fund, a Master Fund managed by Dimensional that invests in such securities. The investment strategy is process driven, emphasizing broad diversification with increased exposure to stocks with smaller market capitalizations, lower relative price (value), and higher profitability within the value segment of emerging markets. As of October 31, 2022, the Master Fund held approximately 3,360 securities in 21 eligible emerging markets. Average cash exposure throughout the year was less than 1% of the Master Fund's assets.

For the 12 months ended October 31, 2022, total returns were -19.74% for the Portfolio's Class R2 shares, -19.51% for the Portfolio's Institutional Class shares, -25.21% for the MSCI Emerging Markets Value Index (net dividends) and -31.03% for the MSCI Emerging Markets Index (net dividends). As of February 28, 2022, the Portfolio changed its benchmark from the MSCI Emerging Markets Index (net dividends) to the MSCI Emerging Markets Value Index (net dividends) because this index better reflects the universe of securities in which the Master Fund invests. The Master Fund's focus on low relative price (value) stocks contributed positively to performance relative to the benchmarks, as value stocks outperformed high relative price (growth) stocks in emerging markets. At the country level, the Master Fund's lesser allocation to Russia contributed positively to relative performance, as Russia underperformed the overall benchmark.

**Emerging Markets Core Equity Portfolio** 

The Emerging Markets Core Equity Portfolio invests in a broadly diversified group of stocks in emerging markets, with increased exposure to stocks with smaller market capitalization, lower relative price (value), and higher profitability. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 6,830 securities in 23 eligible emerging markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

------

For the 12 months ended October 31, 2022, total returns were -25.06% for the Portfolio and -31.03% for the MSCI Emerging Markets Index (net dividends), the Portfolio's benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Portfolio's greater emphasis on value stocks contributed positively to performance relative to the benchmark. With small-cap stocks outperforming large-cap stocks in emerging markets, the Portfolio's inclusion of and emphasis on small-caps also contributed positively to performance relative to the benchmark, which is composed primarily of large- and mid-cap stocks. At the country level, the Portfolio's lesser allocation to Russia contributed positively to relative performance, as Russia underperformed the overall benchmark.

**Emerging Markets Targeted Value Portfolio** 

The Emerging Markets Targeted Value Portfolio invests in value stocks of small- and mid-cap companies in emerging markets. The investment strategy is process driven, emphasizing broad diversification with increased exposure to smaller total market capitalizations, lower relative price (value) stocks, and higher-profitability stocks within the small- and mid-cap value segment of emerging markets. Additionally, the Portfolio generally excludes certain companies with high asset growth. As of October 31, 2022, the Portfolio held approximately 2,990 securities in 20 eligible emerging markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

For the 12 months ended October 31, 2022, total returns were -21.40% for the Portfolio and -31.03% for the MSCI Emerging Markets Index (net dividends), the Portfolio's benchmark. The Portfolio's focus on low relative price (value) stocks contributed positively to performance relative to the style-neutral benchmark, as value stocks outperformed high relative price (growth) stocks in emerging markets. With small-cap stocks outperforming large-cap stocks in emerging markets, the Portfolio's inclusion of and emphasis on small-caps also contributed positively to performance relative to the benchmark, which is composed primarily of large- and mid-cap stocks. At the country level, the Portfolio's lesser allocation to Russia contributed positively to relative performance, as Russia underperformed the overall benchmark.

**Emerging Markets ex China Core Equity Portfolio** 

The Emerging Markets ex China Core Equity Portfolio invests in a broadly diversified group of stocks in emerging markets, excluding China, with increased exposure to stocks with smaller market capitalization, lower relative price (value), and higher profitability. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Portfolio held approximately 3,870 securities in 22 eligible emerging markets. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

From its inception on November 15, 2021, through October 31, 2022, total returns were -20.16% for the Portfolio and -23.63% for the MSCI Emerging Markets ex China Index (net dividends), the Portfolio's benchmark. The Portfolio's emphasis on low relative price (value) stocks contributed positively to performance relative to the benchmark, as value stocks outperformed high relative price (growth) stocks in emerging markets. With small-cap stocks outperforming large-cap stocks in emerging markets, the Portfolio's inclusion of and emphasis on small-caps also contributed positively to performance relative to the benchmark, which is composed primarily of large- and mid-cap stocks. At the country level, the Portfolio's lesser allocation to Russia contributed positively to relative performance, as Russia underperformed the overall benchmark.

------

**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 and 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" reflects 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 costs 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 October 31, 2022** | **Six Months Ended October 31, 2022** | **Six Months Ended October 31, 2022** | **Six Months Ended October 31, 2022** |
|  **EXPENSE TABLES** |  |  |  |  |
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>Large Cap International Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $883.40 | 0.17% | $0.81 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.35 | 0.17% | $0.87 |
|  **<u>International Core Equity Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $873.20 | 0.24% | $1.13 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.00 | 0.24% | $1.22 |

---

------

**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses**<br>**Paid<br>During<br>Period (1)** |
|  **<u>Global Small Company Portfolio (2)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $944.20 | 0.44% | $2.16 |
|  Hypothetical 5% Annual Return | $1000.00 | $1022.99 | 0.44% | $2.24 |
|  **<u>International Small Company Portfolio (2)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $854.20 | 0.41% | $1.92 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.14 | 0.41% | $2.09 |
|  **<u>Japanese Small Company Portfolio (3)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $925.20 | 0.42% | $2.04 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.09 | 0.42% | $2.14 |
|  **<u>Asia Pacific Small Company Portfolio (3)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $803.60 | 0.42% | $1.91 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.09 | 0.42% | $2.14 |
|  **<u>United Kingdom Small Company Portfolio (3)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $811.20 | 0.56% | $2.56 |
|  Hypothetical 5% Annual Return | $1000.00 | $1022.38 | 0.56% | $2.85 |
|  **<u>Continental Small Company Portfolio (3)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $836.20 | 0.42% | $1.94 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.09 | 0.42% | $2.14 |
|  **<u>DFA International Real Estate Securities Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $786.00 | 0.27% | $1.22 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.84 | 0.27% | $1.38 |
|  **<u>DFA Global Real Estate Securities Portfolio (4)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $805.60 | 0.24% | $1.09 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.00 | 0.24% | $1.22 |
|  **<u>DFA International Small Cap Value Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $862.50 | 0.46% | $2.16 |
|  Hypothetical 5% Annual Return | $1000.00 | $1022.89 | 0.46% | $2.35 |
|  **<u>International Vector Equity Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $871.50 | 0.36% | $1.70 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.39 | 0.36% | $1.84 |
|  **<u>International High Relative Profitability Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $875.00 | 0.30% | $1.42 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.69 | 0.30% | $1.53 |

---

------

**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>World ex U.S. Value Portfolio (2)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $877.40 | 0.40% | $1.89 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.19 | 0.40% | $2.04 |
|  **<u>World ex U.S. Core Equity Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $857.90 | 0.30% | $1.40 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.69 | 0.30% | $1.53 |
|  **<u>World ex U.S. Targeted Value Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $854.90 | 0.52% | $2.43 |
|  Hypothetical 5% Annual Return | $1000.00 | $1022.58 | 0.52% | $2.65 |
|  **<u>World Core Equity Portfolio (2)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $920.90 | 0.27% | $1.31 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.84 | 0.27% | $1.38 |
|  **<u>Selectively Hedged Global Equity Portfolio (2)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $934.40 | 0.31% | $1.51 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.64 | 0.31% | $1.58 |
|  **<u>Emerging Markets Portfolio (3)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $817.60 | 0.36% | $1.65 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.39 | 0.36% | $1.84 |
|  **<u>Emerging Markets Small Cap Portfolio (3)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $844.50 | 0.59% | $2.74 |
|  Hypothetical 5% Annual Return | $1000.00 | $1022.23 | 0.59% | $3.01 |
|  **<u>Emerging Markets Value Portfolio (3)</u>** |  |  |  |  |
|  Actual Fund Return |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | $1000.00 | $835.30 | 0.69% | $3.19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | $1000.00 | $836.50 | 0.45% | $2.08 |
|  Hypothetical 5% Annual Return |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | $1000.00 | $1021.73 | 0.69% | $3.52 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | $1000.00 | $1022.94 | 0.45% | $2.29 |
|  **<u>Emerging Markets Core Equity Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $822.20 | 0.40% | $1.84 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.19 | 0.40% | $2.04 |
|  **<u>Emerging Markets Targeted Value Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $836.90 | 0.66% | $3.06 |
|  Hypothetical 5% Annual Return | $1000.00 | $1021.88 | 0.66% | $3.36 |

---

------

**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>Emerging Markets ex China Core Equity Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $853.00 | 0.43% | $2.01 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.04 | 0.43% | $2.19 |

---

------

(1) 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 (184), then divided by
the number of days in the year (365) to reflect the six-month period.

(2) The Portfolio is a Fund of Funds. The expenses shown reflect the direct expenses of the Fund of Funds and the
Fund of Funds' portion of the expenses of its Underlying Funds (Affiliated Investment Companies).

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

(4) The Portfolio invests directly and indirectly through other funds. The expenses shown reflect the direct
expenses of the fund and the fund's portion of the expenses of its Master and/or Underlying Funds (Affiliated Investment Companies).

------

**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 as an exhibit to their reports on Form N-PORT. For DFA Investment Dimensions Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. DFA Investment Dimensions Group Inc. filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

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 regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A 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; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this 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 their Disclosures of Portfolio Holdings, which are included elsewhere in the report. Refer to the Schedule of Investments/Summary Schedule of Portfolio Holdings for each of the underlying Affiliated Investment Company's holdings, which reflect the investments by category or country.

**FEEDER FUNDS** 

---

| | |
|:---|:---|
|  | **Affiliated Investment Companies** |
|  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% |
|  Emerging Markets Portfolio | 100.0% |
|  Emerging Markets Small Cap Portfolio | 100.0% |
|  Emerging Markets Value Portfolio | 100.0% |
|  **FUNDS OF FUNDS** |  |
|  | **Affiliated Investment Companies** |
|  Global Small Company Portfolio | 100.0% |
|  International Small Company Portfolio | 100.0% |
|  World ex U.S. Value Portfolio | 100.0% |
|  World Core Equity Portfolio | 100.0% |
|  Selectively Hedged Global Equity Portfolio | 100.0% |

---

------

**DISCLOSURE OF PORTFOLIO HOLDINGS** 

**CONTINUED** 

**INTERNATIONAL EQUITY PORTFOLIOS** 

---

| | |
|:---|:---|
| **Large Cap International Portfolio** | **Large Cap International Portfolio** |
|  Communication Services | 5.4% |
|  Consumer Discretionary | 11.0% |
|  Consumer Staples | 9.4% |
|  Energy | 7.9% |
|  Financials | 17.9% |
|  Health Care | 10.4% |
|  Industrials | 15.8% |
|  Information Technology | 6.9% |
|  Materials | 10.4% |
|  Real Estate | 1.5% |
|  Utilities | 3.4% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Global Real Estate Securities Portfolio** | **DFA Global Real Estate Securities Portfolio** |
|  Affiliated Investment Companies | 38.8% |
|  Real Estate | 61.2% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **International High Relative Profitability<br>Portfolio** | **International High Relative Profitability<br>Portfolio** |
|  Communication Services | 7.8% |
|  Consumer Discretionary | 13.7% |
|  Consumer Staples | 10.7% |
|  Energy | 8.0% |
|  Financials | 4.9% |
|  Health Care | 13.4% |
|  Industrials | 17.8% |
|  Information Technology | 9.9% |
|  Materials | 11.4% |
|  Real Estate | 0.4% |
|  Utilities | 2.0% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **Emerging Markets Core Equity Portfolio** | **Emerging Markets Core Equity Portfolio** |
|  Communication Services | 6.6% |
|  Consumer Discretionary | 10.5% |
|  Consumer Staples | 6.6% |
|  Energy | 5.7% |
|  Financials | 17.5% |
|  Health Care | 4.7% |
|  Industrials | 9.6% |
|  Information Technology | 19.1% |
|  Materials | 13.1% |
|  Real Estate | 3.0% |
|  Utilities | 3.6% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **International Core Equity Portfolio** | **International Core Equity Portfolio** |
|  Communication Services | 5.3% |
|  Consumer Discretionary | 12.0% |
|  Consumer Staples | 7.7% |
|  Energy | 8.6% |
|  Financials | 16.4% |
|  Health Care | 7.3% |
|  Industrials | 18.3% |
|  Information Technology | 6.7% |
|  Materials | 12.4% |
|  Real Estate | 2.1% |
|  Utilities | 3.2% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA International Small Cap Value<br>Portfolio** | **DFA International Small Cap Value<br>Portfolio** |
| Communication Services | 2.6% |
| Consumer Discretionary | 11.2% |
| Consumer Staples | 4.9% |
| Energy | 11.2% |
| Financials | 21.2% |
| Health Care | 2.4% |
| Industrials | 20.6% |
| Information Technology | 4.1% |
| Materials | 17.0% |
| Real Estate | 3.6% |
| Utilities | 1.2% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **World ex U.S. Core Equity Portfolio** | **World ex U.S. Core Equity Portfolio** |
|  Communication Services | 5.4% |
|  Consumer Discretionary | 11.5% |
|  Consumer Staples | 7.2% |
|  Energy | 7.6% |
|  Financials | 16.7% |
|  Health Care | 6.8% |
|  Industrials | 15.6% |
|  Information Technology | 10.4% |
|  Materials | 12.8% |
|  Real Estate | 2.6% |
|  Utilities | 3.4% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **Emerging Markets Targeted Value Portfolio** | **Emerging Markets Targeted Value Portfolio** |
|  Communication Services | 3.5% |
|  Consumer Discretionary | 11.4% |
|  Consumer Staples | 5.3% |
|  Energy | 3.6% |
|  Financials | 16.9% |
|  Health Care | 6.3% |
|  Industrials | 15.1% |
|  Information Technology | 12.9% |
|  Materials | 16.0% |
|  Real Estate | 6.3% |
|  Utilities | 2.7% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA International Real Estate Securities<br>Portfolio** | **DFA International Real Estate Securities<br>Portfolio** |
|  Real Estate | 100.0% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **International Vector Equity Portfolio** | **International Vector Equity Portfolio** |
|  Communication Services | 4.8% |
|  Consumer Discretionary | 11.3% |
|  Consumer Staples | 6.9% |
|  Energy | 8.5% |
|  Financials | 19.8% |
|  Health Care | 5.4% |
|  Industrials | 18.9% |
|  Information Technology | 6.2% |
|  Materials | 13.6% |
|  Real Estate | 2.3% |
|  Utilities | 2.3% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **World ex U.S. Targeted Value Portfolio** | **World ex U.S. Targeted Value Portfolio** |
|  Communication Services | 3.7% |
|  Consumer Discretionary | 11.1% |
|  Consumer Staples | 5.4% |
|  Energy | 7.1% |
|  Financials | 17.6% |
|  Health Care | 4.3% |
|  Industrials | 20.1% |
|  Information Technology | 6.8% |
|  Materials | 17.7% |
|  Real Estate | 4.4% |
|  Utilities | 1.8% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **Emerging Markets ex China Core Equity<br>Portfolio** | **Emerging Markets ex China Core Equity<br>Portfolio** |
|  Communication Services | 5.1% |
|  Consumer Discretionary | 8.4% |
|  Consumer Staples | 6.6% |
|  Energy | 6.0% |
|  Financials | 18.6% |
|  Health Care | 4.2% |
|  Industrials | 9.6% |
|  Information Technology | 22.2% |
|  Materials | 14.3% |
|  Real Estate | 2.1% |
|  Utilities | 2.9% |
|  | 100.0% |

---

------

**LARGE CAP INTERNATIONAL PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| COMMON STOCKS — (94.7%) |  |  |  |
| AUSTRALIA — (6.9%) |  |  |  |
| BHP Group Ltd. | 697375 | $16751089 | 0.4% |
| BHP Group Ltd., Sponsored ADR | 298208 | 14260307 | 0.3% |
| Commonwealth Bank of Australia | 355286 | 23820770 | 0.5% |
| CSL Ltd. | 128582 | 23018159 | 0.5% |
| National Australia Bank Ltd. | 811247 | 16851257 | 0.4% |
| Other Securities |  | 247757155 | 5.0% |
| TOTAL AUSTRALIA |  | 342458737 | 7.1% |
| AUSTRIA — (0.2%) |  |  |  |
| Other Securities |  | 7945485 | 0.2% |
| BELGIUM — (0.9%) |  |  |  |
| Other Securities |  | 44594579 | 0.9% |
| CANADA — (11.5%) |  |  |  |
| Bank of Montreal | 161778 | 14896518 | 0.3% |
| Canadian Natural Resources Ltd. | 352595 | 21134544 | 0.4% |
| Nutrien Ltd. | 182823 | 15448511 | 0.3% |
| Royal Bank of Canada | 247435 | 22893663 | 0.5% |
| Royal Bank of Canada | 206240 | 19071013 | 0.4% |
| Suncor Energy, Inc. | 535689 | 18422345 | 0.4% |
| Toronto-Dominion Bank | 286785 | 18351372 | 0.4% |
| Other Securities |  | 441108151 | 9.2% |
| TOTAL CANADA |  | 571326117 | 11.9% |
| CHINA — (0.0%) |  |  |  |
| Other Securities |  | 2214534 | 0.0% |
| DENMARK — (2.3%) |  |  |  |
| Novo Nordisk AS, Class B | 461515 | 50181103 | 1.0% |
| Novo Nordisk AS, Sponsored ADR | 45587 | 4961689 | 0.1% |
| Other Securities |  | 58458479 | 1.3% |
| TOTAL DENMARK |  | 113601271 | 2.4% |
| FINLAND — (1.2%) |  |  |  |
| Other Securities |  | 59105619 | 1.2% |
| FRANCE — (9.1%) |  |  |  |
| Air Liquide SA | 117776 | 15406713 | 0.3% |
| Airbus SE | 172375 | 18651615 | 0.4% |
| L'Oreal SA | 51814 | 16269812 | 0.3% |
| LVMH Moet Hennessy Louis Vuitton SE | 80391 | 50726285 | 1.1% |
| Sanofi | 213213 | 18348641 | 0.4% |
| Schneider Electric SE | 117513 | 14860260 | 0.3% |
| TotalEnergies SE | 869523 | 47435393 | 1.0% |
| TotalEnergies SE, Sponsored ADR | 18895 | 1034879 | 0.0% |
| Vinci SA | 167106 | 15379926 | 0.3% |
| Other Securities |  | 255834438 | 5.3% |
| TOTAL FRANCE |  | 453947962 | 9.4% |
| GERMANY — (6.3%) |  |  |  |
| BASF SE | 325963 | 14626168 | 0.3% |

---

------

**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  GERMANY — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bayer AG | 332314 | $17473412 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG | 1271712 | 24004181 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG | 320152 | 18530894 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SAP SE | 198474 | 19103671 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens AG | 159085 | 17373507 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 200252255 | 4.1% |
|  TOTAL GERMANY |  | 311364088 | 6.5% |
|  HONG KONG — (1.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AIA Group Ltd. | 3249000 | 24610493 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 68407931 | 1.4% |
|  TOTAL HONG KONG |  | 93018424 | 1.9% |
|  IRELAND — (0.7%) |  |  |  |
|  # CRH PLC, Sponsored ADR | 391067 | 14160536 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 21979488 | 0.5% |
|  TOTAL IRELAND |  | 36140024 | 0.8% |
|  ISRAEL — (0.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 40665737 | 0.8% |
|  ITALY — (2.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 102080542 | 2.1% |
|  JAPAN — (19.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KDDI Corp. | 584600 | 17279005 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keyence Corp. | 41604 | 15687414 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. | 367700 | 24795715 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. | 2420615 | 33585063 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 897341143 | 18.6% |
|  TOTAL JAPAN |  | 988688340 | 20.5% |
|  NETHERLANDS — (3.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV | 30871 | 14481052 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV | 82305 | 38882528 | 0.8% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 117764759 | 2.5% |
|  TOTAL NETHERLANDS |  | 171128339 | 3.6% |
|  NEW ZEALAND — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 17028804 | 0.4% |
|  NORWAY — (0.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 43483751 | 0.9% |
|  PORTUGAL — (0.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 11374446 | 0.2% |
|  SINGAPORE — (1.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 52708342 | 1.1% |
|  SPAIN — (2.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 97372177 | 2.0% |

---

------

**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SWEDEN — (2.6%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $129986054 | 2.7% |
|  SWITZERLAND — (7.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABB Ltd. | 562377 | 15617377 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nestle SA | 671534 | 73102387 | 1.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG | 362502 | 29323044 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG, Sponsored ADR | 229302 | 18603271 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG | 7438 | 3019010 | 0.1% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG | 205381 | 68145030 | 1.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 180492430 | 3.8% |
|  TOTAL SWITZERLAND |  | 388302549 | 8.1% |
|  UNITED KINGDOM — (12.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC | 126555 | 14848966 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC, Sponsored ADR | 326058 | 19175471 | 0.4% |
|  # BP PLC, Sponsored ADR | 637244 | 21207497 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; British American Tobacco PLC | 446549 | 17635759 | 0.4% |
|  # Diageo PLC, Sponsored ADR | 105239 | 17571756 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Glencore PLC | 3343533 | 19168702 | 0.4% |
|  # HSBC Holdings PLC, Sponsored ADR | 551216 | 14282007 | 0.3% |
|  # Rio Tinto PLC, Sponsored ADR | 267962 | 14295773 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shell PLC | 36838 | 1020458 | 0.0% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shell PLC, Sponsored ADR | 1101940 | 61300922 | 1.3% |
|  # Unilever PLC, Sponsored ADR | 406480 | 18498905 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 418796480 | 8.6% |
|  TOTAL UNITED KINGDOM |  | 637802696 | 13.2% |
|  TOTAL COMMON STOCKS |  | 4716338617 | 97.9% |
|  PREFERRED STOCKS — (0.4%) |  |  |  |
|  GERMANY — (0.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 20314109 | 0.4% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $4,069,491,698) |  | 4736652726 |  |
|  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (4.9%) |  |  |  |
|  @§ The DFA Short Term Investment Fund | 21285432 | 246080882 | 5.1% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $4,315,666,744) |  | $4982733608 | 103.4% |

---

As of October 31, 2022, Large Cap International Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 263 | 12/16/22 | $49629745 | $51061450 | $1431705 |
|  **Total Futures Contracts** |  |  | $**49629745** | $**51061450** | $**1431705** |

---

------

**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | $20281436 | $322177301 |  | $342458737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 7945485 |  | 7945485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium | 77586 | 44516993 |  | 44594579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | 569256168 | 2069949 |  | 571326117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China |  | 2214534 |  | 2214534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark | 4961689 | 108639582 |  | 113601271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 59105619 |  | 59105619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | 2677737 | 451270225 |  | 453947962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany | 11627562 | 299736526 |  | 311364088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 93018424 |  | 93018424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Irelan. | 14160536 | 21979488 |  | 36140024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 5425139 | 35240598 |  | 40665737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | 1693915 | 100386627 |  | 102080542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | 15920714 | 972767626 |  | 988688340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 49620924 | 121507415 |  | 171128339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 17028804 |  | 17028804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway | 402750 | 43081001 |  | 43483751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 11374446 |  | 11374446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 52708342 |  | 52708342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain | 4019628 | 93352549 |  | 97372177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 129986054 |  | 129986054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 43020945 | 345281604 |  | 388302549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 204305909 | 433496787 |  | 637802696 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 20314109 |  | 20314109 |
|  Securities Lending Collateral |  | 246080882 |  | 246080882 |
|  Futures Contracts\*\* | 1431705 |  |  | 1431705 |
|  TOTAL | $948884343 | $4035280970 |  | $4984165313 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**INTERNATIONAL CORE EQUITY PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (94.1%) |  |  |  |
|  AUSTRALIA — (6.6%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. | 4074214 | $97863449 | 0.4% |
|  # BHP Group Ltd., Sponsored ADR | 1283423 | 61373288 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of Australia | 931529 | 62455985 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank Ltd. | 2773071 | 57602348 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy Group Ltd. | 2416669 | 55869636 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1456544194 | 5.5% |
|  TOTAL AUSTRALIA |  | 1791708900 | 6.8% |
|  AUSTRIA — (0.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 135307750 | 0.5% |
|  BELGIUM — (1.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 321830389 | 1.2% |
|  CANADA — (11.6%) |  |  |  |
|  # Bank of Montreal | 973887 | 89675515 | 0.4% |
|  # Canadian Natural Resources Ltd. | 2454221 | 147106007 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Bank of Canada | 884154 | 60200481 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd. | 694495 | 58684861 | 0.2% |
|  # Royal Bank of Canada | 725121 | 67091057 | 0.3% |
|  # Royal Bank of Canada | 1213029 | 112168792 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Suncor Energy, Inc. | 2892169 | 99461692 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tourmaline Oil Corp. | 1205985 | 67949799 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 2469900469 | 9.3% |
|  TOTAL CANADA |  | 3172238673 | 12.1% |
|  CHINA — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 20817651 | 0.1% |
|  DENMARK — (2.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS, Class B | 891477 | 96931408 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS, Sponsored ADR | 595283 | 64790602 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 420688017 | 1.5% |
|  TOTAL DENMARK |  | 582410027 | 2.2% |
|  FINLAND — (1.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 411217134 | 1.6% |
|  FRANCE — (7.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton SE | 248440 | 156764294 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orange SA | 7384067 | 70354742 | 0.3% |
|  # TotalEnergies SE | 4096102 | 223456089 | 0.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vinci SA | 723766 | 66613213 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1516041641 | 5.7% |
|  TOTAL FRANCE |  | 2033229979 | 7.8% |
|  GERMANY — (5.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BASF SE | 1423690 | 63881877 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bayer AG | 1509264 | 79358652 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG | 6078458 | 114733846 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; E.ON SE | 7301301 | 61140973 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG | 1688994 | 97761591 | 0.4% |

---

------

**INTERNATIONAL CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  GERMANY — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $1201288079 | 4.5% |
|  TOTAL GERMANY |  | 1618165018 | 6.2% |
|  HONG KONG — (1.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AIA Group Ltd. | 11640800 | 88176618 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 420768433 | 1.6% |
|  TOTAL HONG KONG |  | 508945051 | 2.0% |
|  IRELAND — (0.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 193150611 | 0.7% |
|  ISRAEL — (1.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 290161312 | 1.1% |
|  ITALY — (2.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eni SpA | 4317248 | 56701518 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV | 6495733 | 87637612 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 527984980 | 2.0% |
|  TOTAL ITALY |  | 672324110 | 2.6% |
|  JAPAN — (20.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hitachi Ltd. | 1314685 | 59652266 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KDDI Corp. | 2362200 | 69819474 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. | 1141000 | 76942917 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. | 7546470 | 104704247 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 5381293266 | 20.4% |
|  TOTAL JAPAN |  | 5692412170 | 21.7% |
|  NETHERLANDS — (3.0%) |  |  |  |
|  # ASML Holding NV | 127591 | 59851227 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV | 182526 | 86228933 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize NV | 3020738 | 84243143 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wolters Kluwer NV | 586422 | 62312331 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 531890773 | 2.2% |
|  TOTAL NETHERLANDS |  | 824526407 | 3.2% |
|  NEW ZEALAND — (0.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 107098777 | 0.4% |
|  NORWAY — (1.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equinor ASA | 1582273 | 57648090 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 209839801 | 0.8% |
|  TOTAL NORWAY |  | 267487891 | 1.0% |
|  PORTUGAL — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 77992012 | 0.3% |
|  SINGAPORE — (1.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 267458374 | 1.0% |
|  SPAIN — (2.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Repsol SA | 4909248 | 66787692 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA | 15552229 | 53611548 | 0.2% |

---

------

**INTERNATIONAL CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SPAIN — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $439132304 | 1.6% |
|  TOTAL SPAIN |  | 559531544 | 2.1% |
|  SWEDEN — (2.6%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 720851653 | 2.8% |
|  SWITZERLAND — (7.3%) |  |  |  |
|  # ABB Ltd. | 3085634 | 85688979 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nestle SA | 1728150 | 188124338 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG, Sponsored ADR | 2012205 | 163250192 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG | 634350 | 210476138 | 0.8% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1350704803 | 5.2% |
|  TOTAL SWITZERLAND |  | 1998244450 | 7.6% |
|  UNITED KINGDOM — (12.6%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Anglo American PLC | 2478239 | 74233667 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BP PLC | 11071577 | 61254620 | 0.2% |
|  # BP PLC, Sponsored ADR | 3594991 | 119641300 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Glencore PLC | 17549994 | 100615323 | 0.4% |
|  # HSBC Holdings PLC, Sponsored ADR | 3036261 | 78669523 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Imperial Brands PLC | 2613500 | 63662426 | 0.3% |
|  # Rio Tinto PLC, Sponsored ADR | 1258607 | 67146683 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shell PLC, Sponsored ADR | 3855807 | 214498543 | 0.8% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 2650012641 | 10.0% |
|  TOTAL UNITED KINGDOM |  | 3429734726 | 13.1% |
|  UNITED STATES — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 8564035 | 0.0% |
|  TOTAL COMMON STOCKS |  | 25705408644 | 98.1% |
|  PREFERRED STOCKS — (0.5%) |  |  |  |
|  GERMANY — (0.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 124130155 | 0.5% |
|  RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  AUSTRALIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 2288 | 0.0% |
|  HONG KONG — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 1200 | 0.0% |
|  TOTAL RIGHTS/WARRANTS |  | 3488 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $25,579,746,667) |  | 25829542287 |  |
|  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (5.4%) |  |  |  |
|  @§ The DFA Short Term Investment Fund | 127723864 | 1476615596 | 5.6% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $27,056,971,072) |  | $27306157883 | 104.2% |

---

------

**INTERNATIONAL CORE EQUITY PORTFOLIO** 

**CONTINUED** 

As of October 31, 2022, International Core Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 1254 | 12/16/22 | $237568175 | $243464100 | $5895925 |
|  **Total Futures Contracts** |  |  | **$237568175** | **$243464100** | **$5895925** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | $93576689 | $1698129372 | $2839 | $1791708900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria | 485980 | 134821770 |  | 135307750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium | 11946108 | 309884281 |  | 321830389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | 3163854986 | 8383687 |  | 3172238673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 6136434 | 14681217 |  | 20817651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark | 64790602 | 517619425 |  | 582410027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland | 11027487 | 400189647 |  | 411217134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | 26286560 | 2006921075 | 22344 | 2033229979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany | 38273094 | 1579891924 |  | 1618165018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | 260405 | 508113962 | 570684 | 508945051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | 43399387 | 149751224 |  | 193150611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 23848066 | 266313246 |  | 290161312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | 7092442 | 665231668 |  | 672324110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | 99590987 | 5592821183 |  | 5692412170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 141851447 | 682674960 |  | 824526407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand | 242879 | 106855898 |  | 107098777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway | 5642396 | 261845495 |  | 267487891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal | 314475 | 77677537 |  | 77992012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore | 40661 | 267245237 | 172476 | 267458374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain | 7924954 | 551606590 |  | 559531544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden | 1816871 | 719034782 |  | 720851653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 219863426 | 1778381024 |  | 1998244450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 740200484 | 2689491454 | 42788 | 3429734726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 4643735 | 3920300 |  | 8564035 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 124130155 |  | 124130155 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | 2288 |  | 2288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 1200 |  | 1200 |
|  Securities Lending Collateral |  | 1476615596 |  | 1476615596 |
|  Futures Contracts\*\* | 5895925 |  |  | 5895925 |
|  TOTAL | $4719006480 | $22592236197 | $811,131^ | $27312053808 |

---

<sup>\*\*</sup> Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**GLOBAL SMALL COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |  |
|  Investment in U.S. Small Cap Portfolio of<br>DFA Investment Dimensions Group Inc. | 1253645 | $51474667 |
|  Investment in The Continental Small Company Series of<br>The DFA Investment Trust Company |  | 9029892 |
|  Investment in The Emerging Markets Small Cap Series of<br>The DFA Investment Trust Company |  | 8941424 |
|  Investment in The Japanese Small Company Series of<br>The DFA Investment Trust Company |  | 5401958 |
|  Investment in The Canadian Small Company Series of<br>The DFA Investment Trust Company |  | 2954230 |
|  Investment in The United Kingdom Small Company Series of<br>The DFA Investment Trust Company |  | 2762973 |
|  Investment in The Asia Pacific Small Company Series of<br>The DFA Investment Trust Company |  | 2315196 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $79,349,948) |  | $82880340 |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Affiliated Investment Companies | $82880340 |  |  | $82880340 |
|  TOTAL | $82880340 |  |  | $82880340 |

---

See accompanying Notes to Financial Statements.

------

**INTERNATIONAL SMALL COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (99.3%) |  |  |
|  Investment in The Continental Small Company Series of<br>The DFA Investment Trust Company |  | $3721052938 |
|  Investment in The Japanese Small Company Series of<br>The DFA Investment Trust Company |  | 2247239833 |
|  Investment in The Canadian Small Company Series of<br>The DFA Investment Trust Company |  | 1173860681 |
|  Investment in The United Kingdom Small Company Series of<br>The DFA Investment Trust Company |  | 1146678426 |
|  Investment in The Asia Pacific Small Company Series of<br>The DFA Investment Trust Company |  | 961398453 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES |  | $9250230331 |
|  | **Shares** |  |
|  TEMPORARY CASH INVESTMENTS — (0.7%) |  |  |
|  State Street Institutional U.S. Government Money Market Fund, 3.010%<br>(Cost $60,673,803) | 60673803 | 60673803 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $10,083,101,056) |  | $9310904134 |

---

As of October 31, 2022, International Small Company Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 282 | 12/16/22 | $52337807 | $54750300 | $2412493 |
|  **Total Futures Contracts** |  |  | $**52337807** | $**54750300** | $**2412493** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Affiliated Investment Companies | $9250230331 |  |  | $9250230331 |
|  Temporary Cash Investments | 60673803 |  |  | 60673803 |
|  Futures Contracts\*\* | 2412493 |  |  | 2412493 |
|  TOTAL | $9313316627 |  |  | $9313316627 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**JAPANESE SMALL COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Investment in The Japanese Small Company Series of<br>The DFA Investment Trust Company | $267616503 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $267616503 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2022, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

**ASIA PACIFIC SMALL COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Investment in The Asia Pacific Small Company Series of<br>The DFA Investment Trust Company | $230258109 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $230258109 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2022, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

**UNITED KINGDOM SMALL COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Investment in The United Kingdom Small Company Series of<br>The DFA Investment Trust Company | $18405761 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $18405761 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2022, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

**CONTINENTAL SMALL COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Investment in The Continental Small Company Series of<br>The DFA Investment Trust Company | $616480091 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $616480091 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2022, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

**DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage**<br>**of Net Assets‡** |
|  COMMON STOCKS — (94.4%) | COMMON STOCKS — (94.4%) |  |  |  |
|  AUSTRALIA — (19.3%) | AUSTRALIA — (19.3%) |  |  |  |
|  | Charter Hall Group | 5556846 | $46126501 | 1.0% |
|  | Dexus | 12663151 | 63101769 | 1.4% |
|  | Goodman Group | 19802843 | 215468888 | 4.8% |
|  | GPT Group | 22010883 | 60828518 | 1.4% |
|  †† | GPT Group | 38018670 | 114298 | 0.0% |
|  | Mirvac Group | 45916507 | 60837775 | 1.4% |
|  | Scentre Group | 60755944 | 113068070 | 2.5% |
|  | Stockland | 27777850 | 64002904 | 1.4% |
|  | Vicinity Ltd. | 44636710 | 55646940 | 1.3% |
|  | Other Securities |  | 215658507 | 4.9% |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 894854170 | 20.1% |
|  BELGIUM — (3.1%) | BELGIUM — (3.1%) |  |  |  |
|  | Aedifica SA | 421895 | 32174865 | 0.7% |
|  # | Cofinimmo SA | 360138 | 29868198 | 0.7% |
|  | Warehouses De Pauw CVA | 1692699 | 43444676 | 1.0% |
|  | Other Securities |  | 38958763 | 0.9% |
|  TOTAL BELGIUM | TOTAL BELGIUM |  | 144446502 | 3.3% |
|  CANADA — (5.5%) | CANADA — (5.5%) |  |  |  |
|  # | Canadian Apartment Properties REIT | 956292 | 29614974 | 0.7% |
|  # | RioCan Real Estate Investment Trust | 1707034 | 24320865 | 0.5% |
|  | Other Securities |  | 201601360 | 4.5% |
|  TOTAL CANADA | TOTAL CANADA |  | 255537199 | 5.7% |
|  CHINA — (0.1%) | CHINA — (0.1%) |  |  |  |
|  | Other Securities |  | 5936930 | 0.1% |
|  FRANCE — (3.6%) | FRANCE — (3.6%) |  |  |  |
|  | Covivio | 563975 | 30196121 | 0.7% |
|  | Gecina SA | 512893 | 45726482 | 1.0% |
|  | Klepierre SA | 2407296 | 48382433 | 1.1% |
|  | Other Securities |  | 43851844 | 1.0% |
|  TOTAL FRANCE | TOTAL FRANCE |  | 168156880 | 3.8% |
|  GERMANY — (0.2%) | GERMANY — (0.2%) |  |  |  |
|  | Other Security |  | 8314393 | 0.2% |
|  HONG KONG — (3.7%) | HONG KONG — (3.7%) |  |  |  |
|  | Link REIT | 24349827 | 143922397 | 3.2% |
|  | Other Securities |  | 27041684 | 0.6% |
|  TOTAL HONG KONG | TOTAL HONG KONG |  | 170964081 | 3.8% |
|  IRELAND — (0.1%) | IRELAND — (0.1%) |  |  |  |
|  | Other Security |  | 5939219 | 0.1% |
|  ITALY — (0.1%) | ITALY — (0.1%) |  |  |  |
|  | Other Security |  | 2378527 | 0.1% |
|  JAPAN — (25.6%) | JAPAN — (25.6%) |  |  |  |
|  | Activia Properties, Inc. | 8378 | 24816095 | 0.6% |

---

------

**DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |  |
|  | Advance Residence Investment Corp. | 15568 | $36244836 | 0.8% |
|  | Daiwa House REIT Investment Corp. | 26015 | 52505949 | 1.2% |
|  | GLP J-Reit | 51948 | 53874350 | 1.2% |
|  | Japan Hotel REIT Investment Corp. | 52856 | 27847536 | 0.6% |
|  | Japan Metropolitan Fund Invest | 83690 | 61656874 | 1.4% |
|  | Japan Prime Realty Investment Corp. | 10123 | 27492493 | 0.6% |
|  | Japan Real Estate Investment Corp. | 14931 | 62565179 | 1.4% |
|  | Nippon Building Fund, Inc. | 18583 | 82605957 | 1.9% |
|  | Nippon Prologis REIT, Inc. | 25579 | 53672217 | 1.2% |
|  | Nomura Real Estate Master Fund, Inc. | 49895 | 56921787 | 1.3% |
|  | Orix JREIT, Inc. | 30668 | 41144686 | 0.9% |
|  # | Sekisui House Reit, Inc. | 50622 | 27277248 | 0.6% |
|  | United Urban Investment Corp. | 35634 | 37701753 | 0.8% |
|  | Other Securities |  | 540290191 | 12.2% |
|  TOTAL JAPAN | TOTAL JAPAN |  | 1186617151 | 26.7% |
|  MALAYSIA — (0.5%) | MALAYSIA — (0.5%) |  |  |  |
|  | Other Securities |  | 22357021 | 0.5% |
|  MEXICO — (2.0%) | MEXICO — (2.0%) |  |  |  |
|  | Fibra Uno Administracion SA de CV | 33891372 | 39565307 | 0.9% |
|  | Other Securities |  | 52585411 | 1.2% |
|  TOTAL MEXICO | TOTAL MEXICO |  | 92150718 | 2.1% |
|  NETHERLANDS — (2.2%) | NETHERLANDS — (2.2%) |  |  |  |
|  #\* | Unibail-Rodamco-Westfield | 6534333 | 15361581 | 0.4% |
|  \* | Unibail-Rodamco-Westfield | 1143546 | 54043496 | 1.2% |
|  | Other Securities |  | 30875241 | 0.7% |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 100280318 | 2.3% |
|  NEW ZEALAND — (1.3%) | NEW ZEALAND — (1.3%) |  |  |  |
|  | Other Securities |  | 58283644 | 1.3% |
|  SINGAPORE — (10.2%) | SINGAPORE — (10.2%) |  |  |  |
|  # | CapitaLand Ascendas REIT | 40054380 | 74108243 | 1.7% |
|  | CapitaLand Integrated Commercial Trust | 60346311 | 80088840 | 1.8% |
|  | Frasers Logistics & Commercial Trust | 32823633 | 25510033 | 0.6% |
|  | Mapletree Industrial Trust | 22971658 | 35719257 | 0.8% |
|  # | Mapletree Logistics Trust | 38481647 | 41301170 | 0.9% |
|  | Mapletree Pan Asia Commercial Trust | 25357006 | 28455859 | 0.6% |
|  | Other Securities |  | 187574331 | 4.2% |
|  TOTAL SINGAPORE | TOTAL SINGAPORE |  | 472757733 | 10.6% |
|  SOUTH AFRICA — (1.9%) | SOUTH AFRICA — (1.9%) |  |  |  |
|  # | Growthpoint Properties Ltd. | 39459664 | 27826389 | 0.6% |
|  | Other Securities |  | 60278017 | 1.4% |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 88104406 | 2.0% |
|  SOUTH KOREA — (0.2%) | SOUTH KOREA — (0.2%) |  |  |  |
|  | Other Securities |  | 10133289 | 0.2% |
|  SPAIN — (1.2%) | SPAIN — (1.2%) |  |  |  |
|  | Merlin Properties Socimi SA | 3784812 | 32082241 | 0.7% |

---

------

**DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SPAIN — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $22364456 | 0.5% |
|  TOTAL SPAIN |  | 54446697 | 1.2% |
|  TAIWAN — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 14548960 | 0.3% |
|  TURKEY — (0.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 19393016 | 0.4% |
|  UNITED KINGDOM — (12.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Big Yellow Group PLC | 2268487 | 29189892 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; British Land Co. PLC | 11252563 | 47203244 | 1.1% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Derwent London PLC | 1239724 | 30682288 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Land Securities Group PLC | 8760590 | 57284485 | 1.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; LondonMetric Property PLC | 12296949 | 26369879 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Safestore Holdings PLC | 2769829 | 28696480 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Segro PLC | 15068209 | 135613869 | 3.1% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tritax Big Box REIT PLC | 23378269 | 37590912 | 0.8% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UNITE Group PLC | 4193305 | 42834393 | 1.0% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 164025697 | 3.6% |
|  TOTAL UNITED KINGDOM |  | 599491139 | 13.5% |
|  TOTAL COMMON STOCKS<br>(Cost $5,316,255,361) |  | 4375091993 | 98.3% |
|  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (5.6%) |  |  |  |
|  @§ The DFA Short Term Investment Fund | 22487650 | 259979719 | 5.8% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $5,576,312,168) |  | $4635071712 | 104.1% |

---

As of October 31, 2022, DFA International Real Estate Securities Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 213 | 12/16/22 | $39773173 | $41353950 | $1580777 |
|  **Total Futures Contracts** |  |  | $**39773173** | $**41353950** | $**1580777** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | $264342 | $894475530 | $114298 | $894854170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 144446502 |  | 144446502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | 255537199 |  |  | 255537199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China |  | 5936930 |  | 5936930 |

---

------

**DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | $168156880 |  |  | $168156880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 8314393 |  |  | 8314393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 170964081 |  |  | 170964081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 5939219 |  |  | 5939219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 2378527 |  |  | 2378527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 1186617151 |  |  | 1186617151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 22357021 |  |  | 22357021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | $92150718 |  |  |  | 92150718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 100280318 |  |  | 100280318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 58283644 |  |  | 58283644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 472757733 |  |  | 472757733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa |  | 88104406 |  |  | 88104406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 10133289 |  |  | 10133289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 54446697 |  |  | 54446697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 14548960 |  |  | 14548960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 19393016 |  |  | 19393016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 599491139 |  |  | 599491139 |
|  Securities Lending Collateral |  | 259979719 |  |  | 259979719 |
|  Futures Contracts\*\* | 1580777 |  |  |  | 1580777 |
|  TOTAL. | $349533036 | $4287005155 | $114298 | ^ | $4636652489 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**DFA GLOBAL REAL ESTATE SECURITIES PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (59.7%) | COMMON STOCKS — (59.7%) |  |  |  |
|  UNITED STATES — (59.7%) | UNITED STATES — (59.7%) |  |  |  |
|  # | Alexandria Real Estate Equities, Inc. | 647118 | $94026245 | 1.2% |
|  # | American Homes 4 Rent, Class A | 1320901 | 42189591 | 0.5% |
|  | American Tower Corp. | 1939983 | 401945078 | 5.1% |
|  | Apartment Income REIT Corp. | 693847 | 26664542 | 0.3% |
|  | AvalonBay Communities, Inc. | 595358 | 104259093 | 1.3% |
|  | Boston Properties, Inc. | 625689 | 45487590 | 0.6% |
|  | Brixmor Property Group, Inc. | 1329571 | 28333158 | 0.4% |
|  | Camden Property Trust | 442654 | 51148670 | 0.7% |
|  | Crown Castle, Inc. | 1840638 | 245283420 | 3.1% |
|  # | CubeSmart | 917306 | 38407602 | 0.5% |
|  | Digital Realty Trust, Inc. | 1197763 | 120075721 | 1.5% |
|  | EastGroup Properties, Inc. | 172932 | 27096715 | 0.3% |
|  | Equinix, Inc. | 386875 | 219141475 | 2.8% |
|  | Equity LifeStyle Properties, Inc. | 734982 | 47009449 | 0.6% |
|  | Equity Residential | 1579900 | 99565298 | 1.3% |
|  | Essex Property Trust, Inc. | 277372 | 61643153 | 0.8% |
|  | Extra Space Storage, Inc. | 569724 | 101091827 | 1.3% |
|  # | Federal Realty Investment Trust | 317280 | 31404374 | 0.4% |
|  | First Industrial Realty Trust, Inc. | 583397 | 27787199 | 0.4% |
|  | Gaming & Leisure Properties, Inc. | 1020218 | 51133326 | 0.6% |
|  | Healthcare Realty Trust, Inc., Class A | 1599116 | 32510028 | 0.4% |
|  | Healthpeak Properties, Inc. | 2267390 | 53805165 | 0.7% |
|  | Host Hotels & Resorts, Inc. | 2986477 | 56384686 | 0.7% |
|  # | Invitation Homes, Inc. | 2588181 | 82019451 | 1.0% |
|  # | Iron Mountain, Inc. | 1222372 | 61204166 | 0.8% |
|  | Kimco Realty Corp. | 2602365 | 55638570 | 0.7% |
|  | Lamar Advertising Co., Class A | 383771 | 35395199 | 0.5% |
|  # | Life Storage, Inc. | 356502 | 39432631 | 0.5% |
|  # | Medical Properties Trust, Inc. | 2519997 | 28853966 | 0.4% |
|  | Mid-America Apartment Communities, Inc. | 490009 | 77151841 | 1.0% |
|  | National Retail Properties, Inc. | 748456 | 31457606 | 0.4% |
|  # | Omega Healthcare Investors, Inc. | 1017510 | 32336473 | 0.4% |
|  | Prologis, Inc. | 3920213 | 434163557 | 5.5% |
|  | Public Storage | 672049 | 208167178 | 2.6% |
|  | Realty Income Corp. | 2508477 | 156202845 | 2.0% |
|  | Regency Centers Corp. | 682674 | 41308580 | 0.5% |
|  | Rexford Industrial Realty, Inc. | 699123 | 38647519 | 0.5% |
|  | SBA Communications Corp. | 465813 | 125722929 | 1.6% |
|  | Simon Property Group, Inc. | 1375574 | 149910054 | 1.9% |
|  | Spirit Realty Capital, Inc. | 553969 | 21510624 | 0.3% |
|  | STAG Industrial, Inc. | 687773 | 21726749 | 0.3% |
|  # | STORE Capital Corp. | 1120845 | 35642871 | 0.5% |
|  | Sun Communities, Inc. | 506508 | 68302604 | 0.9% |
|  | UDR, Inc. | 1343079 | 53400821 | 0.7% |
|  | Ventas, Inc. | 1679645 | 65724523 | 0.8% |
|  # | VICI Properties, Inc. | 3442758 | 110237096 | 1.4% |
|  | Welltower, Inc. | 1919936 | 117192893 | 1.5% |
|  | WP Carey, Inc. | 863529 | 65887263 | 0.8% |
|  | Other Securities |  | 624705446 | 7.8% |
|  TOTAL UNITED STATES | TOTAL UNITED STATES |  | 4788336860 | 60.8% |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 4788336860 | 60.8% |

---

------

**DFA GLOBAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  AFFILIATED INVESTMENT COMPANIES — (37.9%) | AFFILIATED INVESTMENT COMPANIES — (37.9%) |  |  |  |
|  | DFA International Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | 815281171 | $2755650355 | 35.0% |
|  | DFA Real Estate Securities Portfolio of DFA Investment<br>Dimensions Group, Inc. | 7325273 | 281217222 | 3.6% |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT<br>COMPANIES | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT<br>COMPANIES |  | 3036867577 | 38.6% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $8,264,551,787) | TOTAL INVESTMENT SECURITIES<br>(Cost $8,264,551,787) |  | 7825204437 |  |
|  SECURITIES LENDING COLLATERAL — (2.4%) | SECURITIES LENDING COLLATERAL — (2.4%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 16808621 | 194324473 | 2.5% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $8,458,944,245) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $8,458,944,245) |  | $8019528910 | 101.9% |

---

As of October 31, 2022, DFA Global Real Estate Securities Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** |<br>**Number of**<br>**Contracts** |<br>**Expiration**<br>**Date** |<br>**Notional**<br>**Value** |<br>**Market**<br>**Value** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 172 | 12/16/22 | $32249888 | $33393800 | $1143912 |
|  **Total Futures Contracts** |  |  | $**32249888** | $**33393800** | $**1143912** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | $4788336860 |  |  | $4788336860 |
|  Affiliated Investment Companies | 3036867577 |  |  | 3036867577 |
|  Securities Lending Collateral |  | $194324473 |  | 194324473 |
|  Futures Contracts\*\* | 1143912 |  |  | 1143912 |
|  TOTAL | $7826348349 | $194324473 |  | $8020672822 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |<br>**Shares** |<br>**Value»** | **Percentage**<br>**of Net Assets‡** |
|  COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) |  |  |  |
|  AUSTRALIA — (6.8%) | AUSTRALIA — (6.8%) |  |  |  |
|  | Whitehaven Coal Ltd. | 12373145 | $71873065 | 0.8% |
|  | Other Securities |  | 591744114 | 6.1% |
|  TOTAL AUSTRALIA  | TOTAL AUSTRALIA  |  | 663617179 | 6.9% |
|  AUSTRIA — (0.8%) | AUSTRIA — (0.8%) |  |  |  |
|  | Other Securities |  | 74968388 | 0.8% |
|  BELGIUM — (1.9%) | BELGIUM — (1.9%) |  |  |  |
|  | Ackermans & van Haaren NV | 319855 | 44562652 | 0.5% |
|  | Euronav NV | 3409575 | 59441792 | 0.6% |
|  | Other Securities |  | 82512686 | 0.8% |
|  TOTAL BELGIUM | TOTAL BELGIUM |  | 186517130 | 1.9% |
|  CANADA — (12.9%) | CANADA — (12.9%) |  |  |  |
| # | Alamos Gold, Inc., Class A | 7396140 | 58361291 | 0.6% |
| # | Birchcliff Energy Ltd. | 5486552 | 42648795 | 0.4% |
| # | Canadian Western Bank | 1817290 | 31614323 | 0.3% |
| # | Crescent Point Energy Corp. | 6629597 | 51826042 | 0.5% |
| # | Crescent Point Energy Corp. | 3894900 | 30497067 | 0.3% |
| # | Linamar Corp. | 965007 | 41303305 | 0.4% |
| \* | MEG Energy Corp. | 5253777 | 78555024 | 0.8% |
| # | Whitecap Resources, Inc. | 7500963 | 58142303 | 0.6% |
| # | Yamana Gold, Inc. | 12243267 | 53741503 | 0.6% |
|  | Other Securities |  | 807819169 | 8.5% |
|  TOTAL CANADA | TOTAL CANADA |  | 1254508822 | 13.0% |
|  CHINA — (0.1%) | CHINA — (0.1%) |  |  |  |
|  | Other Securities |  | 10064505 | 0.1% |
|  DENMARK — (2.9%) | DENMARK — (2.9%) |  |  |  |
| \* | Jyske Bank AS | 1195095 | 64498265 | 0.7% |
|  | Sydbank AS | 1477986 | 45005189 | 0.5% |
|  | Other Securities |  | 177961595 | 1.8% |
|  TOTAL DENMARK | TOTAL DENMARK |  | 287465049 | 3.0% |
|  FINLAND — (2.0%) | FINLAND — (2.0%) |  |  |  |
|  | Cargotec Oyj, Class B | 921950 | 34674199 | 0.4% |
| # | Kemira Oyj | 2771507 | 36596020 | 0.4% |
| # | TietoEVRY Oyj | 1319138 | 31447219 | 0.3% |
|  | Other Securities |  | 91841570 | 0.9% |
|  TOTAL FINLAND | TOTAL FINLAND |  | 194559008 | 2.0% |
|  FRANCE — (3.8%) | FRANCE — (3.8%) |  |  |  |
|  | Elis SA | 3427793 | 39254759 | 0.4% |
|  | Rexel SA | 2338636 | 41733646 | 0.4% |
|  | SES SA | 5373290 | 38112461 | 0.4% |
|  | Other Securities |  | 255507564 | 2.7% |
|  TOTAL FRANCE | TOTAL FRANCE |  | 374608430 | 3.9% |
|  GERMANY — (5.8%) | GERMANY — (5.8%) |  |  |  |
| \* | Aareal Bank AG | 1191446 | 37676355 | 0.4% |

---

------

**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  GERMANY — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aurubis AG | 936015 | $59062786 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freenet AG | 1705503 | 33523671 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; K&S AG | 3796021 | 83812305 | 0.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lanxess AG | 1057257 | 35754071 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rheinmetall AG | 195846 | 31835087 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 279272505 | 2.8% |
|  TOTAL GERMANY |  | 560936780 | 5.8% |
|  GREECE — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1698 | 0.0% |
|  HONG KONG — (2.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 205643458 | 2.1% |
|  IRELAND — (0.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC | 5511654 | 39687335 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 10722764 | 0.1% |
|  TOTAL IRELAND |  | 50410099 | 0.5% |
|  ISRAEL — (1.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 126829931 | 1.3% |
|  ITALY — (3.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco BPM SpA | 21588080 | 65315073 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Leonardo SpA | 4980957 | 40017465 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unipol Gruppo SpA | 8415530 | 36219081 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 232704422 | 2.4% |
|  TOTAL ITALY |  | 374256041 | 3.9% |
|  JAPAN — (25.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 2435962994 | 25.2% |
|  NETHERLANDS — (2.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASR Nederland NV | 2288728 | 100779267 | 1.0% |
|  # SBM Offshore NV | 4336093 | 58682149 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 84596700 | 0.9% |
|  TOTAL NETHERLANDS |  | 244058116 | 2.5% |
|  NEW ZEALAND — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 29873647 | 0.3% |
|  NORWAY — (1.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 131487640 | 1.4% |
|  PORTUGAL — (0.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 22020666 | 0.2% |
|  SINGAPORE — (0.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 86182468 | 0.9% |
|  SPAIN — (2.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco de Sabadell SA | 93126420 | 73272231 | 0.8% |
|  # Bankinter SA | 12295019 | 74372052 | 0.8% |

---

------

**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SPAIN — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $125749493 | 1.2% |
|  TOTAL SPAIN |  | 273393776 | 2.8% |
|  SWEDEN — (2.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 225374205 | 2.3% |
|  SWITZERLAND — (6.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Adecco Group AG | 1142686 | 35761459 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allreal Holding AG | 297965 | 42682438 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Baloise Holding AG | 352704 | 48187170 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Helvetia Holding AG | 645552 | 64104812 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siegfried Holding AG | 63680 | 37907305 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swiss Prime Site AG | 679052 | 54794690 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 319017279 | 3.2% |
|  TOTAL SWITZERLAND |  | 602455153 | 6.2% |
|  UNITED KINGDOM — (10.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bellway PLC | 1802661 | 38337467 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Close Brothers Group PLC | 3353167 | 37777068 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Drax Group PLC | 5687826 | 33965517 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grafton Group PLC | 5205358 | 41212135 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Man Group PLC | 12541246 | 31197686 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mediclinic International PLC | 6245108 | 35526683 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paragon Banking Group PLC | 6577529 | 32180697 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Redrow PLC | 6765614 | 32556262 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Travis Perkins PLC | 3671580 | 34604591 | 0.4% |
|  # Vistry Group PLC | 5254832 | 36360710 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 668810003 | 6.9% |
|  TOTAL UNITED KINGDOM |  | 1022528819 | 10.6% |
|  UNITED STATES — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 25986456 | 0.3% |
|  TOTAL COMMON STOCKS |  | 9463710458 | 97.9% |
|  PREFERRED STOCKS — (0.1%) |  |  |  |
|  GERMANY — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 14392685 | 0.2% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $10,024,140,317) |  | 9478103143 |  |
|  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (2.9%) |  |  |  |
|  @§ The DFA Short Term Investment Fund | 24153176 | 279234867 | 2.9% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $10,303,495,096) |  | $9757338010 | 101.0% |

---

------

**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

As of October 31, 2022, DFA International Small Cap Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 618 | 12/16/22 | $116562477 | $119984700 | $3422223 |
|  **Total Futures Contracts** |  |  | $**116562477** | $**119984700** | $**3422223** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
|  Common Stocks |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | $663617179 |  |  | $663617179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 74968388 |  |  | 74968388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium | $3109047 | 183408083 |  |  | 186517130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | 1254084150 | 424672 |  |  | 1254508822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 7388355 | 2676150 |  |  | 10064505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 287465049 |  |  | 287465049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 194559008 |  |  | 194559008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 374608430 |  |  | 374608430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 560936780 |  |  | 560936780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greece |  |  | $1698 |  | 1698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 204675078 | 968380 |  | 205643458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 50410099 |  |  | 50410099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 149834 | 126680097 |  |  | 126829931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 374256041 |  |  | 374256041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | 3487186 | 2432475808 |  |  | 2435962994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 244058116 |  |  | 244058116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 29873647 |  |  | 29873647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway | 1956470 | 129531170 |  |  | 131487640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 22020666 |  |  | 22020666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore | 855094 | 85308487 | 18887 |  | 86182468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 273393776 |  |  | 273393776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden | 1401452 | 223972753 |  |  | 225374205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 602455153 |  |  | 602455153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 1022528819 |  |  | 1022528819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 5255649 | 20730807 |  |  | 25986456 |
|  Preferred Stocks |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 14392685 |  |  | 14392685 |
|  Securities Lending Collateral |  | 279234867 |  |  | 279234867 |
|  Futures Contracts\*\* | 3422223 |  |  |  | 3422223 |
|  TOTAL | $1281109460 | $8478661808 | $988965 | ^ | $9760760233 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (94.3%) |  |  |  |
|  AUSTRALIA — (6.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank Ltd. | 297280 | $6175113 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Whitehaven Coal Ltd. | 881890 | 5122718 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 176231868 | 6.1% |
|  TOTAL AUSTRALIA |  | 187529699 | 6.5% |
|  AUSTRIA — (0.6%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 17908912 | 0.6% |
|  BELGIUM — (1.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Solvay SA | 74041 | 6681523 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 32593315 | 1.2% |
|  TOTAL BELGIUM |  | 39274838 | 1.4% |
|  CANADA — (11.9%) |  |  |  |
|  # Bank of Montreal | 71894 | 6620000 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural Resources Ltd. | 99485 | 5963131 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial Holdings Ltd. | 12821 | 6296769 | 0.2% |
|  # Royal Bank of Canada | 61845 | 5722144 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, Inc. | 130490 | 5539300 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Suncor Energy, Inc. | 242441 | 8337546 | 0.3% |
|  # Teck Resources Ltd., Class B | 304989 | 9283865 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tourmaline Oil Corp. | 187536 | 10566494 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber Co. Ltd. | 67811 | 5091510 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 293805569 | 10.2% |
|  TOTAL CANADA |  | 357226328 | 12.4% |
|  CHINA — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1997864 | 0.1% |
|  DENMARK — (2.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS, Class B | 47591 | 5174629 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 60164218 | 2.1% |
|  TOTAL DENMARK |  | 65338847 | 2.3% |
|  FINLAND — (1.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 44643849 | 1.5% |
|  FRANCE — (7.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA | 106510 | 4994667 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bouygues SA | 199685 | 5697242 | 0.2% |
|  # Carrefour SA | 319239 | 5138295 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cie de Saint-Gobain | 139932 | 5720550 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des Etablissements Michelin SCA | 337352 | 8597095 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Engie SA | 420294 | 5461028 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orange SA | 1286762 | 12260155 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies SE | 378407 | 20643370 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 141054476 | 4.9% |
|  TOTAL FRANCE |  | 209566878 | 7.3% |
|  GERMANY — (5.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allianz SE | 36707 | 6603752 | 0.2% |

---

------

**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  GERMANY — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BASF SE | 137484 | $6168995 | 0.2% |
|  \* Commerzbank AG | 955930 | 7637592 | 0.3% |
|  W Covestro AG | 160868 | 5460827 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG | 126187 | 7303899 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 140245901 | 4.8% |
|  TOTAL GERMANY |  | 173420966 | 6.0% |
|  HONG KONG — (1.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 55499011 | 1.9% |
|  IRELAND — (0.7%) |  |  |  |
|  # CRH PLC, Sponsored ADR | 179187 | 6488361 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 13696883 | 0.5% |
|  TOTAL IRELAND |  | 20185244 | 0.7% |
|  ISRAEL — (1.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 37342505 | 1.3% |
|  ITALY — (2.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UniCredit SpA | 476352 | 5907363 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 65407539 | 2.3% |
|  TOTAL ITALY |  | 71314902 | 2.5% |
|  JAPAN — (22.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ENEOS Holdings, Inc. | 2151970 | 7098607 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. | 1117000 | 5276539 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SoftBank Group Corp. | 158600 | 6808096 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. | 430090 | 5967326 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 643991158 | 22.2% |
|  TOTAL JAPAN |  | 669141726 | 23.2% |
|  NETHERLANDS — (3.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aegon NV | 1327980 | 6147428 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASR Nederland NV | 149446 | 6580537 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize NV | 545232 | 15205575 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 69373530 | 2.5% |
|  TOTAL NETHERLANDS |  | 97307070 | 3.4% |
|  NEW ZEALAND — (0.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 12251735 | 0.4% |
|  NORWAY — (1.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 30315895 | 1.0% |
|  PORTUGAL — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 10122894 | 0.3% |
|  SINGAPORE — (1.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 30255778 | 1.0% |
|  SPAIN — (2.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA | 1438737 | 7422139 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Repsol SA | 415110 | 5647349 | 0.2% |

---

------

**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SPAIN — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $51949890 | 1.8% |
|  TOTAL SPAIN |  | 65019378 | 2.3% |
|  SWEDEN — (2.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 73654417 | 2.6% |
|  SWITZERLAND — (7.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Julius Baer Group Ltd. | 127245 | 6105070 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nestle SA | 126847 | 13808412 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG, Sponsored ADR | 112884 | 9158279 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swiss Life Holding AG | 10701 | 5181660 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swisscom AG | 15415 | 7611759 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zurich Insurance Group AG | 14535 | 6194437 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 172472657 | 5.9% |
|  TOTAL SWITZERLAND |  | 220532274 | 7.6% |
|  UNITED KINGDOM — (11.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3i Group PLC | 398043 | 5301281 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BP PLC | 1487940 | 8232179 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; British American Tobacco PLC | 154373 | 6096722 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BT Group PLC | 4467397 | 6657451 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Glencore PLC | 873439 | 5007488 | 0.2% |
|  # HSBC Holdings PLC, Sponsored ADR | 320826 | 8312602 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shell PLC, Sponsored ADR | 333674 | 18562285 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 287483824 | 9.9% |
|  TOTAL UNITED KINGDOM. |  | 345653832 | 12.0% |
|  UNITED STATES — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 2160139 | 0.1% |
|  TOTAL COMMON STOCKS |  | 2837664981 | 98.4% |
|  PREFERRED STOCKS — (0.4%) |  |  |  |
|  GERMANY — (0.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 10803933 | 0.4% |
|  RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  AUSTRALIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1491 | 0.0% |
|  CANADA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 54197 | 0.0% |
|  HONG KONG — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 186 | 0.0% |
|  TOTAL RIGHTS/WARRANTS |  | 55874 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $2,790,321,925) |  | 2848524788 |  |

---

------

**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  SECURITIES LENDING COLLATERAL — (5.3%) |  |  |  |
|  @§ The DFA Short Term Investment Fund | 13790366 | $159430421 | 5.5% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $2,949,818,119) |  | $3007955209 | 104.3% |

---

As of October 31, 2022, International Vector Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 90 | 12/16/22 | $17034449 | $17473500 | $439051 |
|  **Total Futures Contracts** |  |  | $**17034449** | $**17473500** | $**439051** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | $4348097 | $183139455 | $42147 | $187529699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria | 42430 | 17866482 |  | 17908912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium | 3021855 | 36252983 |  | 39274838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | 356310408 | 915920 |  | 357226328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 562780 | 1435084 |  | 1997864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 65338847 |  | 65338847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 44643849 |  | 44643849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | 405489 | 209159773 | 1616 | 209566878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany | 5976454 | 167444512 |  | 173420966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 55378352 | 120659 | 55499011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | 6488361 | 13696883 |  | 20185244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 4424117 | 32918388 |  | 37342505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | 1841896 | 69473006 |  | 71314902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | 9691387 | 659450339 |  | 669141726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 10120177 | 87186893 |  | 97307070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand | 10700 | 12241035 |  | 12251735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway | 307540 | 30008355 |  | 30315895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 10122894 |  | 10122894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore | 20133 | 30234581 | 1064 | 30255778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain | 1797257 | 63222121 |  | 65019378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden | 206058 | 73448359 |  | 73654417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 19678114 | 200854160 |  | 220532274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 49109740 | 296523328 | 20764 | 345653832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 769182 | 1390957 |  | 2160139 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 10803933 |  | 10803933 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | 1491 |  | 1491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada |  | 54197 |  | 54197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 186 |  | 186 |

---

------

**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
|  Securities Lending Collateral |  | $159430421 |  |  | $159430421 |
|  Futures Contracts\*\* | $439051 |  |  |  | 439051 |
|  TOTAL | $475571226 | $2532636784 | $186250 | ^ | $3008394260 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| COMMON STOCKS — (92.9%) |  |  |  |
| AUSTRALIA — (7.2%) |  |  |  |
| BHP Group Ltd. | 260623 | $6260217 | 0.4% |
| BHP Group Ltd. | 242244 | 5782310 | 0.4% |
| BHP Group Ltd., Sponsored ADR | 439796 | 21031045 | 1.3% |
| Other Securities |  | 89700297 | 5.5% |
| TOTAL AUSTRALIA |  | 122773869 | 7.6% |
| AUSTRIA — (0.2%) |  |  |  |
| Other Securities |  | 2776158 | 0.2% |
| BELGIUM — (0.6%) |  |  |  |
| Other Securities |  | 10348979 | 0.7% |
| CANADA — (11.1%) |  |  |  |
| Alimentation Couche-Tard, Inc. | 184394 | 8256347 | 0.5% |
| Canadian National Railway Co. | 103129 | 12217874 | 0.8% |
| Canadian National Railway Co. | 52046 | 6164328 | 0.4% |
| Canadian Natural Resources Ltd. | 277342 | 16623879 | 1.0% |
| Constellation Software, Inc. | 6141 | 8879579 | 0.6% |
| National Bank of Canada | 139276 | 9483056 | 0.6% |
| Royal Bank of Canada | 128018 | 11844731 | 0.7% |
| Suncor Energy, Inc. | 311402 | 10709115 | 0.7% |
| Other Securities |  | 105724303 | 6.5% |
| TOTAL CANADA |  | 189903212 | 11.8% |
| CHINA — (0.0%) |  |  |  |
| Other Securities |  | 562875 | 0.0% |
| DENMARK — (3.3%) |  |  |  |
| Novo Nordisk AS, Class B | 490008 | 53279182 | 3.3% |
| Other Securities |  | 2886381 | 0.2% |
| TOTAL DENMARK |  | 56165563 | 3.5% |
| FINLAND — (1.1%) |  |  |  |
| Other Securities |  | 18946685 | 1.2% |
| FRANCE — (8.2%) |  |  |  |
| Airbus SE | 114996 | 12442994 | 0.8% |
| Hermes International | 6104 | 7900926 | 0.5% |
| Kering SA | 19489 | 8925199 | 0.6% |
| LVMH Moet Hennessy Louis Vuitton SE | 67951 | 42876713 | 2.7% |
| Teleperformance | 29391 | 7874726 | 0.5% |
| TotalEnergies SE | 425414 | 23207759 | 1.4% |
| Other Securities |  | 36736800 | 2.2% |
| TOTAL FRANCE |  | 139965117 | 8.7% |
| GERMANY — (5.5%) |  |  |  |
| Bayer AG | 221721 | 11658318 | 0.7% |
| Deutsche Telekom AG | 866133 | 16348681 | 1.0% |
| E.ON SE | 948865 | 7945780 | 0.5% |
| Mercedes-Benz Group AG | 193985 | 11228152 | 0.7% |

---

------

**INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| GERMANY — (Continued) |  |  |  |
| Other Securities |  | $46781070 | 3.0% |
| TOTAL GERMANY |  | 93962001 | 5.9% |
| HONG KONG — (1.7%) |  |  |  |
| Hong Kong Exchanges & Clearing Ltd. | 293437 | 7788874 | 0.5% |
| Other Securities |  | 21738418 | 1.3% |
| TOTAL HONG KONG |  | 29527292 | 1.8% |
| IRELAND — (0.5%) |  |  |  |
| Other Securities |  | 8423333 | 0.5% |
| ISRAEL — (0.7%) |  |  |  |
| Other Securities |  | 11578328 | 0.7% |
| ITALY — (1.8%) |  |  |  |
| Stellantis NV | 716336 | 9664495 | 0.6% |
| Other Securities |  | 21705890 | 1.4% |
| TOTAL ITALY |  | 31370385 | 2.0% |
| JAPAN — (18.4%) |  |  |  |
| Fast Retailing Co. Ltd. | 14000 | 7799976 | 0.5% |
| Hitachi Ltd. | 264700 | 12010447 | 0.7% |
| KDDI Corp. | 492100 | 14544985 | 0.9% |
| Nintendo Co. Ltd. | 265000 | 10758760 | 0.7% |
| Recruit Holdings Co. Ltd. | 267200 | 8222056 | 0.5% |
| Sony Group Corp. | 328700 | 22165764 | 1.4% |
| Tokyo Electron Ltd. | 33900 | 8918969 | 0.6% |
| Other Securities |  | 231845918 | 14.4% |
| TOTAL JAPAN |  | 316266875 | 19.7% |
| NETHERLANDS — (3.6%) |  |  |  |
| ASML Holding NV | 25123 | 11784863 | 0.7% |
| ASML Holding NV | 66262 | 31303494 | 1.9% |
| Wolters Kluwer NV | 98091 | 10423004 | 0.7% |
| Other Securities |  | 8696272 | 0.6% |
| TOTAL NETHERLANDS |  | 62207633 | 3.9% |
| NEW ZEALAND — (0.3%) |  |  |  |
| Other Securities |  | 5502090 | 0.3% |
| NORWAY — (1.0%) |  |  |  |
| Equinor ASA | 304550 | 11095889 | 0.7% |
| Other Securities |  | 6816324 | 0.4% |
| TOTAL NORWAY |  | 17912213 | 1.1% |
| PORTUGAL — (0.1%) |  |  |  |
| Other Securities |  | 2472556 | 0.2% |
| SINGAPORE — (1.0%) |  |  |  |
| DBS Group Holdings Ltd. | 386358 | 9340708 | 0.6% |
| Other Securities |  | 7523948 | 0.5% |
| TOTAL SINGAPORE |  | 16864656 | 1.1% |

---

------

**INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SPAIN — (1.6%) | SPAIN — (1.6%) |  |  |  |
|  | Repsol SA | 593804 | $8078386 | 0.5% |
|  | Other Securities |  | 19069819 | 1.2% |
|  TOTAL SPAIN | TOTAL SPAIN |  | 27148205 | 1.7% |
|  SWEDEN — (2.5%) | SWEDEN — (2.5%) |  |  |  |
|  | Other Securities |  | 42420867 | 2.6% |
|  SWITZERLAND — (8.2%) | SWITZERLAND — (8.2%) |  |  |  |
|  | Givaudan SA | 3610 | 10782851 | 0.7% |
|  | Roche Holding AG | 8192 | 3325052 | 0.2% |
|  | Roche Holding AG | 183630 | 60928089 | 3.8% |
|  | Sika AG | 49049 | 11059359 | 0.7% |
|  | Other Securities |  | 54162814 | 3.3% |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 140258165 | 8.7% |
|  UNITED KINGDOM — (14.3%) | UNITED KINGDOM — (14.3%) |  |  |  |
|  | Anglo American PLC | 335117 | 10038162 | 0.6% |
|  | Ashtead Group PLC | 224550 | 11697488 | 0.7% |
|  | BAE Systems PLC | 967945 | 9053735 | 0.6% |
|  | Diageo PLC | 80730 | 3322238 | 0.2% |
|  # | Diageo PLC, Sponsored ADR | 106135 | 17721361 | 1.1% |
|  | Ferguson PLC | 94077 | 10259936 | 0.6% |
|  | Glencore PLC | 1388177 | 7958514 | 0.5% |
|  | GSK PLC. | 1204965 | 19738624 | 1.2% |
|  | Imperial Brands PLC | 553895 | 13492366 | 0.8% |
|  | Reckitt Benckiser Group PLC | 131666 | 8737877 | 0.5% |
|  # | RELX PLC, Sponsored ADR | 334644 | 9022002 | 0.6% |
|  | Rio Tinto PLC | 94176 | 4921790 | 0.3% |
|  # | Rio Tinto PLC, Sponsored ADR | 251488 | 13416885 | 0.8% |
|  | SSE PLC | 648002 | 11580364 | 0.7% |
|  | Unilever PLC | 48760 | 2216354 | 0.1% |
|  | Unilever PLC | 62170 | 2837577 | 0.2% |
|  # | Unilever PLC, Sponsored ADR | 587080 | 26718011 | 1.7% |
|  | Other Securities |  | 61732778 | 4.0% |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM |  | 244466062 | 15.2% |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 1591823119 | 99.1% |
|  PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) |  |  |  |
|  GERMANY — (0.5%) | GERMANY — (0.5%) |  |  |  |
|  | Other Securities |  | 8380467 | 0.5% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $1,645,167,059) | TOTAL INVESTMENT SECURITIES<br>(Cost $1,645,167,059) |  | 1600203586 |  |
|  |  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (6.6%) | SECURITIES LENDING COLLATERAL — (6.6%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 9844627 | 113813732 | 7.1% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $1,759,023,239) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $1,759,023,239) |  | $1714017318 | 106.7% |

---

------

**INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**CONTINUED** 

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | $25548895 | $97224974 |  | $122773869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 2776158 |  | 2776158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 10348979 |  | 10348979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | 189903212 |  |  | 189903212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China |  | 562875 |  | 562875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 56165563 |  | 56165563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 18946685 |  | 18946685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | 1942479 | 138022638 |  | 139965117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 93962001 |  | 93962001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 29527292 |  | 29527292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | 3049317 | 5374016 |  | 8423333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 1412677 | 10165651 |  | 11578328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | 3589675 | 27780710 |  | 31370385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 316266875 |  | 316266875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 31303494 | 30904139 |  | 62207633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 5502090 |  | 5502090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 17912213 |  | 17912213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 2472556 |  | 2472556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 16864656 |  | 16864656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 27148205 |  | 27148205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 42420867 |  | 42420867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 3623423 | 136634742 |  | 140258165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 69713115 | 174752947 |  | 244466062 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 8380467 |  | 8380467 |
|  Securities Lending Collateral |  | 113813732 |  | 113813732 |
|  TOTAL | $330086287 | $1383931031 |  | $1714017318 |

---

See accompanying Notes to Financial Statements.

------

**WORLD EX U.S. VALUE PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |  |
|  Investment in The DFA International Value Series of<br>The DFA Investment Trust Company |  | $119817346 |
|  Investment in Dimensional Emerging Markets Value Fund |  | 58079423 |
|  Investment in DFA International Small Cap Value Portfolio of<br>DFA Investment Dimensions Group Inc | 960882 | 16152426 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $194,249,127) |  | $194049195 |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Affiliated Investment Companies | $194049195 |  |  | $194049195 |
|  TOTAL | $194049195 |  |  | $194049195 |

---

See accompanying Notes to Financial Statements.

------

**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (94.2%) |  |  |  |
|  AUSTRALIA — (4.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd. | 352621 | $8470028 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of Australia | 87813 | 5887576 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 130988672 | 4.2% |
|  TOTAL AUSTRALIA |  | 145346276 | 4.7% |
|  AUSTRIA — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 10876886 | 0.4% |
|  BELGIUM — (0.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 24505995 | 0.8% |
|  BRAZIL — (1.6%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vale SA | 558139 | 7253483 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 43819411 | 1.3% |
|  TOTAL BRAZIL |  | 51072894 | 1.6% |
|  CANADA — (8.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal | 69809 | 6428013 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canadian National Railway Co. | 42191 | 4997102 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural Resources Ltd. | 152688 | 9152119 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd. | 65469 | 5532108 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada | 93782 | 8677081 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada | 97598 | 9024887 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Suncor Energy, Inc. | 165422 | 5688863 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank | 89325 | 5715907 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 204390427 | 6.4% |
|  TOTAL CANADA |  | 259606507 | 8.3% |
|  CHILE — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 4431245 | 0.1% |
|  CHINA — (7.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Construction Bank Corp., Class H | 12746000 | 6764152 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tencent Holdings Ltd. | 442200 | 11619589 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 213438944 | 6.8% |
|  TOTAL CHINA |  | 231822685 | 7.4% |
|  COLOMBIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1025541 | 0.0% |
|  CZECH REPUBLIC — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1198559 | 0.0% |
|  DENMARK — (1.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk AS, Class B | 142160 | 15457234 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 34183772 | 1.1% |
|  TOTAL DENMARK |  | 49641006 | 1.6% |
|  EGYPT — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 162722 | 0.0% |

---

------

**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  FINLAND — (1.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $32274591 | 1.0% |
|  FRANCE — (5.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton SE | 21810 | 13761992 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orange SA | 575945 | 5487553 | 0.2% |
|  # TotalEnergies SE | 355054 | 19369385 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vinci SA | 66104 | 6084010 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 123807332 | 3.9% |
|  TOTAL FRANCE |  | 168510272 | 5.4% |
|  GERMANY — (4.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BASF SE | 130893 | 5873252 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bayer AG | 122338 | 6432658 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG | 482206 | 9101872 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG | 117589 | 6806234 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 106747629 | 3.4% |
|  TOTAL GERMANY |  | 134961645 | 4.3% |
|  GREECE — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 2638296 | 0.1% |
|  HONG KONG — (1.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AIA Group Ltd. | 833400 | 6312830 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 34809623 | 1.1% |
|  TOTAL HONG KONG |  | 41122453 | 1.3% |
|  HUNGARY — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1633284 | 0.1% |
|  INDIA — (5.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Infosys Ltd. | 301896 | 5632610 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reliance Industries Ltd. | 235961 | 7270140 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 171251207 | 5.4% |
|  TOTAL INDIA |  | 184153957 | 5.9% |
|  INDONESIA — (0.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 22761801 | 0.7% |
|  IRELAND — (0.5%) |  |  |  |
|  # CRH PLC, Sponsored ADR | 191724 | 6942326 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 10486714 | 0.4% |
|  TOTAL IRELAND |  | 17429040 | 0.6% |
|  ISRAEL — (0.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 24275886 | 0.8% |
|  ITALY — (1.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eni SpA | 388066 | 5096749 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV | 476957 | 6434897 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 45535683 | 1.4% |
|  TOTAL ITALY |  | 57067329 | 1.8% |

---

------

**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  JAPAN — (14.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hitachi Ltd. | 119200 | $5408558 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. | 104000 | 7013202 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. | 907715 | 12594182 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 435126738 | 13.8% |
|  TOTAL JAPAN |  | 460142680 | 14.7% |
|  MALAYSIA — (0.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 16846749 | 0.5% |
|  MEXICO — (0.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 25482157 | 0.8% |
|  NETHERLANDS — (2.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV | 20610 | 9736576 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize NV | 198063 | 5523626 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 48603742 | 1.6% |
|  TOTAL NETHERLANDS |  | 63863944 | 2.1% |
|  NEW ZEALAND — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 8487603 | 0.3% |
|  NORWAY — (0.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 22459223 | 0.7% |
|  PERU — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 341571 | 0.0% |
|  PHILIPPINES — (0.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 7707820 | 0.3% |
|  POLAND — (0.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 7137048 | 0.2% |
|  PORTUGAL — (0.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 6189656 | 0.2% |
|  QATAR — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 10724413 | 0.3% |
|  SAUDI ARABIA — (1.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 35711761 | 1.2% |
|  SINGAPORE — (0.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 22860164 | 0.7% |
|  SOUTH AFRICA — (1.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 43126097 | 1.4% |
|  SOUTH KOREA — (3.6%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics Co. Ltd. | 661530 | 27532762 | 0.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 89359031 | 2.9% |
|  TOTAL SOUTH KOREA |  | 116891793 | 3.8% |
|  SPAIN — (1.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Repsol SA | 395910 | 5386144 | 0.2% |

---

------

**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SPAIN — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $41923084 | 1.3% |
|  TOTAL SPAIN |  | 47309228 | 1.5% |
|  SWEDEN — (1.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 59696629 | 1.9% |
|  SWITZERLAND — (5.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABB Ltd. | 223366 | 6202941 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Givaudan SA | 1803 | 5385452 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nestle SA | 146245 | 15920055 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG | 88289 | 7141760 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG, Sponsored ADR | 61524 | 4991442 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG | 58789 | 19506080 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 105807368 | 3.4% |
|  TOTAL SWITZERLAND |  | 164955098 | 5.3% |
|  TAIWAN — (4.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. Ltd. | 1170000 | 14065978 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. Ltd., Sponsored ADR | 129369 | 7962662 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 134878966 | 4.2% |
|  TOTAL TAIWAN |  | 156907606 | 5.0% |
|  THAILAND — (0.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities. |  | 24416349 | 0.8% |
|  TURKEY — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 8632922 | 0.3% |
|  UNITED ARAB EMIRATES — (0.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 11966771 | 0.4% |
|  UNITED KINGDOM — (8.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BP PLC, Sponsored ADR | 338022 | 11249372 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; British American Tobacco PLC | 141356 | 5582636 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Glencore PLC | 1482781 | 8500885 | 0.3% |
|  # HSBC Holdings PLC, Sponsored ADR | 230666 | 5976556 | 0.2% |
|  # Rio Tinto PLC, Sponsored ADR | 172914 | 9224962 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shell PLC, Sponsored ADR | 428414 | 23832671 | 0.8% |
|  # Unilever PLC, Sponsored ADR | 116930 | 5321484 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 205281455 | 6.4% |
|  TOTAL UNITED KINGDOM |  | 274970021 | 8.8% |
|  UNITED STATES — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 945358 | 0.0% |
|  TOTAL COMMON STOCKS |  | 3064291531 | 98.1% |
|  PREFERRED STOCKS — (0.7%) |  |  |  |
|  BRAZIL — (0.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 11626826 | 0.4% |
|  CHILE — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 168225 | 0.0% |

---

------

**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COLOMBIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $168281 | 0.0% |
|  GERMANY — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 9081770 | 0.3% |
|  PHILIPPINES — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 34233 | 0.0% |
|  SOUTH KOREA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 278 | 0.0% |
|  THAILAND — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 115176 | 0.0% |
|  TOTAL PREFERRED STOCKS. |  | 21194789 | 0.7% |
|  RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  AUSTRALIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 285 | 0.0% |
|  BRAZIL — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 3311 | 0.0% |
|  HONG KONG — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 103 | 0.0% |
|  INDIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 9300 | 0.0% |
|  INDONESIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 479 | 0.0% |
|  MALAYSIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 4387 | 0.0% |
|  SAUDI ARABIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 3245 | 0.0% |
|  SOUTH KOREA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 2167 | 0.0% |
|  TAIWAN — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 10035 | 0.0% |
|  THAILAND — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 462 | 0.0% |
|  TOTAL RIGHTS/WARRANTS |  | 33774 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $3,168,683,871) |  | 3085520094 |  |

---

------

**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  SECURITIES LENDING COLLATERAL — (5.1%) |  |  |  |
|  @§ The DFA Short Term Investment Fund | 14470830 | $167297264 | 5.4% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $3,336,052,772) |  | $3252817358 | 104.2% |

---

As of October 31, 2022, World ex U.S. Core Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 128 | 12/16/22 | $23984116 | $24851200 | $867084 |
|  **Total Futures Contracts** |  |  | $**23984116** | $**24851200** | $**867084** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | $7272824 | $138068634 | $4818 | $145346276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria | 41465 | 10835421 |  | 10876886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium | 537208 | 23968787 |  | 24505995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 50798514 | 274380 |  | 51072894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | 258904825 | 701682 |  | 259606507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile | 922918 | 3508327 |  | 4431245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 16040899 | 214973516 | 808270 | 231822685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 964595 | 60946 |  | 1025541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Czech Republic |  | 1198559 |  | 1198559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 49641006 |  | 49641006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Egypt | 77097 | 85625 |  | 162722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland | 548244 | 31726347 |  | 32274591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | 368182 | 168140162 | 1928 | 168510272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany | 1507363 | 133454282 |  | 134961645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greece | 7253 | 2629812 | 1231 | 2638296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | 467105 | 40604384 | 50964 | 41122453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 1633284 |  | 1633284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | 3291919 | 180861771 | 267 | 184153957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia | 174624 | 22545712 | 41465 | 22761801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | 6942326 | 10486714 |  | 17429040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 2949430 | 21326456 |  | 24275886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | 578714 | 56488615 |  | 57067329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | 1732396 | 458410284 |  | 460142680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 16846592 | 157 | 16846749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 25352685 | 129267 | 205 | 25482157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 11290855 | 52573089 |  | 63863944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 8487603 |  | 8487603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway | 31689 | 22427534 |  | 22459223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Peru | 341544 |  | 27 | 341571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines | 23089 | 7684731 |  | 7707820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 7137048 |  | 7137048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 6189656 |  | 6189656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 10724413 |  | 10724413 |

---

------

**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | $35081 | $35676680 |  |  | $35711761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 22845150 | $15014 |  | 22860164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 4254717 | 38871380 |  |  | 43126097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea | 560925 | 116240174 | 90694 |  | 116891793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain | 426884 | 46882344 |  |  | 47309228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden | 113903 | 59582726 |  |  | 59696629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 12061310 | 152893788 |  |  | 164955098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 8199731 | 148686595 | 21280 |  | 156907606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 23832210 | 584139 |  |  | 24416349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 8632922 |  |  | 8632922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 11966771 |  |  | 11966771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 72790913 | 202175231 | 3877 |  | 274970021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 301845 | 643513 |  |  | 945358 |
|  Preferred Stocks |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 11606098 | 20728 |  |  | 11626826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 168225 |  |  | 168225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 168281 |  |  |  | 168281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 9081770 |  |  | 9081770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 34233 |  |  | 34233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 278 |  |  | 278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 115176 |  |  |  | 115176 |
|  Rights/Warrants |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | 285 |  |  | 285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil |  | 3311 |  |  | 3311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 103 |  |  | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India |  | 9300 |  |  | 9300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 479 |  |  | 479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 4387 |  |  | 4387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia |  | 3245 |  |  | 3245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 2167 |  |  | 2167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 10035 |  |  | 10035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand |  | 462 |  |  | 462 |
|  Securities Lending Collateral |  | 167297264 |  |  | 167297264 |
|  Futures Contracts\*\* | 867084 |  |  |  | 867084 |
|  TOTAL | $526501921 | $2726142324 | $1040197 | ^ | $3253684442 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (99.3%) |  |  |  |
|  AUSTRALIA — (5.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Incitec Pivot Ltd. | 445077 | $1070388 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; OZ Minerals Ltd. | 93959 | 1454860 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Whitehaven Coal Ltd. | 222477 | 1292323 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 25062003 | 4.4% |
|  TOTAL AUSTRALIA |  | 28879574 | 5.1% |
|  AUSTRIA — (0.6%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 3602917 | 0.6% |
|  BELGIUM — (1.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ageas SA | 52470 | 1816416 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 5353515 | 1.0% |
|  TOTAL BELGIUM |  | 7169931 | 1.3% |
|  BRAZIL — (1.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 8436425 | 1.5% |
|  CANADA — (8.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AltaGas Ltd | 69373 | 1251143 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARC Resources Ltd. | 157602 | 2218817 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; iA Financial Corp., Inc. | 30644 | 1705456 | 0.3% |
|  \* MEG Energy Corp. | 81109 | 1212750 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shaw Communications, Inc., Class B | 49246 | 1265130 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tourmaline Oil Corp. | 49686 | 2799499 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber Co. Ltd. | 20594 | 1546269 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Whitecap Resources, Inc. | 159435 | 1235828 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yamana Gold, Inc. | 275277 | 1208321 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 36116827 | 6.4% |
|  TOTAL CANADA |  | 50560040 | 8.9% |
|  CHILE — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 633668 | 0.1% |
|  CHINA — (5.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 32973778 | 5.8% |
|  COLOMBIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 132549 | 0.0% |
|  DENMARK — (1.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 9498918 | 1.7% |
|  FINLAND — (1.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valmet Oyj | 47799 | 1087104 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 6922780 | 1.2% |
|  TOTAL FINLAND |  | 8009884 | 1.4% |
|  FRANCE — (3.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alstom SA | 68483 | 1409464 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bouygues SA | 39233 | 1119362 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carrefour SA | 63770 | 1026407 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eiffage SA | 20030 | 1811148 | 0.3% |

---

------

**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  FRANCE — (Continued) |  |  |  |
|  \* Renault SA | 55113 | $1696885 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 14833545 | 2.6% |
|  TOTAL FRANCE | TOTAL FRANCE | 21896811 | 3.9% |
|  GERMANY — (5.1%) |  |  |  |
|  \* Commerzbank AG | 337220 | 2694286 | 0.5% |
|  W Covestro AG | 58959 | 2001423 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care AG & Co. KGaA | 47923 | 1325578 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HeidelbergCement AG | 41205 | 1894885 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; K&S AG | 63951 | 1411973 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rheinmetall AG | 7900 | 1284158 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 18202261 | 3.2% |
|  TOTAL GERMANY | TOTAL GERMANY | 28814564 | 5.1% |
|  GREECE — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 616920 | 0.1% |
|  HONG KONG — (1.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 8626606 | 1.5% |
|  HUNGARY — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 148573 | 0.0% |
|  INDIA — (6.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UPL Ltd | 117632 | 1041029 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 34424112 | 6.0% |
|  TOTAL INDIA | TOTAL INDIA | 35465141 | 6.2% |
|  INDONESIA — (0.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 3980281 | 0.7% |
|  IRELAND — (0.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC | 330642 | 2380825 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 2158573 | 0.4% |
|  TOTAL IRELAND | TOTAL IRELAND | 4539398 | 0.8% |
|  ISRAEL — (1.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 7177292 | 1.3% |
|  ITALY — (2.6%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco BPM SpA | 394306 | 1192980 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mediobanca Banca di Credito Finanziario SpA | 168607 | 1527509 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 11846773 | 2.1% |
|  TOTAL ITALY | TOTAL ITALY | 14567262 | 2.6% |
|  JAPAN — (17.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Concordia Financial Group Ltd. | 366700 | 1118883 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sojitz Corp. | 72740 | 1072330 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 95329039 | 16.8% |
|  TOTAL JAPAN | TOTAL JAPAN | 97520252 | 17.2% |
|  MALAYSIA — (0.6%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 3122991 | 0.6% |

---

------

**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  MEXICO — (0.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $4250539 | 0.8% |
|  NETHERLANDS — (1.9%) |  |  |  |
|  W ABN AMRO Bank NV | 112128 | 1102289 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aegon NV | 419896 | 1943765 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASR Nederland NV | 43712 | 1924765 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 5939140 | 1.0% |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | 10909959 | 1.9% |
|  NEW ZEALAND — (0.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1385842 | 0.2% |
|  NORWAY — (0.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 4990076 | 0.9% |
|  PHILIPPINES — (0.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1137782 | 0.2% |
|  POLAND — (0.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1009810 | 0.2% |
|  PORTUGAL — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1971152 | 0.3% |
|  QATAR — (0.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1273087 | 0.2% |
|  SAUDI ARABIA — (1.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 7309539 | 1.3% |
|  SINGAPORE — (0.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 3951060 | 0.7% |
|  SOUTH AFRICA — (1.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 5999431 | 1.1% |
|  SOUTH KOREA — (3.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 18341470 | 3.2% |
|  SPAIN — (1.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco de Sabadell SA | 1583992 | 1246291 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bankinter SA | 197117 | 1192352 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 5040325 | 0.9% |
|  TOTAL SPAIN | TOTAL SPAIN | 7478968 | 1.3% |
|  SWEDEN — (1.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 8644257 | 1.5% |
|  SWITZERLAND — (3.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Baloise Holding AG | 13916 | 1901233 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Julius Baer Group Ltd. | 31228 | 1498284 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG | 7058 | 1585999 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swiss Prime Site AG | 16975 | 1369762 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 15801712 | 2.7% |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND | 22156990 | 3.9% |

---

------

**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  TAIWAN — (5.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $29148900 | 5.1% |
|  THAILAND — (0.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 3912834 | 0.7% |
|  TURKEY — (0.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1296493 | 0.2% |
|  UNITED ARAB EMIRATES — (0.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emaar Properties PJSC | 908458 | 1499641 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1009511 | 0.1% |
|  TOTAL UNITED ARAB EMIRATES |  | 2509152 | 0.4% |
|  UNITED KINGDOM — (8.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barratt Developments PLC | 294947 | 1272132 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beazley PLC | 157957 | 1132838 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Centrica PLC | 1480134 | 1300610 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DS Smith PLC | 398008 | 1327325 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; J Sainsbury PLC | 524764 | 1169748 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Johnson Matthey PLC | 46446 | 1030989 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kingfisher PLC | 587635 | 1476393 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Melrose Industries PLC | 1024099 | 1373709 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taylor Wimpey PLC | 1049610 | 1128465 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 38162505 | 6.7% |
|  TOTAL UNITED KINGDOM |  | 49374714 | 8.7% |
|  UNITED STATES — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 600952 | 0.1% |
|  TOTAL COMMON STOCKS |  | 564026782 | 99.3% |
|  PREFERRED STOCKS — (0.4%) |  |  |  |
|  BRAZIL — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 733993 | 0.1% |
|  GERMANY — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1361468 | 0.3% |
|  PHILIPPINES — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 13984 | 0.0% |
|  SOUTH KOREA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 10073 | 0.0% |
|  THAILAND — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 44710 | 0.0% |
|  TOTAL PREFERRED STOCKS |  | 2164228 | 0.4% |
|  RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  INDONESIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 371 | 0.0% |
|  MALAYSIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 3004 | 0.0% |

---

------

**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SOUTH KOREA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | $3118 | 0.0% |
|  TAIWAN — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1238 | 0.0% |
|  THAILAND — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 477 | 0.0% |
|  TOTAL RIGHTS/WARRANTS |  | 8208 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $652,274,007) |  | 566199218 |  |
|  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (0.3%) |  |  |  |
|  @§ The DFA Short Term Investment Fund | 138334 | 1599274 | 0.3% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $653,873,721) |  | $567798492 | 100.0% |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | $130232 | $28749342 |  | $28879574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 3602917 |  | 3602917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium | 493178 | 6676753 |  | 7169931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 8328731 | 107694 |  | 8436425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | 50544558 | 15482 |  | 50560040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 633668 |  | 633668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 1098697 | 31467344 | $407737 | 32973778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 132549 |  |  | 132549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 9498918 |  | 9498918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 8009884 |  | 8009884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 21896811 |  | 21896811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 28814564 |  | 28814564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greece | 1075 | 615845 |  | 616920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | 179447 | 8413363 | 33796 | 8626606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 148573 |  | 148573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | 47950 | 35417021 | 170 | 35465141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 3971559 | 8722 | 3980281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 4539398 |  | 4539398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 125586 | 7051706 |  | 7177292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | 840988 | 13726274 |  | 14567262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | 169817 | 97350435 |  | 97520252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 3122991 |  | 3122991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 4127575 | 122964 |  | 4250539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 546460 | 10363499 |  | 10909959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 1385842 |  | 1385842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway | 152505 | 4837571 |  | 4990076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 1137782 |  | 1137782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 1009810 |  | 1009810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 1971152 |  | 1971152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 1273087 |  | 1273087 |

---

------

**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | $41012 | $7268527 |  |  | $7309539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 3950379 | $681 |  | 3951060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 500752 | 5498679 |  |  | 5999431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 18311267 | 30203 |  | 18341470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 7478968 |  |  | 7478968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden | 9497 | 8634760 |  |  | 8644257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 22156990 |  |  | 22156990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 21964 | 29116678 | 10258 |  | 29148900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 3851514 | 61320 |  |  | 3912834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 1296493 |  |  | 1296493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 2509152 |  |  | 2509152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 50807 | 49318348 | 5559 |  | 49374714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 339801 | 261151 |  |  | 600952 |
|  Preferred Stocks |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 719339 | 14654 |  |  | 733993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 1361468 |  |  | 1361468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 13984 |  |  | 13984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 10073 |  |  | 10073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 44710 |  |  |  | 44710 |
|  Rights/Warrants |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 371 |  |  | 371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 3004 |  |  | 3004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 3118 |  |  | 3118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 1238 |  |  | 1238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand |  | 477 |  |  | 477 |
|  Securities Lending Collateral |  | 1599274 |  |  | 1599274 |
|  TOTAL | $72498744 | $494802622 | $497126 | ^ | $567798492 |

---

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**WORLD CORE EQUITY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |  |
|  Investment in U.S. Core Equity 1 Portfolio of<br>DFA Investment Dimensions Group, Inc. | 19085265 | $585917648 |
|  Investment in International Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | 21323624 | 260574682 |
|  Investment in Emerging Markets Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | 5689986 | 103159443 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $755,679,500) |  | $949651773 |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Affiliated Investment Companies | $949651773 |  |  | $949651773 |
|  TOTAL | $949651773 |  |  | $949651773 |

---

See accompanying Notes to Financial Statements.

------

**SELECTIVELY HEDGED GLOBAL EQUITY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |  |
|  Investment in U.S. Core Equity 2 Portfolio of<br>DFA Investment Dimensions Group, Inc. | 5479170 | $153471531 |
|  Investment in International Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | 5713866 | 69823446 |
|  Investment in Emerging Markets Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | 2437800 | 44197317 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $185,731,491) |  | $267492294 |

---

As of October 31, 2022, Selectively Hedged Global Equity Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
| USD | 9217982 | HKD | 72313000 | Societe Generale | 11/14/22 | $3468 |
| USD | 259057 | NZD | 433658 | Citibank, N.A. | 11/15/22 | 6870 |
| NZD | 22030 | USD | 12596 | Citibank, N.A. | 11/15/22 | 215 |
| SEK | 941913 | USD | 83956 | Citibank, N.A. | 11/17/22 | 1435 |
| USD | 110820 | SEK | 1210000 | Citibank, N.A. | 11/17/22 | 1125 |
| USD | 1754501 | SEK | 18850040 | UBS AG | 11/17/22 | 45610 |
| USD | 631811 | SGD | 886401 | Societe Generale | 12/12/22 | 5493 |
| USD | 289162 | CHF | 285000 | Bank of America Corp. | 12/22/22 | 2795 |
| USD | 248862 | CAD | 336000 | Citibank, N.A. | 12/22/22 | 2083 |
| USD | 4583010 | CHF | 4451940 | State Street Bank and Trust | 12/22/22 | 109726 |
| USD | 1303483 | DKK | 9699626 | State Street Bank and Trust | 01/03/23 | 8717 |
| USD | 13697640 | JPY | 1974668222 | UBS AG | 01/10/23 | 295436 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  | $**482973** |
| HKD | 5775000 | USD | 735945 | Societe Generale | 11/14/22 | $(63) |
| USD | 4399343 | CAD | 6041449 | State Street Bank and Trust | 12/22/22 | (37871) |
| USD | 83474 | DKK | 626000 | HSBC Bank | 01/03/23 | (88) |
| USD | 633623 | ILS | 2253832 | HSBC Bank | 01/10/23 | (8133) |
| USD | 619497 | NOK | 6527873 | Bank of America Corp. | 01/17/23 | (10097) |
| USD | 15922865 | EUR | 16173803 | State Street Bank and Trust | 01/18/23 | (165274) |
| USD | 4097495 | AUD | 6461192 | Morgan Stanley and Co. International | 01/19/23 | (46399) |
| USD | 7930686 | GBP | 6992402 | Citibank, N.A. | 01/23/23 | (111036) |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  |  | $**(378961)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  | $**104012** |

---

As of October 31, 2022, Selectively Hedged Global Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 17 | 12/16/22 | $3432613 | $3300550 | $(132063) |
|  **Total Futures Contracts** |  |  | $**3432613** | $**3300550** | $**(132063)** |

---

------

**SELECTIVELY HEDGED GLOBAL EQUITY PORTFOLIO** 

**CONTINUED** 

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Affiliated Investment Companies | $267492294 |  |  | $267492294 |
|  Forward Currency Contracts\*\* |  | $104012 |  | 104012 |
|  Futures Contracts\*\* | (132063) |  |  | (132063) |
|  TOTAL | $267360231 | $104012 |  | $267464243 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**EMERGING MARKETS PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Investment in The Emerging Markets Series of The<br>DFA Investment Trust Company | $3941855313 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $3941855313 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2022, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

**EMERGING MARKETS SMALL CAP PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Investment in The Emerging Markets Small Cap Series of<br>The DFA Investment Trust Company | $3511977837 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $3511977837 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2022, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

**EMERGING MARKETS VALUE PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Investment in Dimensional Emerging Markets Value Fund | $9618712511 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $9618712511 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2022, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

**EMERGING MARKETS CORE EQUITY PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (96.6%) | COMMON STOCKS — (96.6%) |  |  |  |
|  BRAZIL — (4.7%) | BRAZIL — (4.7%) |  |  |  |
|  | Petroleo Brasileiro SA | 16003488 | $103044432 | 0.5% |
|  | Petroleo Brasileiro SA, Sponsored ADR | 776944 | 8942625 | 0.1% |
|  | Petroleo Brasileiro SA, Sponsored ADR | 1228197 | 15745486 | 0.1% |
|  | Vale SA | 12770281 | 165960503 | 0.8% |
|  | Other Securities |  | 715852064 | 3.3% |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 1009545110 | 4.8% |
|  CHILE — (0.5%) | CHILE — (0.5%) |  |  |  |
|  | Other Securities |  | 107394133 | 0.5% |
|  CHINA — (23.9%) | CHINA — (23.9%) |  |  |  |
|  \* | Alibaba Group Holding Ltd. | 9442600 | 73415334 | 0.4% |
|  \* | Alibaba Group Holding Ltd., Sponsored ADR | 2168694 | 137885565 | 0.7% |
|  | Bank of China Ltd., Class H | 204333702 | 65811219 | 0.3% |
|  | China Construction Bank Corp., Class H | 370130302 | 196423801 | 1.0% |
|  | China Merchants Bank Co. Ltd., Class H | 15457146 | 50605146 | 0.3% |
|  | China Petroleum & Chemical Corp., Class H | 144228400 | 57161513 | 0.3% |
|  | China Resources Land Ltd. | 15028610 | 47021260 | 0.2% |
|  | CSPC Pharmaceutical Group Ltd. | 47200400 | 48482432 | 0.3% |
|  | Industrial & Commercial Bank of China Ltd., Class H | 189988725 | 82486520 | 0.4% |
|  | Lenovo Group Ltd. | 54200000 | 43317052 | 0.2% |
|  | PetroChina Co. Ltd., Class H | 141510000 | 54131395 | 0.3% |
|  | Ping An Insurance Group Co. of China Ltd., Class H | 29572500 | 118390265 | 0.6% |
|  | Tencent Holdings Ltd. | 15853500 | 416578820 | 2.0% |
|  # | Yum China Holdings, Inc. | 1340150 | 55415202 | 0.3% |
|  | Other Securities |  | 3637141287 | 17.0% |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA | 5084266811 | 24.3% |
|  COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |  |  |  |
|  | Other Securities |  | 23264568 | 0.1% |
|  CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |  |  |  |
|  | Other Securities |  | 26171069 | 0.1% |
|  EGYPT — (0.0%) | EGYPT — (0.0%) |  |  |  |
|  | Other Securities |  | 8280521 | 0.1% |
|  GREECE — (0.3%) | GREECE — (0.3%) |  |  |  |
|  | Other Securities |  | 58707459 | 0.3% |
|  HONG KONG — (0.0%) | HONG KONG — (0.0%) |  |  |  |
|  | Other Securities |  | 1022743 | 0.0% |
|  HUNGARY — (0.1%) | HUNGARY — (0.1%) |  |  |  |
|  | Other Securities |  | 27091905 | 0.1% |
|  INDIA — (18.3%) | INDIA — (18.3%) |  |  |  |
|  \* | Adani Transmission Ltd. | 1316212 | 53352277 | 0.3% |
|  | Axis Bank Ltd. | 6691329 | 73380307 | 0.4% |
|  | Bharti Airtel Ltd. | 6547243 | 65844249 | 0.3% |
|  | HCL Technologies Ltd. | 3068049 | 38529778 | 0.2% |
|  | HDFC Bank Ltd. | 5287973 | 95917177 | 0.5% |
|  | Housing Development Finance Corp. Ltd. | 2180150 | 65189060 | 0.3% |

---

------

**EMERGING MARKETS CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |  |
|  # | ICICI Bank Ltd., Sponsored ADR | 4405288 | $97092548 | 0.5% |
|  | Infosys Ltd. | 7880895 | 147037423 | 0.7% |
|  # | Infosys Ltd., Sponsored ADR | 3016528 | 56499569 | 0.3% |
|  | ITC Ltd. | 9263717 | 39086898 | 0.2% |
|  | Larsen & Toubro Ltd. | 1777002 | 43686111 | 0.2% |
|  | Mahindra & Mahindra Ltd. | 2550757 | 41671110 | 0.2% |
|  | Reliance Industries Ltd. | 5435465 | 167470856 | 0.8% |
|  | Tata Consultancy Services Ltd. | 2268008 | 87173506 | 0.4% |
|  | Other Securities |  | 2825166968 | 13.3% |
|  TOTAL INDIA | TOTAL INDIA | TOTAL INDIA | 3897097837 | 18.6% |
|  INDONESIA — (2.4%) | INDONESIA — (2.4%) |  |  |  |
|  | Bank Central Asia Tbk PT | 88689000 | 50133884 | 0.3% |
|  | Other Securities |  | 461099656 | 2.1% |
|  TOTAL INDONESIA | TOTAL INDONESIA | TOTAL INDONESIA | 511233540 | 2.4% |
|  MALAYSIA — (1.7%) | MALAYSIA — (1.7%) |  |  |  |
|  | Other Securities |  | 354089493 | 1.7% |
|  MEXICO — (2.7%) | MEXICO — (2.7%) |  |  |  |
|  # | America Movil SAB de CV, Sponsored ADR, Class L | 3735424 | 70263325 | 0.3% |
|  # | Grupo Financiero Banorte SAB de CV, Class O | 5618112 | 45734881 | 0.2% |
|  | Other Securities |  | 457703720 | 2.2% |
|  TOTAL MEXICO | TOTAL MEXICO | TOTAL MEXICO | 573701926 | 2.7% |
|  PERU — (0.1%) | PERU — (0.1%) |  |  |  |
|  | Other Securities |  | 22996071 | 0.1% |
|  PHILIPPINES — (0.8%) | PHILIPPINES — (0.8%) |  |  |  |
|  | Other Securities |  | 175483284 | 0.8% |
|  POLAND — (0.7%) | POLAND — (0.7%) |  |  |  |
|  | Other Securities |  | 145889285 | 0.7% |
|  QATAR — (0.8%) | QATAR — (0.8%) |  |  |  |
|  | Qatar National Bank QPSC | 7622173 | 41736328 | 0.2% |
|  | Other Securities |  | 127923282 | 0.6% |
|  TOTAL QATAR | TOTAL QATAR | TOTAL QATAR | 169659610 | 0.8% |
|  SAUDI ARABIA — (4.3%) | SAUDI ARABIA — (4.3%) |  |  |  |
|  \* | Al Rajhi Bank | 2891961 | 65577726 | 0.3% |
|  \* | Saudi Arabian Mining Co. | 2208717 | 49162117 | 0.2% |
|  | Saudi Basic Industries Corp. | 1804653 | 42374183 | 0.2% |
|  | Saudi Telecom Co. | 3909678 | 42004778 | 0.2% |
|  | Other Securities |  | 716866692 | 3.5% |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | 915985496 | 4.4% |
|  SOUTH AFRICA — (3.9%) | SOUTH AFRICA — (3.9%) |  |  |  |
|  | MTN Group Ltd. | 9331749 | 65951691 | 0.3% |
|  | Other Securities |  | 758242670 | 3.6% |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | 824194361 | 3.9% |

---

------

**EMERGING MARKETS CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SOUTH KOREA — (11.6%) | SOUTH KOREA — (11.6%) |  |  |  |
|  | Hyundai Motor Co. | 333785 | $38464869 | 0.2% |
|  | KB Financial Group, Inc. | 1155887 | 38894509 | 0.2% |
|  # | Samsung Electronics Co. Ltd. | 15458884 | 643396027 | 3.1% |
|  # | SK Hynix, Inc. | 2150179 | 124477108 | 0.6% |
|  | Other Securities |  | 1625762773 | 7.7% |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | 2470995286 | 11.8% |
|  TAIWAN — (15.3%) | TAIWAN — (15.3%) |  |  |  |
|  # | Hon Hai Precision Industry Co. Ltd. | 20491403 | 65082262 | 0.3% |
|  | MediaTek, Inc. | 3483823 | 63503801 | 0.3% |
|  | Taiwan Semiconductor Manufacturing Co. Ltd. | 41439652 | 498195913 | 2.4% |
|  Sponsored ADR  | Taiwan Semiconductor Manufacturing Co. Ltd., Sponsored ADR | 3502836 | 215599556 | 1.1% |
|  # | United Microelectronics Corp. | 35252441 | 42389687 | 0.2% |
|  | Other Securities |  | 2380820232 | 11.3% |
|  TOTAL TAIWAN | TOTAL TAIWAN | TOTAL TAIWAN | 3265591451 | 15.6% |
|  THAILAND — (2.5%) | THAILAND — (2.5%) |  |  |  |
|  | Other Securities |  | 538182738 | 2.6% |
|  TURKEY — (0.7%) | TURKEY — (0.7%) |  |  |  |
|  | Other Securities |  | 157024803 | 0.8% |
|  UNITED ARAB EMIRATES — (1.1%) | UNITED ARAB EMIRATES — (1.1%) |  |  |  |
|  | Other Securities |  | 227165659 | 1.1% |
|  UNITED KINGDOM — (0.0%) | UNITED KINGDOM — (0.0%) |  |  |  |
|  | Other Security |  | 47262 | 0.0% |
|  UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |  |  |  |
|  | Other Security |  | 5482691 | 0.0% |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | 20600565112 | 98.3% |
|  PREFERRED STOCKS — (1.4%) | PREFERRED STOCKS — (1.4%) |  |  |  |
|  BRAZIL — (1.4%) | BRAZIL — (1.4%) |  |  |  |
|  | Itau Unibanco Holding SA | 8752363 | 51509406 | 0.3% |
|  | Petroleo Brasileiro SA | 22001222 | 126968624 | 0.6% |
|  | Other Securities |  | 105277168 | 0.5% |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 283755198 | 1.4% |
|  CHILE — (0.0%) | CHILE — (0.0%) |  |  |  |
|  | Other Securities |  | 2311051 | 0.0% |
|  COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |  |  |  |
|  | Other Securities |  | 5490540 | 0.0% |
|  PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |  |  |  |
|  | Other Security |  | 737556 | 0.0% |
|  SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |  |  |  |
|  | Other Security |  | 156164 | 0.0% |
|  TAIWAN — (0.0%) | TAIWAN — (0.0%) |  |  |  |
|  | Other Security |  | 657263 | 0.0% |

---

------

**EMERGING MARKETS CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| THAILAND — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security. |  | $780921 | 0.0% |
| TOTAL PREFERRED STOCKS |  | 293888693 | 1.4% |
| RIGHTS/WARRANTS — (0.0%) |  |  |  |
| BRAZIL — (0.0%) |  |  |  |
| Other Securities |  | 74716 | 0.0% |
| INDIA — (0.0%) |  |  |  |
| Other Security |  | 154070 | 0.0% |
| INDONESIA — (0.0%) |  |  |  |
| Other Security |  | 8990 | 0.0% |
| MALAYSIA — (0.0%) |  |  |  |
| Other Security |  | 93515 | 0.0% |
| SAUDI ARABIA — (0.0%) |  |  |  |
| Other Security |  | 234726 | 0.0% |
| SOUTH KOREA — (0.0%) |  |  |  |
| Other Securities |  | 80678 | 0.0% |
| TAIWAN — (0.0%) |  |  |  |
| Other Securities |  | 73176 | 0.0% |
| THAILAND — (0.0%) |  |  |  |
| Other Securities |  | 9133 | 0.0% |
| TOTAL RIGHTS/WARRANTS |  | 729004 | 0.0% |
| TOTAL INVESTMENT SECURITIES |  |  |  |
| (Cost $19,809,570,804) |  | 20895182809 |  |
|  |  | **Value†** |  |
| SECURITIES LENDING COLLATERAL — (2.0%) |  |  |  |
| The DFA Short Term Investment Fund | 36710117 | 424405666 | 2.0% |
| TOTAL INVESTMENTS—(100.0%)<br>(Cost $20,234,153,262) |  | $21319588475 | 101.7% |

---

As of October 31, 2022, Emerging Markets Core Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 942 | 12/16/22 | $177158776 | $182889300 | $5730524 |
|  **Total Futures Contracts** |  |  | $**177158776** | $**182889300** | $**5730524** |

---

------

**EMERGING MARKETS CORE EQUITY PORTFOLIO** 

**CONTINUED** 

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
|  Common Stocks |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | $1006117558 | $3427552 |  |  | $1009545110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile | 32172806 | 75221327 |  |  | 107394133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 422148177 | 4646599282 | $15519352 |  | 5084266811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 21797059 | 1467509 |  |  | 23264568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Czech Republic |  | 26171069 |  |  | 26171069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Egypt | 115492 | 8165029 |  |  | 8280521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greece | 280106 | 58287844 | 139509 |  | 58707459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 1022743 |  |  | 1022743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 27091905 |  |  | 27091905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | 175548277 | 3721536277 | 13283 |  | 3897097837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia | 13080475 | 497547027 | 606038 |  | 511233540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 354089343 | 150 |  | 354089493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 570637306 | 3041887 | 22733 |  | 573701926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Peru | 22995632 |  | 439 |  | 22996071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines | 3665802 | 171816792 | 690 |  | 175483284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 145889285 |  |  | 145889285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 169659610 |  |  | 169659610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 1208258 | 914762028 | 15210 |  | 915985496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 73897560 | 750296801 |  |  | 824194361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea | 45765657 | 2423349654 | 1879975 |  | 2470995286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 224060888 | 3040998613 | 531950 |  | 3265591451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 523565825 | 14616913 |  |  | 538182738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey | 26011 | 156998792 |  |  | 157024803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 227165659 |  |  | 227165659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 47262 |  |  | 47262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 5482691 |  |  | 5482691 |
|  Preferred Stocks |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 283425480 | 329718 |  |  | 283755198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 2311051 |  |  | 2311051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 5490540 |  |  |  | 5490540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 737556 |  |  | 737556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 156164 |  |  | 156164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 657263 |  |  | 657263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 780921 |  |  |  | 780921 |
|  Rights/Warrants |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil |  | 74716 |  |  | 74716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India |  | 154070 |  |  | 154070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 8990 |  |  | 8990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 93515 |  |  | 93515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia |  | 234726 |  |  | 234726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 80678 |  |  | 80678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 73176 |  |  | 73176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand |  | 9133 |  |  | 9133 |
|  Securities Lending Collateral |  | 424405666 |  |  | 424405666 |
|  Futures Contracts\*\* | 5730524 |  |  |  | 5730524 |
|  TOTAL | $3432510354 | $17874079316 | $18729329 | ^ | $21325318999 |

---

<sup>\*\*</sup> Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| COMMON STOCKS — (98.7%) |  |  |  |
| BRAZIL — (5.4%) |  |  |  |
| Hypera SA | 51100 | $502641 | 0.3% |
| Rumo SA | 176928 | 758336 | 0.4% |
| Vibra Energia SA | 182505 | 644800 | 0.4% |
| Other Securities |  | 8434086 | 4.3% |
| TOTAL BRAZIL |  | 10339863 | 5.4% |
| CHILE — (0.4%) |  |  |  |
| Other Securities |  | 818273 | 0.4% |
| CHINA — (20.9%) |  |  |  |
| China National Building Material Co. Ltd., Class H | 788000 | 457565 | 0.3% |
| Geely Automobile Holdings Ltd. | 865000 | 930897 | 0.5% |
| Kingsoft Corp. Ltd. | 164200 | 497221 | 0.3% |
| Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 313200 | 431522 | 0.2% |
| Sinopharm Group Co. Ltd., Class H | 263200 | 499320 | 0.3% |
| Trip.com Group Ltd. | 53700 | 1206226 | 0.7% |
| Wharf Holdings Ltd. | 220000 | 629969 | 0.4% |
| Other Securities |  | 35799610 | 18.6% |
| TOTAL CHINA |  | 40452330 | 21.3% |
| COLOMBIA — (0.0%) |  |  |  |
| Other Securities |  | 100700 | 0.1% |
| GREECE — (0.4%) |  |  |  |
| Other Securities |  | 750795 | 0.4% |
| INDIA — (20.3%) |  |  |  |
| Adani Transmission Ltd. | 25846 | 1047660 | 0.6% |
| Bharat Electronics Ltd. | 428979 | 554901 | 0.3% |
| Cholamandalam Investment & Finance Co. Ltd. | 54401 | 468371 | 0.3% |
| Cipla Ltd. | 57177 | 807122 | 0.4% |
| Dr Reddy's Laboratories Ltd., ADR | 14776 | 802485 | 0.4% |
| Federal Bank Ltd. | 279886 | 444947 | 0.2% |
| GAIL India Ltd. | 419667 | 461082 | 0.3% |
| Hero MotoCorp Ltd. | 16291 | 527932 | 0.3% |
| IndusInd Bank Ltd. | 46184 | 638799 | 0.4% |
| JSW Energy Ltd. | 106314 | 432885 | 0.2% |
| Shriram Transport Finance Co. Ltd. | 33751 | 501056 | 0.3% |
| Tata Consumer Products Ltd. | 81284 | 757134 | 0.4% |
| UPL Ltd. | 78979 | 698955 | 0.4% |
| Zee Entertainment Enterprises Ltd. | 155262 | 493052 | 0.3% |
| Other Securities |  | 30513929 | 15.8% |
| TOTAL INDIA |  | 39150310 | 20.6% |
| INDONESIA — (2.5%) |  |  |  |
| Other Securities |  | 4790159 | 2.5% |
| MALAYSIA — (1.8%) |  |  |  |
| Other Securities |  | 3504747 | 1.9% |
| MEXICO — (2.2%) |  |  |  |
| Other Securities |  | 4251029 | 2.2% |

---

------

**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |<br>**Shares** |<br>**Value»** | **Percentage**<br>**of Net Assets‡** |
|  PHILIPPINES — (0.7%) | PHILIPPINES — (0.7%) |  |  |  |
|  | Other Securities |  | $1385004 | 0.7% |
|  POLAND — (0.6%) | POLAND — (0.6%) |  |  |  |
|  | Other Securities |  | 1202377 | 0.6% |
|  QATAR — (1.1%) | QATAR — (1.1%) |  |  |  |
|  | Other Securities |  | 2194062 | 1.2% |
|  SAUDI ARABIA — (4.5%) | SAUDI ARABIA — (4.5%) |  |  |  |
|  | Arab National Bank | 107826 | 925879 | 0.5% |
|  | Bank Al-Jazira | 85886 | 534358 | 0.3% |
|  | Etihad Etisalat Co. | 69362 | 675279 | 0.4% |
|  | Sahara International Petrochemical Co. | 54473 | 586449 | 0.3% |
|  | Saudi Investment Bank | 98381 | 474588 | 0.3% |
|  \* | Saudi Kayan Petrochemical Co. | 156893 | 549596 | 0.3% |
|  | Yanbu National Petrochemical Co. | 41887 | 498033 | 0.3% |
|  | Other Securities |  | 4456664 | 2.2% |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | 8700846 | 4.6% |
|  SOUTH AFRICA — (3.7%) | SOUTH AFRICA — (3.7%) |  |  |  |
|  | Aspen Pharmacare Holdings Ltd. | 60599 | 498483 | 0.3% |
|  | Nedbank Group Ltd. | 62252 | 736989 | 0.4% |
|  | Other Securities |  | 5820377 | 3.0% |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 7055849 | 3.7% |
|  SOUTH KOREA — (11.3%) | SOUTH KOREA — (11.3%) |  |  |  |
|  \* | Hanwha Solutions Corp. | 16504 | 545435 | 0.3% |
|  | Other Securities |  | 21247101 | 11.2% |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | 21792536 | 11.5% |
|  TAIWAN — (17.6%) | TAIWAN — (17.6%) |  |  |  |
|  | Asia Cement Corp. | 410000 | 474077 | 0.3% |
|  | AUO Corp. | 1236000 | 645051 | 0.4% |
|  | Catcher Technology Co. Ltd. | 107000 | 562078 | 0.3% |
|  # | Compal Electronics, Inc. | 784000 | 512790 | 0.3% |
|  | Far Eastern New Century Corp. | 561000 | 559153 | 0.3% |
|  | Innolux Corp. | 1648005 | 604376 | 0.3% |
|  | Lite-On Technology Corp. | 265000 | 524761 | 0.3% |
|  | Pegatron Corp. | 360000 | 658108 | 0.4% |
|  | Shanghai Commercial & Savings Bank Ltd. | 302000 | 434670 | 0.2% |
|  | Shin Kong Financial Holding Co. Ltd. | 2347698 | 582046 | 0.3% |
|  | SinoPac Financial Holdings Co. Ltd. | 1557420 | 777082 | 0.4% |
|  | Taishin Financial Holding Co. Ltd. | 1726532 | 708556 | 0.4% |
|  | Walsin Lihwa Corp. | 437607 | 484068 | 0.3% |
|  | Yageo Corp. | 54122 | 613581 | 0.3% |
|  | Other Securities |  | 25795665 | 13.4% |
|  TOTAL TAIWAN | TOTAL TAIWAN |  | 33936062 | 17.9% |
|  THAILAND — (2.3%) | THAILAND — (2.3%) |  |  |  |
|  | Other Securities |  | 4403992 | 2.3% |
|  TURKEY — (1.0%) | TURKEY — (1.0%) |  |  |  |
|  | Other Securities |  | 1895539 | 1.0% |

---

------

**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |<br>**Shares** |<br>**Value»** | **Percentage**<br>**of Net Assets‡** |
|  UNITED ARAB EMIRATES — (2.0%) | UNITED ARAB EMIRATES — (2.0%) |  |  |  |
|  | Aldar Properties PJSC | 631225 | $742492 | 0.4% |
|  | Emaar Properties PJSC | 777690 | 1283775 | 0.7% |
|  | Other Securities |  | 1777186 | 0.9% |
|  TOTAL UNITED ARAB EMIRATES | TOTAL UNITED ARAB EMIRATES |  | 3803453 | 2.0% |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 190527926 | 100.3% |
|  PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) |  |  |  |
|  BRAZIL — (0.4%) | BRAZIL — (0.4%) |  |  |  |
|  | Other Securities |  | 785297 | 0.4% |
|  PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |  |  |  |
|  | Other Security |  | 13120 | 0.0% |
|  THAILAND — (0.0%) | THAILAND — (0.0%) |  |  |  |
|  | Other Security |  | 85386 | 0.1% |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS |  | 883803 | 0.5% |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  INDONESIA — (0.0%) | INDONESIA — (0.0%) |  |  |  |
|  | Other Security |  | 233 | 0.0% |
|  MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |  |  |  |
|  | Other Security |  | 2374 | 0.0% |
|  SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |  |  |  |
|  | Other Securities |  | 1778 | 0.0% |
|  TAIWAN — (0.0%) | TAIWAN — (0.0%) |  |  |  |
|  | Other Securities |  | 9210 | 0.0% |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 13595 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $204,323,991) | TOTAL INVESTMENT SECURITIES<br>(Cost $204,323,991) |  | 191425324 |  |
|  |  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 144101 | 1665954 | 0.9% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $205,990,546) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $205,990,546) |  | $193091278 | 101.7% |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | $10267333 | $72530 |  | $10339863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 818273 |  | 818273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 1842332 | 38335145 | $274853 | 40452330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 100700 |  |  | 100700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greece | 1241 | 749554 |  | 750795 |

---

------

**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | $967941 | $38182369 |  |  | $39150310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 4783535 | $6624 |  | 4790159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 3504747 |  |  | 3504747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 3954965 | 296064 |  |  | 4251029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 1385004 |  |  | 1385004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 1202377 |  |  | 1202377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 2194062 |  |  | 2194062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 17844 | 8683002 |  |  | 8700846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 231595 | 6824254 |  |  | 7055849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 21760523 | 32013 |  | 21792536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 19960 | 33901463 | 14639 |  | 33936062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 4337608 | 66384 |  |  | 4403992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 1895539 |  |  | 1895539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 3793994 | 9459 |  | 3803453 |
|  Preferred Stocks |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 785297 |  |  |  | 785297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 13120 |  |  | 13120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 85386 |  |  |  | 85386 |
|  Rights/Warrants |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 233 |  |  | 233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 2374 |  |  | 2374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 1778 |  |  | 1778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 9210 |  |  | 9210 |
|  Securities Lending Collateral |  | 1665954 |  |  | 1665954 |
|  TOTAL | $22612202 | $170141488 | $337588 | ^ | $193091278 |

---

---

| | |
|:---|:---|
| <sup>^</sup> | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |<br>**Shares** |<br>**Value»** | **Percentage**<br>**of Net Assets‡** |
|  COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) |  |  |  |
|  BRAZIL — (6.8%) | BRAZIL — (6.8%) |  |  |  |
|  | Petroleo Brasileiro SA | 322824 | $2078623 | 0.5% |
|  | Petroleo Brasileiro SA, Sponsored ADR | 116653 | 1342676 | 0.3% |
|  | Petroleo Brasileiro SA, Sponsored ADR | 83286 | 1067727 | 0.3% |
|  # | Vale SA, Sponsored ADR | 258814 | 3349053 | 0.8% |
|  | Other Securities |  | 21327422 | 5.0% |
|  TOTAL BRAZIL | TOTAL BRAZIL |  | 29165501 | 6.9% |
|  CHILE — (0.7%) | CHILE — (0.7%) |  |  |  |
|  | Other Securities |  | 2899353 | 0.7% |
|  COLOMBIA — (0.2%) | COLOMBIA — (0.2%) |  |  |  |
|  | Other Securities |  | 670002 | 0.2% |
|  CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |  |  |  |
|  | Other Securities |  | 585166 | 0.1% |
|  EGYPT — (0.0%) | EGYPT — (0.0%) |  |  |  |
|  | Other Security |  | 126476 | 0.0% |
|  GREECE — (0.4%) | GREECE — (0.4%) |  |  |  |
|  | Other Securities |  | 1742300 | 0.4% |
|  HUNGARY — (0.2%) | HUNGARY — (0.2%) |  |  |  |
|  | Other Securities |  | 785146 | 0.2% |
|  INDIA — (24.2%) | INDIA — (24.2%) |  |  |  |
|  | Axis Bank Ltd. | 191239 | 2097218 | 0.5% |
|  | Bajaj Finance Ltd. | 13464 | 1164138 | 0.3% |
|  | Bharti Airtel Ltd. | 211484 | 2126850 | 0.5% |
|  | HCL Technologies Ltd. | 83557 | 1049342 | 0.3% |
|  | HDFC Bank Ltd. | 133718 | 2425476 | 0.6% |
|  | Housing Development Finance Corp. Ltd. | 66733 | 1995396 | 0.5% |
|  | ICICI Bank Ltd., Sponsored ADR | 119069 | 2624281 | 0.6% |
|  | Infosys Ltd. | 240612 | 4489207 | 1.1% |
|  | Infosys Ltd., Sponsored ADR | 66993 | 1254779 | 0.3% |
|  | ITC Ltd. | 254201 | 1072564 | 0.3% |
|  | Kotak Mahindra Bank Ltd. | 41798 | 962200 | 0.2% |
|  | Larsen & Toubro Ltd. | 58735 | 1443951 | 0.4% |
|  | Mahindra & Mahindra Ltd. | 60182 | 983179 | 0.2% |
|  | Reliance Industries Ltd. | 45741 | 1409315 | 0.3% |
|  W | Reliance Industries Ltd., GDR | 38821 | 2370022 | 0.6% |
|  | Tata Consultancy Services Ltd. | 51433 | 1976887 | 0.5% |
|  | Tata Steel Ltd. | 838000 | 1023263 | 0.3% |
|  | Titan Co. Ltd. | 28688 | 958476 | 0.2% |
|  | Other Securities |  | 72922110 | 16.9% |
|  TOTAL INDIA | TOTAL INDIA |  | 104348654 | 24.6% |
|  INDONESIA — (3.3%) | INDONESIA — (3.3%) |  |  |  |
|  | Bank Central Asia Tbk PT | 1991500 | 1125750 | 0.3% |
|  | Bank Mandiri Persero Tbk PT | 1802300 | 1217549 | 0.3% |
|  | Other Securities |  | 11833856 | 2.7% |
|  TOTAL INDONESIA | TOTAL INDONESIA |  | 14177155 | 3.3% |

---

------

**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |<br>**Shares** |<br>**Value»** | **Percentage**<br>**of Net Assets‡** |
|  MALAYSIA — (2.1%) | MALAYSIA — (2.1%) |  |  |  |
|  | Other Securities |  | $8961785 | 2.1% |
|  MEXICO — (2.8%) | MEXICO — (2.8%) |  |  |  |
|  | America Movil SAB de CV, Sponsored ADR, Class L | 104835 | 1971946 | 0.5% |
|  | Grupo Financiero Banorte SAB de CV, Class O | 162996 | 1326888 | 0.3% |
|  | Other Securities |  | 8962693 | 2.1% |
|  TOTAL MEXICO | TOTAL MEXICO |  | 12261527 | 2.9% |
|  PERU — (0.1%) | PERU — (0.1%) |  |  |  |
|  | Other Securities |  | 237093 | 0.1% |
|  PHILIPPINES — (1.0%) | PHILIPPINES — (1.0%) |  |  |  |
|  | Other Securities |  | 4112812 | 1.0% |
|  POLAND — (0.8%) | POLAND — (0.8%) |  |  |  |
|  | Other Securities |  | 3537189 | 0.8% |
|  QATAR — (1.6%) | QATAR — (1.6%) |  |  |  |
|  | Qatar National Bank QPSC | 329993 | 1806925 | 0.4% |
|  | Other Securities |  | 5216024 | 1.3% |
|  TOTAL QATAR. | TOTAL QATAR. |  | 7022949 | 1.7% |
|  SAUDI ARABIA — (5.9%) | SAUDI ARABIA — (5.9%) |  |  |  |
|  \* | Al Rajhi Bank | 89608 | 2031939 | 0.5% |
|  \* | Saudi Arabian Mining Co. | 68181 | 1517588 | 0.4% |
|  W | Saudi Arabian Oil Co. | 133379 | 1237826 | 0.3% |
|  | Saudi Basic Industries Corp. | 69634 | 1635042 | 0.4% |
|  | Saudi Telecom Co. | 127633 | 1371263 | 0.3% |
|  | Other Securities |  | 17744710 | 4.1% |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | 25538368 | 6.0% |
|  SOUTH AFRICA — (4.6%) | SOUTH AFRICA — (4.6%) |  |  |  |
|  | Sasol Ltd. | 59057 | 992751 | 0.2% |
|  | Other Securities |  | 18745655 | 4.4% |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 19738406 | 4.6% |
|  SOUTH KOREA — (15.2%) | SOUTH KOREA — (15.2%) |  |  |  |
|  | Hyundai Motor Co. | 10521 | 1212424 | 0.3% |
|  | KB Financial Group, Inc. | 29343 | 987365 | 0.3% |
|  | Kia Corp. | 26819 | 1246300 | 0.3% |
|  | POSCO Holdings, Inc. | 7405 | 1290623 | 0.3% |
|  | Samsung Electronics Co. Ltd. | 262210 | 10913134 | 2.6% |
|  | Samsung Electronics Co. Ltd., GDR | 5450 | 5632575 | 1.4% |
|  | Shinhan Financial Group Co. Ltd. | 46251 | 1175541 | 0.3% |
|  | SK Hynix, Inc. | 60505 | 3502726 | 0.8% |
|  | Other Securities |  | 39357126 | 9.1% |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | 65317814 | 15.4% |
|  TAIWAN — (20.4%) | TAIWAN — (20.4%) |  |  |  |
|  | ASE Technology Holding Co. Ltd. | 391000 | 965437 | 0.2% |
|  | CTBC Financial Holding Co. Ltd. | 1750000 | 1105539 | 0.3% |
|  | Hon Hai Precision Industry Co. Ltd. | 485000 | 1540397 | 0.4% |
|  | MediaTek, Inc. | 122000 | 2223840 | 0.5% |
|  | Taiwan Semiconductor Manufacturing Co. Ltd. | 1544000 | 18562282 | 4.4% |

---

------

**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |<br>**Shares** |<br>**Value»** | **Percentage**<br>**of Net Assets‡** |
| TAIWAN — (Continued) |  |  |  |
| Other Securities |  | $63673583 | 14.9% |
| TOTAL TAIWAN |  | 88071078 | 20.7% |
| THAILAND — (3.3%) |  |  |  |
| PTT PCL | 1000500 | 946348 | 0.2% |
| Other Securities |  | 13291591 | 3.2% |
| TOTAL THAILAND |  | 14237939 | 3.4% |
| TURKEY — (1.4%) |  |  |  |
| Other Securities |  | 5854911 | 1.4% |
| UNITED ARAB EMIRATES — (1.9%) |  |  |  |
| Emirates Telecommunications Group Co. PJSC | 193788 | 1361953 | 0.3% |
| Other Securities |  | 6750905 | 1.6% |
| TOTAL UNITED ARAB EMIRATES |  | 8112858 | 1.9% |
| TOTAL COMMON STOCKS |  | 417504482 | 98.4% |
| PREFERRED STOCKS — (1.5%) |  |  |  |
| BRAZIL — (1.5%) |  |  |  |
| Itau Unibanco Holding SA | 229500 | 1350653 | 0.3% |
| Petroleo Brasileiro SA | 393214 | 2269230 | 0.6% |
| Other Securities |  | 2618132 | 0.6% |
| TOTAL BRAZIL |  | 6238015 | 1.5% |
| CHILE — (0.0%) |  |  |  |
| Other Securities |  | 160446 | 0.0% |
| COLOMBIA — (0.0%) |  |  |  |
| Other Securities |  | 50643 | 0.0% |
| TOTAL PREFERRED STOCKS. |  | 6449104 | 1.5% |
| RIGHTS/WARRANTS — (0.0%) |  |  |  |
| BRAZIL — (0.0%) |  |  |  |
| Other Securities |  | 1566 | 0.0% |
| INDIA — (0.0%) |  |  |  |
| Other Security |  | 3126 | 0.0% |
| INDONESIA — (0.0%) |  |  |  |
| Other Security |  | 179 | 0.0% |
| MALAYSIA — (0.0%) |  |  |  |
| Other Security |  | 1996 | 0.0% |
| SAUDI ARABIA — (0.0%) |  |  |  |
| Other Security |  | 5664 | 0.0% |
| SOUTH KOREA — (0.0%) |  |  |  |
| Other Securities |  | 4477 | 0.0% |

---

------

**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |<br>**Shares** |<br>**Value»** | **Percentage**<br>**of Net Assets‡** |
|  TAIWAN — (0.0%) | TAIWAN — (0.0%) |  |  |  |
|  | Other Securities |  | $5466 | 0.0% |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 22474 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $500,395,215) | TOTAL INVESTMENT SECURITIES<br>(Cost $500,395,215) |  | 423976060 |  |
|  |  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 574173 | 6638018 | 1.6% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $507,035,752) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $507,035,752) |  | $430614078 | 101.5% |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | $29003617 | $161884 |  | $29165501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile | 1017344 | 1882009 |  | 2899353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 654172 | 15830 |  | 670002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Czech Republic |  | 585166 |  | 585166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Egypt | 126476 |  |  | 126476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greece | 1253 | 1741047 |  | 1742300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 785146 |  | 785146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | 9276266 | 95072388 |  | 104348654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia | 107496 | 14066877 | $2782 | 14177155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 8961785 |  | 8961785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 12261527 |  |  | 12261527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Peru | 237093 |  |  | 237093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines | 120730 | 3992082 |  | 4112812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 3537189 |  | 3537189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 7022949 |  | 7022949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 24185 | 25514183 |  | 25538368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 2040160 | 17698246 |  | 19738406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea | 6281726 | 58994492 | 41596 | 65317814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 810599 | 87260479 |  | 88071078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 13768163 | 469776 |  | 14237939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 5854911 |  | 5854911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 8112858 |  | 8112858 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 6219649 | 18366 |  | 6238015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 160446 |  | 160446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 50643 |  |  | 50643 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil |  | 1566 |  | 1566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India |  | 3126 |  | 3126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 179 |  | 179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 1996 |  | 1996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia |  | 5664 |  | 5664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 4477 |  | 4477 |

---

------

**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | $5466 |  |  | $5466 |
|  Securities Lending Collateral |  | 6638018 |  |  | 6638018 |
|  TOTAL | $82001099 | $348568601 | $44378 | ^ | $430614078 |

---

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Large Cap**<br>**International**<br>**Portfolio\*** | **International**<br>**Core Equity**<br>**Portfolio\*** | **Global Small**<br>**Company**<br>**Portfolio** | **International**<br>**Small**<br>**Company**<br>**Portfolio** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value |  |  | $82880 | $9250230 |
|  Investment Securities at Value (including $271,051, $1,674,248, $0 and $0 of securities on loan, respectively) | $4736653 | $25829542 |  |  |
|  Temporary Cash Investments at Value & Cost |  |  |  | 60674 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $246,175, $1,477,224, $0 and $0, respectively) | 246081 | 1476616 |  |  |
|  Segregated Cash for Futures Contracts | 2630 | 12540 |  | 2820 |
|  Foreign Currencies at Value | 34338 | 194770 |  |  |
|  Cash | 5714 | 58431 | 51 |  |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 22789 | 115742 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 22495 | 124940 |  | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 208 | 1580 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 5574 | 18797 | 1 | 18258 |
|  Unrealized Gain on Foreign Currency Contracts | 8 |  |  |  |
|  Prepaid Expenses and Other Assets | 33 | 239 | 3 | 63 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 5076523 | 27833197 | 82935 | 9332217 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 249563 | 1565282 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  | 15669 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 4704 | 36527 |  | 9425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 560 | 4344 | 10 | 1934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 727 | 1771 |  | 398 |
|  Unrealized Loss on Foreign Currency Contracts | 7 |  |  |  |
|  Accrued Expenses and Other Liabilities | 284 | 1398 | 5 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 255845 | 1624991 | 15 | 12122 |
|  **NET ASSETS** | $4820678 | $26208206 | $82920 | $9320095 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares - based on net assets of $4,820,678; $26,208,206; $82,920 and $9,320,095 and shares outstanding of 228,945,808, 2,144,659,375, 6,620,977 and 585,184,804, respectively | $**21.06** | $**12.22** | $**12.52** | $**15.93** |
|  NUMBER OF SHARES AUTHORIZED | 1500000000 | 7000000000 | 100000000 | 3000000000 |
|  Investments in Affiliated Investment Companies at Cost | $— | $— | $79350 | N/A |
|  Investment Securities at Cost | $4069492 | $25579747 | N/A | N/A |
|  Foreign Currencies at Cost | $34350 | $197143 | $— | $— |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $4638134 | $27030210 | $80078 | $10058928 |
|  Total Distributable Earnings (Loss) | 182544 | (822004) | 2842 | (738833) |
|  **NET ASSETS** | $4820678 | $26208206 | $82920 | $9320095 |

---

------

\* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Japanese Small**<br>**Company**<br>**Portfolio** | **Asia Pacific**<br>**Small**<br>**Company**<br>**Portfolio** | **United**<br>**Kingdom Small**<br>**Company**<br>**Portfolio** | **Continental**<br>**Small**<br>**Company**<br>**Portfolio** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value | $267617 | $230258 | $18406 | $616480 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold |  |  |  | 15 |
|  Prepaid Expenses and Other Assets | 9 | 8 | 8 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 267626 | 230266 | 18414 | 616504 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed |  |  | 6 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 56 | 49 | 7 | 125 |
|  Accrued Expenses and Other Liabilities | 19 | 15 | 3 | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 75 | 64 | 16 | 181 |
|  **NET ASSETS** | $267551 | $230202 | $18398 | $616323 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares — based on net assets of $267,551; $230,202; $18,398 and $616,323 and shares outstanding of 14,318,191, 13,233,989, 925,079 and 25,955,141, respectively | $**18.69** | $**17.39** | $**19.89** | $**23.75** |
|  NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1000000000 | 1000000000 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $284996 | $283447 | $25349 | $667576 |
|  Total Distributable Earnings (Loss) | (17445) | (53245) | (6951) | (51253) |
|  **NET ASSETS** | $267551 | $230202 | $18398 | $616323 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br>**International**<br>**Real Estate**<br>**Securities**<br>**Portfolio\*** | **DFA Global**<br>**Real Estate**<br>**Securities**<br>**Portfolio\*** | **DFA**<br>**International**<br>**Small Cap**<br>**Value Portfolio\*** | **International**<br>**Vector Equity**<br>**Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value |  | $3036868 |  |  |
|  Investment Securities at Value (including $278,311, $189,598, $355,881 and $193,585 of securities on loan, respectively) | $4375092 | 4788337 | $9478103 | $2848525 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $260,057, $194,392, $279,355 and $159,496, respectively) | 259980 | 194324 | 279235 | 159430 |
|  Segregated Cash for Futures Contracts | 2130 | 1720 | 6798 | 900 |
|  Foreign Currencies at Value | 35964 |  | 92939 | 3314 |
|  Cash | 10399 | 44231 | 24751 | 20867 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 39092 | 13536 | 17417 | 6569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 21545 | 3323 | 60938 | 14708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 285 | 53 | 348 | 213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 11321 | 16303 | 9704 | 4690 |
|  Prepaid Expenses and Other Assets | 14 | 65 | 75 | 75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 4755822 | 8098760 | 9970308 | 3059291 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 299241 | 207964 | 294176 | 165207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  | 11647 |  | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 2569 | 6679 | 6032 | 9629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 877 | 779 | 3137 | 714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 794 | 243 | 1312 | 470 |
|  Accrued Expenses and Other Liabilities | 193 | 375 | 951 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 303674 | 227687 | 305608 | 176360 |
|  **NET ASSETS** | $4452148 | $7871073 | $9664700 | $2882931 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares — based on net assets of $4,452,148; $7,871,073; $9,664,700 and $2,882,931 and shares outstanding of 1,317,084,678, 798,063,859, 575,085,885 and 270,161,942, respectively | $**3.38** | $**9.86** | $**16.81** | $**10.67** |
|  NUMBER OF SHARES AUTHORIZED | 4000000000 | 3000000000 | 4600000000 | 1500000000 |
|  Investments in Affiliated Investment Companies at Cost | $— | $3904561 | $— | $— |
|  Investment Securities at Cost | $5316255 | $4359991 | $10024140 | $2790322 |
|  Foreign Currencies at Cost | $36138 | $— | $91827 | $3304 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $6452281 | $8122995 | $10331070 | $2852170 |
|  Total Distributable Earnings (Loss) | (2000133) | (251922) | (666370) | 30761 |
|  **NET ASSETS** | $4452148 | $7871073 | $9664700 | $2882931 |

---

------

\* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **International<br>High Relative<br>Profitability<br>Portfolio\*** | **World ex U.S.<br>Value Portfolio** | **World ex U.S.<br>Core Equity<br>Portfolio\*** | **World ex U.S.<br>Targeted Value<br>Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value |  | $194049 |  |  |
|  Investment Securities at Value (including $118,618, $0, $205,779 and $4,638 of securities on loan, respectively) | $1600204 |  | $3085520 | $566199 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $113,856, $0, $167,369 and $1,600, respectively) | 113814 |  | 167297 | 1599 |
|  Segregated Cash for Futures Contracts |  |  | 1280 |  |
|  Foreign Currencies at Value | 1460 |  | 19235 | 409 |
|  Cash | 272 | 232 |  | 683 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 14747 |  | 19579 | 364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 6017 |  | 11497 | 2815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 82 |  | 236 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 1384 | 10 | 1950 | 710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 44 |  |  |  |
|  Unrealized Gain on Foreign Currency Contracts |  |  | 3 |  |
|  Prepaid Expenses and Other Assets | 21 | 16 | 14 | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 1738045 | 194307 | 3306611 | 572815 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 128519 |  | 175641 | 1876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  |  | 95 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 2434 | 19 | 954 | 2415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 337 | 22 | 654 | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation |  |  | 363 |  |
|  Unrealized Loss on Foreign Currency Contracts |  |  | 1 |  |
|  Deferred Taxes Payable |  |  | 6517 | 676 |
|  Accrued Expenses and Other Liabilities | 121 | 7 | 326 | 95 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 131411 | 48 | 184551 | 5258 |
|  **NET ASSETS** | $1606634 | $194259 | $3122060 | $567557 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares — based on net assets of $1,606,634; $194,259; $3,122,060 and $567,557 and shares outstanding of 158,787,777, 19,167,782, 301,635,921 and 51,502,884, respectively | $**10.12** | $**10.14** | $**10.35** | $**11.02** |
|  NUMBER OF SHARES AUTHORIZED | 500000000 | 1000000000 | 1500000000 | 1000000000 |
|  Investments in Affiliated Investment Companies at Cost | $— | $194249 | $— | $— |
|  Investment Securities at Cost | $1645167 | N/A | $3168684 | $652274 |
|  Foreign Currencies at Cost | $1468 | $— | $19871 | $394 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $1707462 | $204707 | $3250371 | $665983 |
|  Total Distributable Earnings (Loss) | (100828) | (10448) | (128311) | (98426) |
|  **NET ASSETS** | $1606634 | $194259 | $3122060 | $567557 |

---

------

\* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **World Core<br>Equity**<br>**Portfolio** | **Selectively<br>Hedged Global<br>Equity**<br>**Portfolio** | **Emerging<br>Markets**<br>**Portfolio** | **Emerging<br>Markets Small<br>Cap Portfolio** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value | $949652 | $267492 | $3941855 | $3511978 |
|  Segregated Cash for Futures Contracts |  | 170 |  |  |
|  Cash |  | 2999 |  |  |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities/Affiliated Investment Companies Sold | 743 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 516 | 17 | 7231 | 3878 |
|  Unrealized Gain on Forward Currency Contracts |  | 483 |  |  |
|  Prepaid Expenses and Other Assets | 8 | 18 | 49 | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 950920 | 271179 | 3949135 | 3515886 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Custodian | 50 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 1787 | 46 | 9508 | 2829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 36 | 10 | 638 | 979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation |  | 24 |  |  |
|  Unrealized Loss on Forward Currency Contracts |  | 379 |  |  |
|  Accrued Expenses and Other Liabilities | 30 | 12 | 208 | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 1903 | 471 | 10354 | 3977 |
|  **NET ASSETS** | $949017 | $270708 | $3938781 | $3511909 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares — based on net assets of $949,017; $270,708; $3,938,781 and $3,511,909 and shares outstanding of 52,015,659, 14,966,292, 172,920,833 and 187,198,138, respectively | $**18.24** | $**18.09** | $**22.78** | $**18.76** |
|  NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1500000000 | 1500000000 |
|  Investments in Affiliated Investment Companies at Cost | $755680 | $185731 | N/A | N/A |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $770696 | $170614 | $3097945 | $3681224 |
|  Total Distributable Earnings (Loss) | 178321 | 100094 | 840836 | (169315) |
|  **NET ASSETS** | $949017 | $270708 | $3938781 | $3511909 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Emerging<br>Markets Value<br>Portfolio** | **Emerging<br>Markets Core<br>Equity**<br>**Portfolio\*** | **Emerging<br>Markets Targeted<br>Value Portfolio\*** | **Emerging<br>Markets ex China Core**<br>**Equity Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value | $9618713 |  |  |  |
|  Investment Securities at Value (including $0, $1,050,726, $3,524 and $6,684 of securities on loan, respectively) |  | $20895182 | $191425 | $423976 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $0, $424,582, $1,667 and $6,641, respectively) |  | 424406 | 1666 | 6638 |
|  Segregated Cash for Futures Contracts |  | 9420 |  |  |
|  Foreign Currencies at Value |  | 170221 | 501 | 936 |
|  Cash |  | 29782 |  | 1557 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities/Affiliated Investment Companies Sold |  | 37153 | 1162 | 281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest |  | 24426 | 175 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income |  | 3213 | 13 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 17320 | 48382 | 444 | 1096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due from Advisor |  |  |  | 76 |
|  Unrealized Gain on Foreign Currency Contracts |  |  |  | 1 |
|  Deferred Offering Costs |  |  |  | 4 |
|  Prepaid Expenses and Other Assets | 71 | 174 | 19 | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 9636104 | 21642359 | 195405 | 434975 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Custodian |  |  | 8 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned |  | 436254 | 1691 | 6829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities/Affiliated Investment Companies Purchased |  | 6762 | 85 | 1330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 20166 | 69671 | 1448 | 2275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 2344 | 6036 | 86 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Line of Credit |  |  | 916 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation |  | 1330 |  |  |
|  Unrealized Loss on Foreign Currency Contracts |  | 1 | 1 | 1 |
|  Deferred Taxes Payable |  | 150588 | 1201 |  |
|  Accrued Expenses and Other Liabilities | 513 | 3142 | 43 | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 23023 | 673784 | 5479 | 10528 |
|  **NET ASSETS** | $9613081 | $20968575 | $189926 | $424447 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Class R2 Shares — based on net assets of $12,956; $0; $0 and $0 and shares outstanding of 541,782, 0, 0 and 0, respectively | $**23.91** | **N/A** | **N/A** | **N/A** |
|  NUMBER OF SHARES AUTHORIZED | 200000000 | N/A | N/A | N/A |
|  Institutional Class Shares — based on net assets of $9,600,125; $20,968,575; $189,926 and $424,447 and shares outstanding of 398,774,576, 1,156,722,142, 20,443,999 and 54,695,607, respectively | $**24.08** | $**18.13** | $**9.29** | $**7.76** |
|  NUMBER OF SHARES AUTHORIZED | 3000000000 | 5000000000 | 500000000 | 500000000 |
|  Investment Securities at Cost | N/A | $19809571 | $204324 | $500395 |
|  Foreign Currencies at Cost | $— | $171829 | $529 | $936 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $11465637 | $22326559 | $198484 | $521039 |
|  Total Distributable Earnings (Loss) | (1852556) | (1357984) | (8558) | (96592) |
|  **NET ASSETS** | $9613081 | $20968575 | $189926 | $424447 |

---

------

\* See Note K in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Large Cap<br>International<br>Portfolio<sup>#</sup>** | **International<br>Core Equity<br>Portfolio<sup>#</sup>** | **Global Small**<br>**Company**<br>**Portfolio\*** | **International<br>Small<br>Company<br>Portfolio\*** |
|  **Investment Income** |  |  |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $0, $0, $118 and $32,864, respectively) |  |  | $1111 | $351462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending |  |  | 66 | 11450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies |  |  | (59) | (13461) |
|  Income Distributions Received from Affiliated Investment Companies |  |  | 562 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies |  |  | 1680 | 349451 |
|  **Fund Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $16,759, $96,986, $0 and $0, respectively) | $180893 | $1071227 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 1993 | 17140 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Investment Income | 182886 | 1088367 |  |  |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 7664 | 62092 | 332 | 30411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 766 | 4813 | 17 | 1604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 486 | 3126 | 3 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 70 | 378 | 22 | 216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 113 | 685 | 7 | 584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 25 | 137 | 2 | 46 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 124 | 695 | 1 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) |  |  | 2 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 203 | 1066 | 3 | 203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 9451 | 72992 | 389 | 33164 |
|  Fees Waived, Expenses Reimbursed by Advisor (Note C) |  |  | 205 |  |
|  Fees Paid Indirectly (Note C) | 197 | 624 | 1 |  |
|  Net Expenses | 9254 | 72368 | 183 | 33164 |
|  **Net Investment Income (Loss)** | 173632 | 1015999 | 1497 | 316287 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities |  |  | 3071 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | (72788) | 425701 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (41) | (333) | (1418) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*\* |  |  | (2875) | 164767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (12682) | (44185) | 34 | (19889) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (5948) | (47812) |  |  |
|  Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (1377779) | (9090912) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (125) | (769) | (7951) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  | (8701) | (3930327) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (202) | (3107) |  | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (977) | (7919) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (1470542) | (8769336) | (17840) | (3785178) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(1296910) | $(7753337) | $(16343) | $(3468891) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $22 and $0, respectively. 

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

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Japanese Small<br>Company<br>Portfolio\*** | **Asia Pacific<br>Small<br>Company<br>Portfolio\*** | **United<br>Kingdom Small<br>Company<br>Portfolio\*** | **Continental<br>Small<br>Company<br>Portfolio\*** |
|  **Investment Income** |  |  |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $928, $150, $6 and $3,259, respectively) | $8375 | $13262 | $1155 | $22414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 173 | 864 | 2 | 846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies | (384) | (400) | (31) | (963) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies | 8164 | 13726 | 1126 | 22297 |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 1184 | 1191 | 104 | 2836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 51 | 52 | 7 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 20 | 20 | 15 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 9 | 8 | 4 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 2 | 2 |  | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 4 | 5 |  | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) |  |  | 27 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 3 | 5 | 2 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 1273 | 1283 | 159 | 3013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 321 | 324 | 36 | 770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 952 | 959 | 123 | 2243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 7212 | 12767 | 1003 | 20054 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*\* | 12397 | 14514 | (2989) | (26021) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (107385) | (124402) | (9155) | (261540) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (94988) | (109888) | (12144) | (287561) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(87776) | $(97121) | $(11141) | $(267507) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively. 

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

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA<br>International<br>Real Estate<br>Securities<br>Portfolio<sup>#</sup>** | **DFA Global<br>Real Estate<br>Securities<br>Portfolio<sup>#</sup>** | **DFA**<br>**International<br>Small Cap<br>Value Portfolio<sup>#</sup>** | **International<br>Vector Equity<br>Portfolio<sup>#</sup>** |
|  **Investment Income** |  |  |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
|  Income Distributions Received from Affiliated Investment Companies |  | $286842 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies |  | 286842 |  |  |
|  **Fund Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $26,518, $0, $38,277 and $11,032, respectively) | $211565 | 123483 | $405509 | $115262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 2682 | 172 | 3973 | 2307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Investment Income | 214247 | 123655 | 409482 | 117569 |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 13090 | 19216 | 47060 | 10613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 393 | 1581 | 1593 | 600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 698 | 42 | 2368 | 522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 43 | 147 | 152 | 81 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 61 | 346 | 185 | 84 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 24 | 64 | 50 | 17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 91 | 115 | 285 | 72 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) |  | 68 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 145 | 131 | 400 | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 14545 | 21710 | 52093 | 12113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) |  | 8559 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) | 211 | 30 | 101 | 107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 14334 | 13121 | 51992 | 12006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 199913 | 397376 | 357490 | 105563 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities |  | 8517 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | (97218) | 71264 | 16007 | (2689) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (101) | 196468 | 9 | (9) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (4273) | 174 | (36186) | (3680) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (5807) |  | (19023) | (5208) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (1783196) | (1350594) | (2899988) | (921097) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (106) | (1630271) | (167) | (86) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 171 | 1144 | (1079) | (387) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (1176) |  | (2550) | (575) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (1891706) | (2703298) | (2942977) | (933731) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(1691793) | $(2305922) | $(2585487) | $(828168) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **International<br>High Relative<br>Profitability<br>Portfolio<sup>#</sup>** | **World ex U.S.**<br>**Value Portfolio\*** | **World ex U.S.<br>Core Equity<br>Portfolio<sup>#</sup>** | **World ex U.S.<br>Targeted Value<br>Portfolio<sup>#</sup>** |
|  **Investment Income** |  |  |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $0, $972, $0 and $0, respectively) |  | $9534 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending |  | 129 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies |  | (416) |  |  |
|  Income Distributions Received from Affiliated Investment Companies |  | 807 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies |  | 10054 |  |  |
|  **Fund Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $5,664, $0, $13,158 and $2,745, respectively) | $68642 |  | $126791 | $24077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 685 |  | 2677 | 197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Investment Income | 69327 |  | 129468 | 24274 |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 5033 | 815 | 9126 | 2895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 370 | 8 | 584 | 156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 208 | 25 | 835 | 376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 60 | 23 | 47 | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 137 | 10 | 65 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 24 | 1 | 27 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 42 | 4 | 136 | 52 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 90 | 5 | 171 | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 5964 | 891 | 10991 | 3624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) |  | 447 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) | 19 |  | 34 | 21 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 5945 | 444 | 10957 | 3603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 63382 | 9610 | 118511 | 20671 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities |  | 195 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | (55920) |  | 77983 | (12143) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (25) | 636 | (24) | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*\* |  | (201) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 291 | (44) | (3864) | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (936) |  | (4896) | (839) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (536106) |  | (1093022) | (177379) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (47) | (6125) | (95) | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  | (42768) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  |  | (167) | (46) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (283) |  | (568) | 71 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (593026) | (48307) | (1024653) | (190164) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(529644) | $(38697) | $(906142) | $(169493) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $75, $223 and $429, respectively. 

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

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **World Core<br>Equity<br>Portfolio** | **Selectively<br>Hedged Global<br>Equity<br>Portfolio** | **Emerging<br>Markets<br>Portfolio\*** | **Emerging<br>Markets Small<br>Cap Portfolio\*** |
|  **Investment Income** |  |  |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $0, $0, $21,119 and $17,151, respectively) |  | $12 | $171152 | $124897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending |  |  | 4373 | 16543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies |  |  | (7914) | (11593) |
|  Income Distributions Received from Affiliated Investment Companies | $23655 | 7067 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies | 23655 | 7079 | 167611 | 129847 |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 2274 | 732 | 14892 | 23202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 156 | 58 | 664 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 2 | 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 25 | 23 | 110 | 51 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 28 | 11 | 173 | 48 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 8 | 2 | 22 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 10 | 1 | 67 | 54 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) | 34 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 16 | 5 | 55 | 35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 2553 | 833 | 15983 | 23878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 1860 | 608 | 5136 | 8926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) |  | 2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 693 | 223 | 10847 | 14952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 22962 | 6856 | 156764 | 114895 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Affiliated Investment Companies | 16695 | 6687 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (8828) | 3300 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*\* |  |  | 17009 | 98361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (6) | (251) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | 11432 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (213117) | (71420) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  | (1618027) | (1298644) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | (234) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | (243) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (205256) | (50729) | (1601018) | (1200283) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(182294) | $(43873) | $(1444254) | $(1085388) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $4,859 and $9,037, respectively. 

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

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Emerging<br>Markets Value<br>Portfolio\*** | **Emerging<br>Markets Core<br>Equity<br>Portfolio<sup>#</sup>** | **Emerging<br>Markets Targeted<br>Value Portfolio<sup>#</sup>** | **Emerging<br>Markets ex China Core<br>Equity Portfolio**ʊ**#** |
|  **Investment Income** |  |  |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $62,596, $0, $0 and $0,respectively) | $571745 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest | 312 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 12239 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies | (17755) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies | 566541 |  |  |  |
|  **Fund Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $0, $109,966, $996 and $1,862,respectively) |  | $952313 | $6904 | $12546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending |  | 38970 | 185 | 58 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Investment Income |  | 991283 | 7089 | 12604 |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 46138 | 87610 | 1092 | 1146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 1056 | 3691 | 45 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees |  | 13276 | 138 | 438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholder Servicing Fees |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | 34 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 140 | 314 | 29 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 152 | 780 | 23 | 21 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 59 | 123 | 2 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 139 | 493 | 38 | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Organizational & Offering Costs |  |  |  | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 78 | 1554 | 11 | 57 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 47796 | 107841 | 1378 | 1885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) |  |  |  | 384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | 14 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | 11796 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) |  | 150 | 10 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 35986 | 107691 | 1368 | 1488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 530555 | 883592 | 5721 | 11116 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* |  | 75499 | 5284 | (19163) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold |  | (37) | (1) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*\* | 351369 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | (37872) | (135) | (495) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions |  | (25138) | (127) | (256) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency |  | (8179321) | (60418) | (76418) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares |  | (254) | (1) | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (3262606) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | (2325) | (54) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts |  | (7) | 259 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (2911237) | (8169455) | (55193) | (96336) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(2380682) | $(7285863) | $(49472) | $(85220) |

---

------

\*\* Net of foreign capital gain taxes withheld of $11,422, $11,895, $349 and $6, respectively. 

ʊ The Portfolio commenced operations on November 15, 2021.

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

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Large Cap International<br>Portfolio** | **Large Cap International<br>Portfolio** | **International Core Equity<br>Portfolio** | **International Core Equity<br>Portfolio** | **Global Small Company<br>Portfolio\*\*\*** | **Global Small Company<br>Portfolio\*\*\*** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $173632 | $152804 | $1015999 | $828078 | $1497 | $1172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities |  |  |  |  | 3071 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | (72788) | 88328 | 425701 | 210041 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (41) | (10) | (333) | (21) | (1418) | 336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*,\*\* |  |  |  |  | (2875) | 2035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (12682) | 14606 | (44185) | 79338 | 34 | 35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (5948) | 515 | (47812) | 769 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (1377779) | 1375966 | (9090912) | 8427366 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (125) | (9) | (769) | (71) | (7951) | 14525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  |  |  | (8701) | 5844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (202) | 2380 | (3107) | 10863 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (977) | (315) | (7919) | (1813) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (1296910) | 1634265 | (7753337) | 9554550 | (16343) | 23947 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (180306) | (144492) | (1137900) | (761635) | (3556) | (727) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 1451460 | 711780 | 6677971 | 5674163 | 23030 | 44864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 166053 | 134111 | 1093925 | 732468 | 3556 | 727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (1351800) | (1003971) | (7302036) | (5535524) | (23398) | (12748) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 265713 | (158080) | 469860 | 871107 | 3188 | 32843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (1211503) | 1331693 | (8421377) | 9664022 | (16711) | 56063 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 6032181 | 4700488 | 34629583 | 24965561 | 99631 | 43568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $4820678 | $6032181 | $26208206 | $34629583 | $82920 | $99631 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 60402 | 26957 | 474529 | 365542 | 1720 | 3098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 7097 | 5054 | 80934 | 47003 | 241 | 58 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (56865) | (38575) | (529452) | (359922) | (1759) | (886) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 10634 | (6564) | 26011 | 52623 | 202 | 2270 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0 and $22, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0 and $5, respectively. 

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

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **International Small** | **International Small** | **Japanese Small** | **Japanese Small** | **Asia Pacific Small** | **Asia Pacific Small** |
|  | **Company Portfolio\*\*\*** | **Company Portfolio\*\*\*** | **Company Portfolio\*\*\*** | **Company Portfolio\*\*\*** | **Company Portfolio\*\*\*** | **Company Portfolio\*\*\*** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $316287 | $238915 | $7212 | $8010 | $12767 | $13100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*,\*\* | 164767 | 837220 | 12397 | 17921 | 14514 | 49285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (19889) | 26350 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (3930327) | 2927439 | (107385) | 31604 | (124402) | 75175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 271 | 3416 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (3468891) | 4033340 | (87776) | 57535 | (97121) | 137560 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (851167) | (220133) | (18487) | (10581) | (42269) | (12808) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 2335205 | 2604837 | 25594 | 19129 | 4042 | 13533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 834024 | 214868 | 18485 | 10580 | 42264 | 12805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (2994929) | (3315191) | (50102) | (163522) | (58204) | (148282) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 174300 | (495486) | (6023) | (133813) | (11898) | (121944) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (4145758) | 3317721 | (112286) | (86859) | (151288) | 2808 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 13465853 | 10148132 | 379837 | 466696 | 381490 | 378682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $9320095 | $13465853 | $267551 | $379837 | $230202 | $381490 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 123348 | 116406 | 1240 | 736 | 194 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 41490 | 10453 | 765 | 418 | 1874 | 559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (157815) | (151391) | (2408) | (6381) | (2997) | (5727) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 7023 | (24532) | (403) | (5227) | (929) | (4648) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0 and $0, respectively. 

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

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **United Kingdom Small<br>Company Portfolio\*\*\*** | **United Kingdom Small<br>Company Portfolio\*\*\*** | **Continental Small Company<br>Portfolio\*\*\*** | **Continental Small Company<br>Portfolio\*\*\*** | **DFA International Real<br>Estate Securities Portfolio** | **DFA International Real<br>Estate Securities Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $1003 | $658 | $20054 | $13506 | $199913 | $185202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* |  |  |  |  | (97218) | (56022) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold |  |  |  |  | (101) | (43) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*,\*\* | (2989) | 1117 | (26021) | 44052 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  |  |  |  | (4273) | 13260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions |  |  |  |  | (5807) | (485) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency |  |  |  |  | (1783196) | 1378475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares |  |  |  |  | (106) | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (9155) | 7530 | (261540) | 216160 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  |  |  |  | 171 | 3086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts |  |  |  |  | (1176) | (414) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (11141) | 9305 | (267507) | 273718 | (1691793) | 1523057 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (1908) | (589) | (37480) | (13461) | (447007) |  |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 2169 | 26424 | 69996 | 76760 | 1001675 | 714047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 1908 | 588 | 37477 | 13460 | 444430 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (16763) | (8462) | (53922) | (20462) | (842621) | (896488) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (12686) | 18550 | 53551 | 69758 | 603484 | (182441) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (25735) | 27266 | (251436) | 330015 | (1535316) | 1340616 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 44133 | 16867 | 867759 | 537744 | 5987464 | 4646848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $18398 | $44133 | $616323 | $867759 | $4452148 | $5987464 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 97 | 855 | 2142 | 2229 | 242147 | 148690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 71 | 20 | 1270 | 418 | 96826 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (634) | (274) | (2058) | (622) | (209429) | (192731) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (466) | 601 | 1354 | 2025 | 129544 | (44041) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0 and $0, respectively. 

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

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Global Real Estate<br>Securities Portfolio** | **DFA Global Real Estate<br>Securities Portfolio** | **DFA International Small Cap<br>Value Portfolio** | **DFA International Small Cap<br>Value Portfolio** | **International Vector Equity<br>Portfolio** | **International Vector Equity<br>Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $397376 | $124365 | $357490 | $261889 | $105563 | $82679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities | 8517 | 1045 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | 71264 | 43747 | 16007 | 541397 | (2689) | 191536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 196468 | 60992 | 9 | (1) | (9) | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 174 | 1671 | (36186) | 26234 | (3680) | (437) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions |  |  | (19023) | 1071 | (5208) | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (1350594) | 1755986 | (2899988) | 3392048 | (921097) | 860557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (1630271) | 1097358 | (167) | (25) | (86) | (8) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 1144 |  | (1079) | 9695 | (387) | 826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts |  |  | (2550) | (1012) | (575) | (279) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (2305922) | 3085164 | (2585487) | 4231296 | (828168) | 1134916 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (480433) | (186953) | (516572) | (258254) | (187309) | (74200) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 2104042 | 2211113 | 2106642 | 1538249 | 877531 | 397948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 461594 | 179038 | 455244 | 226985 | 186180 | 73824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (2445794) | (1976601) | (2579838) | (2841493) | (882093) | (538557) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 119842 | 413550 | (17952) | (1076259) | 181618 | (66785) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (2666513) | 3311761 | (3120011) | 2896783 | (833859) | 993931 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 10537586 | 7225825 | 12784711 | 9887928 | 3716790 | 2722859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $7871073 | $10537586 | $9664700 | $12784711 | $2882931 | $3716790 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 180469 | 189077 | 109457 | 74227 | 73372 | 29258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 35644 | 16811 | 23531 | 11757 | 14949 | 5458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (210655) | (168470) | (135322) | (140273) | (74366) | (39764) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 5458 | 37418 | (2334) | (54289) | 13955 | (5048) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **International High Relative<br>Profitability Portfolio** | **International High Relative<br>Profitability Portfolio** | **World ex U.S.Value<br>Portfolio\*\*\*** | **World ex U.S.Value<br>Portfolio\*\*\*** | **World ex U.S. Core Equity<br>Portfolio** | **World ex U.S. Core Equity<br>Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $63382 | $45392 | $9610 | $9084 | $118511 | $98566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities |  |  | 195 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | (55920) | 43197 |  |  | 77983 | 21498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (25) | (6) | 636 | 252 | (24) | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*,\*\* |  |  | (201) | 8125 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 291 | 2062 | (44) |  | (3864) | 8882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (936) | (81) |  |  | (4896) | (357) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (536106) | 399054 |  |  | (1093022) | 991909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (47) | (2) | (6125) | 7908 | (95) | (6) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  | (42768) | 68735 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | 145 |  |  | (167) | 1632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (283) | (61) |  |  | (568) | (210) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (529644) | 489700 | (38697) | 94104 | (906142) | 1121912 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (79006) | (43180) | (10666) | (8755) | (119142) | (98429) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 699881 | 559296 | 40039 | 60323 | 732628 | 608060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 77582 | 42393 | 10666 | 8749 | 118577 | 97865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (745903) | (339830) | (115749) | (52670) | (793027) | (850479) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 31560 | 261859 | (65044) | 16402 | 58178 | (144554) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (577090) | 708379 | (114407) | 101751 | (967106) | 878929 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 2183724 | 1475345 | 308666 | 206915 | 4089166 | 3210237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $1606634 | $2183724 | $194259 | $308666 | $3122060 | $4089166 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 57992 | 42975 | 3535 | 4967 | 60965 | 45421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 6680 | 3204 | 952 | 723 | 10302 | 7267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (64934) | (25822) | (9687) | (4335) | (65101) | (64633) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (262) | 20357 | (5200) | 1355 | 6166 | (11945) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $75 and $223, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $84 and $16, respectively. 

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

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **World ex U.S. Targeted<br>Value Portfolio** | **World ex U.S. Targeted<br>Value Portfolio** | **World Core Equity**<br>**Portfolio** | **World Core Equity**<br>**Portfolio** | **Selectively Hedged<br>Global Equity Portfolio** | **Selectively Hedged<br>Global Equity Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $20671 | $15690 | $22962 | $16261 | $6856 | $5395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities |  |  | 16695 |  | 6687 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | (12143) | 42367 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (1) |  | (8828) | 10552 | 3300 | 15611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 174 | 81 | (6) | (18) | (251) | 1247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (839) | (148) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  |  |  |  | 11432 | 694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (177379) | 161265 |  |  |  | (19) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (1) | 1 | (213117) | 283947 | (71420) | 88688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (46) | 46 |  |  | (234) | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 71 | (40) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  |  |  |  | (243) | 121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (169493) | 219262 | (182294) | 310742 | (43873) | 111933 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (56676) | (13862) | (31168) | (16210) | (21529) | (6934) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 303674 | 137451 | 287694 | 205873 | 39834 | 40778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions. | 56609 | 13840 | 30117 | 15000 | 21408 | 6900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (340881) | (90425) | (244046) | (196293) | (73839) | (92479) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 19402 | 60866 | 73765 | 24580 | (12597) | (44801) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (206767) | 266266 | (139697) | 319112 | (77999) | 60198 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 774324 | 508058 | 1088714 | 769602 | 348707 | 288509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $567557 | $774324 | $949017 | $1088714 | $270708 | $348707 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 24012 | 9413 | 14000 | 9724 | 2058 | 2016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 4258 | 921 | 1512 | 711 | 1017 | 372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (27420) | (6235) | (11765) | (9418) | (3709) | (4584) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 850 | 4099 | 3747 | 1017 | (634) | (2196) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $429, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $341, $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets<br>Portfolio\*\*\*** | **Emerging Markets<br>Portfolio\*\*\*** | **Emerging Markets Small Cap<br>Portfolio\*\*\*** | **Emerging Markets Small Cap<br>Portfolio\*\*\*** | **Emerging Markets Value<br>Portfolio\*\*\*** | **Emerging Markets Value<br>Portfolio\*\*\*** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $156764 | $140092 | $114895 | $114098 | $530555 | $420462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*,\*\* | 17009 | 398700 | 98361 | 592687 | 351369 | 675824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (1618027) | 691616 | (1298644) | 923652 | (3262606) | 3251339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (1444254) | 1230408 | (1085388) | 1630437 | (2380682) | 4347625 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares |  |  |  |  | (643) | (349) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (372779) | (122695) | (329169) | (128503) | (558273) | (381943) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (372779) | (122695) | (329169) | (128503) | (558916) | (382292) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 1486746 | 1466367 | 598832 | 453465 | 1872666 | 1803325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 359767 | 118246 | 308292 | 120830 | 536547 | 368413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (2315886) | (2119497) | (1096582) | (1840038) | (3128244) | (5474850) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (469373) | (534884) | (189458) | (1265743) | (719031) | (3303112) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (2286406) | 572829 | (1604015) | 236191 | (3658629) | 662221 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 6225187 | 5652358 | 5115924 | 4879733 | 13271710 | 12609489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $3938781 | $6225187 | $3511909 | $5115924 | $9613081 | $13271710 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 53138 | 43254 | 26598 | 18380 | 64891 | 58117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 12564 | 3525 | 13241 | 5119 | 19778 | 12138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (81119) | (62966) | (49181) | (75078) | (106929) | (175638) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (15417) | (16187) | (9342) | (51579) | (22260) | (105383) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $4,859, $9,037 and $11,422, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $49, $2,304 and $11,984, respectively. 

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

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Core Equity<br>Portfolio** | **Emerging Markets Core Equity<br>Portfolio** | **Emerging Markets Targeted<br>Value Portfolio** | **Emerging Markets Targeted<br>Value Portfolio** | **Emerging Markets ex China Core<br>Equity Portfolio** |
|  |<br>**Year**<br>**Ended**<br>**Oct 31,**<br>**2022** |<br>**Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |<br>**Year**<br>**Ended**<br>**Oct 31,**<br>**2022** |<br>**Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Period**<br>**Nov 15,**<br>**2021** ʊ<br>**to**<br>**Oct 31,**<br>**2022** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |
|  Operations: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $883592 | $670994 | $5721 | $5084 | $11116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | 75499 | 544729 | 5284 | 17753 | (19163) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (37) | (14) | (1) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (37872) | 67395 | (135) | 348 | (495) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (25138) | (15240) | (127) | (82) | (256) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (8179321) | 5134175 | (60418) | 42862 | (76418) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (254) | (32) | (1) |  | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (2325) | 15950 | (54) | 67 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (7) | 100 | 259 | 2 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (7285863) | 6418057 | (49472) | 66034 | (85220) |
|  Distributions: |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (942726) | (590306) | (22133) | (4500) | (10224) |
|  Capital Share Transactions (1): |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 7057849 | 4891169 | 87606 | 53547 | 729801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 895345 | 560095 | 21501 | 4385 | 9316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (7911399) | (6904346) | (82497) | (54708) | (219226) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 41795 | (1453082) | 26610 | 3224 | 519891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (8186794) | 4374669 | (44995) | 64758 | 424447 |
|  **Net Assets** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 29155369 | 24780700 | 234921 | 170163 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $20968575 | $29155369 | $189926 | $234921 | $424447 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 315242 | 191908 | 8132 | 4233 | 79414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 43699 | 22111 | 1847 | 389 | 1143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (361196) | (273309) | (7430) | (4246) | (25861) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (2255) | (59290) | 2549 | 376 | 54696 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $11,895, $349 and $6, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $257, $239 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Large Cap International Portfolio** | **Large Cap International Portfolio** | **Large Cap International Portfolio** | **Large Cap International Portfolio** | **Large Cap International Portfolio** | **International Core Equity Portfolio** | **International Core Equity Portfolio** | **International Core Equity Portfolio** | **International Core Equity Portfolio** | **International Core Equity Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $27.63 | $20.90 | $22.78 | $21.29 | $23.52 | $16.35 | $12.08 | $13.19 | $12.65 | $14.23 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.78 | 0.70 | 0.49 | 0.70 | 0.66 | 0.47 | 0.40 | 0.28 | 0.41 | 0.38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (6.54) | 6.70 | (1.87) | 1.47 | (2.25) | (4.07) | 4.24 | (1.11) | 0.53 | (1.60) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (5.76) | 7.40 | (1.38) | 2.17 | (1.59) | (3.60) | 4.64 | (0.83) | 0.94 | (1.22) |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.81) | (0.67) | (0.50) | (0.68) | (0.64) | (0.53) | (0.37) | (0.28) | (0.40) | (0.36) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.81) | (0.67) | (0.50) | (0.68) | (0.64) | (0.53) | (0.37) | (0.28) | (0.40) | (0.36) |
|  Net Asset Value, End of Year | $21.06 | $27.63 | $20.90 | $22.78 | $21.29 | $12.22 | $16.35 | $12.08 | $13.19 | $12.65 |
|  Total Return | (21.12%) | 35.55% | (6.05%) | 10.38% | (6.97%) | (22.29%) | 38.56% | (6.32%) | 7.67% | (8.79%) |
|  Net Assets, End of Year (thousands) | $4820678 | $6032181 | $4700488 | $5356475 | $4587406 | $26208206 | $34629583 | $24965561 | $30559427 | $27174589 |
|  Ratio of Expenses to Average Net Assets | 0.17% | 0.19% | 0.22% | 0.23% | 0.23% | 0.24% | 0.25% | 0.30% | 0.29% | 0.30% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.17% | 0.19% | 0.23% | 0.24% | 0.23% | 0.24% | 0.25% | 0.30% | 0.31% | 0.30% |
|  Ratio of Net Investment Income to Average Net Assets | 3.17% | 2.65% | 2.31% | 3.22% | 2.78% | 3.27% | 2.56% | 2.24% | 3.21% | 2.67% |
|  Portfolio Turnover Rate | 9% | 14% | 19% | 7% | 8% | 11% | 8% | 4% | 6% | 4% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Global Small Company Portfolio** | **Global Small Company Portfolio** | **Global Small Company Portfolio** | **Global Small Company Portfolio** | **Global Small Company Portfolio** | **International Small Company Portfolio** | **International Small Company Portfolio** | **International Small Company Portfolio** | **International Small Company Portfolio** | **International Small Company Portfolio** |
|  | **Year**<br>**Ended** <br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $15.52 | $10.50 | $11.07 | $10.73 | $11.53 | $23.29 | $16.84 | $18.21 | $18.46 | $21.52 |
|  I<u>ncome from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.23 | 0.22 | 0.15 | 0.18 | 0.19 | 0.54 | 0.41 | 0.33 | 0.43 | 0.46 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (2.68) | 4.97 | (0.55) | 0.27 | (0.75) | (6.44) | 6.42 | (0.93) | 0.58 | (2.41) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (2.45) | 5.19 | (0.40) | 0.45 | (0.56) | (5.90) | 6.83 | (0.60) | 1.01 | (1.95) |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.25) | (0.17) | (0.17) | (0.11) | (0.17) | (0.67) | (0.38) | (0.37) | (0.44) | (0.44) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.30) |  |  |  | (0.07) | (0.79) |  | (0.40) | (0.82) | (0.67) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.55) | (0.17) | (0.17) | (0.11) | (0.24) | (1.46) | (0.38) | (0.77) | (1.26) | (1.11) |
|  Net Asset Value, End of Year. | $12.52 | $15.52 | $10.50 | $11.07 | $10.73 | $15.93 | $23.29 | $16.84 | $18.21 | $18.46 |
|  Total Return | (16.32%) | 49.81% | (3.75%) | 4.29% | (5.02%) | (26.55%) | 40.83% | (3.64%) | 6.44% | (9.54%) |
|  Net Assets, End of Year (thousands) | $82920 | $99631 | $43568 | $41286 | $31380 | $9320095 | $13465853 | $10148132 | $12750110 | $12656204 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.44% | 0.47% | 0.47% | 0.49% | 0.49% | 0.41% | 0.46% | 0.53% | 0.54% | 0.53% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) \*(B) | 0.66% | 0.71% | 0.85% | 0.93% | 0.90% | 0.41% | 0.46% | 0.53% | 0.54% | 0.53% |
|  Ratio of Net Investment Income to Average Net Assets | 1.66% | 1.49% | 1.50% | 1.69% | 1.58% | 2.79% | 1.90% | 1.96% | 2.44% | 2.18% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.22% | 0.24% | 0.27% | 0.27% | 0.26% | 0.12% | 0.12% | 0.12% | 0.12% | 0.12% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Japanese Small Company Portfolio** | **Japanese Small Company Portfolio** | **Japanese Small Company Portfolio** | **Japanese Small Company Portfolio** | **Japanese Small Company Portfolio** | **Asia Pacific Small Company Portfolio** | **Asia Pacific Small Company Portfolio** | **Asia Pacific Small Company Portfolio** | **Asia Pacific Small Company Portfolio** | **Asia Pacific Small Company Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $25.80 | $23.39 | $24.89 | $25.70 | $28.56 | $26.94 | $20.13 | $21.11 | $20.83 | $23.71 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.48 | 0.44 | 0.40 | 0.45 | 0.43 | 0.84 | 0.75 | 0.75 | 0.77 | 0.84 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (6.33) | 2.51 | (0.91) | 0.37 | (2.59) | (7.40) | 6.74 | (0.77) | 0.19 | (2.76) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (5.85) | 2.95 | (0.51) | 0.82 | (2.16) | (6.56) | 7.49 | (0.02) | 0.96 | (1.92) |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.53) | (0.54) | (0.61) | (0.28) | (0.70) | (1.07) | (0.68) | (0.96) | (0.68) | (0.96) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.73) |  | (0.38) | (1.35) |  | (1.92) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.26) | (0.54) | (0.99) | (1.63) | (0.70) | (2.99) | (0.68) | (0.96) | (0.68) | (0.96) |
|  Net Asset Value, End of Year | $18.69 | $25.80 | $23.39 | $24.89 | $25.70 | $17.39 | $26.94 | $20.13 | $21.11 | $20.83 |
|  Total Return | (23.79%) | 12.66% | (2.32%) | 4.01% | (7.82%) | (26.90%) | 37.81% | (0.23%) | 4.81% | (8.51%) |
|  Net Assets, End of Year (thousands) | $267551 | $379837 | $466696 | $640068 | $622650 | $230202 | $381490 | $378682 | $340649 | $346335 |
|  Ratio of Expenses to Average Net Assets (C) | 0.42% | 0.47% | 0.54% | 0.55% | 0.53% | 0.42% | 0.48% | 0.54% | 0.57% | 0.54% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (C) | 0.52% | 0.57% | 0.64% | 0.65% | 0.63% | 0.52% | 0.58% | 0.64% | 0.67% | 0.64% |
|  Ratio of Net Investment Income to Average Net Assets | 2.24% | 1.69% | 1.74% | 1.91% | 1.49% | 3.95% | 3.01% | 3.92% | 3.65% | 3.57% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **United Kingdom Small Company Portfolio** | **United Kingdom Small Company Portfolio** | **United Kingdom Small Company Portfolio** | **United Kingdom Small Company Portfolio** | **United Kingdom Small Company Portfolio** | **Continental Small Company Portfolio** | **Continental Small Company Portfolio** | **Continental Small Company Portfolio** | **Continental Small Company Portfolio** | **Continental Small Company Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended**<br>**Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** | **Year<br>Ended**<br>**Oct 31,<br>2022** | **Year<br>Ended**<br>**Oct 31,<br>2021** | **Year<br>Ended**<br>**Oct 31,<br>2020** | **Year<br>Ended**<br>**Oct 31,<br>2019** | **Year<br>Ended**<br>**Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $31.72 | $21.35 | $27.85 | $26.95 | $32.67 | $35.27 | $23.82 | $24.84 | $24.37 | $28.24 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.94 | 0.58 | 0.43 | 0.76 | 0.85 | 0.76 | 0.57 | 0.40 | 0.55 | 0.61 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (11.25) | 10.31 | (4.00) | 1.68 | (3.65) | (10.80) | 11.45 | (1.04) | 1.23 | (3.68) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (10.31) | 10.89 | (3.57) | 2.44 | (2.80) | (10.04) | 12.02 | (0.64) | 1.78 | (3.07) |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.97) | (0.52) | (0.68) | (0.47) | (0.79) | (0.80) | (0.57) | (0.38) | (0.51) | (0.59) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.55) |  | (2.25) | (1.07) | (2.13) | (0.68) |  |  | (0.80) | (0.21) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.52) | (0.52) | (2.93) | (1.54) | (2.92) | (1.48) | (0.57) | (0.38) | (1.31) | (0.80) |
|  Net Asset Value, End of Year | $19.89 | $31.72 | $21.35 | $27.85 | $26.95 | $23.75 | $35.27 | $23.82 | $24.84 | $24.37 |
|  Total Return | (33.62%) | 51.31% | (15.27%) | 10.14% | (9.34%) | (29.26%) | 50.70% | (2.63%) | 7.94% | (11.14%) |
|  Net Assets, End of Year (thousands) | $18398 | $44133 | $16867 | $26540 | $36351 | $616323 | $867759 | $537744 | $657105 | $645651 |
|  Ratio of Expenses to Average Net Assets (C) | 0.56% | 0.59% | 0.59% | 0.59% | 0.58% | 0.42% | 0.47% | 0.54% | 0.56% | 0.54% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (C) | 0.66% | 0.74% | 0.86% | 0.82% | 0.68% | 0.52% | 0.57% | 0.64% | 0.66% | 0.64% |
|  Ratio of Net Investment Income to Average Net Assets | 3.62% | 1.88% | 1.89% | 2.92% | 2.75% | 2.61% | 1.76% | 1.68% | 2.30% | 2.16% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA International Real Estate Securities Portfolio** | **DFA International Real Estate Securities Portfolio** | **DFA International Real Estate Securities Portfolio** | **DFA International Real Estate Securities Portfolio** | **DFA International Real Estate Securities Portfolio** | **DFA Global Real Estate Securities Portfolio** | **DFA Global Real Estate Securities Portfolio** | **DFA Global Real Estate Securities Portfolio** | **DFA Global Real Estate Securities Portfolio** | **DFA Global Real Estate Securities Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $5.04 | $3.77 | $5.61 | $4.85 | $5.07 | $13.29 | $9.57 | $12.71 | $10.71 | $10.90 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.15 | 0.16 | 0.15 | 0.20 | 0.22 | 0.49 | 0.16 | 0.68 | 0.34 | 0.48 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (1.44) | 1.11 | (1.35) | 0.83 | (0.22) | (3.32) | 3.80 | (3.00) | 2.16 | (0.26) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (1.29) | 1.27 | (1.20) | 1.03 |  | (2.83) | 3.96 | (2.32) | 2.50 | 0.22 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.37) |  | (0.64) | (0.27) | (0.22) | (0.48) | (0.20) | (0.70) | (0.50) | (0.34) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  |  |  |  | (0.12) | (0.04) | (0.12) | (— | (0.07) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.37) |  | (0.64) | (0.27) | (0.22) | (0.60) | (0.24) | (0.82) | (0.50) | (0.41) |
|  Net Asset Value, End of Year | $3.38 | $5.04 | $3.77 | $5.61 | $4.85 | $9.86 | $13.29 | $9.57 | $12.71 | $10.71 |
|  Total Return | (27.50%) | 33.69% | (23.98%) | 22.54% | (0.24%) | (22.34 %) | 42.08% | (19.28 %) | 24.55 | 1.91% |
|  Net Assets, End of Year (thousands) | $4452148 | $5987464 | $4646848 | $6297963 | $5442507 | $7871073 | $10537586 | $7225825 | $9269011 | $7475924 |
|  Ratio of Expenses to Average Net Assets \* | 0.27% | 0.27% | 0.26% | 0.27% | 0.28% | 0.24 %(B) | 0.24 %(B) | 0.24 %(B) | 0.24 | 0.24 %(B) |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reimbursed by Advisor and Fees Paid Indirectly) \* | 0.27% | 0.27% | 0.27% | 0.28% | 0.28% | 0.33 %(B) | 0.34 %(B) | 0.34 %(B) | 0.35 | 0.35 %(B) |
|  Ratio of Net Investment Income to Average Net Assets | 3.67% | 3.29% | 3.61% | 4.01% | 4.27% | 4.14% | 1.33% | 6.44% | 2.95 | 4.42% |
|  Portfolio Turnover Rate | 6% | 8% | 12% | 8% | 5% | 1% | 1% | 0% | 0 | 3% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund feesand expenses incurred by the Portfolio indirectly as a result of Portfolio'sinvestment in Underlying Funds as follows: | N/A | N/A | N/A | N/A | N/A | 0.10% | 0.11% | 0.12% | 0.13 | 0.13% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA International Small Cap Value Portfolio** | **DFA International Small Cap Value Portfolio** | **DFA International Small Cap Value Portfolio** | **DFA International Small Cap Value Portfolio** | **DFA International Small Cap Value Portfolio** | **International Vector Equity Portfolio** | **International Vector Equity Portfolio** | **International Vector Equity Portfolio** | **International Vector Equity Portfolio** | **International Vector Equity Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $22.14 | $15.65 | $18.58 | $19.24 | $23.51 | $14.51 | $10.42 | $11.62 | $11.74 | $13.33 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.61 | 0.44 | 0.33 | 0.45 | 0.47 | 0.40 | 0.32 | 0.23 | 0.33 | 0.32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (5.05) | 6.48 | (2.65) | (0.01) | (3.44) | (3.52) | 4.06 | (1.20) | 0.24 | (1.56) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (4.44) | 6.92 | (2.32) | 0.44 | (2.97) | (3.12) | 4.38 | (0.97) | 0.57 | (1.24) |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.73) | (0.43) | (0.32) | (0.48) | (0.56) | (0.45) | (0.29) | (0.23) | (0.34) | (0.30) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.16) |  | (0.29) | (0.62) | (0.74) | (0.27) |  |  | (0.35) | (0.05) |
|  Total Distributions | (0.89) | (0.43) | (0.61) | (1.10) | (1.30) | (0.72) | (0.29) | (0.23) | (0.69) | (0.35) |
|  Net Asset Value, End of Year | $16.81 | $22.14 | $15.65 | $18.58 | $19.24 | $10.67 | $14.51 | $10.42 | $11.62 | $11.74 |
|  Total Return | (20.53%) | 44.61% | (13.03%) | 2.94% | (13.37%) | (22.16%) | 42.24% | (8.41%) | 5.49% | (9.52%) |
|  Net Assets, End of Year (thousands) | $9664700 | $12784711 | $9887928 | $13428084 | $13787695 | $2882931 | $3716790 | $2722859 | $2578134 | $2441217 |
|  Ratio of Expenses to Average Net Assets | 0.46% | 0.53% | 0.65% | 0.68% | 0.68% | 0.36% | 0.42% | 0.47% | 0.50% | 0.48% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.46% | 0.53% | 0.66% | 0.69% | 0.68% | 0.36% | 0.42% | 0.48% | 0.50% | 0.48% |
|  Ratio of Net Investment Income to Average Net Assets | 3.13% | 2.13% | 2.02% | 2.48% | 2.10% | 3.16% | 2.35% | 2.20% | 2.94% | 2.40% |
|  Portfolio Turnover Rate | 24% | 15% | 14% | 18% | 23% | 17% | 15% | 18% | 17% | 12% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **International High Relative Profitability Portfolio** | **International High Relative Profitability Portfolio** | **International High Relative Profitability Portfolio** | **International High Relative Profitability Portfolio** | **International High Relative Profitability Portfolio** | **World Ex U.S. Value Portfolio** | **World Ex U.S. Value Portfolio** | **World Ex U.S. Value Portfolio** | **World Ex U.S. Value Portfolio** | **World Ex U.S. Value Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year<br>Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year<br>Ended**<br>**Oct 31,**<br>**2022** | **Year<br>Ended**<br>**Oct 31,**<br>**2021** | **Year<br>Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $13.73 | $10.64 | $10.74 | $9.71 | $10.68 | $12.67 | $8.99 | $10.97 | $11.16 | $12.71 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.38 | 0.30 | 0.21 | 0.27 | 0.26 | 0.47 | 0.38 | 0.25 | 0.35 | 0.34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (3.51) | 3.08 | (0.13) | 1.00 | (1.01) | (2.49) | 3.66 | (1.96) | 0.04 | (1.48) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (3.13) | 3.38 | 0.08 | 1.27 | (0.75) | (2.02) | 4.04 | (1.71) | 0.39 | (1.14) |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.37) | (0.29) | (0.18) | (0.24) | (0.22) | (0.51) | (0.36) | (0.27) | (0.35) | (0.41) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.11) |  |  |  |  |  |  |  | (0.23) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.48) | (0.29) | (0.18) | (0.24) | (0.22) | (0.51) | (0.36) | (0.27) | (0.58) | (0.41) |
|  Net Asset Value, End of Year | $10.12 | $13.73 | $10.64 | $10.74 | $9.71 | $10.14 | $12.67 | $8.99 | $10.97 | $11.16 |
|  Total Return | (23.22%) | 31.85% | 0.80% | 13.19% | (7.20%) | (16.23 %) | 45.23% | (15.76 %) | 3.75% | (9.22 %) |
|  Net Assets, End of Year (thousands) | $1606634 | $2183724 | $1475345 | $658448 | $266868 | $194259 | $308666 | $206915 | $302369 | $240668 |
|  Ratio of Expenses to Average Net Assets\* | 0.30% | 0.30% | 0.30% | 0.33% | 0.35% | 0.40 %(B) | 0.44 %(B) | 0.50 %(B) | 0.54 %(B) | 0.52 %(B) |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by |  |  |  |  |  |  |  |  |  |  |
|  Advisor and Fees Paid Indirectly) \* | 0.30% | 0.30% | 0.31% | 0.34% | 0.35% | 0.59 %(B) | 0.64 %(B) | 0.71 %(B) | 0.76 %(B) | 0.74 %(B) |
|  Ratio of Net Investment Income to Average Net Assets | 3.15% | 2.30% | 1.97% | 2.69% | 2.41% | 4.02% | 3.14% | 2.56% | 3.25% | 2.72% |
|  Portfolio Turnover Rate | 22% | 15% | 15% | 9% | 9% | N/A | N/A | N/A | N/A | N/A |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:. | N/A | N/A | N/A | N/A | N/A | 0.19% | 0.20% | 0.23% | 0.24% | 0.24% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **World Ex U.S. Core Equity Portfolio** | **World Ex U.S. Core Equity Portfolio** | **World Ex U.S. Core Equity Portfolio** | **World Ex U.S. Core Equity Portfolio** | **World Ex U.S. Core Equity Portfolio** | **World Ex U.S. Targeted Value Portfolio** | **World Ex U.S. Targeted Value Portfolio** | **World Ex U.S. Targeted Value Portfolio** | **World Ex U.S. Targeted Value Portfolio** | **World Ex U.S. Targeted Value Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,<br>2020** | **Year<br>Ended**<br>**Oct 31,**<br>**2019** | **Year<br>Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year. | $13.84 | $10.44 | $11.17 | $10.65 | $12.15 | $15.29 | $10.91 | $12.45 | $12.52 | $15.06 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.40 | 0.33 | 0.24 | 0.33 | 0.31 | 0.39 | 0.32 | 0.23 | 0.32 | 0.31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (3.48) | 3.40 | (0.74) | 0.56 | (1.52) | (3.55) | 4.34 | (1.45) | 0.26 | (2.29) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (3.08) | 3.73 | (0.50) | 0.89 | (1.21) | (3.16) | 4.66 | (1.22) | 0.58 | (1.98) |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.41) | (0.33) | (0.23) | (0.32) | (0.29) | (0.39) | (0.28) | (0.21) | (0.29) | (0.30) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  |  | (0.05) |  | (0.72) |  | (0.11) | (0.36) | (0.26) |
|  Total Distributions | (0.41) | (0.33) | (0.23) | (0.37) | (0.29) | (1.11) | (0.28) | (0.32) | (0.65) | (0.56) |
|  Net Asset Value, End of Year | $10.35 | $13.84 | $10.44 | $11.17 | $10.65 | $11.02 | $15.29 | $10.91 | $12.45 | $12.52 |
|  Total Return | (22.55%) | 35.87% | (4.42%) | 8.64% | (10.22%) | (21.77%) | 42.81% | (9.96%) | 4.99% | (13.56%) |
|  Net Assets, End of Year (thousands) | $3122060 | $4089166 | $3210237 | $3719313 | $3129791 | $567557 | $774324 | $508058 | $533046 | $460155 |
|  Ratio of Expenses to Average Net Assets | 0.30% | 0.32% | 0.35% | 0.37% | 0.39% | 0.52% | 0.55% | 0.64% | 0.68% | 0.66% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.30% | 0.32% | 0.36% | 0.38% | 0.37% | 0.52% | 0.55% | 0.64% | 0.69% | 0.66% |
|  Ratio of Net Investment Income to Average Net Assets | 3.25% | 2.49% | 2.26% | 3.02% | 2.56% | 2.98% | 2.20% | 2.02% | 2.58% | 2.08% |
|  Portfolio Turnover Rate | 12% | 6% | 13% | 8% | 4% | 35% | 28% | 22% | 27% | 24% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **World Core Equity Portfolio** | **World Core Equity Portfolio** | **World Core Equity Portfolio** | **World Core Equity Portfolio** | **World Core Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** | **Year**<br>**Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year. | $22.56 | $16.29 | $16.42 | $15.40 | $16.06 | $22.35 | $16.21 | $16.54 | $15.71 | $16.52 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.45 | 0.34 | 0.29 | 0.35 | 0.31 | 0.44 | 0.33 | 0.28 | 0.35 | 0.31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (4.15) | 6.27 | (0.10) | 1.13 | (0.64) | (3.29) | 6.21 | (0.18) | 1.12 | (0.66) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (3.70) | 6.61 | 0.19 | 1.48 | (0.33) | (2.85) | 6.54 | 0.10 | 1.47 | (0.35) |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.45) | (0.34) | (0.29) | (0.35) | (0.30) | (0.44) | (0.20) | (0.43) | (0.44) | (0.27) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.17) |  | (0.03) | (0.11) | (0.03) | (0.97) | (0.20) |  | (0.20) | (0.19) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.62) | (0.34) | (0.32) | (0.46) | (0.33) | (1.41) | (0.40) | (0.43) | (0.64) | (0.46) |
|  Net Asset Value, End of Year | $18.24 | $22.56 | $16.29 | $16.42 | $15.40 | $18.09 | $22.35 | $16.21 | $16.54 | $15.71 |
|  Total Return | (16.62%) | 40.75% | 1.25% | 9.94% | (2.16%) | (13.65%) | 40.81% | 0.47% | 10.10% | (2.28%) |
|  Net Assets, End of Year (thousands) | $949017 | $1088714 | $769602 | $879553 | $741512 | $270708 | $348707 | $288509 | $375832 | $403195 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.27% | 0.28% | 0.32% | 0.33% | 0.35% | 0.31% | 0.32% | 0.36% | 0.37% | 0.34% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) \*(B) | 0.45% | 0.46% | 0.56% | 0.60% | 0.59% | 0.51% | 0.53% | 0.61% | 0.63% | 0.60% |
|  Ratio of Net Investment Income to Average Net Assets | 2.22% | 1.64% | 1.81% | 2.23% | 1.89% | 2.25% | 1.60% | 1.78% | 2.25% | 1.87% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.20% | 0.22% | 0.25% | 0.27% | 0.27% | 0.24% | 0.25% | 0.28% | 0.30% | 0.29% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Portfolio** | **Emerging Markets Portfolio** | **Emerging Markets Portfolio** | **Emerging Markets Portfolio** | **Emerging Markets Portfolio** | **Emerging Markets Small Cap Portfolio** | **Emerging Markets Small Cap Portfolio** | **Emerging Markets Small Cap Portfolio** | **Emerging Markets Small Cap Portfolio** | **Emerging Markets Small Cap Portfolio** |
|  | **Year Ended<br>Oct 31,<br>2022** | **Year Ended<br>Oct 31,<br>2021** | **Year Ended<br>Oct 31,<br>2020** | **Year Ended<br>Oct 31,<br>2019** | **Year Ended<br>Oct 31,<br>2018** | **Year Ended<br>Oct 31,<br>2022** | **Year Ended<br>Oct 31,<br>2021** | **Year Ended<br>Oct 31,<br>2020** | **Year Ended<br>Oct 31,<br>2019** | **Year Ended<br>Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $33.05 | $27.64 | $27.56 | $25.46 | $29.55 | $26.03 | $19.67 | $20.07 | $18.72 | $23.49 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.88 | 0.74 | 0.55 | 0.73 | 0.61 | 0.59 | 0.52 | 0.41 | 0.48 | 0.53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (9.07) | 5.32 | 0.07 | 2.05 | (4.14) | (6.16) | 6.41 | (0.24) | 1.87 | (4.22) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (8.19) | 6.06 | 0.62 | 2.78 | (3.53) | (5.57) | 6.93 | 0.17 | 2.35 | (3.69) |
| <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.91) | (0.65) | (0.54) | (0.68) | (0.56) | (1.00) | (0.57) | (0.44) | (0.46) | (0.53) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (1.17) |  |  |  |  | (0.70) |  | (0.13) | (0.54) | (0.55) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (2.08) | (0.65) | (0.54) | (0.68) | (0.56) | (1.70) | (0.57) | (0.57) | (1.00) | (1.08) |
|  Net Asset Value, End of Year | $22.78 | $33.05 | $27.64 | $27.56 | $25.46 | $18.76 | $26.03 | $19.67 | $20.07 | $18.72 |
|  Total Return | (25.94%) | 21.91% | 2.36% | 11.06% | (12.14%) | (22.57%) | 35.51% | 0.81% | 12.96% | (16.45%) |
|  Net Assets, End of Year (thousands) | $3938781 | $6225187 | $5652358 | $5968318 | $5394188 | $3511909 | $5115924 | $4879733 | $6423859 | $6304406 |
|  Ratio of Expenses to Average Net Assets (C) | 0.36% | 0.39% | 0.44% | 0.48% | 0.47% | 0.59% | 0.63% | 0.69% | 0.72% | 0.70% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (C) | 0.46% | 0.49% | 0.54% | 0.58% | 0.57% | 0.79% | 0.83% | 0.89% | 0.92% | 0.90% |
|  Ratio of Net Investment Income to Average Net Assets | 3.05% | 2.19% | 2.07% | 2.70% | 2.08% | 2.57% | 2.10% | 2.20% | 2.44% | 2.31% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Value Portfolio-Class R2 Shares** | **Emerging Markets Value Portfolio-Class R2 Shares** | **Emerging Markets Value Portfolio-Class R2 Shares** | **Emerging Markets Value Portfolio-Class R2 Shares** | **Emerging Markets Value Portfolio-Class R2 Shares** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $31.28 | $23.78 | $27.16 | $26.64 | $30.13 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 1.26 | 0.82 | 0.59 | 0.63 | 0.63 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (7.31) | 7.45 | (3.27) | 0.56 | (3.48) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (6.05) | 8.27 | (2.68) | 1.19 | (2.85) |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (1.32) | (0.77) | (0.70) | (0.67) | (0.64) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.32) | (0.77) | (0.70) | (0.67) | (0.64) |
|  Net Asset Value, End of Year | $23.91 | $31.28 | $23.78 | $27.16 | $26.64 |
|  Total Return | (19.74%) | 34.91% | (9.98%) | 4.57% | (9.66%) |
|  Net Assets, End of Year (thousands) | $12956 | $13709 | $12587 | $29146 | $25150 |
|  Ratio of Expenses to Average Net Assets (C) | 0.69% | 0.74% | 0.77% | 0.81% | 0.80% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (C) | 0.79% | 0.84% | 0.87% | 0.91% | 0.90% |
|  Ratio of Net Investment Income to Average Net Assets | 4.34% | 2.68% | 2.41% | 2.29% | 2.07% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Value Portfolio-Institutional Class Shares** | **Emerging Markets Value Portfolio-Institutional Class Shares** | **Emerging Markets Value Portfolio-Institutional Class Shares** | **Emerging Markets Value Portfolio-Institutional Class Shares** | **Emerging Markets Value Portfolio-Institutional Class Shares** |
|  | **Year**<br>**Ended**<br>**Oct 31,<br>2022** | **Year**<br>**Ended**<br>**Oct 31,<br>2021** | **Year**<br>**Ended**<br>**Oct 31,<br>2020** | **Year**<br>**Ended**<br>**Oct 31,<br>2019** | **Year**<br>**Ended**<br>**Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $31.48 | $23.93 | $27.34 | $26.81 | $30.32 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 1.32 | 0.90 | 0.71 | 0.70 | 0.73 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (7.34) | 7.50 | (3.35) | 0.57 | (3.53) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (6.02) | 8.40 | (2.64) | 1.27 | (2.80) |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (1.39) | (0.85) | (0.77) | (0.74) | (0.71) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.39) | (0.85) | (0.77) | (0.74) | (0.71) |
|  Net Asset Value, End of Year | $24.08 | $31.48 | $23.93 | $27.34 | $26.81 |
|  Total Return | (19.51%) | 35.24% | (9.75%) | 4.83% | (9.45%) |
|  Net Assets, End of Year (thousands) | $9600125 | $13258001 | $12596902 | $17161936 | $16431410 |
|  Ratio of Expenses to Average Net Assets (C) | 0.45% | 0.49% | 0.52% | 0.56% | 0.54% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (C) | 0.55% | 0.59% | 0.62% | 0.66% | 0.64% |
|  Ratio of Net Investment Income to Average Net Assets | 4.49% | 2.92% | 2.87% | 2.54% | 2.37% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Core Equity Portfolio** | **Emerging Markets Core Equity Portfolio** | **Emerging Markets Core Equity Portfolio** | **Emerging Markets Core Equity Portfolio** | **Emerging Markets Core Equity Portfolio** | **Emerging Markets Targeted Value Portfolio** | **Emerging Markets Targeted Value Portfolio** | **Emerging Markets Targeted Value Portfolio** | **Emerging Markets Targeted Value Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Period<br>Nov 14,<br>2018** ʊ **to<br>Oct 31,<br>2019** |
|  Net Asset Value, Beginning of Period | $25.16 | $20.34 | $20.59 | $18.95 | $22.38 | $13.13 | $9.71 | $10.43 | $10.00 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.75 | 0.57 | 0.43 | 0.53 | 0.50 | 0.30 | 0.28 | 0.21 | 0.24 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (6.97) | 4.76 | (0.22) | 1.64 | (3.47) | (2.85) | 3.39 | (0.59) | 0.20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (6.22) | 5.33 | 0.21 | 2.17 | (2.97) | (2.55) | 3.67 | (0.38) | 0.44 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.81) | (0.51) | (0.46) | (0.53) | (0.46) | (0.42) | (0.23) | (0.23) | (0.01) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  |  |  |  | (0.87) | (0.02) | (0.11) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.81) | (0.51) | (0.46) | (0.53) | (0.46) | (1.29) | (0.25) | (0.34) | (0.01) |
|  Net Asset Value, End of Period | $18.13 | $25.16 | $20.34 | $20.59 | $18.95 | $9.29 | $13.13 | $9.71 | $10.43 |
|  Total Return | (25.06%) | 26.19% | 1.13% | 11.61% | (13.48%) | (21.40%) | 38.29% | (3.89%) | 4.38 %(D) |
|  Net Assets, End of Period (thousands) | $20968575 | $29155369 | $24780700 | $28622610 | $25372759 | $189926 | $234921 | $170163 | $114360 |
|  Ratio of Expenses to Average Net Assets | 0.40% | 0.42% | 0.49% | 0.52% | 0.52% | 0.66% | 0.72% | 0.84% | 0.85 %(E)(F) |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.40% | 0.42% | 0.50% | 0.53% | 0.52% | 0.66% | 0.72% | 0.87% | 0.95 %(E)(F) |
|  Ratio of Net Investment Income to Average Net Assets  | 3.33% | 2.26% | 2.19% | 2.62% | 2.25% | 2.72% | 2.19% | 2.26% | 2.30 %(E)(F) |
|  Portfolio Turnover Rate | 14% | 10% | 15% | 4% | 4% | 28% | 29% | 34% | 12 %(D) |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | |
|:---|:---|
|  | **Emerging<br>Markets Ex China Core<br>Equity Portfolio** |
|  | **Period**<br>**Nov 15,**<br>**2021** ʊ **to**<br>**Oct 31,**<br>**2022** |
|  Net Asset Value, Beginning of Period | $10.00 |
|  Income from Investment Operations (A) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (2.28) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (2.00) |
|  <u>Less Distributions:</u> |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.24) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.24) |
|  Net Asset Value, End of Period | $7.76 |
|  Total Return | (20.16 %)(D) |
|  Net Assets, End of Period (thousands) | $424447 |
|  Ratio of Expenses to Average Net Assets | 0.43 %(E) |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.54 %(E) |
|  Ratio of Net Investment Income to Average Net Assets | 3.20 %(E) |
|  Portfolio Turnover Rate | 41 %(D) |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and two operational portfolios, of which twenty-four (the "Portfolios") are included in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

Of the Portfolios, seven invest all of their assets in a corresponding series or fund (each such Portfolio, a "Feeder Fund"). Of the Feeder Funds, six invest all of their assets in a corresponding series of The DFA Investment Trust Company ("DFAITC") and one invests all of its assets in the Dimensional Emerging Markets Value Fund ("DEM") (each such series within DFAITC and DEM, a "Master Fund", treated as partnerships for federal income tax purposes). Six of the Portfolios generally allocate their assets among other funds managed by Dimensional Fund Advisors LP (each such Portfolio, a "Fund of Funds"). The Fund of Funds may also invest in affiliated and unaffiliated registered and unregistered money market funds. The International Small Company Portfolio invests in five Master Funds within DFAITC. The Global Small Company Portfolio invests in six Master Funds within DFAITC and one underlying fund within the Fund (each such underlying fund within the Fund, an "Underlying Fund"). The DFA Global Real Estate Securities Portfolio invests in two Underlying Funds within the Fund and directly in securities. The World ex U.S. Value Portfolio invests in three Master/Underlying Funds within the Fund, DFAITC, and DEM. The World Core Equity Portfolio and Selectively Hedged Global Equity Portfolio each invest in three Underlying Funds within the Fund. As of October 31, 2022, the following Portfolios were the owner of record of the following approximate percentages of the total outstanding shares of the following Master/Underlying Funds as detailed below:

---

| | | |
|:---|:---|:---|
| **Feeder Funds** | **Master/Underlying Funds** | **Percentage<br>Ownership<br>at 10/31/22** |
|  Japanese Small Company Portfolio | The Japanese Small Company Series | 11% |
|  Asia Pacific Small Company Portfolio | The Asia Pacific Small Company Series | 19% |
|  United Kingdom Small Company Portfolio | The United Kingdom Small Company Series | 2% |
|  Continental Small Company Portfolio | The Continental Small Company Series | 14% |
|  Emerging Markets Portfolio | The Emerging Markets Series | 99% |
|  Emerging Markets Small Cap Portfolio | The Emerging Markets Small Cap Series | 99% |
|  Emerging Markets Value Portfolio | Dimensional Emerging Markets Value Fund | 99% |

---

---

| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage<br>Ownership<br>at 10/31/22** |
|  International Small Company Portfolio | The Continental Small Company Series | 86% |
|  | The Japanese Small Company Series | 89% |
|  | The United Kingdom Small Company Series | 98% |
|  | The Asia Pacific Small Company Series | 81% |
|  | The Canadian Small Company Series | 97% |
|  Global Small Company Portfolio | U.S. Small Cap Portfolio |  |
|  | The Continental Small Company Series |  |
|  | The Japanese Small Company Series |  |
|  | The Asia Pacific Small Company Series |  |

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| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage<br>Ownership<br>at 10/31/22** |
|  | The Canadian Small Company Series |  |
|  | The Emerging Markets Small Cap Series |  |
|  | The United Kingdom Small Company Series |  |
|  DFA Global Real Estate Securities Portfolio<sup>\*</sup> | DFA Real Estate Securities Portfolio | 3% |
|  | DFA International Real Estate Securities Portfolio | 62% |
|  World ex U.S. Value Portfolio | Dimensional Emerging Markets Value Fund | 1% |
|  | DFA International Small Cap Value Portfolio |  |
|  | The DFA International Value Series | 1% |
|  World Core Equity Portfolio | U.S. Core Equity 1 Portfolio | 2% |
|  | International Core Equity Portfolio | 1% |
|  | Emerging Markets Core Equity Portfolio |  |
|  Selectively Hedged Global Equity Portfolio | U.S. Core Equity 2 Portfolio | 1% |
|  | International Core Equity Portfolio |  |
|  | Emerging Markets Core Equity Portfolio |  |

---

\* DFA Global Real Estate Securities Portfolio invests in two Underlying Funds as indicated and securities listed on its Summary Schedule of Investments.

To achieve its investment objective, each Feeder Fund and Fund of Funds invests substantially all of its assets in corresponding Master and/or Underlying Funds as indicated above. The DFA Global Real Estate Securities Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in securities of companies in the real estate industry. Each Feeder Fund and Fund of Funds also invests in short-term temporary cash investments and futures. In addition, each Fund of Funds may engage in forward currency contracts.

The financial statements of the Feeder Funds' Master Funds are included elsewhere in this report and should be read in conjunction with the financial statements of the Feeder Funds.

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities,
open-end investment companies, and futures contracts)

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

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

------

Securities held by Large Cap International Portfolio, International Core Equity Portfolio, DFA International Real Estate Securities Portfolio, DFA Global Real Estate Securities Portfolio, DFA International Small Cap Value Portfolio, International Vector Equity Portfolio, World ex U.S. Core Equity Portfolio, World ex U.S. Targeted Value Portfolio, Emerging Markets Core Equity Portfolio, International High Relative Profitability Portfolio, Emerging Markets Targeted Value Portfolio and Emerging Markets ex China Core Equity Portfolio (the "International Equity Portfolios"), including over-the-counter securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by 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 International Equity Portfolios value the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management 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). These securities are generally categorized as Level 1 in the hierarchy.

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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the International Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

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, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which 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 pricing of the International Equity Portfolios' 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 prices 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 calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, Dimensional Fund Advisors LP has 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 uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). 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 primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Debt securities held by the Portfolios are valued on the basis of evaluated 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 that 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. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

------

Listed derivatives, such as futures, that are actively traded are valued based on quoted prices from the exchange and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

Shares held by the Portfolios in other investment companies (such as the Master/Underlying Funds) are valued at their respective daily net asset values as reported by their administrator. The Feeder Funds', International Small Company Portfolio's, Global Small Company Portfolio's and World ex U.S. Value Portfolio's investments in series of either DFAITC or DEM reflect their proportionate interest in the net assets of such corresponding Master Fund(s). These valuations are classified as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. A valuation hierarchy table has been included at the end of the Summary Schedule of Portfolio Holdings/Schedule of Investments (except for the Feeder Funds). The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Foreign Currency Translation*: Securities and other assets and liabilities of the Portfolios whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. 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. The Portfolios also enter into forward currency contracts for the purpose of hedging against fluctuations in currency exchange rates. These contracts are marked-to-market daily based on daily forward exchange rates.

The International Equity Portfolios do not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized. However, the Selectively Hedged Global Equity Portfolio does isolate the effect of foreign currency rate fluctuations when determining the realized 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 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 of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Equity Portfolios and Selectively Hedged Global Equity Portfolio and the U.S. dollar equivalent amounts actually received or paid.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Deferred Compensation Plan*: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (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: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities and from the investment in affiliated investment companies that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

Class R2 Shares and Institutional Class Shares have equal rights to assets and earnings of a Portfolio. Income, gains and losses, and common expenses of a Portfolio are allocated to each class of shares based on its relative net assets. Each class will bear its own class-specific expenses, if any.

The Feeder Funds, International Small Company Portfolio, Global Small Company Portfolio, and World ex U.S. Value Portfolio recognize their pro-rata shares of net investment income and realized and unrealized gains/losses on a daily basis from their respective Master Fund(s) within DFAITC or DEM, which are treated as partnerships for federal income tax purposes.

The Portfolios may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers 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 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. Additionally, 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.

The Emerging Markets Portfolio, Emerging Markets Small Cap Portfolio, Emerging Markets Value Portfolio, World ex U.S. Core Portfolio, World ex U.S. Targeted Value Portfolio, Emerging Markets Core Equity Portfolio, Emerging Markets Targeted Value Portfolio and Emerging Markets ex China Core Equity Portfolio are subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

**C. Investment Advisor**:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolios. For the year ended October 31, 2022, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

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| | | |
|:---|:---|:---|
|  Large Cap International Portfolio | 0.14 | % |
|  International Core Equity Portfolio | 0.2 | % |
|  Global Small Company Portfolio | 0.37 | %<sup>\*</sup> |
|  International Small Company Portfolio | 0.27 | %<sup>\*</sup> |
|  Japanese Small Company Portfolio | 0.37 | %<sup>\*</sup> |
|  Asia Pacific Small Company Portfolio | 0.37 | %<sup>\*</sup> |
|  United Kingdom Small Company Portfolio | 0.37 | %<sup>\*</sup> |
|  Continental Small Company Portfolio | 0.37 | %<sup>\*</sup> |
|  DFA International Real Estate Securities Portfolio | 0.24 | % |

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| | | |
|:---|:---|:---|
|  DFA Global Real Estate Securities Portfolio | 0.2 | % |
|  DFA International Small Cap Value Portfolio | 0.41 | %\* |
|  International Vector Equity Portfolio | 0.32 | %\* |
|  International High Relative Profitability Portfolio | 0.25 | % |
|  World ex U.S. Value Portfolio | 0.34 | %\* |
|  World ex U.S. Core Equity Portfolio | 0.25 | % |
|  World ex U.S. Targeted Value Portfolio | 0.42 | %\* |
|  World Core Equity Portfolio | 0.22 | % |
|  Selectively Hedged Global Equity Portfolio | 0.24 | % |
|  Emerging Markets Portfolio | 0.29 | % |
|  Emerging Markets Small Cap Portfolio | 0.52 | % |
|  Emerging Markets Value Portfolio | 0.39 | %\* |
|  Emerging Markets Core Equity Portfolio | 0.33 | % |
|  Emerging Markets Targeted Value Portfolio | 0.52 | % |
|  Emerging Markets ex China Core Equity Portfolio | 0.33 | % |

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\* Effective as of February 28, 2022, the management fees payable by the following Portfolios were reduced as follows:

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| | | |
|:---|:---|:---|
| **Portfolio** | **Management Fee Prior to<br>February 28, 2022** | **Management Fee Effective<br>February 28, 2022** |
|  Global Small Company Portfolio | 0.40% | 0.35% |
|  International Small Company Portfolio | 0.30% | 0.25% |
|  Japanese Small Company Portfolio | 0.40% | 0.35% |
|  Asia Pacific Small Company Portfolio | 0.40% | 0.35% |
|  United Kingdom Small Company Portfolio | 0.40% | 0.35% |
|  Continental Small Company Portfolio | 0.40% | 0.35% |
|  DFA International Small Cap Value Portfolio | 0.45% | 0.39% |
|  International Vector Equity Portfolio | 0.35% | 0.30% |
|  World ex U.S. Value Portfolio | 0.37% | 0.32% |
|  World ex U.S. Targeted Value Portfolio | 0.45% | 0.40% |
|  Emerging Markets Value Portfolio | 0.41% | 0.38% |

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Pursuant to Amended and Restated Fee Waiver and/or Expense Assumption Agreements (each, a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for the non-Feeder Funds, and a portion of the Fee Waiver Agreement for certain Feeder Funds below, will remain in effect through February 28, 2023, may only be terminated by the Fund's Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. The Fee Waiver Agreement with respect to the total management fees paid by the Feeder Funds, as described in the notes below, will remain in effect permanently, unless terminated by a Feeder Fund. During the year ended October 31, 2022, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, and the Advisor recovered previously waived fees and/or assumed expenses (amounts in thousands), as listed below. The net amount of waived fees/expenses assumed (recovered previously waived fees/expenses assumed) during the year ended October 31, 2022, and the previously waived fees/expenses assumed subject to future recovery by the Advisor as of October 31, 2022, are also reflected below (amounts in thousands). At any time that the Portfolio Expenses (defined below) of a class of a Portfolio are less than the applicable Expense Limitation Amount/Total Management Fee Limit listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount/Total Management Fee Limit that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount/Total Management Fee Limit in place for the Portfolio. The Advisor, however, will not be reimbursed by a Feeder Portfolio in connection with its Permanent Fee Waiver. The Fund, on behalf of a Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the

------

Advisor more than thirty-six months before the date of recovery. With respect to the World ex U.S. Value Portfolio, World Core Equity Portfolio, World ex U.S. Targeted Value Portfolio and Selectively Hedged Global Equity Portfolio, the Advisor shall also not be reimbursed for any management fees previously waived to offset a Portfolio's proportionate share of the management fees paid by such Portfolio through its investment in other funds managed by the Advisor.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Institutional Class Shares** | **Expense<br>Limitation<br>Amount** | **Total<br>Management<br>Fee Limit** | **Recovery<br>of Previously<br>Waived Fees/**<br>**Expenses Assumed** | **Waived Fees/<br>Expenses<br>Assumed** | **Previously<br>Waived Fees/<br>ExpensesAssumed<br>Subject to Future<br>Recovery** |
|  Large Cap International Portfolio (1) | 0.24% |  |  |  |  |
|  International Core Equity Portfolio (1) | 0.30% |  |  |  |  |
|  Global Small Company Portfolio (2) | 0.42% |  | $2 | $205 | $581 |
|  International Small Company Portfolio (3) | 0.45% |  |  |  |  |
|  Japanese Small Company Portfolio (4) | 0.42% | 0.35% |  | 321 |  |
|  Asia Pacific Small Company Portfolio (4) | 0.42% | 0.35% |  | 324 |  |
|  United Kingdom Small Company Portfolio (4) | 0.42% | 0.35% | 27 | 36 | 23 |
|  Continental Small Company Portfolio (4) | 0.42% | 0.35% |  | 770 |  |
|  DFA International Real Estate Securities Portfolio (1) | 0.29% |  |  |  |  |
|  DFA Global Real Estate Securities Portfolio (5) | 0.24% |  | 68 | 8559 | 25717 |
|  International Vector Equity Portfolio (1) | 0.60% |  |  |  |  |
|  International High Relative Profitability Portfolio (2) | 0.35% |  |  |  |  |
|  World ex U.S. Value Portfolio (6) | 0.60% | 0.32% |  | 447 |  |
|  World ex U.S. Core Equity Portfolio (7) | 0.39% |  |  |  |  |
|  World ex U.S. Targeted Value Portfolio (8) | 0.80% | 0.40% |  |  |  |
|  World Core Equity Portfolio (9) | 0.27% | 0.22% | 34 | 1860 | 594 |
|  Selectively Hedged Global Equity Portfolio (10) | 0.40% | 0.24% |  | 608 |  |
|  Emerging Markets Portfolio (11) | 0.49% | 0.29% |  | 5136 |  |
|  Emerging Markets Small Cap Portfolio (12) |  | 0.52% |  | 8926 |  |
|  Emerging Markets Value Portfolio (12) |  | 0.38% |  | 11796 |  |
|  Emerging Markets Core Equity Portfolio (1) | 0.54% |  |  |  |  |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Institutional Class Shares** | **Expense<br>Limitation<br>Amount** | **Total<br>Management<br>Fee Limit** | **Recovery<br>of Previously<br>Waived Fees/<br>Expenses Assumed** | **Waived Fees/<br>Expenses<br>Assumed** | **Previously<br>Waived Fees/**<br>**Expenses Assumed<br>Subject to Future<br>Recovery** |
|  Emerging Markets Targeted Value Portfolio (2) | 0.85% |  |  |  |  |
|  Emerging Markets ex China Core Equity Portfolio (2) | 0.43% |  |  | $384 | $384 |
|  **<u>Class R2 Shares</u>** |  |  |  |  |  |
|  Emerging Markets Value Portfolio (13) | 0.96% | 0.38% |  | 14 |  |

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(1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume each
Portfolio's ordinary operating expenses (excluding the expenses a Portfolio incurs indirectly through investment in other investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of each
Portfolio to the rates listed above as a percentage of average net assets on an annualized basis (the "Expense Limitation Amount"). The Fee Waiver Agreement for the Large Cap International Portfolio became effective on January 1,
2017. (2) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary
operating expenses of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding money market funds, but excluding the expenses that the Portfolio incurs indirectly
through its investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets of a
class of the Portfolio on an annualized basis (the "Expense Limitation Amount"). Prior to February 28, 2022, the Expense Limitation Amount for the Global Small Company Portfolio was 0.47% of the average net assets of such class of the
Portfolio on an annualized basis.

(3) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the other
direct expenses of a class of the Portfolio (excluding expenses incurred through its investment in other investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to
the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

(4) Effective February 28, 2022, the Advisor has contractually agreed to permanently waive all or a portion of
the management fee of each Portfolio to the extent necessary to limit the total management fees paid to the Advisor by each Portfolio, including the proportionate share of the management fees a Portfolio pays indirectly through its investment in
other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in the Money Market Series, to 0.35% of the average net assets of a class of a Portfolio on an annualized basis (the
"Permanent Fee Waiver"). From February 28, 2021 to February 27, 2022, the Permanent Fee Waiver Limit was 0.40%. From February 28, 2020 to February 27, 2021, the Permanent Fee Waiver Limit was 0.47%. From July 21,
2015 to February 27, 2020, the Permanent Fee Waiver Limit was 0.50%. In addition to the Permanent Fee Waiver, the Advisor has contractually agreed to further waive all or a portion of its management fee and to assume the other direct expenses
of a class of each Portfolio (excluding expenses incurred through its investment in other investment companies managed by the Advisor) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of each class of a
Portfolio to the rates listed above as a percentage of the average net assets of each class of such Portfolios on an annualized basis (the "Expense Limitation Amount").

(5) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the expenses
of the Portfolio (including the expenses that the Portfolio bears as a shareholder of its Master/Underlying Funds but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the
Money Market Series and its investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of the Portfolio to the rate listed above as a percentage of the Portfolio's
average net assets on an annualized basis (the "Expense Limitation Amount").

(6) Effective February 28, 2022, the Advisor has contractually agreed to waive up to the full amount of the
Portfolio's management fee of 0.32% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in its Master/Underlying Funds, except for the fees paid through its investment of
securities lending cash collateral in the Money Market Series (the "Total Management Fee Limit"). From February 28, 2021 to February 27, 2022, the Total Management Fee Limit was 0.37%. From February 28, 2020 to
February 27, 2021, the Total Management Fee Limit was 0.43%. Prior to February 28, 2020, the Total Management Fee Limit was 0.47%. In addition, under the Fee Waiver Agreement, the Advisor also has agreed to waive all or a portion of the
management fee that remains payable by the Portfolio (i.e., the management fee remaining after the proportionate share of the Master/Underlying Funds' management fees have been offset (the "Remaining Management Fee")) to the extent
necessary to reduce the Portfolio's ordinary operating expenses (including expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through investment of its
securities lending cash collateral in the Money Market Series) ("Portfolio Expenses") to the rate listed above as a percentage of average net assets on an annualized basis (the "Expense Limitation Amount"). The maximum amount
that may be waived to limit Portfolio Expenses is the amount of the Remaining Management Fee.

(7) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the expenses
of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of its Master/ Underlying Funds but excluding the expenses that the Portfolio incurs indirectly through its investment of its securities lending cash
collateral in the Money Market Series and its investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a
percentage of average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

------

(8) Effective February 28, 2022, the Advisor has contractually agreed to waive up to the full amount of the
Portfolio's management fee of 0.40% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in other funds managed by the Advisor, except for the fees paid through its
investment of securities lending cash collateral in the Money Market Series (the "Total Management Fee Limit"). From February 28, 2021 to February 27, 2022, the Total Management Fee Limit was 0.45%. From February 28, 2020 to
February 27, 2021, the Total Management Fee Limit was 0.53%. Prior to February 28, 2020, the Total Management Fee Limit was 0.58%. In addition, under the Fee Waiver Agreement, the Advisor has also agreed to waive all or a portion of the
management fee and to assume the ordinary operating expenses of a class of the Portfolio (including expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through
investment of its securities lending cash collateral in the Money Market Series) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the
average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

(9) Effective February 28, 2021, the Advisor has contractually agreed to waive up to the full amount of the
Portfolio's management fee of 0.22% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in its Master/Underlying Funds, except for the fees paid through its investment of
securities lending cash collateral in the Money Market Series (including the Portfolio's proportionate share of any management fees that a Master/Underlying Fund paid through its investment in an affiliated cash management fund) (the
"Total Management Fee Limit"). From February 28, 2020 to February 27, 2021, the Total Management Fee Limit was 0.27%. Prior to February 28, 2020, the Total Management Fee Limit was 0.30%. In addition, under the Fee Waiver
Agreement, the Advisor has also agreed to assume the expenses of a class of the Portfolio to the extent necessary to reduce the ordinary operating expenses (including expenses incurred through its investment in other investment companies but
excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Money Market Series) ("Portfolio Expenses") of a class of the Portfolio so that such Portfolio Expenses do not
exceed the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount"). From February 28, 2019 to February 27, 2021, the Expense Limitation
Amount was 0.32% of the average net assets of such class of the Portfolio on an annualized basis. From June 27, 2014 to February 27, 2019, the Expense Limitation Amount was 0.35% of the average net assets of such class of the Portfolio on
an annualized basis.

(10) Effective February 28, 2021, the Advisor has contractually agreed to waive up to the full amount of the
Portfolio's management fee of 0.24% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in its Master/Underlying Funds, except for the fees paid through its investment of
securities lending cash collateral in the Money Market Series (the "Total Management Fee Limit"). From February 28, 2020 to February 27, 2021, the Total Management Fee Limit was 0.28%. Prior to February 28, 2020, the Total
Management Fee Limit was 0.30%. In addition, under the Fee Waiver Agreement, the Advisor has also agreed to waive all or a portion of the management fee and to assume the expenses of a class of the Portfolio to the extent necessary to reduce the
ordinary operating expenses (including expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Money
Market Series) ("Portfolio Expenses") of the Portfolio to the rate listed above as a percentage of average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

(11) Effective February 28, 2021, the Advisor has contractually agreed to permanently waive all or a portion of
the management fee of the Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, including the proportionate share of the management fees the Portfolio pays indirectly through its investment in
other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in the Money Market Series, to 0.29% of the average net assets of a class of the Portfolio on an annualized basis
(the "Permanent Fee Waiver"). From February 28, 2020 to February 27, 2021, the Permanent Fee Waiver Limit was 0.37%. From July 21, 2015 to February 27, 2020, the Permanent Fee Waiver Limit was 0.42%. Effective
January 1, 2017, in addition to the Permanent Fee Waiver, the Advisor has contractually agreed to further waive all or a portion of its management fee and to assume the other direct expenses of a class of the Portfolio (excluding expenses
incurred through its investment in other investment companies managed by the Advisor) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of each class of the Portfolio to the rate listed above as a percentage of
the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

(12) Effective February 28, 2021 (February 28, 2022, with respect to the Emerging Markets Value Portfolio), the
Advisor has contractually agreed to permanently waive all or a portion of the management fee of each Portfolio to the extent necessary to limit the total management fees paid to the Advisor by a Portfolio, including the proportionate share of the
management fees a Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in The DFA Short Term Investment Fund (the
"Money Market Series"), to the rate listed above as a percentage of the average net assets of a class of a Portfolio on an annualized basis (the"Permanent Fee Waiver"). From February 28, 2021 to February 27, 2022, the
Permanent Fee Waiver Limit for the Emerging Markets Value Portfolio was 0.41%. From February 28, 2020 to February 27, 2021, the Permanent Fee Waiver Limits for the Emerging Markets Small Cap Portfolio and Emerging Markets Value Portfolio
were 0.60% and 0.45%, respectively. From July 21, 2015 to February 27, 2020, the Permanent Fee Waiver Limits for the Emerging Markets Small Cap Portfolio and Emerging Markets Value Portfolio were 0.65% and 0.50%, respectively.

(13) Effective February 28, 2022, the Advisor has contractually agreed to permanently waive all or a portion of
the management fee of the Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, including the proportionate share of the management fees the Portfolio pays indirectly through its investment in
other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in the Money Market Series, to 0.38% of the average net assets of a class of the Portfolio on an annualized basis
(the "Permanent Fee Waiver"). From February 28, 2021 to February 27, 2022, the Permanent Fee Waiver Limit was 0.41%. From February 28, 2020 to February 27, 2021, the Permanent Fee Waiver Limit for the Emerging Markets
Value Portfolio was 0.45%. From July 21, 2015 to February 27, 2020, the Permanent Fee Waiver Limit was 0.50%. In addition to the Permanent Fee Waiver, the Advisor has contractually agreed to assume the direct expenses of the Class R2
shares of the Portfolio (excluding management fees and custodian fees) to the extent necessary to limit the annualized expenses of the Class R2 shares of the Portfolio (excluding the expenses the Portfolio incurs indirectly through investment in
other investment companies) to the rate listed above as a percentage of the average net assets of the Class R2 shares of the Portfolio (the "Annualized Expense Ratio").

------

**Earned Income Credit:** 

Additionally, Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolios' custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the year ended October 31, 2022, expenses reduced were as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Fees Paid**<br>**Indirectly** |
|  Large Cap International Portfolio | $197 |
|  International Core Equity Portfolio | 624 |
|  Global Small Company Portfolio | 1 |
|  DFA International Real Estate Securities Portfolio | 211 |
|  DFA Global Real Estate Securities Portfolio | 30 |
|  DFA International Small Cap Value Portfolio | 101 |
|  International Vector Equity Portfolio | 107 |
|  International High Relative Profitability Portfolio | 19 |
|  World ex U.S. Core Equity Portfolio | 34 |
|  World ex U.S. Targeted Value Portfolio | 21 |
|  Selectively Hedged Global Equity Portfolio | 2 |
|  Emerging Markets Core Equity Portfolio | 150 |
|  Emerging Markets Targeted Value Portfolio | 10 |
|  Emerging Markets ex China Core Equity Portfolio | 13 |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2022, the total related amount paid by the Fund to the CCO was $166 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  Large Cap International Portfolio | $25 |
|  International Core Equity Portfolio | 3 |
|  Global Small Company Portfolio |  |
|  International Small Company Portfolio | 96 |
|  Japanese Small Company Portfolio | 7 |
|  Asia Pacific Small Company Portfolio | 3 |
|  United Kingdom Small Company Portfolio | 1 |
|  Continental Small Company Portfolio |  |
|  DFA International Real Estate Securities Portfolio | 11 |
|  DFA Global Real Estate Securities Portfolio |  |
|  DFA International Small Cap Value Portfolio | 165 |
|  International Vector Equity Portfolio | 1 |
|  International High Relative Profitability Portfolio |  |
|  World ex U.S. Value Portfolio |  |
|  World ex U.S. Core Equity Portfolio |  |

---

------

---

| | |
|:---|:---|
|  World ex U.S. Targeted Value Portfolio |  |
|  World Core Equity Portfolio |  |
|  Selectively Hedged Global Equity Portfolio | $1 |
|  Emerging Markets Portfolio | 51 |
|  Emerging Markets Small Cap Portfolio | 47 |
|  Emerging Markets Value Portfolio | 256 |
|  Emerging Markets Core Equity Portfolio | 69 |
|  Emerging Markets Targeted Value Portfolio |  |
|  Emerging Markets ex China Core Equity Portfolio |  |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2022, the Portfolios' transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. government securities (amounts in thousands), were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
|  Large Cap International Portfolio | $720929 | $479717 |
|  International Core Equity Portfolio | $3808915 | $3327491 |
|  DFA International Real Estate Securities Portfolio | $781335 | $332146 |
|  DFA Global Real Estate Securities Portfolio | $318157 | $81730 |
|  DFA International Small Cap Value Portfolio | $2629179 | $2817617 |
|  International Vector Equity Portfolio | $679802 | $563709 |
|  International High Relative Profitability Portfolio | $447300 | $430303 |
|  World ex U.S. Core Equity Portfolio | $513809 | $442555 |
|  World ex U.S. Targeted Value Portfolio | $240725 | $247687 |
|  Emerging Markets Core Equity Portfolio | $3736935 | $3764509 |
|  Emerging Markets Targeted Value Portfolio | $71838 | $58488 |
|  Emerging Markets ex China Core Equity Portfolio | $663524 | $143971 |

---

There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2022, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedule of Investments/Summary Schedule of Portfolio Holdings, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases**<br>**at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2022** | **Shares as of<br>October 31, 2022** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **Large Cap International Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $301125 | $1691303 | $1746181 | $(41) | $(125) | $246081 | 21285 | $3098 |  |
|  **Total** | $**301125** | $**1691303** | $**1746181** | $**(41)** | $**(125)** | $**246081** | **21285** | $**3098** |  |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases**<br>**at Cost** | **Proceeds<br>from Sales** | **Net Realized**<br>**Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized**<br>**Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2022** | **Shares as of<br>October 31, 2022** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **International Core Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $1595008 | $6875549 | $6992839 | $(333) | $(769) | $1476616 | 127724 | $18823 |  |
|  **Total** | $**1595008** | $**6875549** | $**6992839** | $**(333)** | $**(769)** | $**1476616** | **127724** | $**18823** | **—** |
|  **Global Small Company Portfolio** |  |  |  |  |  |  |  |  |  |
|  U.S. Small Cap Portfolio | $58397 | $13064 | $10616 | $(1419) | $(7951) | $51475 | 1254 | $562 | $3071 |
|  **Total** | $**58397** | $**13064** | $**10616** | $**(1419)** | $**(7951)** | $**51475** | **1254** | $**562** | $**3071** |
|  **DFA International Real Estate Securities Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $310546 | $2745456 | $2795815 | $(101) | $(106) | $259980 | 22488 | $2027 |  |
|  **Total** | $**310546** | $**2745456** | $**2795815** | $**(101)** | $**(106)** | $**259980** | **22488** | $**2027** | **—** |
|  **DFA Global Real Estate Securities Portfolio** |  |  |  |  |  |  |  |  |  |
|  DFA International Real Estate Securities Portfolio | $3666704 | $656341 | $244904 | $(83062) | $(1239429) | $2755650 | 815281 | $275009 |  |
|  DFA Real Estate Securities Portfolio | 839611 |  | 447129 | 279500 | (390765) | 281217 | 7325 | 11833 | $8517 |
|  The DFA Short Term Investment Fund | 217045 | 1892149 | 1914823 | 30 | (77) | 194324 | 16809 | 1369 |  |
|  **Total** | $**4723360** | $**2548490** | $**2606856** | $**196468** | $**(1630271)** | $**3231191** | **839415** | $**288211** | $**8517** |
|  **DFA International Small Cap Value Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $383591 | $1696732 | $1800930 | $9 | $(167) | $279235 | 24153 | $3525 |  |
|  **Total** | $**383591** | $**1696732** | $**1800930** | $**9** | $**(167)** | $**279235** | **24153** | $**3525** | **—** |
|  **International Vector Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $142988 | $740175 | $723638 | $(9) | $(86) | $159430 | 13790 | $2074 |  |
|  **Total** | $**142988** | $**740175** | $**723638** | $**(9)** | $**(86)** | $**159430** | **13790** | $**2074** | **—** |
|  **International High Relative Profitability Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $96296 | $918542 | $900952 | $(25) | $(47) | $113814 | 9845 |  |  |
|  **Total** | $**96296** | $**918542** | $**900952** | $**(25)** | $**(47)** | $**113814** | **9845** | **—** | **—** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases**<br>**at Cost** | **Proceeds<br>from Sales** | **Net Realized**<br>**Gain/(Loss)**<br>**on Sales** | **Change in<br>Unrealized**<br>**Appreciation/**<br>**Depreciation** | **Balance at**<br>**October 31, 2022** | **Shares as of**<br>**October 31, 2022** | **Dividend**<br>**Income** | **Capital Gain**<br>**Distributions** |
|  **World ex U.S. Value Portfolio** |  |  |  |  |  |  |  |  |  |
|  DFA International Small Cap Value Portfolio | $27414 | $3615 | $9388 | $636 | $(6125) | $16152 | 961 | $807 | $195 |
|  **Total** | $**27414** | $**3615** | $**9388** | $**636** | $**(6125)** | $**16152** | **961** | $**807** | $**195** |
|  **World ex U.S. Core Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $144554 | $762962 | $740100 | $(24) | $(95) | $167297 | 14471 | $1725 |  |
|  **Total** | $**144554** | $**762962** | $**740100** | $**(24)** | $**(95)** | $**167297** | **14471** | $**1725** | **—** |
|  **World ex U.S. Targeted Value Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $5135 | $22241 | $25775 | $(1) | $(1) | $1599 | 138 | $24 |  |
|  **Total** | $**5135** | $**22241** | $**25775** | $**(1)** | $**(1)** | $**1599** | **138** | $**24** | **—** |
|  **World Core Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  U.S. Core Equity 1 Portfolio | $643173 | $146269 | $102980 | $(4405) | $(96139) | $585918 | 19085 | $8369 | $16695 |
|  International Core Equity Portfolio | 315518 | 70511 | 42238 | (2732) | (80484) | 260575 | 21324 | 10826 |  |
|  Emerging Markets Core Equity Portfolio | 131060 | 31993 | 21709 | (1691) | (36494) | 103159 | 5690 | 4461 |  |
|  **Total** | $**1089751** | $**248773** | $**166927** | $**(8828)** | $**(213117)** | $**949652** | **46099** | $**23656** | $**16695** |
|  **Selectively Hedged Global Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  U.S. Core Equity 2 Portfolio | $187179 | $23710 | $28907 | $2167 | $(30677) | $153472 | 5479 | $2142 | $6687 |
|  International Core Equity Portfolio | 93920 | 16638 | 17950 | 878 | (23663) | 69823 | 5714 | 2974 |  |
|  Emerging Markets Core Equity Portfolio | 62856 | 13584 | 15418 | 255 | (17080) | 44197 | 2438 | 1951 |  |
|  **Total** | $**343955** | $**53932** | $**62275** | $**3300** | $**(71420)** | $**267492** | **13631** | $**7067** | $**6687** |
|  **Emerging Markets Core Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $524680 | $2343571 | $2443554 | $(37) | $(254) | $424406 | 36710 | $4599 |  |
|  **Total** | $**524680** | $**2343571** | $**2443554** | $**(37)** | $**(254)** | $**424406** | **36710** | $**4599** | **—** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases**<br>**at Cost** | **Proceeds<br>from<br>Sales** | **Net Realized**<br>**Gain/(Loss)**<br>**on Sales** | **Change in<br>Unrealized**<br>**Appreciation/**<br>**Depreciation** | **Balance at**<br>**October 31, 2022** | **Shares as of**<br>**October 31, 2022** | **Dividend**<br>**Income** | **Capital Gain**<br>**Distributions** |
|  **Emerging Markets Targeted Value Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $3070 | $17630 | $19032 | $(1) | $(1) | $1666 | 144 |  |  |
|  **Total** | $**3070** | $**17630** | $**19032** | $**(1)** | $**(1)** | $**1666** | **144** | **—** |  |
|  **Emerging Markets ex China Core Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  DFA Short Term Investment Fund |  | $30936 | $24295 |  | $(3) | $6638 | 574 | $31 |  |
|  **Total** | **—** | $**30936** | $**24295** | **—** | $**(3)** | $**6638** | **574** | $**31** |  |

---

**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 its shareholders. Accordingly, no provision has been made for federal income taxes.

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 GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2022, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2021, and October 31, 2022, were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Tax Exempt<br>Income** | **Total** |
|  Large Cap International Portfolio |  |  |  |  |
| 2021 | $144492 |  |  | $144492 |
| 2022 | 180306 |  |  | 180306 |
|  International Core Equity Portfolio |  |  |  |  |
| 2021 | 761635 |  |  | 761635 |
| 2022 | 1137901 |  |  | 1137901 |
|  Global Small Company Portfolio |  |  |  |  |
| 2021 | 727 |  |  | 727 |
| 2022 | 1603 | $1952 |  | 3555 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Tax Exempt<br>Income** | **Total** |
|  International Small Company Portfolio |  |  |  |  |
| 2021 | $220133 |  |  | $220133 |
| 2022 | 483283 | $367884 |  | 851167 |
|  Japanese Small Company Portfolio |  |  |  |  |
| 2021 | 10581 |  |  | 10581 |
| 2022 | 9064 | 9423 |  | 18487 |
|  Asia Pacific Small Company Portfolio |  |  |  |  |
| 2021 | 12808 |  |  | 12808 |
| 2022 | 15273 | 26996 |  | 42269 |
|  United Kingdom Small Company Portfolio |  |  |  |  |
| 2021 | 588 |  |  | 588 |
| 2022 | 1165 | 742 |  | 1907 |
|  Continental Small Company Portfolio |  |  |  |  |
| 2021 | 13462 |  |  | 13462 |
| 2022 | 24283 | 13197 |  | 37480 |
|  DFA International Real Estate Securities Portfolio |  |  |  |  |
| 2021 |  |  |  |  |
| 2022 | 447007 |  |  | 447007 |
|  DFA Global Real Estate Securities Portfolio |  |  |  |  |
| 2021 | 153865 | 33088 |  | 186953 |
| 2022 | 384272 | 96161 |  | 480433 |
|  DFA International Small Cap Value Portfolio |  |  |  |  |
| 2021 | 258254 |  |  | 258254 |
| 2022 | 477746 | 38826 |  | 516572 |
|  International Vector Equity Portfolio |  |  |  |  |
| 2021 | 74200 |  |  | 74200 |
| 2022 | 118326 | 68984 |  | 187310 |
|  International High Relative Profitability Portfolio |  |  |  |  |
| 2021 | 43180 |  |  | 43180 |
| 2022 | 68053 | 10953 |  | 79006 |
|  World ex U.S. Value Portfolio |  |  |  |  |
| 2021 | 8755 |  |  | 8755 |
| 2022 | 10666 |  |  | 10666 |
|  World ex U.S. Core Equity Portfolio |  |  |  |  |
| 2021 | 98429 |  |  | 98429 |
| 2022 | 119143 |  |  | 119143 |
|  World ex U.S. Targeted Value Portfolio |  |  |  |  |
| 2021 | 13860 |  |  | 13860 |
| 2022 | 20430 | 36246 |  | 56676 |
|  World Core Equity Portfolio |  |  |  |  |
| 2021 | 16210 |  |  | 16210 |
| 2022 | 22839 | 8329 |  | 31168 |
|  Selectively Hedged Global Equity Portfolio |  |  |  |  |
| 2021 | 3648 | 3286 |  | 6934 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Tax Exempt<br>Income** | **Total** |
| 2022 | $7741 | $13787 |  | $21528 |
|  Emerging Markets Portfolio |  |  |  |  |
| 2021 | 122695 |  |  | 122695 |
| 2022 | 157133 | 215646 |  | 372779 |
|  Emerging Markets Small Cap Portfolio |  |  |  |  |
| 2021 | 128503 |  |  | 128503 |
| 2022 | 235523 | 93647 |  | 329170 |
|  Emerging Markets Value Portfolio |  |  |  |  |
| 2021 | 382292 |  |  | 382292 |
| 2022 | 558916 |  |  | 558916 |
|  Emerging Markets Core Equity Portfolio |  |  |  |  |
| 2021 | 590306 |  |  | 590306 |
| 2022 | 942726 |  |  | 942726 |
|  Emerging Markets Targeted Value Portfolio |  |  |  |  |
| 2021 | 4500 |  |  | 4500 |
| 2022 | 11192 | 10941 |  | 22133 |
|  Emerging Markets ex China Core Equity Portfolio |  |  |  |  |
| 2022 | 10224 |  |  | 10224 |

---

The Emerging Markets ex China Core Equity Portfolio commenced operations on November 15, 2021, and did not pay any distributions for the year ended October 31, 2021.

As of October 31, 2022, 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 use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Total** |
|  Large Cap International Portfolio | $(5894) |  | $(5894) |
|  International Core Equity Portfolio | (36300) |  | (36300) |
|  Global Small Company Portfolio | (91) |  | (91) |
|  International Small Company Portfolio | (27229) | $(4799) | (32028) |
|  Japanese Small Company Portfolio | (403) | (338) | (741) |
|  Asia Pacific Small Company Portfolio | (625) |  | (625) |
|  United Kingdom Small Company Portfolio |  |  |  |
|  Continental Small Company Portfolio | (133) |  | (133) |
|  DFA International Real Estate Securities Portfolio |  |  |  |
|  DFA Global Real Estate Securities Portfolio | (29561) |  | (29561) |
|  DFA International Small Cap Value Portfolio | (15129) |  | (15129) |
|  International Vector Equity Portfolio | (5066) |  | (5066) |
|  International High Relative Profitability Portfolio | (3243) |  | (3243) |
|  World ex U.S. Value Portfolio | (395) |  | (395) |
|  World ex U.S. Core Equity Portfolio | (4426) |  | (4426) |
|  World ex U.S. Targeted Value Portfolio | (1545) |  | (1545) |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Total** |
|  World Core Equity Portfolio | $(111) | $(1455) | $(1566) |
|  Selectively Hedged Global Equity Portfolio | (1825) | (576) | (2401) |
|  Emerging Markets Portfolio | (17451) | (4966) | (22417) |
|  Emerging Markets Small Cap Portfolio | (9776) | (4687) | (14463) |
|  Emerging Markets Value Portfolio | (29129) |  | (29129) |
|  Emerging Markets Core Equity Portfolio | (72610) |  | (72610) |
|  Emerging Markets Targeted Value Portfolio | (491) | (863) | (1354) |
|  Emerging Markets ex China Core Equity Portfolio | (1148) |  | (1148) |

---

As of October 31, 2022, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss**<br>**Carryforwards** | **Unrealized<br>Appreciation**<br>**(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  Large Cap International Portfolio | $11634 |  | $(472554) | $643490 | $182570 |
|  International Core Equity Portfolio | 17601 |  | (913989) | 74387 | (822001) |
|  Global Small Company Portfolio | 753 | $38 |  | 2050 | 2841 |
|  International Small Company Portfolio | 68133 | 121673 |  | (928518) | (738712) |
|  Japanese Small Company Portfolio | 3187 | 11988 |  | (32606) | (17431) |
|  Asia Pacific Small Company Portfolio | 6344 | 15727 |  | (75313) | (53242) |
|  United Kingdom Small Company Portfolio |  |  | (2765) | (4185) | (6950) |
|  Continental Small Company Portfolio | 2643 |  | (25916) | (27990) | (51263) |
|  DFA International Real Estate Securities Portfolio |  |  | (657909) | (1342213) | (2000122) |
|  DFA Global Real Estate Securities Portfolio | 41604 | 312816 |  | (606343) | (251923) |
|  DFA International Small Cap Value Portfolio | 68218 |  | (57347) | (677076) | (666205) |
|  International Vector Equity Portfolio | 8361 |  | (12557) | 34959 | 30763 |
|  International High Relative Profitability Portfolio | 457 |  | (55801) | (45485) | (100829) |
|  World ex U.S. Value Portfolio | 1370 |  | (9831) | (1980) | (10441) |
|  World ex U.S. Core Equity Portfolio | 10324 |  | (29962) | (108673) | (128311) |
|  World ex U.S. Targeted Value Portfolio | 1200 |  | (12457) | (87169) | (98426) |
|  World Core Equity Portfolio |  | 13462 |  | 164859 | 178321 |
|  Selectively Hedged Global Equity Portfolio | 14094 | 8996 |  | 77009 | 100099 |
|  Emerging Markets Portfolio | 21663 | 10992 |  | 807386 | 840041 |
|  Emerging Markets Small Cap Portfolio | 6751 | 76813 |  | (252803) | (169239) |
|  Emerging Markets Value Portfolio | 79331 |  | (1360368) | (570999) | (1852036) |
|  Emerging Markets Core Equity Portfolio | 96334 |  | (2133382) | 678979 | (1358069) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss**<br>**Carryforwards** | **Unrealized<br>Appreciation**<br>**(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  Emerging Markets Targeted Value Portfolio | $4020 | $3675 |  | $(16252) | $(8557) |
|  Emerging Markets ex China Core Equity Portfolio | 105 |  | $(9242) | (87455) | (96592) |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2022, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Unlimited** | **Total** |
|  Large Cap International Portfolio | $472554 | $472554 |
|  International Core Equity Portfolio | 913989 | 913989 |
|  United Kingdom Small Company Portfolio | 2765 | 2765 |
|  Continental Small Company Portfolio | 25916 | 25916 |
|  DFA International Real Estate Securities Portfolio | 657909 | 657909 |
|  DFA International Small Cap Value Portfolio | 57347 | 57347 |
|  International Vector Equity Portfolio | 12557 | 12557 |
|  International High Relative Profitability Portfolio | 55801 | 55801 |
|  World ex U.S. Value Portfolio | 9831 | 9831 |
|  World ex U.S. Core Equity Portfolio | 29962 | 29962 |
|  World ex U.S. Targeted Value Portfolio | 12457 | 12457 |
|  Emerging Markets Value Portfolio | 1360368 | 1360368 |
|  Emerging Markets Core Equity Portfolio | 2133382 | 2133382 |
|  Emerging Markets ex China Core Equity Portfolio | 9242 | 9242 |

---

During the year ended October 31, 2022, the following Portfolios used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

---

| | |
|:---|:---|
|  International Core Equity Portfolio | $351020.0 |
|  World ex U.S. Value Portfolio | 49.0 |
|  World ex U.S. Core Equity Portfolio | 70379.0 |
|  Emerging Markets Value Portfolio | 349233.0 |
|  Emerging Markets Core Equity Portfolio | 14600.0 |

---

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br>**Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  Large Cap International Portfolio | $4338136 | $1135170 | $(490572) | $644598 |
|  International Core Equity Portfolio | 27220758 | 4822759 | (4737359) | 85400 |
|  Global Small Company Portfolio | 80761 | 2109 |  | 2109 |
|  International Small Company Portfolio | 10236196 |  | (925265) | (925265) |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br>**Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation**<br>**(Depreciation)** |
|  Japanese Small Company Portfolio | $300127 |  | $(32510) | $(32510) |
|  Asia Pacific Small Company Portfolio | 305564 |  | (75306) | (75306) |
|  United Kingdom Small Company Portfolio | 22595 |  | (4189) | (4189) |
|  Continental Small Company Portfolio | 755766 |  | (139286) | (139286) |
|  DFA International Real Estate Securities Portfolio | 6011628 | $355222 | (1695813) | (1340591) |
|  DFA Global Real Estate Securities Portfolio | 8625872 | 1133036 | (1739379) | (606343) |
|  DFA International Small Cap Value Portfolio | 10432581 | 1379301 | (2054544) | (675243) |
|  International Vector Equity Portfolio | 2972309 | 483094 | (447448) | 35646 |
|  International High Relative Profitability Portfolio | 1759210 | 172160 | (217353) | (45193) |
|  World ex U.S. Value Portfolio | 195640 |  | (1591) | (1591) |
|  World ex U.S. Core Equity Portfolio | 3358143 | 564526 | (669923) | (105397) |
|  World ex U.S. Targeted Value Portfolio | 654172 | 51891 | (138264) | (86373) |
|  World Core Equity Portfolio | 784795 | 168740 | (3882) | 164858 |
|  Selectively Hedged Global Equity Portfolio | 190492 | 76936 |  | 76936 |
|  Emerging Markets Portfolio | 3130085 | 807386 |  | 807386 |
|  Emerging Markets Small Cap Portfolio | 3731854 |  | (223049) | (223049) |
|  Emerging Markets Value Portfolio | 10126974 |  | (508262) | (508262) |
|  Emerging Markets Core Equity Portfolio | 20488138 | 5647945 | (4816494) | 831451 |
|  Emerging Markets Targeted Value Portfolio | 208109 | 27800 | (42817) | (15017) |
|  Emerging Markets ex China Core Equity Portfolio | 518068 | 16875 | (104329) | (87454) |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Capital Share Transactions:** 

The capital share transactions by class were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Year Ended<br>October 31, 2022** | **Year Ended<br>October 31, 2022** | **Year Ended<br>October 31, 2021** | **Year Ended<br>October 31, 2021** |
|  | **Amount** | **Shares** | **Amount** | **Shares** |
|  **Emerging Markets Value Portfolio** |  |  |  |  |
|  Class R2 Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $3651 | 126 | $1397 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 643 | 24 | 349 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (1372) | (47) | (4468) | (148) |
|  Net Increase (Decrease) — Class R2 Shares | $2922 | 103 | $(2722) | (91) |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Year Ended**<br>**October 31, 2022** | **Year Ended**<br>**October 31, 2022** | **Year Ended**<br>**October 31, 2021** | **Year Ended**<br>**October 31, 2021** |
|  | **Amount** | **Shares** | **Amount** | **Shares** |
|  Institutional Class Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $1869015 | 64765 | $1801928 | 58072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 535904 | 19754 | 368063 | 12127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (3126872) | (106882) | (5470382) | (175490) |
|  Net Increase (Decrease) — Institutional Class Shares | $(721953) | (22363) | $(3300391) | (105291) |

---

**H. Financial Instruments:** 

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest either directly or indirectly (through their investments in corresponding Master/Underlying Funds), in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *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 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 international securities held by the Portfolios may be inhibited.

Portfolios that have significant exposure to certain countries, such as the United Kingdom Small Company Portfolio's Master Fund that concentrates investments in the United Kingdom, can be expected to be impacted by the political and economic conditions within such countries. For example, there is continuing uncertainty around the future of the euro and the European Union (EU) following the United Kingdom's (UK) exit from the EU (referred to as "Brexit"). Brexit may cause greater market volatility and illiquidity, currency fluctuations, deterioration in economic activity, a decrease in business confidence, and increased likelihood of a recession in the UK. While it is not possible to determine the precise impact these events may have on the Portfolios, during this period and beyond, the impact on the UK, EU countries, other countries or parties that transact with the UK and EU, and the broader global economy could be significant and could adversely affect the value and liquidity of the Portfolios' investments.

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by the Portfolios.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Forward Currency Contracts*: The Portfolios listed below may enter into foreign currency exchange transactions, including foreign currency forward contracts, in connection with the settlement of foreign securities or to transfer cash balances from one currency to another currency. The Selectively Hedged Global Equity Portfolio may hedge some or all of the currency exposure of its foreign securities by entering into forward currency contracts. The decision to hedge the Selectively Hedged Global Equity Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statements of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statements of Operations as a net realized gain or loss on forward currency contracts. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Futures Contracts*: Each Portfolio listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The Selectively Hedged Global Equity Portfolio may also use futures contracts to hedge some or all of the currency exposure of its foreign securities. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount 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, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance 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 Portfolio could lose more than the initial margin requirements. The Portfolios entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2022 was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Forward<br>Currency<br>Contracts\*** | **Futures\*\*** |
|  Large Cap International Portfolio | $— | $63262 |
|  International Core Equity Portfolio |  | 276847 |
|  International Small Company Portfolio |  | 98398 |
|  DFA International Real Estate Securities Portfolio |  | 49453 |
|  DFA Global Real Estate Securities Portfolio |  | 2481 |
|  DFA International Small Cap Value Portfolio |  | 164150 |
|  International Vector Equity Portfolio |  | 26927 |
|  International High Relative Profitability Portfolio |  | 5525 |
|  World ex U.S. Core Equity Portfolio |  | 31765 |
|  World ex U.S. Targeted Value Portfolio |  | 1825 |
|  Selectively Hedged Global Equity Portfolio | 83655 | 3601 |
|  Emerging Markets Core Equity Portfolio |  | 223852 |
|  Emerging Markets Targeted Value Portfolio |  | 1496 |
|  Emerging Markets ex China Core Equity Portfolio |  | 1233 |

---

\* Average amount of Currency Purchased/Sold in USD. 

\*\* Average Notional Value of futures contracts.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of October 31, 2022 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value**<br>**at<br>October 31, 2022** | **Forward<br>Currency<br>Contracts <sup>(1)</sup>** | **Equity**<br>**Contracts <sup>\*,(2)</sup>** |
|  Large Cap International Portfolio | $1432 |  | $1432 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value**<br>**at<br>October 31, 2022** | **Forward<br>Currency<br>Contracts <sup>(1)</sup>** | **Equity**<br>**Contracts <sup>\*,(2)</sup>** |
|  International Core Equity Portfolio | $5896 |  | $5896 |
|  International Small Company Portfolio | 2412 |  | 2412 |
|  DFA International Real Estate Securities Portfolio | 1581 |  | 1581 |
|  DFA Global Real Estate Securities Portfolio | 1144 |  | 1144 |
|  DFA International Small Cap Value Portfolio | 3422 |  | 3422 |
|  International Vector Equity Portfolio | 439 |  | 439 |
|  World ex U.S. Core Equity Portfolio | 867 |  | 867 |
|  Selectively Hedged Global Equity Portfolio | 483 | $483 |  |
|  Emerging Markets Core Equity Portfolio | 5731 |  | 5731 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Liability Derivatives Value** | **Liability Derivatives Value** | **Liability Derivatives Value** |
|  | **Total Value<br>at October 31, 2022** | **Forward<br>Currency<br>Contracts <sup>(3)</sup>** | **Equity**<br>**Contracts <sup>\*,(4)</sup>** |
|  Selectively Hedged Global Equity Portfolio | $(511) | $(379) | $(132) |

---

(1) Presented on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

(2) Presented on Statements of Assets and Liabilities as Receivables: Futures Margin Variation.

(3) Presented on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

(4) Presented on Statements of Assets and Liabilities as Payables: Futures Margin Variation.

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statements of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2022 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** |
|  | **Total** | **Forward<br>Currency<br>Contracts <sup>(1)</sup>** | **Equity**<br>**Contracts <sup>(2)</sup>** |
|  Large Cap International Portfolio | $(12682) |  | $(12682) |
|  International Core Equity Portfolio | (44185) |  | (44185) |
|  Global Small Company Portfolio | 34 |  | 34 |
|  International Small Company Portfolio | (19889) |  | (19889) |
|  DFA International Real Estate Securities Portfolio | (4273) |  | (4273) |
|  DFA Global Real Estate Securities Portfolio | 174 |  | 174 |
|  DFA International Small Cap Value Portfolio | (36186) |  | (36186) |
|  International Vector Equity Portfolio | (3680) |  | (3680) |
|  International High Relative Profitability Portfolio | 291 |  | 291 |
|  World ex U.S. Value Portfolio | (44) |  | (44) |
|  World ex U.S. Core Equity Portfolio | (3864) |  | (3864) |
|  World ex U.S. Targeted Value Portfolio | 174 |  | 174 |

---

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| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** |
|  | **Total** | **Forward<br>Currency<br>Contracts <sup>(1)</sup>** | **Equity<br>Contracts <sup>(2)</sup>** |
|  World Core Equity Portfolio | $(6) |  | $(6) |
|  Selectively Hedged Global Equity Portfolio | 11181 | $11432 | (251) |
|  Emerging Markets Core Equity Portfolio | (37872) |  | (37872) |
|  Emerging Markets Targeted Value Portfolio | (135) |  | (135) |
|  Emerging Markets ex China Core Equity Portfolio | (495) |  | (495) |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** |
|  | **Total** | **Forward<br>Currency<br>Contracts <sup>(3)</sup>** | **Equity<br>Contracts <sup>(4)</sup>** |
|  Large Cap International Portfolio | $(202) |  | $(202) |
|  International Core Equity Portfolio | (3107) |  | (3107) |
|  International Small Company Portfolio | 271 |  | 271 |
|  DFA International Real Estate Securities Portfolio | 171 |  | 171 |
|  DFA Global Real Estate Securities Portfolio | 1144 |  | 1144 |
|  DFA International Small Cap Value Portfolio | (1079) |  | (1079) |
|  International Vector Equity Portfolio | (387) |  | (387) |
|  World ex U.S. Core Equity Portfolio | (167) |  | (167) |
|  World ex U.S. Targeted Value Portfolio | (46) |  | (46) |
|  Selectively Hedged Global Equity Portfolio | (477) | $(243) | (234) |
|  Emerging Markets Core Equity Portfolio | (2325) |  | (2325) |
|  Emerging Markets Targeted Value Portfolio | (54) |  | (54) |

---

(1) Presented on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

(2) Presented on Statements of Operations as Net Realized Gain (Loss) on: Futures.

(3) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency
Contracts.

(4) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

\* As of October 31, 2022, there were no futures contracts outstanding. During the year ended October 31, 2022, the Portfolio had limited activity in futures contracts.

**Offsetting of Derivative Assets and Derivative Liabilities:** 

In order to better define its contractual rights and to secure rights that will help a Portfolio mitigate its counterparty risk, the Fund on behalf of applicable Portfolios entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund, on behalf of a Portfolio, and a counterparty that governs over-the-counter (OTC) derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, a Portfolio may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

------

For financial reporting purposes, the Portfolios do not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The following table presents the Portfolios' gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolios as of October 31, 2022 (amounts in thousands):

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Gross Amounts Not** | **Gross Amounts Not** | **Gross Amounts Not** | | | | **Gross Amounts Not** | **Gross Amounts Not** | **Gross Amounts Not** | |
|  | | | **Offset in the** | **Offset in the** | **Offset in the** | | | | **Offset in the** | **Offset in the** | **Offset in the** | |
|  | | | **Statements of Assets** | **Statements of Assets** | **Statements of Assets** | | | | **Statements of Assets** | **Statements of Assets** | **Statements of Assets** | |
|  | | | **and Liabilities** | **and Liabilities** | **and Liabilities** | | | | **and Liabilities** | **and Liabilities** | **and Liabilities** | |
| **Description** |<br><br><br>**Gross**<br>**Amounts of**<br>**Recognized**<br>**Assets**<br>**(a)** | **Net**<br>**Amounts**<br>**of**<br>**Assets**<br>**Presented**<br>**in the**<br>**Statements**<br>**of Assets**<br>**and**<br>**Liabilities** |<br><br>**Financial**<br>**Instruments**<br>**(b)** |<br><br>**Non-Cash**<br>**Collateral**<br>**Received** |<br><br>**Cash**<br>**Collateral**<br>**Received** |<br><br><br><br>**Net**<br>**Amount**<br>**(c)** |<br><br><br>**Gross**<br>**Amounts of**<br>**Recognized**<br>**Liabilities**<br>**(a)** | **Net**<br>**Amounts**<br>**of**<br>**Liabilities**<br>**Presented**<br>**in the**<br>**Statements**<br>**of Assets**<br>**and**<br>**Liabilities** |<br><br>**Financial**<br>**Instruments**<br>**(d)** |<br><br>**Non-Cash**<br>**Collateral**<br>**Pledged** |<br><br>**Cash**<br>**Collateral**<br>**Pledged** |<br><br><br><br>**Net**<br>**Amount**<br>**(e)** |
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
|  **Selectively Hedged Global Equity Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
|  Societe Generale | $9 | $9 |  |  |  | $9 |  |  |  |  |  |  |
|  Citibank, N.A | 12 | 12 | $(12) |  |  |  | $111 | $111 | $(12) |  |  | $99 |
|  UBS AG | 341 | 341 |  |  |  | 341 |  |  |  |  |  |  |
|  State Street Bank and Trust | 118 | 118 | (118) |  |  |  | 203 | 203 | (118) |  |  | 85 |
|  HSBC Bank |  |  |  |  |  |  | 8 | 8 |  |  |  | 8 |
|  Bank of America Corp | 3 | 3 | (3) |  |  |  | 10 | 10 | (3) |  |  | 7 |
|  Morgan Stanley and Co. International |  |  |  |  |  |  | 47 | 47 |  |  |  | 47 |
|  Total | $483 | $483 | $(133) |  |  | $350 | $379 | $379 | $(133) |  |  | $246 |

---

(a) No amounts have been netted against the gross amounts recognized in the Statements of Assets and Liabilities.

(b) Represents the amount of assets that could be offset by liabilities with the same counterparty under master
netting or similar agreements that management elects not to offset on the Statements of Assets and Liabilities.

(c) Represents the net amount due from counterparties in the event of default.

(d) Represents the amount of liabilities that could be offset by assets with the same counterparty under master
netting or similar agreements that management elects not to offset on the Statements of Assets and Liabilities.

(e) Represents the net amount due to counterparties in the event of default.

**I. Line of Credit and Interfund Lending Program:** 

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on January 1, 2023.

------

For the year ended October 31, 2022, borrowings by the following Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average<br>Loan Balance** | **Number of<br>Days<br>Outstanding<sup>\*</sup>** | **Interest<br>Expense<br>Incurred** | **Maximum Amount<br>Borrowed During<br>the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  Large Cap International Portfolio | 3.83% | $5269 | 4 | $2 | $6982 |  |
|  International Core Equity Portfolio | 3.83% | 3969 | 2 | 1 | 5274 |  |
|  Global Small Company Portfolio | 1.82% | 223 | 46 |  | 1760 |  |
|  International Small Company Portfolio | 1.08% | 23176 | 4 | 3 | 27039 |  |
|  DFA International Real Estate Securities Portfolio | 2.15% | 6674 | 15 | 5 | 18809 |  |
|  DFA Global Real Estate Securities Portfolio | 1.92% | 4360 | 25 | 5 | 16645 |  |
|  DFA International Small Cap Value Portfolio | 2.48% | 1824 | 5 | 1 | 3221 |  |
|  International Vector Equity Portfolio | 3.27% | 1964 | 4 | 1 | 7845 |  |
|  International High Relative Profitability Portfolio | 2.56% | 4156 | 61 | 16 | 27171 |  |
|  World ex U.S. Value Portfolio | 1.80% | 200 | 30 |  | 1071 |  |
|  World ex U.S. Core Equity Portfolio | 1.83% | 1261 | 14 | 1 | 2927 |  |
|  World ex U.S. Targeted Value Portfolio | 2.24% | 2983 | 77 | 16 | 10833 |  |
|  World Core Equity Portfolio | 1.40% | 897 | 120 | 4 | 8460 |  |
|  Selectively Hedged Global Equity Portfolio | 2.72% | 749 | 14 |  | 2051 |  |
|  Emerging Markets Core Equity Portfolio | 2.27% | 2127 | 12 | 2 | 6636 |  |
|  Emerging Markets Targeted Value Portfolio | 1.97% | 1155 | 25 | 2 | 2439 | $916 |
|  Emerging Markets ex China Core Equity Portfolio | 2.21% | 9510 | 34 | 16 | 31278 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made

------

through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

For the year ended October 31, 2022, activity by the Portfolios under the interfund lending program was as follows (amounts in thousands, except percentages and days):

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Borrower or<br>Lender** | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average Loan<br>Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense/<br>Income** | **Maximum Amount<br>Borrowed/Loaned<br>During the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  DFA International Real Estate Securities Portfolio | Borrower | 3.44% | $48486 | 1 | $5 | $48486 |  |
|  Emerging Markets Core Equity Portfolio | Borrower | 3.44% | 20000 | 3 | 6 | 20000 |  |
|  Emerging Markets ex China Core Equity Portfolio | Borrower | 1.94% | 43054 | 4 | 9 | 43178 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022 that the Portfolio utilized the interfund lending program. 

**J. Affiliated Trades:** 

Cross trades for the year ended October 31, 2022, if any, were executed by the Portfolios pursuant to procedures adopted by the Board of Directors of the Fund to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Directors and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board of Directors of the Fund.

For the year ended October 31, 2022, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
|  Large Cap International Portfolio | $65316 | $49754 | $(17757) |
|  International Core Equity Portfolio | 231336 | 138743 | (6854) |
|  DFA Global Real Estate Securities Portfolio | 29992 | 287 | (481) |
|  DFA International Small Cap Value Portfolio | 182554 | 406702 | (130631) |
|  International Vector Equity Portfolio | 50537 | 95090 | 6759 |
|  International High Relative Profitability Portfolio | 76151 | 66961 | (7786) |
|  World ex U.S. Core Equity Portfolio | 15251 | 17741 | 1232 |
|  World ex U.S. Targeted Value Portfolio | 19278 | 34098 | (4174) |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
|  Emerging Markets Core Equity Portfolio | $15882 | $7870 | $(1254) |
|  Emerging Markets Targeted Value Portfolio | 180 | 219 | 34 |
|  Emerging Markets ex China Core Equity Portfolio | 1169 | 62 | 8 |

---

**K. Securities Lending:** 

As of October 31, 2022, some of the Portfolios had securities on loan to brokers/dealers, for which each such Portfolio received cash collateral. The Portfolios also received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash<br>Collateral<br>Market<br>Value** |
|  Large Cap International Portfolio | $40583 |
|  International Core Equity Portfolio | 284799 |
|  DFA International Real Estate Securities Portfolio | 23713 |
|  DFA International Small Cap Value Portfolio | 101708 |
|  International Vector Equity Portfolio | 43708 |
|  International High Relative Profitability Portfolio | 10421 |
|  World ex U.S. Core Equity Portfolio | 51359 |
|  World ex U.S. Targeted Value Portfolio | 3786 |
|  Emerging Markets Core Equity Portfolio | 696482 |
|  Emerging Markets Targeted Value Portfolio | 2339 |
|  Emerging Markets ex China Core Equity Portfolio | 280 |

---

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 in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio's 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 collateralization. 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, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and 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. In the event of the bankruptcy of the borrower, a Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

------

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Money Market Series, an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Each Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, 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 for taxation at qualified dividend income rates.

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2022 (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** |
|  | **Overnight and<br>Continuous** | **<30 days** | **Between<br>30 & 90 days** | **>90 days** | **Total** |
|  **Securities Lending Transactions** |  |  |  |  |  |
|  Large Cap International Portfolio Common Stocks | $249563 |  |  |  | $249563 |
|  International Core Equity Portfolio Common Stocks, Rights/Warrants | 1565282 |  |  |  | 1565282 |
|  DFA International Real Estate Securities Portfolio Common Stocks | 299241 |  |  |  | 299241 |
|  DFA Global Real Estate Securities Portfolio Common Stocks | 207964 |  |  |  | 207964 |
|  DFA International Small Cap Value Portfolio Common Stocks | 294176 |  |  |  | 294176 |
|  International Vector Equity Portfolio Common Stocks, Rights/Warrants | 165207 |  |  |  | 165207 |
|  International High Relative Profitability Portfolio Common Stocks | 128519 |  |  |  | 128519 |
|  World ex U.S. Core Equity Portfolio Common Stocks | 175641 |  |  |  | 175641 |
|  World ex U.S. Targeted Value Portfolio Common Stocks, Preferred Stocks, Rights/Warrants | 1876 |  |  |  | 1876 |
|  Emerging Markets Core Equity Portfolio Common Stocks | 436254 |  |  |  | 436254 |
|  Emerging Markets Targeted Value Portfolio Common Stocks | 1691 |  |  |  | 1691 |
|  Emerging Markets ex China Core Equity Portfolio Common Stocks | 6829 |  |  |  | 6829 |

---

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**L. Shareholder Servicing Fees:** 

The Class R2 Shares pay a shareholder servicing fee in an amount up to 0.25% of their annual average net assets to compensate service agents that provide shareholder servicing, record keeping, account maintenance and other services to investors in Emerging Markets Value Portfolio Class R2 Shares.

**M. 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 that 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.

**N. Recently Issued Accounting Standards and Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Portfolios' financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Portfolios could enter, eliminates the asset segregation framework previously used by the Portfolios to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Portfolios began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Portfolios began complying with the Valuation Rule on August 1, 2022.

**O. Other:** 

As of October 31, 2022, the following number of shareholders held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

---

| | | |
|:---|:---|:---|
|  | **Number of<br>Shareholders** | **Approximate<br>Percentage<br>of Outstanding<br>Shares** |
|  Large Cap International Portfolio-Institutional Class | 4 | 74% |
|  International Core Equity Portfolio-Institutional Class | 4 | 71% |
|  Global Small Company Portfolio-Institutional Class | 4 | 95% |
|  International Small Company Portfolio-Institutional Class | 4 | 79% |

---

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---

| | | |
|:---|:---|:---|
|  | **Number of<br>Shareholders** | **Approximate<br>Percentage<br>of Outstanding<br>Shares** |
|  Japanese Small Company Portfolio-Institutional Class | 3 | 87% |
|  Asia Pacific Small Company Portfolio-Institutional Class | 2 | 91% |
|  United Kingdom Small Company Portfolio-Institutional Class | 4 | 94% |
|  Continental Small Company Portfolio-Institutional Class | 2 | 91% |
|  DFA International Real Estate Securities Portfolio-Institutional Class | 4 | 93% |
|  DFA Global Real Estate Securities Portfolio-Institutional Class | 3 | 69% |
|  DFA International Small Cap Value Portfolio-Institutional Class | 4 | 75% |
|  International Vector Equity Portfolio-Institutional Class | 3 | 83% |
|  International High Relative Profitability Portfolio-Institutional Class | 3 | 87% |
|  World ex U.S. Value Portfolio-Institutional Class | 5 | 76% |
|  World ex U.S. Core Equity Portfolio-Institutional Class | 3 | 74% |
|  World ex U.S. Targeted Value Portfolio-Institutional Class | 3 | 98% |
|  World Core Equity Portfolio-Institutional Class | 6 | 86% |
|  Selectively Hedged Global Equity Portfolio-Institutional Class | 3 | 85% |
|  Emerging Markets Portfolio-Institutional Class | 3 | 67% |
|  Emerging Markets Small Cap Portfolio-Institutional Class | 3 | 62% |
|  Emerging Markets Value Portfolio-Class R2 | 1 | 41% |
|  Emerging Markets Value Portfolio-Institutional Class | 2 | 97% |
|  Emerging Markets Core Equity Portfolio-Institutional Class | 3 | 64% |
|  Emerging Markets Targeted Value Portfolio-Institutional Class | 3 | 93% |
|  Emerging Markets ex China Core Equity Portfolio-Institutional Class | 4 | 98% |

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**P. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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![LOGO](g400624g00k00.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of each of the twenty-four portfolios listed in the table below

***Opinions on the Financial Statements***

We have audited the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings or schedules of investments, of each of the portfolios indicated in the table below (twenty-four of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2022, the related statements of operations and of changes in net assets for each of the periods indicated in the table below, including the related notes, and the financial highlights for each of the periods indicated in the table below (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2022, the results of each of their operations, the changes in each of their net assets, and each of the financial highlights for each of the periods indicated in the table below, in conformity with accounting principles generally accepted in the United States of America.

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| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Statement of**<br> **operations** | **Statement of**<br> **changes in net**<br> **assets** | **Financial<br>highlights** |
| Large Cap International Portfolio (1)<br> International Core Equity Portfolio (1)<br> Global Small Company Portfolio (2)<br> International Small Company Portfolio (2)<br> Japanese Small Company Portfolio (2)<br> Asia Pacific Small Company Portfolio (2)<br> United Kingdom Small Company Portfolio (2)<br> Continental Small Company Portfolio (2)<br> DFA International Real Estate Securities Portfolio (1)<br> DFA Global Real Estate Securities Portfolio (1)<br> DFA International Small Cap Value Portfolio (1)<br> International Vector Equity Portfolio (1)<br> International High Relative Profitability Portfolio (1)<br> World ex U.S. Value Portfolio (2)<br> World ex U.S. Core Equity Portfolio (1)<br> World ex U.S. Targeted Value Portfolio (1)<br> World Core Equity Portfolio (2)<br> Selectively Hedged Global Equity Portfolio (2)<br> Emerging Markets Portfolio (2)<br> Emerging Markets Small Cap Portfolio (2)<br> Emerging Markets Value Portfolio (2)<br> Emerging Markets Core Equity Portfolio (1)<br> Emerging Markets Targeted Value Portfolio (1) | For the year ended October 31, 2022 | For the years ended October 31, 2022 and 2021 | For each of the periods indicated therein |
| Emerging Markets ex China Core Equity Portfolio (1) | For the period November 15, 2021 (commencement of operations) through October 31, 2022 | For the period November 15, 2021 (commencement of operations) through October 31, 2022 | For the period November 15, 2021 (commencement of operations) through October 31, 2022 |

---

(1) Summary schedule of portfolio holdings

(2) Schedule of investments

------

![LOGO](g400624g00k00.jpg)

***Basis for Opinions***

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodians, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

---

| |
|:---|
| /s/PricewaterhouseCoopers LLP |
| Philadelphia, Pennsylvania |
| December 22, 2022 |

---

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

**DFA International Value Portfolio — Class R2 vs.** 

**MSCI World ex USA Index (net dividends),** 

**MSCI World ex USA Value Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g17k41.jpg)

**DFA International Value Portfolio — Institutional Class vs.** 

**MSCI World ex USA Index (net dividends),** 

**MSCI World ex USA Value Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g17k42.jpg)

------

**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

---

| | |
|:---|:---|
| **International Equity Market Review** | **12 Months Ended October 31, 2022** |

---

Performance of non-U.S. developed markets was negative for the period. As measured by the MSCI World ex USA indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI World ex USA indices.

---

| | |
|:---|:---|
| **Total Return for 12 Months Ended October 31, 2022** | **Total Return for 12 Months Ended October 31, 2022** |
|  | **Return in U.S. Dollars** |
|  MSCI World ex USA Index | -22.04% |
|  MSCI World ex USA Mid Cap Index | -27.57% |
|  MSCI World ex USA Small Cap Index | -29.13% |
|  MSCI World ex USA Value Index | -15.27% |
|  MSCI World ex USA Growth Index | -28.78% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against all non-U.S. developed markets currencies. Overall, currency movements had a negative impact on the U.S. dollar-denominated returns of developed markets.

---

| | | |
|:---|:---|:---|
| **Total Return for 12 Months Ended October 31, 2022** | **Total Return for 12 Months Ended October 31, 2022** | **Total Return for 12 Months Ended October 31, 2022** |
| **Ten Largest Foreign Developed Markets by Market Cap** | **Local Return** | **Return in U.S. Dollars** |
|  Japan | -1.81% | -24.67% |
|  United Kingdom | 4.27% | -12.42% |
|  Canada | -5.29% | -13.94% |
|  France | -6.77% | -20.38% |
|  Switzerland | -11.30% | -19.01% |
|  Australia | -0.54% | -15.30% |
|  Germany | -21.22% | -32.72% |
|  Netherlands | -28.51% | -38.71% |
|  Sweden | -16.17% | -34.85% |
|  Denmark | -7.88% | -21.38% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

Emerging markets had negative performance for the period and underperformed both U.S. and non-U.S. developed markets. As measured by the MSCI Emerging Markets indices, small-cap stocks outperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, outperformed large-cap stocks but underperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI Emerging Markets indices.

------

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI Emerging Markets Index | -31.03% |
|  MSCI Emerging Markets Mid Cap Index | -24.80% |
|  MSCI Emerging Markets Small Cap Index | -23.42% |
|  MSCI Emerging Markets Value Index | -25.21% |
|  MSCI Emerging Markets Growth Index | -36.11% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against most emerging markets currencies and depreciated against others. Overall, currency movements had a negative impact on the U.S. dollar denominated returns of emerging markets.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | | |
|:---|:---|:---|
| **Ten Largest Emerging Markets by Market Cap** | **Local Return** | **Return in U.S.** |
|  **<u>Dollars</u>** |  |  |
|  China | -46.31% | -47.90% |
|  India | 2.93% | -6.89% |
|  Taiwan | -24.11% | -34.50% |
|  Korea | -19.88% | -34.28% |
|  Brazil | 15.95% | 24.57% |
|  Saudi Arabia | 2.18% | 2.00% |
|  South Africa | 0.77% | -16.66% |
|  Mexico | 1.99% | 5.56% |
|  Indonesia | 16.58% | 5.89% |
|  Thailand | 4.97% | -8.48% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

For Portfolios investing in non-U.S. equities traded outside of the U.S. market time zone, differences in the valuation timing and methodology between a Portfolio and its benchmark index may impact relative performance over the referenced period. The Portfolios price foreign exchange rates at the closing of the U.S. market, while their benchmark indices use rates at 4 p.m. London time. The Portfolios also may use fair value pricing to price certain portfolio securities at the closing of the U.S. market, while benchmark indices may use local market closing prices. For the one-year period ended October 31, 2022, these differences generally detracted from non-US developed markets Portfolios' relative performance and were not material to emerging markets Portfolios' relative performance.

**DFA International Value Portfolio** 

The DFA International Value Portfolio invests in developed ex U.S. large company value stocks by purchasing shares of the DFA International Value Series, a Master Fund managed by Dimensional that invests in such securities. The investment strategy is process driven, emphasizing broad diversification, with increased exposure to stocks with smaller total market capitalizations, lower relative price (value), and higher-profitability within the large-cap value segment of developed ex U.S. markets. As of October 31, 2022, the Master Fund held approximately 550 securities in 22 eligible developed markets. Average cash exposure throughout the year was less than 1% of the Master Fund's assets.

------

For the 12 months ended October 31, 2022, total returns were -13.98% for the Portfolio's Class R2 shares, -13.90% for the Portfolio's Institutional Class shares, -15.27% for the MSCI World ex USA Value Index, and -22.04% for the MSCI World ex USA Index (net dividends). As of February 28, 2022, the Portfolio changed its benchmark from the MSCI World ex USA Index (net dividends) to the MSCI World ex USA Value Index (net dividends) because this index better reflects the universe of securities in which the Master Fund invests. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Master Fund's focus on value stocks contributed positively to performance relative to the benchmarks. The Master Fund's exclusion of real estate investment trusts (REITs) also contributed positively to relative performance, as those stocks generally underperformed.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**DISCLOSURE OF FUND EXPENSES** 

**(Unaudited)** 

The following Expense Table is 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 and 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 Table below illustrates 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" reflects 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 costs 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 table 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.

------

---

| | |
|:---|:---|
|  **DISCLOSURE OF FUND EXPENSES** |  |
| <br> **CONTINUED** |  |
|  | **Six Months Ended October 31, 2022** |
|  **EXPENSE TABLE** |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>DFA International Value Portfolio (2)</u>** |  |  |  |  |
|  Actual Fund Return |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | $1000.00 | $901.00 | 0.42% | $2.01 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | $1000.00 | $900.70 | 0.30% | $1.44 |
|  Hypothetical 5% Annual Return |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | $1000.00 | $1023.09 | 0.42% | $2.14 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | $1000.00 | $1023.69 | 0.30% | $1.53 |

---

------

(1) 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 (184), then divided by the number of days in the year (365) to reflect the six-month period.

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

------

**DIMENSIONAL INVESTMENT 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 as an exhibit to their reports on Form N-PORT. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement.

The categories of industry classification for the Affiliated Investment Company are represented in its Disclosure of Portfolio Holdings, which is included elsewhere in the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Affiliated Investment Company's holdings, which reflect the investments by category.

**FEEDER FUND** 

---

| | |
|:---|:---|
|  | **Affiliated Investment Company** |
|  DFA International Value Portfolio | 100.0% |

---

------

**DFA INTERNATIONAL VALUE PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Investment in The DFA International Value Series of<br>The DFA Investment Trust Company | $7491601659 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $7491601659 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2022, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENT OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | |
|:---|:---|
|  | **DFA<br>International<br>Value Portfolio** |
|  **ASSETS:** |  |
|  Investments in Affiliated Investment Company at Value | $7491602 |
|  Receivables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 10027 |
|  Prepaid Expenses and Other Assets | 118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 7501747 |
|  **LIABILITIES:** |  |
|  Payables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 7226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 308 |
|  Accrued Expenses and Other Liabilities | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 7825 |
|  **NET ASSETS** | $7493922 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |
|  Class R2 Shares — based on net assets of $1,425 and shares outstanding of 88,283 | $**16.14** |
|  NUMBER OF SHARES AUTHORIZED | 100000000 |
|  Institutional Class Shares — based on net assets of $7,492,497 and shares outstanding of 462,867,608 | $**16.19** |
|  NUMBER OF SHARES AUTHORIZED | 1500000000 |
|  **NET ASSETS CONSIST OF:** |  |
|  Paid-In Capital | $8007682 |
|  Total Distributable Earnings (Loss) | (513760) |
|  **NET ASSETS** | $7493922 |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENT OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **DFA<br>International<br>Value Portfolio\*** |
|  **Investment Income** |  |
|  Net Investment Income Allocated from Affiliated Investment Companies: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $38,360) | $371656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 3222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies | (17250) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies | 357628 |
|  **Fund Expenses** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 21746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 1098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholder Servicing Fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 42 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 51 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 23366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | 16302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 7061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 350567 |
|  **Realized and Unrealized Gain (Loss)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*\* | (7444) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (1569559) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (1577003) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(1226436) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0. 

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

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **DFA International Value<br>Portfolio\*\*\*** | **DFA International Value<br>Portfolio\*\*\*** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |
|  Operations: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $350567 | $275625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*,\*\* | (7444) | 377980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (1569559) | 2522431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (1226436) | 3176036 |
|  Distributions: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | (78) | (43) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (402623) | (258413) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (402701) | (258456) |
|  Capital Share Transactions (1): |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 2471605 | 1043206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 396749 | 254720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (2059528) | (2459596) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 808826 | (1161670) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (820311) | 1755910 |
|  **Net Assets** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 8314233 | 6558323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $7493922 | $8314233 |
| **(1) Shares Issued and Redeemed:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 134715 | 56340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 22689 | 13672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (114398) | (134474) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 43006 | (64462) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0. 

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

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA International Value Portfolio-Class R2 Shares** | **DFA International Value Portfolio-Class R2 Shares** | **DFA International Value Portfolio-Class R2 Shares** | **DFA International Value Portfolio-Class R2 Shares** | **DFA International Value Portfolio-Class R2 Shares** |
|  | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $19.74 | $13.50 | $17.13 | $17.68 | $19.89 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.78 | 0.62 | 0.38 | 0.58 | 0.54 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (3.49) | 6.17 | (3.61) | (0.10) | (2.21) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (2.71) | 6.79 | (3.23) | 0.48 | (1.67) |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.85) | (0.55) | (0.40) | (0.51) | (0.54) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.04) |  |  | (0.52) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.89) | (0.55) | (0.40) | (1.03) | (0.54) |
|  Net Asset Value, End of Year | $16.14 | $19.74 | $13.50 | $17.13 | $17.68 |
|  Total Return | (13.98%) | 50.55% | (19.08%) | 3.13% | (8.59%) |
|  Net Assets, End of Year (thousands) | $1425 | $1753 | $835 | $1191 | $1477 |
|  Ratio of Expenses to Average Net Assets (C) | 0.42% | 0.60% | 0.65% | 0.69% | 0.68% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (C) | 0.62% | 0.80% | 0.85% | 0.89% | 0.88% |
|  Ratio of Net Investment Income to Average Net Assets | 4.26% | 3.31% | 2.56% | 3.43% | 2.72% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA International Value Portfolio-Institutional Class Shares** | **DFA International Value Portfolio-Institutional Class Shares** | **DFA International Value Portfolio-Institutional Class Shares** | **DFA International Value Portfolio-Institutional Class Shares** | **DFA International Value Portfolio-Institutional Class Shares** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $19.80 | $13.54 | $17.18 | $17.74 | $19.94 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.79 | 0.62 | 0.38 | 0.63 | 0.60 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (3.49) | 6.23 | (3.58) | (0.11) | (2.21) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (2.70) | 6.85 | (3.20) | 0.52 | (1.61) |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.87) | (0.59) | (0.44) | (0.56) | (0.59) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.04) |  |  | (0.52) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.91) | (0.59) | (0.44) | (1.08) | (0.59) |
|  Net Asset Value, End of Year | $16.19 | $19.80 | $13.54 | $17.18 | $17.74 |
|  Total Return | (13.90%) | 50.90% | (18.87%) | 3.37% | (8.32%) |
|  Net Assets, End of Year (thousands) | $7492497 | $8312480 | $6557488 | $9173478 | $9421965 |
|  Ratio of Expenses to Average Net Assets (C) | 0.30% | 0.36% | 0.40% | 0.44% | 0.43% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (C) | 0.50% | 0.56% | 0.60% | 0.64% | 0.63% |
|  Ratio of Net Investment Income to Average Net Assets | 4.30% | 3.36% | 2.57% | 3.70% | 3.01% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

Dimensional Investment Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of ten portfolios, one of which, the DFA International Value Portfolio (the "Portfolio"), is presented in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolio is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

The Portfolio invests substantially all of its assets in The DFA International Value Series (the "Series"), a corresponding series of The DFA Investment Trust Company. As of October 31, 2022, the Portfolio owned 71% of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation:* The Portfolio uses a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities,
open-end investment companies, and futures contracts)

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – significant unobservable inputs (including the Portfolio's own assumptions in determining the
fair value of investments)

The Portfolio's investment reflects its proportionate interests in the net assets of the Series. The valuation is classified as Level 1 in the hierarchy.

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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Portfolio may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

A summary of the inputs used to value the Portfolio's investments by each major security type, industry and/or country is disclosed previously in this note. A valuation hierarchy table has been included at the end of the Schedule of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Deferred Compensation Plan*: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (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: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Other*: The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of received distributions that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund or the Portfolio are allocated using methods approved by the Board of Directors, generally based on average net assets.

Class R2 Shares and Institutional Class Shares have equal rights to assets and earnings of the Portfolio. Income, gains and losses, and common expenses of the Portfolio are allocated to each class of shares based on its relative net assets. Each class will bear its own class-specific expenses, if any.

**C. Investment Advisor:** 

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolio. For the year ended October 31, 2022, the Portfolio's investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

---

| | |
|:---|:---|
|  DFA International Value Portfolio | 0.27%\* |

---

\* Effective as of February 28, 2022, the management fee payable by the Portfolio was reduced from 0.30% to 0.25%. 

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (the "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolio, as described in the notes below. A portion of the Fee Waiver Agreement for the Portfolio will remain in effect through February 28, 2023, may only be terminated by the Fund's Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. The Fee Waiver Agreement with respect to the total management fees paid by the Portfolio, as described in the notes below, will remain in effect permanently, unless terminated by the Portfolio. During the year ended October 31, 2022, the Portfolio had expense limits based on a percentage of average net assets on an annualized basis, and the Advisor recovered previously waived fees and/or assumed expenses (amounts in thousands), as listed below. The net amount of waived fees/expenses assumed (recovered previously waived fees/expenses assumed) during the year ended October 31, 2022, and the previously waived fees/expenses assumed subject to future recovery by the

------

Advisor as of October 31, 2022, are also reflected below (amounts in thousands). At any time that the Annualized Expense Ratio (defined below) of the Class R2 shares of the Portfolio are less than the Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount for the Portfolio. The Advisor, however, will not be reimbursed by the Portfolio in connection with its Permanent Fee Waiver. The Fund, on behalf of the Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Institutional Class Shares** | **Expense<br>Limitation<br>Amount** | **Total<br>Management<br>Fee Limit** | **Recovery**<br>**of Previously<br>Waived Fees/<br>Expenses Assumed** | **Waived Fees/<br>Expenses<br>Assumed** | **Previously<br>Waived Fees/<br>Expenses Assumed<br>Subject to Future<br>Recovery** |
|  DFA International Value Portfolio (1) |  | 0.25% |  | $16302 |  |
|  **<u>Class R2 Shares</u>** |  |  |  |  |  |
|  DFA International Value Portfolio (2) | 0.79% | 0.25% |  | 3 |  |

---

(1) Effective February 28, 2022, the Advisor has contractually agreed to permanently waive all or a portion of
the management fee of the Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, including the proportionate share of the management fees the Portfolio pays indirectly through its investment in
other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in The DFA Short Term Investment Fund, to the rate listed above as a percentage of the average net assets of the
Institutional Class of the Portfolio on an annualized basis (the "Permanent Fee Waiver"). From February 28, 2021 to February 27, 2022, the Permanent Fee Waiver Limit was 0.30%. From February 28, 2020 to February 27,
2021, the Permanent Fee Waiver Limit was 0.35%. From July 21, 2015 to February 27, 2020, the Permanent Fee Waiver Limit was 0.40%.

(2) Effective February 28, 2022, the Advisor has contractually agreed to permanently waive all or a portion of
the management fee of the DFA International Value Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, including the proportionate share of the management fees the Portfolio pays indirectly
through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in The DFA Short Term Investment Fund, to the rate listed above as a percentage of the
average net assets of a class of the Portfolio on an annualized basis (the "Permanent Fee Waiver"). From February 28, 2021 to February 27, 2022, the Permanent Fee Waiver Limit was 0.30%. From February 28, 2020 to
February 27, 2021, the Permanent Fee Waiver Limit was 0.35%. From July 21, 2015 to February 27, 2020, the Permanent Fee Waiver Limit was 0.40%. In addition to the Permanent Fee Waiver, the Advisor has contractually agreed to assume
the direct expenses of Class R2 shares of the Portfolio (excluding management fees and custodian fees), to the extent necessary to limit the annualized expenses of Class R2 shares of the Portfolio (excluding the expenses the Portfolio incurs
indirectly through investment in other investment companies) to the rate listed above (the "Annualized Expense Ratio").

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2022, the total related amounts paid by the Fund to the CCO were $20 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

---

| | |
|:---|:---|
|  DFA International Value Portfolio | $102.0 |

---

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**E. Federal Income Taxes:** 

The 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 its shareholders. Accordingly, no provision has been made for federal income taxes.

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 GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2022, can occur as a result of realized gains on securities considered to be "passive foreign investment companies", non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2021, and October 31, 2022, were as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Tax Exempt<br>Income** | **Total** |
|  DFA International Value Portfolio |  |  |  |  |
| 2021 | $258456 |  |  | $258456 |
| 2022 | 402701 |  |  | 402701 |

---

As of October 31, 2022, 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 use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Total** |
|  DFA International Value Portfolio | $(769) | – $| (769) |

---

As of October 31, 2022, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss<br>Carryforwards** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  DFA International Value Portfolio | $31309 | – $| (11138) | $(533823) | $(513652) |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2022, the Portfolio had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Unlimited** | **Total** |
|  DFA International Value Portfolio | $11138 | $11138 |

---

------

During the year ended October 31, 2022, the Portfolio did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br>**Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  DFA International Value Portfolio | $8022124 | – $| (530331) | $(530331) |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolio's tax positions and has concluded that no additional provision for income tax is required in the Portfolio's financial statements. The Portfolio is not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio's federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**F. Capital Share Transactions:** 

The capital share transactions by class were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Year Ended**<br>**October 31, 2022** | **Year Ended**<br>**October 31, 2022** | **Year Ended**<br>**October 31, 2021** | **Year Ended**<br>**October 31, 2021** |
|  | **Amount** | **Shares** | **Amount** | **Shares** |
|  **DFA International Value Portfolio** |  |  |  |  |
|  Class R2 Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $712 | 37 | $1954 | 104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 77 | 4 | 43 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (787) | (42) | (1495) | (80) |
|  Net Increase (Decrease) — Class R2 Shares | $2 | (1) | $502 | 26 |
|  Institutional Class Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $2470893 | 134678 | $1041251 | 56236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 396672 | 22685 | 254677 | 13670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (2058741) | (114356) | (2458101) | (134394) |
|  Net Increase (Decrease) — Institutional Class Shares | $808824 | 43007 | $(1162173) | (64488) |

---

**G. Shareholder Servicing Fees:** 

The Class R2 Shares pay a shareholder servicing fee in an amount up to 0.25% of their annual average net assets to compensate service agents that provide shareholder servicing, record keeping, account maintenance and other services to investors in the DFA International Value Portfolio's Class R2 Shares.

------

**H. 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 that 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.

**I. Recently Issued Accounting Standards and Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Portfolio's financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Portfolio could enter, eliminates the asset segregation framework previously used by the Portfolio to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Portfolio began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Portfolio began complying with the Valuation Rule on August 1, 2022.

**J. Other:** 

As of October 31, 2022, the following number of shareholders held the following approximate percentages of the Portfolio's outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

---

| | | |
|:---|:---|:---|
|  | **Number of<br>Shareholders** | **Approximate<br>Percentage<br>of Outstanding<br>Shares** |
|  DFA International Value Portfolio-Class R2 | 5 | 71% |
|  DFA International Value Portfolio-Institutional Class | 4 | 91% |

---

The Portfolio is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Portfolio, individually or in aggregate, will not have a material adverse impact on the Portfolio's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

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**K. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolio through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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![LOGO](g400624g00k00.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of Dimensional Investment Group Inc. and Shareholders of DFA International Value Portfolio

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of DFA International Value Portfolio (one of the portfolios constituting Dimensional Investment Group Inc., referred to hereafter as the "Portfolio") as of October 31, 2022, the related statement of operations for the year ended October 31, 2022, the statement of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of October 31, 2022, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2022 and the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Portfolio's management. Our responsibility is to express an opinion on the Portfolio's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolio in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of the security owned as of October 31, 2022 by correspondence with the transfer agent of the investee fund. We believe that our audits provide a reasonable basis for our opinion.

---

| |
|:---|
| /s/ PricewaterhouseCoopers LLP |
| Philadelphia, Pennsylvania |
| December 22, 2022 |

---

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**The DFA International Value Series vs.** 

**MSCI World ex USA Index (net dividends),** 

**MSCI World ex USA Value Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g19k51.jpg)

------

**The Japanese Small Company Series vs.** 

**MSCI Japan Small Cap Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g19k52.jpg)

------

**THE DFA INVESTMENT TRUST COMPANY** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**The Asia Pacific Small Company Series vs.** 

**MSCI Pacific ex Japan Small Cap Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g19k61.jpg)

------

**The United Kingdom Small Company Series vs.** 

**MSCI United Kingdom Small Cap Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g19k62.jpg)

------

**THE DFA INVESTMENT TRUST COMPANY** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**The Continental Small Company Series vs.** 

**MSCI Europe ex UK Small Cap Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g19k71.jpg)

------

**The Canadian Small Company Series vs.** 

**MSCI Canada Small Cap Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g19k72.jpg)

------

**THE DFA INVESTMENT TRUST COMPANY** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**The Emerging Markets Series vs.** 

**MSCI Emerging Markets Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g19k81.jpg)

------

**The Emerging Markets Small Cap Series vs.** 

**MSCI Emerging Markets Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g19k82.jpg)

------

**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

---

| | |
|:---|:---|
| **International Equity Market Review** | **12 Months Ended October 31, 2022** |

---

Performance of non-U.S. developed markets was negative for the period. As measured by the MSCI World ex USA indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI World ex USA indices.

---

| | |
|:---|:---|
| **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** |
|  | **Return in U.S. Dollars** |
|  MSCI World ex USA Index | -22.04% |
|  MSCI World ex USA Mid Cap Index | -27.57% |
|  MSCI World ex USA Small Cap Index | -29.13% |
|  MSCI World ex USA Value Index | -15.27% |
|  MSCI World ex USA Growth Index | -28.78% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against all non-U.S. developed markets currencies. Overall, currency movements had a negative impact on the U.S. dollar-denominated returns of developed markets.

---

| | | |
|:---|:---|:---|
| **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** |
| **Ten Largest Foreign Developed Markets by Market Cap** | **Local Return** | **Return in U.S. Dollars** |
|  Japan | -1.81% | -24.67% |
|  United Kingdom | 4.27% | -12.42% |
|  Canada | -5.29% | -13.94% |
|  France | -6.77% | -20.38% |
|  Switzerland | -11.30% | -19.01% |
|  Australia | -0.54% | -15.30% |
|  Germany | -21.22% | -32.72% |
|  Netherlands | -28.51% | -38.71% |
|  Sweden | -16.17% | -34.85% |
|  Denmark | -7.88% | -21.38% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

Emerging markets had negative performance for the period and underperformed both U.S. and non-U.S. developed markets. As measured by the MSCI Emerging Markets indices, small-cap stocks outperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, outperformed large-cap stocks but underperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI Emerging Markets indices.

------

---

| | |
|:---|:---|
| **Total Return for 12 Months Ended October 31, 2022** | **Total Return for 12 Months Ended October 31, 2022** |
|  | **Return in U.S. Dollars** |
|  MSCI Emerging Markets Index | -31.03% |
|  MSCI Emerging Markets Mid Cap Index | -24.80% |
|  MSCI Emerging Markets Small Cap Index | -23.42% |
|  MSCI Emerging Markets Value Index | -25.21% |
|  MSCI Emerging Markets Growth Index | -36.11% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against most emerging markets currencies and depreciated against others. Overall, currency movements had a negative impact on the U.S. dollar denominated returns of emerging markets.

---

| | | |
|:---|:---|:---|
| **Total Return for 12 Months Ended October 31, 2022**  | **Total Return for 12 Months Ended October 31, 2022**  | **Total Return for 12 Months Ended October 31, 2022**  |
| **Ten Largest Emerging Markets by Market Cap** | **Local Return** | **Return in U.S. Dollars** |
|  China | -46.31% | -47.90% |
|  India | 2.93% | -6.89% |
|  Taiwan | -24.11% | -34.50% |
|  Korea | -19.88% | -34.28% |
|  Brazil | 15.95% | 24.57% |
|  Saudi Arabia | 2.18% | 2.00% |
|  South Africa | 0.77% | -16.66% |
|  Mexico | 1.99% | 5.56% |
|  Indonesia | 16.58% | 5.89% |
|  Thailand | 4.97% | -8.48% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

For Portfolios investing in non-U.S. equities traded outside of the U.S. market time zone, differences in the valuation timing and methodology between a Portfolio and its benchmark index may impact relative performance over the referenced period. The Portfolios price foreign exchange rates at the closing of the U.S. market, while their benchmark indices use rates at 4 p.m. London time. The Portfolios also may use fair value pricing to price certain portfolio securities at the closing of the U.S. market, while benchmark indices may use local market closing prices. For the one-year period ended October 31, 2022, these differences generally detracted from non-US developed markets Portfolios' relative performance and were not material to emerging markets Portfolios' relative performance.

**The DFA International Value Series** 

The DFA International Value Series invests in developed ex U.S. large company value stocks. The investment strategy is process driven, emphasizing broad diversification, with increased exposure to stocks with smaller total market capitalizations, lower relative price (value), and higher-profitability within the large-cap value segment of developed ex U.S. markets. As of October 31, 2022, the Series held approximately 550 securities in 22 eligible developed markets. Average cash exposure throughout the year was less than 1% of the Series' assets.

------

For the 12 months ended October 31, 2022, total returns were -13.82% for the Series, -15.27% for the MSCI World ex USA Value Index, and -22.04% for the MSCI World ex USA Index (net dividends). As of February 28, 2022, the Series changed its benchmark from the MSCI World ex USA Index (net dividends) to the MSCI World ex USA Value Index (net dividends) because this index better reflects the universe of securities in which the Series invests. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Series' focus on value stocks contributed positively to performance relative to the benchmarks. The Series' exclusion of real estate investment trusts (REITs) also contributed positively to relative performance, as those stocks generally underperformed.

**The Japanese Small Company Series** 

The Japanese Small Company Series invests in Japanese small company stocks. The Series generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Series generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Series held approximately 1,750 securities. Average cash exposure throughout the year was less than 1% of the Series' assets.

For the 12 months ended October 31, 2022, total returns were -23.60% for the Series and -24.90% for the MSCI Japan Small Cap Index (net dividends), the Series' benchmark. The Series' greater emphasis on stocks with smaller market capitalizations contributed positively to performance relative to the benchmark, as these stocks outperformed. The Series' exclusion of stocks with the lowest profitability and highest relative price also contributed positively to performance relative to the benchmark, as did the Series' exclusion of stocks with high asset growth, as those stocks underperformed.

**The Asia Pacific Small Company Series** 

The Asia Pacific Small Company Series invests in small company stocks in Australia, Hong Kong, New Zealand, and Singapore. The Series generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Series generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Series held approximately 840 securities in 4 eligible countries. Average cash exposure throughout the year was less than 1% of the Series' assets.

For the 12 months ended October 31, 2022, total returns were -26.65% for the Series and -24.10% for the MSCI Pacific ex Japan Small Cap Index (net dividends), the Series' benchmark. The Series' emphasis on stocks with smaller market capitalizations, particularly in Australia, detracted from relative performance, as larger stocks held by the benchmark outperformed.

**The United Kingdom Small Company Series** 

The United Kingdom Small Company Series invests in small company stocks in the U.K. The Series generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Series generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Series held approximately 310 securities. Average cash exposure throughout the year was less than 1% of the Series' assets.

------

For the 12 months ended October 31, 2022, total returns were -33.34% for the Series and - 37.62% for the MSCI United Kingdom Small Cap Index (net dividends), the Series' benchmark. The Series' exclusion of stocks with the lowest profitability and highest relative price contributed positively to relative performance, as did the Series' exclusion of stocks with high asset growth, as those securities underperformed.

**The Continental Small Company Series** 

The Continental Small Company Series invests in small company stocks in the developed markets of Europe (excluding the U.K.) and Israel. The Series generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Series generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Series held approximately 1,170 securities in 15 eligible countries. Average cash exposure throughout the year was less than 1% of the Series' assets.

For the 12 months ended October 31, 2022, total returns were -29.07% for the Series and - 34.51% for the MSCI Europe ex U.K. Small Cap Index (net dividends), the Series' benchmark. Differences in size definitions between the Series and the benchmark led to weight differences between countries, which contributed positively to performance relative to the benchmark. The Series' exclusion of stocks with the lowest profitability and highest relative price also contributed positively to relative performance, as did the Series' exclusion of stocks with high asset growth, as those securities underperformed for the year.

**The Canadian Small Company Series** 

The Canadian Small Company Series invests in small company stocks in Canada. The Series generally excludes stocks with the lowest profitability and highest relative price. The Series also generally excludes certain companies with high asset growth. The investment strategy is process-driven, emphasizing broad diversification. As of October 31, 2022, the Series held approximately 350 securities. Average cash exposure throughout the year was less than 1% of the Series' assets.

For the 12 months ended October 31, 2022, total returns were -12.52% for the Series and -17.55% for the MSCI Canada Small Cap Index (net dividends), the Series' benchmark. The Series' exclusion of stocks with the lowest profitability and highest relative price contributed positively to performance relative to the benchmark, as did the Series' exclusion of stocks with high asset growth, as those securities underperformed. Additionally, the Series' exclusion of real estate investment trusts (REITs) also contributed positively to performance relative to the benchmark, as REITs generally underperformed.

**The Emerging Markets Series** 

The Emerging Markets Series invests in large-cap stocks in emerging markets. The investment strategy is process driven, emphasizing broad diversification with increased exposure to stocks with smaller market capitalizations, lower relative price (value), and higher-profitability within the large-cap segment of emerging markets. As of October 31, 2022, the Series held approximately 1,880 securities in 23 eligible emerging markets. Average cash exposure throughout the year was less than 1% of the Series' assets.

------

For the 12 months ended October 31, 2022, total returns were -25.79% for the Series and -31.03% for the MSCI Emerging Markets Index (net dividends), the Series' benchmark. The Series' greater emphasis on low relative price (value) stocks contributed positively to performance relative to the benchmark, as value stocks outperformed high relative price (growth) stocks in emerging markets. The Portfolio's emphasis on stocks with higher profitability also contributed positively to performance relative to the benchmark, as these stocks generally outperformed. At the country level, the Portfolio's lesser allocation to Russia contributed positively to relative performance, as Russia underperformed the overall benchmark.

**The Emerging Markets Small Cap Series** 

The Emerging Markets Small Cap Series invests in small company stocks in emerging markets. The Series generally excludes stocks with the lowest profitability and highest relative price. Additionally, the Series generally excludes certain companies with high asset growth. The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Series held approximately 5,150 securities in 20 eligible emerging markets. Average cash exposure throughout the year was less than 1% of the Series' assets.

For the 12 months ended October 31, 2022, total returns were -22.31% for the Series and -31.03% for the MSCI Emerging Markets Index (net dividends), the Series' benchmark. With small-cap stocks outperforming large-cap stocks in emerging markets, the Series' inclusion of stocks with smaller market capitalizations contributed positively to performance relative to the benchmark, which is composed primarily of large- and mid-cap stocks. At the country level, the Series lesser allocation to Russia contributed positively to relative performance, as Russia underperformed the overall benchmark.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**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 and legal and audit services, which are deducted from a fund's gross income, directly reduce the investment return of the fund. Afund'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" reflects 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 costs 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 October 31, 2022** 

**EXPENSE TABLES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>The DFA International Value Series</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $900.90 | 0.21% | $1.01 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.15 | 0.21% | $1.07 |
|  **<u>The Japanese Small Company Series</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $926.50 | 0.12% | $0.58 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.60 | 0.12% | $0.61 |

---

------

**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>The Asia Pacific Small Company Series</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $805.00 | 0.12% | $0.55 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.60 | 0.12% | $0.61 |
|  **<u>The United Kingdom Small Company Series</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $812.90 | 0.11% | $0.50 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.65 | 0.11% | $0.56 |
|  **<u>The Continental Small Company Series</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $837.30 | 0.13% | $0.60 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.55 | 0.13% | $0.66 |
|  **<u>The Canadian Small Company Series</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $876.80 | 0.11% | $0.52 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.65 | 0.11% | $0.56 |
|  **<u>The Emerging Markets Series</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $818.30 | 0.15% | $0.69 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.45 | 0.15% | $0.77 |
|  **<u>The Emerging Markets Small Cap Series</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $845.90 | 0.26% | $1.21 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.90 | 0.26% | $1.33 |

---

------

(1) 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 (184), then divided by the number of days in the year (365) to reflect the six-month period.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**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 as an exhibit to their reports on Form N-PORT. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at <u>http://www.sec.gov.</u>

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 regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A 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; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

**INTERNATIONAL EQUITY PORTFOLIOS** 

---

| | |
|:---|:---|
| **The DFA International Value Series** | **The DFA International Value Series** |
|  Communication Services | 3.4% |
|  Consumer Discretionary | 12.3% |
|  Consumer Staples | 4.8% |
|  Energy | 15.9% |
|  Financials | 28.7% |
|  Health Care | 5.5% |
|  Industrials | 11.1% |
|  Information Technology | 1.3% |
|  Materials | 14.0% |
|  Real Estate | 2.2% |
|  Utilities | 0.8% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **The Japanese Small Company Series** | **The Japanese Small Company Series** |
|  Communication Services | 2.4% |
|  Consumer Discretionary | 14.7% |
|  Consumer Staples | 7.9% |
|  Energy | 0.8% |
|  Financials | 9.0% |
|  Health Care | 5.1% |
|  Industrials | 28.9% |
|  Information Technology | 15.6% |
|  Materials | 12.4% |
|  Real Estate | 1.5% |
|  Utilities | 1.7% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **The Asia Pacific Small Company Series** | **The Asia Pacific Small Company Series** |
|  Communication Services | 4.9% |
|  Consumer Discretionary | 18.9% |
|  Consumer Staples | 8.6% |
|  Energy | 6.3% |
|  Financials | 13.0% |
|  Health Care | 5.7% |
|  Industrials | 11.8% |
|  Information Technology | 7.8% |
|  Materials | 15.3% |
|  Real Estate | 6.9% |
|  Utilities | 0.8% |
|  | 100.0% |

---

------

**DISCLOSURE OF PORTFOLIO HOLDINGS** 

**CONTINUED** 

---

| | |
|:---|:---|
| **The United Kingdom Small Company Series** | **The United Kingdom Small Company Series** |
|  Communication Services | 3.7% |
|  Consumer Discretionary | 16.8% |
|  Consumer Staples | 7.2% |
|  Energy | 4.3% |
|  Financials | 18.9% |
|  Health Care | 5.0% |
|  Industrials | 22.8% |
|  Information Technology | 8.7% |
|  Materials | 5.3% |
|  Real Estate | 3.0% |
|  Utilities | 4.3% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **The Continental Small Company Series** | **The Continental Small Company Series** |
| Communication Services | 4.8% |
| Consumer Discretionary | 8.4% |
| Consumer Staples | 4.3% |
| Energy | 4.4% |
| Financials | 16.6% |
| Health Care | 6.0% |
| Industrials | 27.0% |
| Information Technology | 10.2% |
| Materials | 9.1% |
| Real Estate | 4.9% |
| Utilities | 4.3% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **The Canadian Small Company Series** | **The Canadian Small Company Series** |
| Communication Services | 1.3% |
| Consumer Discretionary | 5.5% |
| Consumer Staples | 4.9% |
| Energy | 28.7% |
| Financials | 9.3% |
| Health Care | 1.5% |
| Industrials | 11.0% |
| Information Technology | 3.3% |
| Materials | 23.8% |
| Real Estate | 2.6% |
|  Utilities | 8.1% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **The Emerging Markets Series** | **The Emerging Markets Series** |
|  Communication Services | 7.8% |
|  Consumer Discretionary | 10.4% |
|  Consumer Staples | 6.7% |
|  Energy | 6.0% |
|  Financials | 21.8% |
|  Health Care | 4.3% |
|  Industrials | 7.4% |
|  Information Technology | 19.0% |
|  Materials | 11.7% |
|  Real Estate | 1.9% |
|  Utilities | 3.0% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **The Emerging Markets Small Cap Series** | **The Emerging Markets Small Cap Series** |
|  Communication Services | 3.3% |
|  Consumer Discretionary | 13.8% |
|  Consumer Staples | 6.9% |
|  Energy | 2.1% |
|  Financials | 9.5% |
|  Health Care | 8.3% |
|  Industrials | 15.8% |
|  Information Technology | 14.8% |
|  Materials | 14.8% |
|  Real Estate | 5.7% |
|  Utilities | 5.0% |
|  | 100.0% |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| COMMON STOCKS — (94.7%) |  |  |  |
| AUSTRALIA — (7.6%) |  |  |  |
| Australia & New Zealand Banking Group Ltd. | 7347638 | $120381777 | 1.1% |
| National Australia Bank Ltd. | 5345044 | 111027479 | 1.1% |
| Westpac Banking Corp. | 7338308 | 113310525 | 1.1% |
| Woodside Energy Group Ltd | 3456203 | 79902049 | 0.8% |
| Other Securities |  | 392173877 | 3.7% |
| TOTAL AUSTRALIA |  | 816795707 | 7.8% |
| AUSTRIA — (0.1%) |  |  |  |
| Other Securities |  | 6220806 | 0.1% |
| BELGIUM — (0.6%) |  |  |  |
| Other Securities |  | 58799281 | 0.6% |
| CANADA — (10.1%) |  |  |  |
| Bank of Montreal | 1789 | 164790 | 0.0% |
| Bank of Montreal | 1331345 | 122590248 | 1.2% |
| Bank of Nova Scotia | 443447 | 21434275 | 0.2% |
| Bank of Nova Scotia | 2098551 | 101401984 | 1.0% |
| Canadian Imperial Bank of Commerce | 1446994 | 65714037 | 0.6% |
| Canadian Natural Resources Ltd. | 806380 | 48334417 | 0.5% |
| Fairfax Financial Holdings Ltd. | 97836 | 48050126 | 0.4% |
| Nutrien Ltd. | 944511 | 79811163 | 0.8% |
| Suncor Energy, Inc. | 1317132 | 45304678 | 0.4% |
| Suncor Energy, Inc. | 2013309 | 69237696 | 0.7% |
| Teck Resources Ltd., Class B | 2050761 | 62425165 | 0.6% |
| Other Securities |  | 425965154 | 4.0% |
| TOTAL CANADA |  | 1090433733 | 10.4% |
| CHINA — (0.0%) |  |  |  |
| Other Securities |  | 3578225 | 0.0% |
| DENMARK — (1.9%) |  |  |  |
| DSV AS | 379252 | 51247654 | 0.5% |
| Other Securities |  | 150557322 | 1.4% |
| TOTAL DENMARK |  | 201804976 | 1.9% |
| FINLAND — (1.1%) |  |  |  |
| Other Securities |  | 113789895 | 1.1% |
| FRANCE — (10.2%) |  |  |  |
| AXA SA | 2421503 | 59798721 | 0.6% |
| BNP Paribas SA | 1819966 | 85345265 | 0.8% |
| Cie de Saint-Gobain | 1784858 | 72966654 | 0.7% |
| Cie Generale des Etablissements Michelin SCA | 2521000 | 64245287 | 0.6% |
| Engie SA | 3701762 | 48098296 | 0.5% |
| Orange SA | 7137374 | 68004272 | 0.6% |
| Sanofi | 682839 | 58763618 | 0.6% |
| TotalEnergies SE | 6840726 | 373184524 | 3.5% |
| Other Securities |  | 264876509 | 2.5% |
| TOTAL FRANCE |  | 1095283146 | 10.4% |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| GERMANY — (5.5%) |  |  |  |
| BASF SE | 1819157 | $81626734 | 0.8% |
| Bayerische Motoren Werke AG | 1003964 | 78803005 | 0.7% |
| Mercedes-Benz Group AG | 2636283 | 152592147 | 1.5% |
| Other Securities |  | 281533549 | 2.6% |
| TOTAL GERMANY |  | 594555435 | 5.6% |
| HONG KONG — (2.0%) |  |  |  |
| Other Securities |  | 214006034 | 2.0% |
| IRELAND — (0.4%) |  |  |  |
| Other Securities |  | 46570809 | 0.4% |
| ISRAEL — (0.6%) |  |  |  |
| Other Securities |  | 64808590 | 0.6% |
| ITALY — (2.0%) |  |  |  |
| Intesa Sanpaolo SpA | 26193710 | 49939026 | 0.5% |
| UniCredit SpA | 3981409 | 49374501 | 0.5% |
| Other Securities |  | 114595246 | 1.0% |
| TOTAL ITALY |  | 213908773 | 2.0% |
| JAPAN — (18.6%) |  |  |  |
| Honda Motor Co. Ltd. | 3522000 | 80310312 | 0.8% |
| Mitsubishi Corp. | 1963400 | 53186304 | 0.5% |
| Mitsubishi UFJ Financial Group, Inc. | 10193750 | 48153735 | 0.5% |
| Takeda Pharmaceutical Co. Ltd. | 2595871 | 68554353 | 0.7% |
| Toyota Motor Corp. | 12080750 | 167615564 | 1.6% |
| Other Securities |  | 1581578322 | 14.9% |
| TOTAL JAPAN |  | 1999398590 | 19.0% |
| NETHERLANDS — (3.8%) |  |  |  |
| ING Groep NV | 4971616 | 48918640 | 0.5% |
| Koninklijke Ahold Delhaize NV | 4054901 | 113084163 | 1.1% |
| Other Securities |  | 243026322 | 2.2% |
| TOTAL NETHERLANDS |  | 405029125 | 3.8% |
| NEW ZEALAND — (0.2%) |  |  |  |
| Other Securities |  | 23565859 | 0.2% |
| NORWAY — (0.9%) |  |  |  |
| Other Securities |  | 101097179 | 1.0% |
| PORTUGAL — (0.1%) |  |  |  |
| Other Securities |  | 14011161 | 0.1% |
| SINGAPORE — (1.1%) |  |  |  |
| Other Securities |  | 118180815 | 1.1% |
| SPAIN — (1.9%) |  |  |  |
| Banco Santander SA | 31583925 | 81912138 | 0.8% |
| Repsol SA | 4619638 | 62847702 | 0.6% |
| Other Securities |  | 54102853 | 0.5% |
| TOTAL SPAIN |  | 198862693 | 1.9% |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SWEDEN — (2.5%) | SWEDEN — (2.5%) |  |  |  |
|  | Other Securities |  | $270126175 | 2.6% |
|  SWITZERLAND — (8.8%) | SWITZERLAND — (8.8%) |  |  |  |
|  | Cie Financiere Richemont SA, Class A | 922306 | 90140218 | 0.9% |
|  | Novartis AG | 1706093 | 138007072 | 1.3% |
|  # | Novartis AG, Sponsored ADR | 1596183 | 129498327 | 1.2% |
|  | UBS Group AG | 6030163 | 95603120 | 0.9% |
|  \* | UBS Group AG | 1233581 | 19564595 | 0.2% |
|  | Zurich Insurance Group AG | 348909 | 148695901 | 1.4% |
|  | Other Securities |  | 327812902 | 3.1% |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 949322135 | 9.0% |
|  UNITED KINGDOM — (14.7%) | UNITED KINGDOM — (14.7%) |  |  |  |
|  # | Barclays PLC, Sponsored ADR | 7035082 | 48682767 | 0.5% |
|  | BP PLC | 7690578 | 42548901 | 0.4% |
|  # | BP PLC, Sponsored ADR | 2518588 | 83818609 | 0.8% |
|  | British American Tobacco PLC | 3024009 | 119428540 | 1.1% |
|  # | British American Tobacco PLC, Sponsored ADR | 838885 | 33236624 | 0.3% |
|  | Glencore PLC | 23897614 | 137006665 | 1.3% |
|  | HSBC Holdings PLC | 13535003 | 69462304 | 0.7% |
|  # | HSBC Holdings PLC, Sponsored ADR | 2324211 | 60220307 | 0.6% |
|  | Lloyds Banking Group PLC | 164752825 | 79125348 | 0.8% |
|  | Shell PLC | 307658 | 8522614 | 0.1% |
|  | Shell PLC, Sponsored ADR | 9015405 | 501526980 | 4.8% |
|  | Vodafone Group PLC | 51300878 | 59888735 | 0.6% |
|  | Other Securities |  | 342384465 | 3.1% |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM |  | 1585852859 | 15.1% |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 10186002001 | 96.7% |
|  PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) |  |  |  |
|  GERMANY — (0.8%) | GERMANY — (0.8%) |  |  |  |
|  | Volkswagen AG | 489153 | 62612238 | 0.6% |
|  | Other Securities |  | 28392993 | 0.3% |
|  TOTAL GERMANY | TOTAL GERMANY |  | 91005231 | 0.9% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $10,555,431,050) | TOTAL INVESTMENT SECURITIES<br>(Cost $10,555,431,050) |  | 10277007232 |  |
|  |  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 41765646 | 482852631 | 4.6% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $11,038,476,605) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $11,038,476,605) |  | $10759859863 | 102.2% |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

As of October 31, 2022, The DFA International Value Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 842 | 12/16/22 | $157956087 | $163474300 | $5518213 |
|  **Total Futures Contracts** |  |  | $**157956087** | $**163474300** | $**5518213** |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | $816795707 |  | $816795707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 6220806 |  | 6220806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 58799281 |  | 58799281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | $1090433733 |  |  | 1090433733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China |  | 3578225 |  | 3578225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 201804976 |  | 201804976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland | 5856638 | 107933257 |  | 113789895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 1095283146 |  | 1095283146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany | 14207408 | 580348027 |  | 594555435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 214006034 |  | 214006034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | 26386842 | 20183967 |  | 46570809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 11032764 | 53775826 |  | 64808590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | 24863308 | 189045465 |  | 213908773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | 13905475 | 1985493115 |  | 1999398590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 26051464 | 378977661 |  | 405029125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 23565859 |  | 23565859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 101097179 |  | 101097179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 14011161 |  | 14011161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 118180815 |  | 118180815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain | 6210086 | 192652607 |  | 198862693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 270126175 |  | 270126175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 158548612 | 790773523 |  | 949322135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 766554481 | 819298378 |  | 1585852859 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 91005231 |  | 91005231 |
|  Securities Lending Collateral |  | 482852631 |  | 482852631 |
|  Futures Contracts\*\* | 5518213 |  |  | 5518213 |
|  TOTAL | $2149569024 | $8615809052 |  | $10765378076 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**THE JAPANESE SMALL COMPANY SERIES** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| COMMON STOCKS — (97.8%) |  |  |  |
| COMMUNICATION SERVICES — (2.4%) |  |  |  |
| Other Securities |  | $60456006 | 2.4% |
| CONSUMER DISCRETIONARY — (14.4%) |  |  |  |
| Resorttrust, Inc. | 521964 | 8033803 | 0.3% |
| Other Securities |  | 358737144 | 14.2% |
| TOTAL CONSUMER DISCRETIONARY |  | 366770947 | 14.5% |
| CONSUMER STAPLES — (7.8%) |  |  |  |
| Milbon Co. Ltd. | 164552 | 6785094 | 0.3% |
| Nippon Suisan Kaisha Ltd. | 1893700 | 6745679 | 0.3% |
| Pigeon Corp. | 573125 | 7507397 | 0.3% |
| Sapporo Holdings Ltd. | 385720 | 8507745 | 0.3% |
| Other Securities |  | 168517053 | 6.6% |
| TOTAL CONSUMER STAPLES |  | 198062968 | 7.8% |
| ENERGY — (0.7%) |  |  |  |
| Other Securities |  | 19204938 | 0.8% |
| FINANCIALS — (8.8%) |  |  |  |
| Fuyo General Lease Co. Ltd. | 114800 | 6380157 | 0.3% |
| Hachijuni Bank Ltd. | 1994500 | 6360770 | 0.3% |
| Hirogin Holdings, Inc. | 1534800 | 6331737 | 0.3% |
| JAFCO Group Co. Ltd. | 588100 | 9023388 | 0.4% |
| Yamaguchi Financial Group, Inc. | 1237672 | 6517904 | 0.3% |
| Other Securities |  | 188749126 | 7.3% |
| TOTAL FINANCIALS |  | 223363082 | 8.9% |
| HEALTH CARE — (5.0%) |  |  |  |
| H.U. Group Holdings, Inc. | 348800 | 6492843 | 0.3% |
| Nipro Corp. | 839500 | 6328382 | 0.3% |
| Ship Healthcare Holdings, Inc. | 346200 | 6639723 | 0.3% |
| Other Securities |  | 108331555 | 4.2% |
| TOTAL HEALTH CARE |  | 127792503 | 5.1% |
| INDUSTRIALS — (28.2%) |  |  |  |
| Daiseki Co. Ltd. | 290755 | 8984172 | 0.4% |
| DMG Mori Co. Ltd. | 731800 | 8468845 | 0.3% |
| Fujikura Ltd. | 1559000 | 9230804 | 0.4% |
| Furukawa Electric Co. Ltd. | 424300 | 6546029 | 0.3% |
| Hazama Ando Corp. | 1162500 | 6737422 | 0.3% |
| Hitachi Zosen Corp. | 1041679 | 6005282 | 0.2% |
| Inaba Denki Sangyo Co. Ltd. | 322900 | 6027512 | 0.2% |
| Mabuchi Motor Co. Ltd. | 249034 | 6757392 | 0.3% |
| Meitec Corp. | 484000 | 8152392 | 0.3% |
| Nagase & Co. Ltd. | 584600 | 7964771 | 0.3% |
| Nishimatsu Construction Co. Ltd. | 313800 | 7640054 | 0.3% |
| Nisshinbo Holdings, Inc. | 911180 | 6316101 | 0.3% |
| OSG Corp. | 526900 | 6698620 | 0.3% |
| Penta-Ocean Construction Co. Ltd. | 1589800 | 7906395 | 0.3% |
| Ushio, Inc. | 622400 | 6463241 | 0.3% |

---

------

**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| INDUSTRIALS — (Continued) |  |  |  |
| Other Securities |  | $610194505 | 24.1% |
| TOTAL INDUSTRIALS |  | 720093537 | 28.6% |
| INFORMATION TECHNOLOGY — (15.3%) |  |  |  |
| Alps Alpine Co. Ltd. | 788800 | 6776241 | 0.3% |
| Anritsu Corp. | 849300 | 8548093 | 0.3% |
| Citizen Watch Co. Ltd. | 1669800 | 7012673 | 0.3% |
| Daiwabo Holdings Co. Ltd. | 581600 | 7504581 | 0.3% |
| Dexerials Corp. | 345400 | 8044653 | 0.3% |
| DTS Corp. | 254000 | 6038755 | 0.2% |
| Konica Minolta, Inc. | 2014100 | 6136873 | 0.3% |
| Macnica Holdings, Inc. | 335450 | 6709361 | 0.3% |
| Maruwa Co. Ltd. | 57700 | 6779271 | 0.3% |
| NET One Systems Co. Ltd. | 383900 | 7884792 | 0.3% |
| NSD Co. Ltd. | 489360 | 8362456 | 0.3% |
| Tokyo Seimitsu Co. Ltd. | 248700 | 7479548 | 0.3% |
| Topcon Corp. | 676700 | 7401971 | 0.3% |
| Ulvac, Inc. | 225700 | 8897322 | 0.4% |
| Other Securities |  | 285987560 | 11.2% |
| TOTAL INFORMATION TECHNOLOGY |  | 389564150 | 15.4% |
| MATERIALS — (12.1%) |  |  |  |
| ADEKA Corp. | 508800 | 7606774 | 0.3% |
| Asahi Holdings, Inc. | 472200 | 6022117 | 0.2% |
| Daicel Corp. | 1608100 | 9175525 | 0.4% |
| Kureha Corp. | 103950 | 6674583 | 0.3% |
| Mitsui Mining & Smelting Co. Ltd. | 366200 | 7396353 | 0.3% |
| Tokai Carbon Co. Ltd. | 1004500 | 6555281 | 0.3% |
| UBE Corp. | 611100 | 7881843 | 0.3% |
| Other Securities |  | 257679027 | 10.2% |
| TOTAL MATERIALS. |  | 308991503 | 12.3% |
| REAL ESTATE — (1.4%) |  |  |  |
| Other Securities |  | 36414839 | 1.4% |
| UTILITIES — (1.7%) |  |  |  |
| Nippon Gas Co. Ltd. | 684000 | 9936468 | 0.4% |
| Other Securities |  | 32350517 | 1.3% |
| TOTAL UTILITIES |  | 42286985 | 1.7% |
| TOTAL COMMON STOCKS<br>(Cost $2,854,128,543) |  | 2493001458 | 98.9% |
|  |  | **Value†** |  |
| SECURITIES LENDING COLLATERAL — (2.2%) |  |  |  |
| The DFA Short Term Investment Fund | 4804517 | 55545021 | 2.2% |
| TOTAL INVESTMENTS—(100.0%)<br>(Cost $2,909,692,756) |  | $2548546479 | 101.1% |

---

------

**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services |  | $60456006 |  | $60456006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary |  | 366770947 |  | 366770947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples |  | 198062968 |  | 198062968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy |  | 19204938 |  | 19204938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | $2856753 | 220506329 |  | 223363082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care |  | 127792503 |  | 127792503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials |  | 720093537 |  | 720093537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology |  | 389564150 |  | 389564150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials |  | 308991503 |  | 308991503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate |  | 36414839 |  | 36414839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities |  | 42286985 |  | 42286985 |
|  Securities Lending Collateral |  | 55545021 |  | 55545021 |
|  TOTAL | $2856753 | $2545689726 |  | $2548546479 |

---

See accompanying Notes to Financial Statements.

------

**THE ASIA PACIFIC SMALL COMPANY SERIES** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (98.6%) | COMMON STOCKS — (98.6%) |  |  |  |
|  AUSTRALIA — (64.4%) | AUSTRALIA — (64.4%) |  |  |  |
|  \* | AMP Ltd. | 12919775 | $10418866 | 0.9% |
|  # | Ansell Ltd. | 667221 | 12045403 | 1.0% |
|  # | ARB Corp. Ltd. | 515315 | 9567925 | 0.8% |
|  | AUB Group Ltd. | 762060 | 10083242 | 0.9% |
|  | Bapcor Ltd. | 2227045 | 9417379 | 0.8% |
|  | Beach Energy Ltd. | 8737409 | 8934529 | 0.8% |
|  # | Breville Group Ltd. | 652020 | 8261901 | 0.7% |
|  | Brickworks Ltd. | 469394 | 6646000 | 0.6% |
|  # | Corporate Travel Management Ltd. | 706149 | 7883899 | 0.7% |
|  | CSR Ltd. | 3109441 | 9211011 | 0.8% |
|  | Downer EDI Ltd. | 3274403 | 9410422 | 0.8% |
|  | Eagers Automotive Ltd. | 941185 | 7461464 | 0.6% |
|  | Elders Ltd. | 1009369 | 8415415 | 0.7% |
|  #\* | Flight Centre Travel Group Ltd. | 718191 | 7643947 | 0.6% |
|  # | Gold Road Resources Ltd. | 7605514 | 6572387 | 0.6% |
|  | GrainCorp Ltd., Class A | 1517016 | 8155207 | 0.7% |
|  | Healius Ltd. | 3665521 | 8029741 | 0.7% |
|  | HUB24 Ltd. | 461678 | 7485853 | 0.6% |
|  # | Insignia Financial Ltd. | 4120661 | 8306842 | 0.7% |
|  | IPH Ltd. | 1331405 | 8467477 | 0.7% |
|  | IRESS Ltd. | 1215703 | 7890780 | 0.7% |
|  | Lifestyle Communities Ltd. | 578173 | 6490474 | 0.5% |
|  | Metcash Ltd. | 2899744 | 7612203 | 0.6% |
|  # | New Hope Corp. Ltd. | 2341365 | 8505399 | 0.7% |
|  | nib holdings Ltd. | 2992914 | 12806819 | 1.1% |
|  | Nufarm Ltd. | 2098872 | 7480120 | 0.6% |
|  #\* | Omni Bridgeway Ltd. | 2355720 | 6782068 | 0.6% |
|  | Orora Ltd. | 5992474 | 11628555 | 1.0% |
|  #\* | Paladin Energy Ltd. | 16033988 | 8680653 | 0.7% |
|  # | Pendal Group Ltd. | 2058779 | 6466738 | 0.5% |
|  # | Perseus Mining Ltd. | 8114950 | 9451479 | 0.8% |
|  | Premier Investments Ltd. | 410666 | 6576580 | 0.6% |
|  | Reliance Worldwide Corp. Ltd. | 4255179 | 8742677 | 0.7% |
|  | Sims Ltd. | 1106977 | 8654727 | 0.7% |
|  \* | Star Entertainment Group Ltd. | 5751661 | 10819618 | 0.9% |
|  # | Super Retail Group Ltd. | 1057351 | 6952302 | 0.6% |
|  #\* | Syrah Resources Ltd. | 4792786 | 7321076 | 0.6% |
|  | Technology One Ltd. | 1296361 | 9972913 | 0.8% |
|  W | Viva Energy Group Ltd. | 3776327 | 6854919 | 0.6% |
|  #\* | Webjet Ltd. | 2329981 | 7868307 | 0.7% |
|  | Whitehaven Coal Ltd. | 3623702 | 21049343 | 1.8% |
|  | Other Securities |  | 417169018 | 34.7% |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 778195678 | 65.2% |
|  CHINA — (0.1%) | CHINA — (0.1%) |  |  |  |
|  | Other Securities |  | 1050669 | 0.1% |
|  HONG KONG — (18.7%) | HONG KONG — (18.7%) |  |  |  |
|  | ASMPT Ltd. | 1590200 | 8746899 | 0.7% |
|  | Kerry Logistics Network Ltd. | 4063500 | 6450213 | 0.6% |
|  | Luk Fook Holdings International Ltd. | 3509000 | 7622920 | 0.6% |
|  | VTech Holdings Ltd. | 1292000 | 6877585 | 0.6% |

---

------

**THE ASIA PACIFIC SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |  |
|  | Other Securities |  | $195738785 | 16.4% |
|  TOTAL HONG KONG | TOTAL HONG KONG |  | 225436402 | 18.9% |
|  NEW ZEALAND — (4.6%) | NEW ZEALAND — (4.6%) |  |  |  |
|  | Chorus Ltd. | 2451723 | 11836205 | 1.0% |
|  \* | SKYCITY Entertainment Group Ltd. | 4246632 | 7159611 | 0.6% |
|  | Other Securities |  | 35984180 | 3.0% |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 54979996 | 4.6% |
|  SINGAPORE — (10.8%) | SINGAPORE — (10.8%) |  |  |  |
|  | ComfortDelGro Corp. Ltd. | 9120200 | 8187132 | 0.7% |
|  | Golden Agri-Resources Ltd. | 31541800 | 6467918 | 0.5% |
|  | Keppel Infrastructure Trust | 18468846 | 6911022 | 0.6% |
|  | Other Securities |  | 109293171 | 9.1% |
|  TOTAL SINGAPORE | TOTAL SINGAPORE |  | 130859243 | 10.9% |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 1190521988 | 99.7% |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |  |  |  |
|  | Other Securities |  | 21319 | 0.0% |
|  HONG KONG — (0.0%) | HONG KONG — (0.0%) |  |  |  |
|  | Other Security |  | 5255 | 0.0% |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 26574 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $1,539,796,503) | TOTAL INVESTMENT SECURITIES<br>(Cost $1,539,796,503) |  | 1190548562 |  |
|  |  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 1496806 | 17304573 | 1.5% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $1,557,108,416) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $1,557,108,416) |  | $1207853135 | 101.2% |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
|  Common Stocks |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | $8084 | $777796648 | $390946 |  | $778195678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China |  | 1050669 |  |  | 1050669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 224321261 | 1115141 |  | 225436402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 54979996 |  |  | 54979996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore | 637539 | 129841227 | 380477 |  | 130859243 |
|  Rights/Warrants |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | 21319 |  |  | 21319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 5255 |  |  | 5255 |
|  Securities Lending Collateral |  | 17304573 |  |  | 17304573 |
|  TOTAL | $645623 | $1205320948 | $1886564 | ^ | $1207853135 |

---

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**THE UNITED KINGDOM SMALL COMPANY SERIES** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (97.5%) | COMMON STOCKS — (97.5%) |  |  |  |
|  COMMUNICATION SERVICES — (3.6%) | COMMUNICATION SERVICES — (3.6%) |  |  |  |
|  | Euromoney Institutional Investor PLC | 592842 | $9845186 | 0.8% |
|  | Other Securities |  | 33354764 | 2.9% |
|  TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES |  | 43199950 | 3.7% |
|  CONSUMER DISCRETIONARY — (16.3%) | CONSUMER DISCRETIONARY — (16.3%) |  |  |  |
|  | Bellway PLC | 429828 | 9141218 | 0.8% |
|  \* | Frasers Group PLC | 1220486 | 9056198 | 0.8% |
|  | Games Workshop Group PLC | 176198 | 12933595 | 1.1% |
|  | Greggs PLC | 604556 | 14014474 | 1.2% |
|  | Inchcape PLC | 2415336 | 20604988 | 1.8% |
|  | Pets at Home Group PLC | 3042980 | 10061388 | 0.9% |
|  \* | Playtech PLC | 1947421 | 11571872 | 1.0% |
|  # | Vistry Group PLC | 1228992 | 8503987 | 0.7% |
|  | Other Securities |  | 98610384 | 8.4% |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY |  | 194498104 | 16.7% |
|  CONSUMER STAPLES — (7.0%) | CONSUMER STAPLES — (7.0%) |  |  |  |
|  | Britvic PLC | 1626728 | 13586475 | 1.2% |
|  | Cranswick PLC | 365093 | 12464969 | 1.1% |
|  \* | Marks & Spencer Group PLC | 7566588 | 9163708 | 0.8% |
|  | Tate & Lyle PLC | 2060165 | 16553803 | 1.4% |
|  | Other Securities |  | 31665598 | 2.6% |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES |  | 83434553 | 7.1% |
|  ENERGY — (4.2%) | ENERGY — (4.2%) |  |  |  |
|  \* | Capricorn Energy PLC | 4040365 | 11477115 | 1.0% |
|  | Other Securities |  | 38574608 | 3.3% |
|  TOTAL ENERGY | TOTAL ENERGY |  | 50051723 | 4.3% |
|  FINANCIALS — (18.4%) | FINANCIALS — (18.4%) |  |  |  |
|  | Beazley PLC | 3081626 | 22100836 | 1.9% |
|  | Close Brothers Group PLC | 898617 | 10123897 | 0.9% |
|  | Hiscox Ltd. | 1420362 | 14632152 | 1.2% |
|  | Lancashire Holdings Ltd. | 1670143 | 9478286 | 0.8% |
|  | Man Group PLC | 7662342 | 19060892 | 1.6% |
|  | OSB Group PLC | 2135454 | 10176648 | 0.9% |
|  | Paragon Banking Group PLC | 1934045 | 9462355 | 0.8% |
|  | Plus500 Ltd. | 525338 | 10868092 | 0.9% |
|  W | Quilter PLC | 8070566 | 8945685 | 0.8% |
|  | TP ICAP Group PLC | 4137686 | 8726393 | 0.7% |
|  | Virgin Money UK PLC | 6368888 | 9926426 | 0.8% |
|  | Other Securities |  | 86017639 | 7.5% |
|  TOTAL FINANCIALS | TOTAL FINANCIALS |  | 219519301 | 18.8% |
|  | HEALTH CARE — (4.9%) |  |  |  |
|  | CVS Group PLC | 413530 | 8938783 | 0.8% |
|  | Indivior PLC | 771895 | 14621023 | 1.2% |
|  # | Mediclinic International PLC | 2400508 | 13655822 | 1.2% |
|  | Other Securities |  | 20957862 | 1.8% |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 58173490 | 5.0% |

---

------

**THE UNITED KINGDOM SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  INDUSTRIALS — (22.3%) | INDUSTRIALS — (22.3%) |  |  |  |
|  \* | Babcock International Group PLC | 2860700 | $9035971 | 0.8% |
|  | Balfour Beatty PLC | 3610310 | 12369652 | 1.1% |
|  | Diploma PLC | 427629 | 12162994 | 1.0% |
|  | Grafton Group PLC | 1499770 | 11874058 | 1.0% |
|  | Hays PLC | 9235636 | 11644369 | 1.0% |
|  | Pagegroup PLC | 1968311 | 9493890 | 0.8% |
|  | QinetiQ Group PLC | 3269929 | 13478205 | 1.2% |
|  | Rotork PLC | 4427553 | 12977500 | 1.1% |
|  | Serco Group PLC | 5072076 | 9486190 | 0.8% |
|  | Travis Perkins PLC | 1187192 | 11189269 | 1.0% |
|  | Other Securities |  | 151227680 | 12.9% |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 264939778 | 22.7% |
|  INFORMATION TECHNOLOGY — (8.5%) | INFORMATION TECHNOLOGY — (8.5%) |  |  |  |
|  | Computacenter PLC | 501179 | 10398774 | 0.9% |
|  | Micro Focus International PLC | 1571570 | 9370682 | 0.8% |
|  | Softcat PLC | 677739 | 8707891 | 0.7% |
|  | Spectris PLC | 462131 | 16016986 | 1.4% |
|  | Spirent Communications PLC | 4065908 | 12069222 | 1.0% |
|  | Other Securities |  | 44097451 | 3.8% |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY |  | 100661006 | 8.6% |
|  MATERIALS — (5.1%) | MATERIALS — (5.1%) |  |  |  |
|  | Victrex PLC | 545312 | 10356993 | 0.9% |
|  | Other Securities |  | 50618342 | 4.3% |
|  TOTAL MATERIALS | TOTAL MATERIALS |  | 60975335 | 5.2% |
|  REAL ESTATE — (3.0%) | REAL ESTATE — (3.0%) |  |  |  |
|  | Grainger PLC | 4237552 | 11018013 | 0.9% |
|  | Savills PLC | 965499 | 9122034 | 0.8% |
|  | Other Securities |  | 15177252 | 1.3% |
|  TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 35317299 | 3.0% |
|  UTILITIES — (4.2%) | UTILITIES — (4.2%) |  |  |  |
|  | Centrica PLC | 12351821 | 10853682 | 0.9% |
|  | Drax Group PLC | 2494304 | 14895027 | 1.3% |
|  | Pennon Group PLC | 1360703 | 13075947 | 1.1% |
|  | Telecom Plus PLC | 427882 | 10401875 | 0.9% |
|  | Other Security |  | 539940 | 0.1% |
|  TOTAL UTILITIES | TOTAL UTILITIES |  | 49766471 | 4.3% |
|  TOTAL COMMON STOCKS<br>(Cost $1,400,292,665) | TOTAL COMMON STOCKS<br>(Cost $1,400,292,665) |  | 1160537010 | 99.4% |
|  |  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (2.5%) | SECURITIES LENDING COLLATERAL — (2.5%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 2548908 | 29467920 | 2.5% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $1,429,768,069) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $1,429,768,069) |  | $1190004930 | 101.9% |

---

------

**THE UNITED KINGDOM SMALL COMPANY SERIES** 

**CONTINUED** 

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** |  | **Total** |
|  Common Stocks |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $23016 | $43176934 |  |  | $43199950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary |  | 194388958 | $109146 |  | 194498104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples |  | 83434553 |  |  | 83434553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy |  | 50051723 |  |  | 50051723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials |  | 219518781 | 520 |  | 219519301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care |  | 58167401 | 6089 |  | 58173490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 160252 | 264779526 |  |  | 264939778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology |  | 100661006 |  |  | 100661006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials |  | 60975335 |  |  | 60975335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate |  | 35317299 |  |  | 35317299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities |  | 49766471 |  |  | 49766471 |
|  Securities Lending Collateral |  | 29467920 |  |  | 29467920 |
|  TOTAL | $183268 | $1189705907 | $115755 | ^ | $1190004930 |

---

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**THE CONTINENTAL SMALL COMPANY SERIES** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (93.7%) | COMMON STOCKS — (93.7%) |  |  |  |
|  AUSTRIA — (3.1%) | AUSTRIA — (3.1%) |  |  |  |
|  | ANDRITZ AG | 444373 | $20652912 | 0.5% |
|  W | BAWAG Group AG | 344403 | 16626330 | 0.4% |
|  | Other Securities |  | 104285328 | 2.4% |
|  TOTAL AUSTRIA | TOTAL AUSTRIA |  | 141564570 | 3.3% |
|  BELGIUM — (4.4%) | BELGIUM — (4.4%) |  |  |  |
|  | Ackermans & van Haaren NV | 172739 | 24066242 | 0.6% |
|  | D'ieteren Group | 122666 | 20415062 | 0.5% |
|  | Euronav NV | 1306429 | 22776000 | 0.5% |
|  | Other Securities |  | 132956790 | 3.0% |
|  TOTAL BELGIUM | TOTAL BELGIUM |  | 200214094 | 4.6% |
|  DENMARK — (6.2%) | DENMARK — (6.2%) |  |  |  |
|  #\* | ISS AS | 927711 | 17037438 | 0.4% |
|  \* | Jyske Bank AS | 445581 | 24047629 | 0.6% |
|  | Ringkjoebing Landbobank AS | 197936 | 21527994 | 0.5% |
|  | Royal Unibrew AS | 312072 | 17826861 | 0.4% |
|  | Topdanmark AS | 367737 | 16972205 | 0.4% |
|  | Other Securities |  | 187427684 | 4.2% |
|  TOTAL DENMARK | TOTAL DENMARK |  | 284839811 | 6.5% |
|  FINLAND — (5.3%) | FINLAND — (5.3%) |  |  |  |
|  | Huhtamaki Oyj | 643085 | 23112067 | 0.5% |
|  | Orion Oyj, Class B | 676382 | 31125885 | 0.7% |
|  | Valmet Oyj | 1002259 | 22794608 | 0.5% |
|  | Other Securities |  | 164215005 | 3.8% |
|  TOTAL FINLAND | TOTAL FINLAND |  | 241247565 | 5.5% |
|  FRANCE — (10.4%) | FRANCE — (10.4%) |  |  |  |
|  | Gaztransport Et Technigaz SA | 161171 | 18750394 | 0.4% |
|  | Nexans SA | 198522 | 18537701 | 0.4% |
|  | Rexel SA | 1687054 | 30105974 | 0.7% |
|  \* | SOITEC | 136660 | 17498496 | 0.4% |
|  | SPIE SA | 887677 | 20765906 | 0.5% |
|  | Other Securities |  | 368603169 | 8.5% |
|  TOTAL FRANCE | TOTAL FRANCE |  | 474261640 | 10.9% |
|  GERMANY — (13.4%) | GERMANY — (13.4%) |  |  |  |
|  \* | Aareal Bank AG | 523741 | 16561936 | 0.4% |
|  | Aurubis AG | 287683 | 18152871 | 0.4% |
|  | Freenet AG | 962168 | 18912546 | 0.4% |
|  | Hugo Boss AG | 426713 | 19653270 | 0.5% |
|  | K&S AG | 1269799 | 28035878 | 0.7% |
|  | Lanxess AG | 577941 | 19544674 | 0.5% |
|  | Rheinmetall AG | 186043 | 30241593 | 0.7% |
|  | Other Securities |  | 460058281 | 10.5% |
|  TOTAL GERMANY | TOTAL GERMANY |  | 611161049 | 14.1% |
|  IRELAND — (1.5%) | IRELAND — (1.5%) |  |  |  |
|  | Bank of Ireland Group PLC | 5945531 | 42811519 | 1.0% |

---

------

**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  IRELAND — (Continued) | IRELAND — (Continued) |  |  |  |
|  | Other Securities |  | $24848912 | 0.6% |
|  TOTAL IRELAND | TOTAL IRELAND |  | 67660431 | 1.6% |
|  ISRAEL — (3.6%) | ISRAEL — (3.6%) |  |  |  |
|  | Other Securities |  | 162740149 | 3.7% |
|  ITALY — (8.4%) | ITALY — (8.4%) |  |  |  |
|  | Banco BPM SpA | 10252032 | 31017683 | 0.7% |
|  | Italgas SpA | 3535826 | 18217452 | 0.4% |
|  | Leonardo SpA | 2965480 | 23824938 | 0.6% |
|  | Other Securities |  | 310831433 | 7.1% |
|  TOTAL ITALY | TOTAL ITALY |  | 383891506 | 8.8% |
|  NETHERLANDS — (5.6%) | NETHERLANDS — (5.6%) |  |  |  |
|  | Aalberts NV | 686131 | 23803028 | 0.6% |
|  | Arcadis NV | 533103 | 18091946 | 0.4% |
|  | ASR Nederland NV | 672922 | 29630688 | 0.7% |
|  | BE Semiconductor Industries NV | 405420 | 20662135 | 0.5% |
|  # | OCI NV | 554235 | 21198317 | 0.5% |
|  W | Signify NV | 711679 | 19717182 | 0.5% |
|  | Other Securities |  | 123236655 | 2.7% |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 256339951 | 5.9% |
|  NORWAY — (2.4%) | NORWAY — (2.4%) |  |  |  |
|  | Other Securities |  | 111438926 | 2.6% |
|  PORTUGAL — (1.0%) | PORTUGAL — (1.0%) |  |  |  |
|  | Other Securities |  | 43915237 | 1.0% |
|  SPAIN — (5.7%) | SPAIN — (5.7%) |  |  |  |
|  | Banco de Sabadell SA | 36362876 | 28610453 | 0.7% |
|  | Bankinter SA | 4326671 | 26171851 | 0.6% |
|  # | Enagas SA | 1457648 | 23663312 | 0.5% |
|  | Other Securities |  | 184347363 | 4.2% |
|  TOTAL SPAIN | TOTAL SPAIN |  | 262792979 | 6.0% |
|  SWEDEN — (5.9%) | SWEDEN — (5.9%) |  |  |  |
|  | Other Securities |  | 270528558 | 6.2% |
|  SWITZERLAND — (16.5%) | SWITZERLAND — (16.5%) |  |  |  |
|  | Allreal Holding AG | 125251 | 17941765 | 0.4% |
|  | Belimo Holding AG | 65574 | 26708771 | 0.6% |
|  | BKW AG | 163805 | 19109935 | 0.4% |
|  | Bucher Industries AG | 54335 | 18319886 | 0.4% |
|  | Clariant AG | 1125574 | 18088884 | 0.4% |
|  | DKSH Holding AG | 235948 | 17021421 | 0.4% |
|  \* | Flughafen Zurich AG | 147702 | 22913924 | 0.5% |
|  | Georg Fischer AG | 630511 | 34920705 | 0.8% |
|  | Helvetia Holding AG | 266750 | 26488894 | 0.6% |
|  | PSP Swiss Property AG | 340600 | 36386222 | 0.8% |
|  | Siegfried Holding AG | 32909 | 19590005 | 0.5% |
|  W | VAT Group AG | 114674 | 26180212 | 0.6% |
|  | Other Securities |  | 470666378 | 11.0% |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 754337002 | 17.4% |

---

------

**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  UNITED STATES — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $12849060 | 0.3% |
|  TOTAL COMMON STOCKS |  | 4279782528 | 98.4% |
|  PREFERRED STOCKS — (0.7%) |  |  |  |
|  GERMANY — (0.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 33294751 | 0.8% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $4,398,989,975) |  | 4313077279 |  |
|  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (5.6%) |  |  |  |
|  @§ The DFA Short Term Investment Fund | 22188427 | 256520399 | 5.9% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $4,655,611,905) |  | $4569597678 | 105.1% |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | |
|  |<br>**Level 1** | **Level 2** | **Level 3** |<br>**Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria | $376173 | $141188397 |  | $141564570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium | 792151 | 199421943 |  | 200214094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 284839811 |  | 284839811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 241247565 |  | 241247565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | 127704 | 474099006 | $34930 | 474261640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 611161049 |  | 611161049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 67660431 |  | 67660431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 585758 | 162154391 |  | 162740149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 383891506 |  | 383891506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 256339951 |  | 256339951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway | 239412 | 111199514 |  | 111438926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 43915237 |  | 43915237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 262792979 |  | 262792979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden | 704204 | 269824354 |  | 270528558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 754337002 |  | 754337002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 5487656 | 7361404 |  | 12849060 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 33294751 |  | 33294751 |
|  Securities Lending Collateral |  | 256520399 |  | 256520399 |
|  TOTAL | $8313058 | $4561249690 | $34930 | $4569597678 |

---

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**THE CANADIAN SMALL COMPANY SERIES** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (85.9%) | COMMON STOCKS — (85.9%) |  |  |  |
|  COMMUNICATION SERVICES — (1.1%) | COMMUNICATION SERVICES — (1.1%) |  |  |  |
|  | Other Securities |  | $15273446 | 1.2% |
|  CONSUMER DISCRETIONARY — (4.7%) | CONSUMER DISCRETIONARY — (4.7%) |  |  |  |
|  #\* | Aritzia, Inc. | 461040 | 17881861 | 1.5% |
|  | Linamar Corp. | 255634 | 10941402 | 0.9% |
|  | Other Securities |  | 38001319 | 3.1% |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY |  | 66824582 | 5.5% |
|  CONSUMER STAPLES — (4.2%) | CONSUMER STAPLES — (4.2%) |  |  |  |
|  # | North West Co., Inc. | 291156 | 7576232 | 0.6% |
|  # | Premium Brands Holdings Corp. | 227466 | 13419050 | 1.1% |
|  | Primo Water Corp. | 93425 | 1363071 | 0.1% |
|  | Primo Water Corp. | 799922 | 11661064 | 1.0% |
|  | Other Securities |  | 25055883 | 2.1% |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | 59075300 | 4.9% |
|  ENERGY — (24.7%) | ENERGY — (24.7%) |  |  |  |
|  \* | Advantage Energy Ltd. | 1194867 | 9033751 | 0.7% |
|  \* | Baytex Energy Corp. | 2341875 | 12720575 | 1.0% |
|  # | Birchcliff Energy Ltd. | 1610417 | 12518307 | 1.0% |
|  # | Crescent Point Energy Corp. | 2943000 | 23006533 | 1.9% |
|  # | Crescent Point Energy Corp. | 346792 | 2715381 | 0.2% |
|  # | Enerplus Corp. | 1294755 | 22448059 | 1.9% |
|  | Enerplus Corp. | 28353 | 490790 | 0.0% |
|  # | Freehold Royalties Ltd. | 652441 | 8117499 | 0.7% |
|  # | Gibson Energy, Inc. | 899205 | 15345922 | 1.3% |
|  #\* | MEG Energy Corp. | 2167763 | 32412620 | 2.7% |
|  \* | NuVista Energy Ltd. | 1111528 | 11022676 | 0.9% |
|  # | Paramount Resources Ltd., Class A | 405621 | 8592673 | 0.7% |
|  | Parex Resources, Inc. | 774607 | 11815124 | 1.0% |
|  | Parkland Corp. | 836660 | 16913140 | 1.4% |
|  # | Peyto Exploration & Development Corp. | 965837 | 9017834 | 0.7% |
|  # | PrairieSky Royalty Ltd. | 1182767 | 18370720 | 1.5% |
|  | Secure Energy Services, Inc. | 1849956 | 9709094 | 0.8% |
|  # | Vermilion Energy, Inc. | 716524 | 16719858 | 1.4% |
|  | Vermilion Energy, Inc. | 233451 | 5441743 | 0.5% |
|  # | Whitecap Resources, Inc. | 2696209 | 20899159 | 1.7% |
|  | Other Securities |  | 81074025 | 6.7% |
|  TOTAL ENERGY | TOTAL ENERGY |  | 348385483 | 28.7% |
|  FINANCIALS — (8.0%) | FINANCIALS — (8.0%) |  |  |  |
|  # | Canadian Western Bank | 498863 | 8678426 | 0.7% |
|  # | CI Financial Corp. | 1010158 | 10113814 | 0.8% |
|  | Element Fleet Management Corp. | 2180348 | 29047834 | 2.4% |
|  # | Laurentian Bank of Canada | 370975 | 8278078 | 0.7% |
|  | Other Securities |  | 56710772 | 4.7% |
|  TOTAL FINANCIALS | TOTAL FINANCIALS |  | 112828924 | 9.3% |
|  HEALTH CARE — (1.3%) | HEALTH CARE — (1.3%) |  |  |  |
|  | Other Securities |  | 18737939 | 1.5% |

---

------

**THE CANADIAN SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  INDUSTRIALS — (9.4%) | INDUSTRIALS — (9.4%) |  |  |  |
|  \* | ATS Automation Tooling Systems, Inc. | 416536 | $13177745 | 1.1% |
|  #\* | Bombardier, Inc., Class A | 13989 | 415455 | 0.0% |
|  #\* | Bombardier, Inc., Class B | 435248 | 12782522 | 1.1% |
|  # | Boyd Group Services, Inc. | 87102 | 12394461 | 1.0% |
|  | Finning International, Inc. | 809489 | 17213562 | 1.4% |
|  | Richelieu Hardware Ltd. | 316493 | 8495724 | 0.7% |
|  # | Russel Metals, Inc. | 345023 | 7146878 | 0.6% |
|  # | SNC-Lavalin Group, Inc. | 888433 | 15383811 | 1.3% |
|  | Other Securities |  | 46315708 | 3.8% |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 133325866 | 11.0% |
|  INFORMATION TECHNOLOGY — (2.8%) | INFORMATION TECHNOLOGY — (2.8%) |  |  |  |
|  | Other Securities |  | 39577541 | 3.2% |
|  MATERIALS — (20.5%) | MATERIALS — (20.5%) |  |  |  |
|  | Alamos Gold, Inc., Class A | 2191494 | 17292586 | 1.4% |
|  | Alamos Gold, Inc., Class A | 23683 | 186859 | 0.0% |
|  | B2Gold Corp. | 523630 | 1598929 | 0.1% |
|  | B2Gold Corp. | 4206445 | 12913786 | 1.1% |
|  | Lundin Mining Corp. | 1333672 | 6989700 | 0.6% |
|  # | Methanex Corp. | 214217 | 7476800 | 0.6% |
|  # | Methanex Corp. | 126782 | 4423424 | 0.4% |
|  | Pan American Silver Corp. | 30283 | 483470 | 0.0% |
|  # | Pan American Silver Corp. | 807720 | 12907366 | 1.1% |
|  # | SSR Mining, Inc. | 847686 | 11672908 | 1.0% |
|  | SSR Mining, Inc. | 262936 | 3628517 | 0.3% |
|  # | Stella-Jones, Inc. | 312231 | 9403485 | 0.8% |
|  | Turquoise Hill Resources Ltd. | 237010 | 6662351 | 0.6% |
|  #\* | Turquoise Hill Resources Ltd. | 259936 | 7319089 | 0.6% |
|  # | Yamana Gold, Inc. | 3875378 | 17010871 | 1.4% |
|  | Yamana Gold, Inc. | 588814 | 2579005 | 0.2% |
|  | Other Securities |  | 166659300 | 13.6% |
|  TOTAL MATERIALS | TOTAL MATERIALS |  | 289208446 | 23.8% |
|  REAL ESTATE — (2.3%) | REAL ESTATE — (2.3%) |  |  |  |
|  # | Altus Group Ltd. | 244093 | 8673647 | 0.7% |
|  # | Tricon Residential, Inc. | 1203306 | 10139797 | 0.8% |
|  | Tricon Residential, Inc. | 103827 | 875262 | 0.1% |
|  | Other Securities |  | 12011086 | 1.0% |
|  TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 31699792 | 2.6% |
|  UTILITIES — (6.9%) | UTILITIES — (6.9%) |  |  |  |
|  | Atco Ltd., Class I | 397742 | 12349607 | 1.0% |
|  | Boralex, Inc., Class A | 499461 | 14162424 | 1.2% |
|  # | Brookfield Infrastructure Corp., Class A | 205538 | 8868171 | 0.7% |
|  | Capital Power Corp. | 724520 | 24250825 | 2.0% |
|  # | Innergex Renewable Energy, Inc. | 748951 | 8246239 | 0.7% |
|  | TransAlta Corp. | 1758255 | 15487254 | 1.3% |

---

------

**THE CANADIAN SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  UTILITIES — (Continued) | UTILITIES — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $14633883 | 1.2% |
|  TOTAL UTILITIES | TOTAL UTILITIES |  | 97998403 | 8.1% |
|  TOTAL COMMON STOCKS<br>(Cost $1,129,103,652) | TOTAL COMMON STOCKS<br>(Cost $1,129,103,652) |  | 1212935722 | 99.8% |
|  TOTAL RIGHTS/WARRANTS<br>(Cost $) | TOTAL RIGHTS/WARRANTS<br>(Cost $) |  | 0 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $1,129,103,652) | TOTAL INVESTMENT SECURITIES<br>(Cost $1,129,103,652) |  | 1212935722 |  |
|  |  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (14.1%) | SECURITIES LENDING COLLATERAL — (14.1%) |  |  |  |
|  @ § | The DFA Short Term Investment Fund | 17275482 | 199721843 | 16.5% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $1,328,909,530) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $1,328,909,530) |  | $1412657565 | 116.3% |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $11643215 | $3630231 |  | $15273446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 66824582 |  |  | 66824582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 59075300 |  |  | 59075300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 348385483 |  |  | 348385483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 112828924 |  |  | 112828924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 18723050 | 14889 |  | 18737939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 133325866 |  |  | 133325866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 39577541 |  |  | 39577541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 289169935 | 38511 |  | 289208446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 31699792 |  |  | 31699792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 97998403 |  |  | 97998403 |
|  Securities Lending Collateral |  | 199721843 |  | 199721843 |
|  TOTAL | $1209252091 | $203405474 |  | $1412657565 |

---

See accompanying Notes to Financial Statements.

------

**THE EMERGING MARKETS SERIES** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (96.1%) | COMMON STOCKS — (96.1%) |  |  |  |
|  BRAZIL — (4.5%) | BRAZIL — (4.5%) |  |  |  |
|  | Petroleo Brasileiro SA | 2733556 | $17601021 | 0.4% |
|  | Petroleo Brasileiro SA, Sponsored ADR | 511889 | 5891842 | 0.1% |
|  | Petroleo Brasileiro SA, Sponsored ADR | 227883 | 2921460 | 0.1% |
|  | Vale SA | 2364713 | 30731421 | 0.8% |
|  | Other Securities |  | 124887653 | 3.2% |
|  TOTAL BRAZIL | TOTAL BRAZIL |  | 182033397 | 4.6% |
|  CHILE — (0.5%) | CHILE — (0.5%) |  |  |  |
|  | Other Securities |  | 21724736 | 0.5% |
|  CHINA — (23.4%) | CHINA — (23.4%) |  |  |  |
|  \* | Alibaba Group Holding Ltd. | 714100 | 5552061 | 0.2% |
|  \* | Alibaba Group Holding Ltd., Sponsored ADR | 835875 | 53144932 | 1.4% |
|  \* | Baidu, Inc., Class A | 1268100 | 12157268 | 0.3% |
|  | Bank of China Ltd., Class H | 43912181 | 14143111 | 0.4% |
|  | China Construction Bank Corp., Class H | 59766590 | 31717427 | 0.8% |
|  | China Resources Land Ltd. | 4798666 | 15013985 | 0.4% |
|  | CSPC Pharmaceutical Group Ltd. | 11629200 | 11945066 | 0.3% |
|  | Industrial & Commercial Bank of China Ltd., Class H | 30774185 | 13361085 | 0.4% |
|  | Lenovo Group Ltd. | 13043278 | 10424287 | 0.3% |
|  \*W | Meituan, Class B | 1133000 | 18139936 | 0.5% |
|  # | NetEase, Inc., ADR | 193704 | 10773816 | 0.3% |
|  | Ping An Insurance Group Co. of China Ltd., Class H | 3693500 | 14786523 | 0.4% |
|  | Tencent Holdings Ltd. | 3556400 | 93450715 | 2.4% |
|  #\*W | Xiaomi Corp., Class B | 12403400 | 13929917 | 0.4% |
|  # | Yum China Holdings, Inc. | 363986 | 15050821 | 0.4% |
|  | Other Securities |  | 618214698 | 14.9% |
|  TOTAL CHINA | TOTAL CHINA |  | 951805648 | 23.8% |
|  COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |  |  |  |
|  | Other Securities |  | 5030142 | 0.1% |
|  CZECH REPUBLIC — (0.2%) | CZECH REPUBLIC — (0.2%) |  |  |  |
|  | Other Securities |  | 7199868 | 0.2% |
|  EGYPT — (0.0%) | EGYPT — (0.0%) |  |  |  |
|  | Other Securities |  | 1920708 | 0.1% |
|  GREECE — (0.3%) | GREECE — (0.3%) |  |  |  |
|  | Other Securities |  | 13238603 | 0.3% |
|  HUNGARY — (0.2%) | HUNGARY — (0.2%) |  |  |  |
|  | Other Securities |  | 8953846 | 0.2% |
|  INDIA — (18.0%) | INDIA — (18.0%) |  |  |  |
|  | Axis Bank Ltd. | 1721283 | 18876411 | 0.5% |
|  | Bajaj Finance Ltd. | 131798 | 11395650 | 0.3% |
|  | Bharti Airtel Ltd. | 1493167 | 15016466 | 0.4% |
|  | HDFC Bank Ltd. | 1512827 | 27440778 | 0.7% |
|  | Hindalco Industries Ltd. | 2222008 | 10881758 | 0.3% |
|  | Hindustan Unilever Ltd. | 440646 | 13635504 | 0.3% |
|  | Housing Development Finance Corp. Ltd. | 698934 | 20898952 | 0.5% |
|  | ICICI Bank Ltd. | 1390129 | 15285795 | 0.4% |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |  |
|  # | ICICI Bank Ltd., Sponsored ADR | 649989 | $14325747 | 0.4% |
|  | Infosys Ltd. | 1779532 | 33201533 | 0.8% |
|  # | Infosys Ltd., Sponsored ADR | 500328 | 9371143 | 0.2% |
|  | JSW Steel Ltd. | 1422439 | 11597295 | 0.3% |
|  | Mahindra & Mahindra Ltd. | 905189 | 14787857 | 0.4% |
|  | Reliance Industries Ltd. | 1374995 | 42364653 | 1.1% |
|  | Tata Consultancy Services Ltd. | 572990 | 22023536 | 0.6% |
|  \* | Tata Motors Ltd. | 2234196 | 11170004 | 0.3% |
|  | Tata Steel Ltd. | 11675250 | 14256387 | 0.4% |
|  | Other Securities |  | 425896974 | 10.5% |
|  TOTAL INDIA | TOTAL INDIA |  | 732426443 | 18.4% |
|  INDONESIA — (2.4%) | INDONESIA — (2.4%) |  |  |  |
|  | Bank Central Asia Tbk PT | 30668300 | 17336096 | 0.4% |
|  | Other Securities |  | 80236504 | 2.0% |
|  TOTAL INDONESIA | TOTAL INDONESIA |  | 97572600 | 2.4% |
|  MALAYSIA — (1.7%) | MALAYSIA — (1.7%) |  |  |  |
|  | Other Securities |  | 70536471 | 1.8% |
|  MEXICO — (2.6%) | MEXICO — (2.6%) |  |  |  |
|  | America Movil SAB de CV | 17462580 | 16481615 | 0.4% |
|  | Grupo Financiero Banorte SAB de CV, Class O | 1806062 | 14702455 | 0.4% |
|  | Other Securities |  | 72766011 | 1.8% |
|  TOTAL MEXICO | TOTAL MEXICO |  | 103950081 | 2.6% |
|  PERU — (0.2%) | PERU — (0.2%) |  |  |  |
|  | Other Securities |  | 6210439 | 0.2% |
|  PHILIPPINES — (0.8%) | PHILIPPINES — (0.8%) |  |  |  |
|  | Other Securities |  | 31534552 | 0.8% |
|  POLAND — (0.6%) | POLAND — (0.6%) |  |  |  |
|  | Other Securities |  | 25584214 | 0.6% |
|  QATAR — (1.0%) | QATAR — (1.0%) |  |  |  |
|  | Qatar National Bank QPSC | 2505254 | 13717886 | 0.3% |
|  | Other Securities |  | 28854876 | 0.8% |
|  TOTAL QATAR | TOTAL QATAR |  | 42572762 | 1.1% |
|  SAUDI ARABIA — (4.7%) | SAUDI ARABIA — (4.7%) |  |  |  |
|  \* | Al Rajhi Bank | 1085108 | 24605766 | 0.6% |
|  \* | Saudi Arabian Mining Co. | 512286 | 11402576 | 0.3% |
|  | Saudi National Bank | 945913 | 14950375 | 0.4% |
|  | Saudi Telecom Co. | 1007500 | 10824373 | 0.3% |
|  | Other Securities |  | 131529877 | 3.2% |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | 193312967 | 4.8% |
|  SOUTH AFRICA — (3.5%) | SOUTH AFRICA — (3.5%) |  |  |  |
|  | MTN Group Ltd. | 1570195 | 11097278 | 0.3% |
|  | Other Securities |  | 129896408 | 3.2% |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 140993686 | 3.5% |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| SOUTH KOREA — (11.7%) |  |  |  |
| KB Financial Group, Inc. | 309585 | $10417236 | 0.3% |
| Samsung Electronics Co. Ltd. | 3140501 | 130707098 | 3.3% |
| SK Hynix, Inc. | 384714 | 22271674 | 0.6% |
| Other Securities |  | 310821368 | 7.7% |
| TOTAL SOUTH KOREA |  | 474217376 | 11.9% |
| TAIWAN — (15.0%) |  |  |  |
| Hon Hai Precision Industry Co. Ltd. | 5794322 | 18403209 | 0.5% |
| MediaTek, Inc. | 799995 | 14582464 | 0.4% |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 13416808 | 161299590 | 4.0% |
| Other Securities |  | 415194442 | 10.4% |
| TOTAL TAIWAN |  | 609479705 | 15.3% |
| THAILAND — (2.5%) |  |  |  |
| Other Securities |  | 100451044 | 2.5% |
| TURKEY — (0.7%) |  |  |  |
| Other Securities |  | 28045003 | 0.7% |
| UNITED ARAB EMIRATES — (1.5%) |  |  |  |
| Emirates Telecommunications Group Co. PJSC | 1754520 | 12330867 | 0.3% |
| Other Securities |  | 50250860 | 1.3% |
| TOTAL UNITED ARAB EMIRATES |  | 62581727 | 1.6% |
| UNITED STATES — (0.0%) |  |  |  |
| Other Security |  | 1338052 | 0.0% |
| TOTAL COMMON STOCKS |  | 3912714070 | 98.0% |
| PREFERRED STOCKS — (1.3%) |  |  |  |
| BRAZIL — (1.2%) |  |  |  |
| Itau Unibanco Holding SA | 2317176 | 13637044 | 0.4% |
| Petroleo Brasileiro SA | 2952047 | 17036206 | 0.4% |
| Other Securities |  | 18830811 | 0.5% |
| TOTAL BRAZIL |  | 49504061 | 1.3% |
| CHILE — (0.0%) |  |  |  |
| Other Security |  | 753310 | 0.0% |
| COLOMBIA — (0.1%) |  |  |  |
| Other Securities |  | 762616 | 0.0% |
| SOUTH KOREA — (0.0%) |  |  |  |
| Other Security |  | 39130 | 0.0% |
| TAIWAN — (0.0%) |  |  |  |
| Other Security |  | 276224 | 0.0% |
| TOTAL PREFERRED STOCKS |  | 51335341 | 1.3% |
| RIGHTS/WARRANTS — (0.0%) |  |  |  |
| MALAYSIA — (0.0%) |  |  |  |
| Other Security |  | 16218 | 0.0% |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage**<br>**of Net Assets‡** |
|  SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |  |  |  |
|  | Other Security |  | $39126 | 0.0% |
|  TAIWAN — (0.0%) | TAIWAN — (0.0%) |  |  |  |
|  | Other Security |  | 59429 | 0.0% |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 114773 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $3,031,692,639) | TOTAL INVESTMENT SECURITIES<br>(Cost $3,031,692,639) |  | 3964164184 |  |
|  |  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 9232721 | 106739492 | 2.7% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $3,138,466,170) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $3,138,466,170) |  | $4070903676 | 102.0% |

---

As of October 31, 2022, The Emerging Markets Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  E-Mini MSCI Emerging Markets Index | 644 | 12/16/22 | $29866714 | $27485920 | $(2380794) |
|  S&P 500<sup>®</sup> Emini Index | 73 | 12/16/22 | 13941096 | 14172950 | 231854 |
|  **Total Futures Contracts** |  |  | $**43807810** | $**41658870** | $**(2148940)** |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | $182023797 | $9600 |  | $182033397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile | 11803006 | 9921730 |  | 21724736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 123031320 | 828774328 |  | 951805648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 4717484 | 312658 |  | 5030142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Czech Republic |  | 7199868 |  | 7199868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Egypt | 1962 | 1918746 |  | 1920708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greece | 10252 | 13217128 | $11223 | 13238603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 8953846 |  | 8953846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | 31593723 | 700832720 |  | 732426443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 97572600 |  | 97572600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 70536471 |  | 70536471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 103950081 |  |  | 103950081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Peru | 6210439 |  |  | 6210439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines | 548996 | 30985556 |  | 31534552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 25584214 |  | 25584214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 42572762 |  | 42572762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia |  | 193312967 |  | 193312967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 22218169 | 118775517 |  | 140993686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea | 4855920 | 469361456 |  | 474217376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 4177320 | 605295946 | 6439 | 609479705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 98389048 | 2061996 |  | 100451044 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | $28045003 |  | $28045003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 62581727 |  | 62581727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 1338052 |  | 1338052 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | $49504061 |  |  | 49504061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 753310 |  | 753310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 762616 |  |  | 762616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 39130 |  | 39130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 276224 |  | 276224 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 16218 |  | 16218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 39126 |  | 39126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 59429 |  | 59429 |
|  Securities Lending Collateral |  | 106739492 |  | 106739492 |
|  Futures Contracts\*\* | (2148940) |  |  | (2148940) |
|  TOTAL | $641649254 | $3427087820 | $17,662^ | $4068754736 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**THE EMERGING MARKETS SMALL CAP SERIES** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (97.3%) | COMMON STOCKS — (97.3%) |  |  |  |
|  BELGIUM — (0.0%) | BELGIUM — (0.0%) |  |  |  |
|  | Other Security |  | $14557 | 0.0% |
|  BRAZIL — (5.7%) | BRAZIL — (5.7%) |  |  |  |
|  | TOTVS SA | 1646258 | 10568178 | 0.3% |
|  | Transmissora Alianca de Energia Eletrica SA | 1318523 | 10258724 | 0.3% |
|  | Other Securities |  | 181842977 | 5.2% |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 202669879 | 5.8% |
|  CHILE — (0.6%) | CHILE — (0.6%) |  |  |  |
|  | Other Securities |  | 22580410 | 0.6% |
|  CHINA — (21.9%) | CHINA — (21.9%) |  |  |  |
|  | BYD Electronic International Co. Ltd. | 1940500 | 5639059 | 0.2% |
|  | China Conch Venture Holdings Ltd. | 4615500 | 6807382 | 0.2% |
|  | China Medical System Holdings Ltd. | 5342500 | 5838944 | 0.2% |
|  | China Merchants Port Holdings Co. Ltd. | 4575230 | 5363986 | 0.2% |
|  | China Power International Development Ltd. | 18883333 | 5457077 | 0.2% |
|  | Chinasoft International Ltd. | 9542000 | 6322273 | 0.2% |
|  | Far East Horizon Ltd. | 6976000 | 5387074 | 0.2% |
|  | Hengan International Group Co. Ltd. | 2254500 | 8741258 | 0.3% |
|  #\* | JinkoSolar Holding Co. Ltd., ADR | 157507 | 7478432 | 0.2% |
|  | Kingboard Holdings Ltd. | 2624421 | 6478798 | 0.2% |
|  | Kingsoft Corp. Ltd. | 3307600 | 10015883 | 0.3% |
|  | Kunlun Energy Co. Ltd. | 12020000 | 7183987 | 0.2% |
|  | Minth Group Ltd. | 2963000 | 5842632 | 0.2% |
|  | Shandong Weigao Group Medical Polymer Co. Ltd., |  |  |  |
|  | Class H | 6050400 | 8336151 | 0.3% |
|  | Sinopharm Group Co. Ltd., Class H | 3677200 | 6976059 | 0.2% |
|  W | Yadea Group Holdings Ltd. | 4400000 | 6718272 | 0.2% |
|  | Other Securities |  | 674286363 | 18.7% |
|  TOTAL CHINA. | TOTAL CHINA. | TOTAL CHINA. | 782873630 | 22.2% |
|  COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |  |  |  |
|  | Other Securities |  | 3508664 | 0.1% |
|  GREECE — (0.4%) | GREECE — (0.4%) |  |  |  |
|  | Other Securities |  | 12870333 | 0.4% |
|  HONG KONG — (0.0%) | HONG KONG — (0.0%) |  |  |  |
|  | Other Securities |  | 603989 | 0.0% |
|  HUNGARY — (0.0%) | HUNGARY — (0.0%) |  |  |  |
|  | Other Securities |  | 1366524 | 0.0% |
|  INDIA — (19.2%) | INDIA — (19.2%) |  |  |  |
|  | Adani Enterprises Ltd. | 132085 | 5349994 | 0.2% |
|  \* | Adani Power Ltd. | 1298946 | 5278915 | 0.2% |
|  \* | Adani Transmission Ltd. | 257725 | 10446809 | 0.3% |
|  | AIA Engineering Ltd. | 176351 | 5759750 | 0.2% |
|  | Atul Ltd. | 55580 | 5679275 | 0.2% |
|  | Crompton Greaves Consumer Electricals Ltd. | 1633503 | 7149511 | 0.2% |
|  | Federal Bank Ltd. | 5370459 | 8537661 | 0.3% |
|  \* | Fortis Healthcare Ltd. | 1720585 | 5777317 | 0.2% |

---

------

**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |  |
|  | Gujarat Fluorochemicals Ltd. | 132935 | $6079642 | 0.2% |
|  | Indian Hotels Co. Ltd. | 2496258 | 10070893 | 0.3% |
|  | KPIT Technologies Ltd. | 689000 | 5930463 | 0.2% |
|  | Persistent Systems Ltd. | 209899 | 9370830 | 0.3% |
|  | Phoenix Mills Ltd. | 331488 | 5729067 | 0.2% |
|  | Schaeffler India Ltd. | 160300 | 5371315 | 0.2% |
|  | Supreme Industries Ltd. | 209572 | 5492082 | 0.2% |
|  | Tata Elxsi Ltd. | 72466 | 6148163 | 0.2% |
|  | Tube Investments of India Ltd. | 410776 | 13507760 | 0.4% |
|  | Zee Entertainment Enterprises Ltd. | 2035315 | 6463376 | 0.2% |
|  | Other Securities |  | 558019401 | 15.3% |
|  TOTAL INDIA | TOTAL INDIA | TOTAL INDIA | 686162224 | 19.5% |
|  INDONESIA — (2.4%) | INDONESIA — (2.4%) |  |  |  |
|  | Other Securities |  | 84409677 | 2.4% |
|  MALAYSIA — (1.6%) | MALAYSIA — (1.6%) |  |  |  |
|  | Other Securities |  | 58092744 | 1.7% |
|  MEXICO — (3.1%) | MEXICO — (3.1%) |  |  |  |
|  W | Banco del Bajio SA | 2573919 | 7246414 | 0.2% |
|  | Grupo Comercial Chedraui SA de CV | 1754925 | 7093925 | 0.2% |
|  \* | Grupo Simec SAB de CV, Class B | 954497 | 9538707 | 0.3% |
|  \* | Industrias CH SAB de CV, Class B | 1752132 | 19365158 | 0.6% |
|  | La Comer SAB de CV | 3003626 | 5518194 | 0.2% |
|  | Other Securities |  | 63096833 | 1.7% |
|  TOTAL MEXICO | TOTAL MEXICO | TOTAL MEXICO | 111859231 | 3.2% |
|  PHILIPPINES — (1.0%) | PHILIPPINES — (1.0%) |  |  |  |
|  | Other Securities |  | 36898462 | 1.1% |
|  POLAND — (0.9%) | POLAND — (0.9%) |  |  |  |
|  | Grupa Kety SA | 54943 | 5668090 | 0.2% |
|  | Other Securities |  | 26522826 | 0.7% |
|  TOTAL POLAND | TOTAL POLAND | TOTAL POLAND | 32190916 | 0.9% |
|  QATAR — (0.9%) | QATAR — (0.9%) |  |  |  |
|  | Other Securities |  | 31471396 | 0.9% |
|  SAUDI ARABIA — (3.9%) | SAUDI ARABIA — (3.9%) |  |  |  |
|  \* | Dar Al Arkan Real Estate Development Co. | 1798980 | 6436392 | 0.2% |
|  | Other Securities |  | 132119560 | 3.7% |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | 138555952 | 3.9% |
|  SOUTH AFRICA — (3.8%) | SOUTH AFRICA — (3.8%) |  |  |  |
|  | Foschini Group Ltd. | 907837 | 5675989 | 0.2% |
|  | Woolworths Holdings Ltd. | 2234195 | 7661480 | 0.2% |
|  | Other Securities |  | 122354989 | 3.5% |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | 135692458 | 3.9% |
|  SOUTH KOREA — (11.3%) | SOUTH KOREA — (11.3%) |  |  |  |
|  | Other Securities |  | 402710105 | 11.4% |

---

------

**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  TAIWAN — (15.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TA Chen Stainless Pipe | 4850504 | $5667713 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taichung Commercial Bank Co. Ltd. | 15973893 | 6212649 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 548850145 | 15.5% |
|  TOTAL TAIWAN. |  | 560730507 | 15.9% |
|  THAILAND — (2.6%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 93749823 | 2.7% |
|  TURKEY — (1.3%) |  |  |  |
|  #\* Sasa Polyester Sanayi AS | 1429621 | 9207695 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 37953231 | 1.0% |
|  TOTAL TURKEY |  | 47160926 | 1.3% |
|  UNITED ARAB EMIRATES — (0.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Islamic Bank PJSC | 2965487 | 7672903 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 25577712 | 0.7% |
|  TOTAL UNITED ARAB EMIRATES |  | 33250615 | 0.9% |
|  TOTAL COMMON STOCKS |  | 3479423022 | 98.8% |
|  PREFERRED STOCKS — (0.9%) |  |  |  |
|  BRAZIL — (0.8%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unipar Carbocloro SA | 265449 | 5487809 | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 21750780 | 0.6% |
|  TOTAL BRAZIL |  | 27238589 | 0.8% |
|  CHILE — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 707061 | 0.0% |
|  COLOMBIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 51644 | 0.0% |
|  PHILIPPINES — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 400488 | 0.0% |
|  THAILAND — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 1341790 | 0.1% |
|  TOTAL PREFERRED STOCKS |  | 29739572 | 0.9% |
|  RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  BRAZIL — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 36347 | 0.0% |
|  INDIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 149656 | 0.0% |
|  INDONESIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 3503 | 0.0% |
|  MALAYSIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 26642 | 0.0% |

---

------

**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SAUDI ARABIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | $115159 | 0.0% |
|  SOUTH KOREA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1889 | 0.0% |
|  TAIWAN — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 22016 | 0.0% |
|  THAILAND — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 591 | 0.0% |
|  TOTAL RIGHTS/WARRANTS |  | 355803 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $3,641,873,380) |  | 3509518397 |  |
|  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (1.8%) |  |  |  |
|  @§ The DFA Short Term Investment Fund | 5706428 | 65972009 | 1.8% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $3,707,870,867) |  | $3575490406 | 101.5% |

---

As of October 31, 2022, The Emerging Markets Small Cap Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  E-Mini MSCI Emerging Markets Index | 572 | 12/16/22 | $27594377 | $24412960 | $(3181417) |
|  **Total Futures Contracts** |  |  | $**27594377** | $**24412960** | $**(3181417)** |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | $14557 |  | $14557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | $200556578 | 2113301 |  | 202669879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile | 56743 | 22523667 |  | 22580410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 30708728 | 744535093 | $7629809 | 782873630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 2857262 | 651402 |  | 3508664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greece | 47143 | 12823190 |  | 12870333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 603989 |  | 603989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 1366524 |  | 1366524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | 328042 | 685825728 | 8454 | 686162224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia | 211331 | 83744145 | 454201 | 84409677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 58091500 | 1244 | 58092744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 105709485 | 6131488 | 18258 | 111859231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 36892926 | 5536 | 36898462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 32190916 |  | 32190916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 31471396 |  | 31471396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 495984 | 138059968 |  | 138555952 |

---

------

**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | $4776263 | $130916195 |  | $135692458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea | 30295 | 400895469 | $1784341 | 402710105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 499088 | 559929711 | 301708 | 560730507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 91364773 | 2379782 | 5268 | 93749823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 47160926 |  | 47160926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 33250615 |  | 33250615 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 27142205 | 96384 |  | 27238589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 707061 |  | 707061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 51644 |  |  | 51644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 400488 |  | 400488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 1341790 |  |  | 1341790 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil |  | 36347 |  | 36347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India |  | 149656 |  | 149656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 3503 |  | 3503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 26642 |  | 26642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia |  | 115159 |  | 115159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 1889 |  | 1889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 22016 |  | 22016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand |  | 591 |  | 591 |
|  Securities Lending Collateral |  | 65972009 |  | 65972009 |
|  Futures Contracts\*\* | (3181417) |  |  | (3181417) |
|  TOTAL | $462995937 | $3099104233 | $10,208,819^ | $3572308989 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **The DFA<br>International<br>Value Series\*** | **The Japanese<br>Small<br>Company<br>Series\*** | **The Asia<br>Pacific Small<br>Company<br>Series\*** | **The United<br>Kingdom Small<br>Company<br>Series\*** |
|  **ASSETS:** |  |  |  |  |
|  Investment Securities at Value (including $520,457, $134,496, $112,812 and $27,667 of securities on loan, respectively) | $10277007 | $2493001 | $1190549 | $1160537 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $483,046, $55,564, $17,312 and $29,475,respectively) | 482853 | 55545 | 17305 | 29468 |
|  Segregated Cash for Futures Contracts | 8420 |  |  |  |
|  Foreign Currencies at Value | 128438 | 174 | 1718 | 1035 |
|  Cash | 37517 | 975 | 210 | 8 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 5068 | 4450 | 126 | 1867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 77741 | 23051 | 1315 | 5013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 367 | 164 | 337 | 20 |
|  Unrealized Gain on Foreign Currency Contracts |  | 4 | 5 |  |
|  Prepaid Expenses and Other Assets | 1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 11017412 | 2577364 | 1211565 | 1197948 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 486408 | 56630 | 17192 | 29920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  |  | 148 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 1732 | 215 | 102 | 96 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 1659 |  |  |  |
|  Accrued Expenses and Other Liabilities | 480 | 176 | 102 | 85 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 490279 | 57021 | 17544 | 30101 |
|  **NET ASSETS** | $10527133 | $2520343 | $1194021 | $1167847 |
|  Investment Securities at Cost | $10555431 | $2854129 | $1539797 | $1400293 |
|  Foreign Currencies at Cost | $130216 | $175 | $1705 | $1040 |

---

------

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **The<br>Continental<br>Small<br>Company<br>Series\*** | **The Canadian<br>Small<br>Company<br>Series\*** | **The Emerging<br>Markets<br>Series\*** | **The Emerging**<br>**Markets Small<br>Cap Series\*** |
|  **ASSETS:** |  |  |  |  |
|  Investment Securities at Value (including $232,134, $211,169, $181,828 and $272,505 of securities on loan, respectively) | $4313078 | $1212936 | $3964164 | $3509518 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $256,622, $199,806, $106,774 and $65,997,respectively) | 256520 | 199722 | 106739 | 65972 |
|  Segregated Cash for Futures Contracts |  |  | 2116 | 1231 |
|  Foreign Currencies at Value | 1400 | 1520 | 41719 | 25680 |
|  Cash | 526 |  | 76319 | 9943 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 14246 | 22504 | 1311 | 3266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 28879 | 719 | 3308 | 3828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 375 | 166 | 353 | 1123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation |  |  | 529 |  |
|  Unrealized Gain on Foreign Currency Contracts |  |  | 42 | 3 |
|  Prepaid Expenses and Other Assets |  | 1 | 2 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 4615024 | 1437568 | 4196602 | 3620564 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Custodian |  | 122 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 267759 | 222227 | 91531 | 67037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  |  | 74714 | 1675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 354 | 100 | 341 | 615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation |  |  |  | 58 |
|  Unrealized Loss on Foreign Currency Contracts |  |  | 13 |  |
|  Deferred Taxes Payable |  |  | 37032 | 29704 |
|  Accrued Expenses and Other Liabilities | 348 | 59 | 543 | 556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 268461 | 222508 | 204174 | 99645 |
|  **NET ASSETS** | $4346563 | $1215060 | $3992428 | $3520919 |
|  Investment Securities at Cost | $4398990 | $1129104 | $3031693 | $3641873 |
|  Foreign Currencies at Cost | $1406 | $1516 | $42155 | $25839 |

---

------

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **The DFA<br>International<br>Value Series<sup>#</sup>** | **The Japanese<br>Small<br>Company<br>Series<sup>#</sup>** | **The Asia<br>Pacific Small<br>Company<br>Series<sup>#</sup>** | **The United<br>Kingdom Small<br>Company<br>Series<sup>#</sup>** |
|  **Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $54,334, $8,447, $724 and $332, respectively) | $528788 | $76219 | $63499 | $63674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 4573 | 1562 | 4162 | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 533361 | 77781 | 67661 | 63776 |
|  **Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 23325 | 2900 | 1555 | 1523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 2 |  | 4 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 1012 | 419 | 272 | 106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 25 | 18 | 17 | 17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 54 | 13 | 7 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 275 | 39 | 19 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 353 | 93 | 49 | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 25046 | 3482 | 1923 | 1721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) | 373 | 23 | 5 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 24673 | 3459 | 1918 | 1709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 508688 | 74322 | 65743 | 62067 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | 6848 | 5574 | 33519 | (4763) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 36 | (8) | (10) | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (16735) |  | 349 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (13407) | (5554) | (731) | (1687) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (2198406) | (862888) | (565107) | (665322) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (280) | (32) | (12) | (11) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 2503 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (4633) | (284) | (8) | (66) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (2224074) | (863192) | (532000) | (671852) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(1715386) | $(788870) | $(466257) | $(609785) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **The<br>Continental<br>Small<br>Company<br>Series<sup>#</sup>** | **The Canadian<br>Small<br>Company<br>Series<sup>#</sup>** | **The Emerging<br>Markets<br>Series<sup>#</sup>** | **The Emerging**<br>**Markets Small<br>Cap Series<sup>#</sup>** |
|  **Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $22,430, $5,523, $21,392 and $17,193, respectively) | $154725 | $39740 | $173353 | $125202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 5905 | 1683 | 4430 | 16583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 160630 | 41423 | 177783 | 141785 |
|  **Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 5401 | 1333 | 5202 | 8948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 8 | 7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 1013 | 76 | 2474 | 2145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 21 | 17 | 21 | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 21 | 6 | 22 | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 144 | 14 | 131 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 180 | 37 | 291 | 352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 6788 | 1490 | 8141 | 11720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) | 29 | 9 | 124 | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 6759 | 1481 | 8017 | 11622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 153871 | 39942 | 169766 | 130163 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | 53125 | 84639 | 37299 | 106869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (59) | (66) | (29) | (18) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | 27 | (15196) | (6942) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (2690) | (101) | (2541) | (2550) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (2054707) | (295189) | (1639645) | (1297378) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (130) | (101) | (47) | (41) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  |  | (1197) | (3235) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (3148) | (9) | 8 | 80 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (2007609) | (210800) | (1621348) | (1203215) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(1853738) | $(170858) | $(1451582) | $(1073052) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $4,922 and $9,059, respectively. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **The DFA International** | **The DFA International** | **The Japanese Small** | **The Japanese Small** | **The Asia Pacific Small** | **The Asia Pacific Small** |
|  | **Value Series** | **Value Series** | **Company Series** | **Company Series** | **Company Series** | **Company Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $508688 | $420963 | $74322 | $67580 | $65743 | $62661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | 6848 | 468390 | 5574 | 106212 | 33519 | 188465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 36 | (27) | (8) | 4 | (10) | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (16735) | 29155 |  |  | 349 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (13407) | 4495 | (5554) | (32) | (731) | (238) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (2198406) | 3710810 | (862888) | 204124 | (565107) | 322334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (280) | (30) | (32) | (6) | (12) | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 2503 | 5251 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (4633) | (1694) | (284) | (657) | (8) | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (1715386) | 4637313 | (788870) | 377225 | (466257) | 573226 |
|  Transactions in Interest: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Contributions | 1269316 | 152792 | 112114 | 441236 | 49404 | 105831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Withdrawals. | (1324290) | (1974162) | (219045) | (345470) | (212093) | (383104) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Transactions in Interest | (54974) | (1821370) | (106931) | 95766 | (162689) | (277273) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (1770360) | 2815943 | (895801) | 472991 | (628946) | 295953 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 12297493 | 9481550 | 3416144 | 2943153 | 1822967 | 1527014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $10527133 | $12297493 | $2520343 | $3416144 | $1194021 | $1822967 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **The United Kingdom Small** | **The United Kingdom Small** | **The Continental Small** | **The Continental Small** | **The Canadian Small** | **The Canadian Small** |
|  | **Company Series** | **Company Series** | **Company Series** | **Company Series** | **Company Series** | **Company Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $62067 | $43588 | $153871 | $125991 | $39942 | $24914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | (4763) | 99258 | 53125 | 392015 | 84639 | 167819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (3) | 1 | (59) | 2 | (66) | (11) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | (120) |  |  | 27 | 42 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (1687) | 291 | (2690) | (1344) | (101) | 445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (665322) | 602698 | (2054707) | 1753296 | (295189) | 390372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (11) | (3) | (130) | (21) | (101) | (6) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (66) | 25 | (3148) | (445) | (9) | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (609785) | 745738 | (1853738) | 2269494 | (170858) | 583578 |
|  Transactions in Interest: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Contributions | 38338 | 46399 | 179167 | 513046 | 51681 | 164451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Withdrawals | (157982) | (370643) | (517971) | (845380) | (117171) | (267504) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Transactions in Interest | (119644) | (324244) | (338804) | (332334) | (65490) | (103053) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (729429) | 421494 | (2192542) | 1937160 | (236348) | 480525 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 1897276 | 1475782 | 6539105 | 4601945 | 1451408 | 970883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $1167847 | $1897276 | $4346563 | $6539105 | $1215060 | $1451408 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **The Emerging Markets** | **The Emerging Markets** | **The Emerging Markets** | **The Emerging Markets** |
|  | **Series** | **Series** | **Small Cap Series** | **Small Cap Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |
|  Operations: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $169766 | $157220 | $130163 | $134168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | 37299 | 399802 | 106869 | 591471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (29) |  | (18) | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (15196) | 13167 | (6942) | 5812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (2541) | (3699) | (2550) | (3794) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (1639645) | 694801 | (1297378) | 925173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (47) | (10) | (41) | (6) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (1197) | (990) | (3235) | (191) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 8 | (9) | 80 | (6) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (1451582) | 1260282 | (1073052) | 1652623 |
|  Transactions in Interest: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Contributions | 434631 | 553796 | 283303 | 95865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Withdrawals | (1299951) | (1229073) | (818051) | (1526723) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Transactions in Interest | (865320) | (675277) | (534748) | (1430858) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (2316902) | 585005 | (1607800) | 221765 |
|  **Net Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 6309330 | 5724325 | 5128719 | 4906954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $3992428 | $6309330 | $3520919 | $5128719 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $4,922 and $9,059, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $50 and $2,309, respectively. 

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **The DFA International Value Series** | **The DFA International Value Series** | **The DFA International Value Series** | **The DFA International Value Series** | **The DFA International Value Series** | **The Japanese Small Company Series** | **The Japanese Small Company Series** | **The Japanese Small Company Series** | **The Japanese Small Company Series** | **The Japanese Small Company Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Total Return | (13.82%) | 51.09% | (18.68%) | 3.60% | (8.10%) | (23.60%) | 13.08% | (1.93%) | 4.47% | (7.46%) |
|  Net Assets, End of Year (thousands) | $10527133 | $12297493 | $9481550 | $12420850 | $12153340 | $2520343 | $3416144 | $2943153 | $3748177 | $3834097 |
|  Ratio of Expenses to Average Net Assets | 0.21% | 0.22% | 0.21% | 0.21% | 0.22% | 0.12% | 0.12% | 0.13% | 0.12% | 0.12% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.21% | 0.22% | 0.22% | 0.22% | 0.22% | 0.12% | 0.12% | 0.13% | 0.12% | 0.12% |
|  Ratio of Net Investment Income to Average Net Assets | 4.36% | 3.50% | 2.77% | 3.92% | 3.21% | 2.56% | 2.11% | 2.13% | 2.32% | 1.90% |
|  Portfolio Turnover Rate | 15% | 9% | 12% | 16% | 20% | 11% | 11% | 5% | 12% | 17% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **The Asia Pacific Small Company Series** | **The Asia Pacific Small Company Series** | **The Asia Pacific Small Company Series** | **The Asia Pacific Small Company Series** | **The Asia Pacific Small Company Series** | **The United Kingdom Small Company Series** | **The United Kingdom Small Company Series** | **The United Kingdom Small Company Series** | **The United Kingdom Small Company Series** | **The United Kingdom Small Company Series** |
|  | **Year<br>Ended**<br>**Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year<br>Ended**<br>**Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended**<br>**Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Total Return | (26.65%) | 38.31% | 0.14% | 5.27% | (8.14%) | (33.34%) | 51.93% | (14.87%) | 10.67% | (8.90%) |
|  Net Assets, End of Year (thousands) | $1194021 | $1822967 | $1527014 | $1641843 | $1730371 | $1167847 | $1897276 | $1475782 | $2277451 | $2188825 |
|  Ratio of Expenses to Average Net Assets | 0.12% | 0.12% | 0.13% | 0.13% | 0.13% | 0.11% | 0.12% | 0.12% | 0.11% | 0.11% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.12% | 0.12% | 0.13% | 0.13% | 0.13% | 0.11% | 0.12% | 0.12% | 0.12% | 0.11% |
|  Ratio of Net Investment Income to Average Net Assets | 4.23% | 3.42% | 4.21% | 4.11% | 3.96% | 4.07% | 2.27% | 2.38% | 3.43% | 3.23% |
|  Portfolio Turnover Rate | 19% | 19% | 18% | 18% | 18% | 14% | 12% | 9% | 18% | 14% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **The Continental Small Company Series** | **The Continental Small Company Series** | **The Continental Small Company Series** | **The Continental Small Company Series** | **The Continental Small Company Series** | **The Canadian Small Company Series** | **The Canadian Small Company Series** | **The Canadian Small Company Series** | **The Canadian Small Company Series** | **The Canadian Small Company Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Total Return | (29.07%) | 51.24% | (2.23%) | 8.43% | (10.78%) | (12.52%) | 59.72% | 6.02% | 1.00% | (10.44%) |
|  Net Assets, End of Year (thousands) | $4346563 | $6539105 | $4601945 | $5607495 | $5422260 | $1215060 | $1451408 | $970883 | $1148615 | $1146811 |
|  Ratio of Expenses to Average Net Assets | 0.13% | 0.12% | 0.12% | 0.12% | 0.12% | 0.11% | 0.12% | 0.12% | 0.12% | 0.12% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.13% | 0.12% | 0.12% | 0.13% | 0.12% | 0.11% | 0.12% | 0.12% | 0.12% | 0.12% |
|  Ratio of Net Investment Income to Average Net Assets | 2.85% | 2.11% | 2.15% | 2.74% | 2.51% | 3.00% | 1.90% | 2.08% | 2.37% | 2.11% |
|  Portfolio Turnover Rate | 11% | 17% | 8% | 17% | 15% | 15% | 27% | 18% | 12% | 14% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **The Emerging Markets Series** | **The Emerging Markets Series** | **The Emerging Markets Series** | **The Emerging Markets Series** | **The Emerging Markets Series** | **The Emerging Markets Small Cap Series** | **The Emerging Markets Small Cap Series** | **The Emerging Markets Small Cap Series** | **The Emerging Markets Small Cap Series** | **The Emerging Markets Small Cap Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Total Return | (25.79%) | 22.22% | 2.67% | 11.40% | (11.83%) | (22.31%) | 36.03% | 1.25% | 13.47% | (16.06%) |
|  Net Assets, End of Year (thousands) | $3992428 | $6309330 | $5724325 | $6034162 | $5469649 | $3520919 | $5128719 | $4906954 | $6430367 | $6306302 |
|  Ratio of Expenses to Average Net Assets | 0.15% | 0.15% | 0.13% | 0.14% | 0.14% | 0.26% | 0.27% | 0.25% | 0.24% | 0.24% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.16% | 0.15% | 0.14% | 0.15% | 0.14% | 0.26% | 0.27% | 0.26% | 0.25% | 0.24% |
|  Ratio of Net Investment Income to Average Net Assets | 3.26% | 2.42% | 2.38% | 3.04% | 2.40% | 2.91% | 2.47% | 2.64% | 2.90% | 2.77% |
|  Portfolio Turnover Rate | 10% | 19% | 22% | 9% | 12% | 12% | 16% | 18% | 12% | 12% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

The DFA Investment Trust Company (the "Trust") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), The Trust consists of ten operational portfolios, eight of which, The DFA International Value Series, The Japanese Small Company Series, The Asia Pacific Small Company Series, The United Kingdom Small Company Series, The Continental Small Company Series, The Canadian Small Company Series, The Emerging Markets Series and The Emerging Markets Small Cap Series are included in this section of the report (collectively, the "Series"). The remaining operational portfolios are presented in separate reports. The Series are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Series use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities,
open-end investment companies, and futures contracts)

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

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

Securities held by the Series, including over-the-counter securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by the Series 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 Series value the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management 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). These securities are generally categorized as Level 1 in the hierarchy.

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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Trustees of the Trust. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Series is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

------

The Series 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, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time that the net asset values of the Series are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the Series price their shares at the close of the NYSE, the Series 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 prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the Series' foreign investments since the last closing prices of the foreign investments were calculated on their primary foreign securities markets or exchanges. For these purposes, Dimensional Fund Advisors LP has 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 Series uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When a Series uses fair value pricing, the values assigned to the Series' foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

A summary of the inputs used to value the Series' investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables have been included at the end of the Summary Schedules of Portfolio Holdings. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Foreign Currency Translation*: Securities and other assets and liabilities of the Series, whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Series enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. 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.

The Series do not isolate the effect of foreign currency rate fluctuations when determining the realized 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 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 of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the Series and the U.S. dollar equivalent amounts actually received or paid.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Deferred Compensation Plan*: Each eligible Trustee of the Trust may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

------

The Trustees may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Trustee shall have the right in a notice of election (the "Notice") to defer the receipt of the Trustee's deferred compensation until a date specified by such Trustee in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board of Trustees of the Trust; and (ii) five years following the effective date of the Trustee's first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board (unless the Trustee files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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 and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities and that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust or Series are allocated using methods approved by the Board of Trustees, generally based on average net assets.

The Series may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers 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 Series 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. Additionally, 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.

The Emerging Markets Series and The Emerging Markets Small Cap Series are subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

**C. Investment Advisor:** 

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Series. For the year ended October 31, 2022, investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

---

| | |
|:---|:---|
|  The DFA International Value Series | 0.2% |
|  The Japanese Small Company Series | 0.1% |
|  The Asia Pacific Small Company Series | 0.1% |
|  The United Kingdom Small Company Series | 0.1% |
|  The Continental Small Company Series | 0.1% |
|  The Canadian Small Company Series | 0.1% |
|  The Emerging Markets Series | 0.1% |
|  The Emerging Markets Small Cap Series | 0.2% |

---

------

**Earned Income Credit:** 

Additionally, the Series have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Series' custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Series' net assets. During the year ended October 31, 2022, expenses reduced were as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Fees Paid<br>Indirectly** |
|  The DFA International Value Series | $373 |
|  The Japanese Small Company Series | 23 |
|  The Asia Pacific Small Company Series | 5 |
|  The United Kingdom Small Company Series | 12 |
|  The Continental Small Company Series | 29 |
|  The Canadian Small Company Series | 9 |
|  The Emerging Markets Series | 124 |
|  The Emerging Markets Small Cap Series | 98 |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Trustees of the Advisor are also Officers and Trustees of the Trust; however, such Officers and Trustees (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Trust. For the year ended October 31, 2022, the total related amounts paid by the Trust to the CCO were $28 (in thousands). The total related amounts paid by each of the Series are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  The DFA International Value Series | $132.0 |
|  The Japanese Small Company Series | 35.0 |
|  The Asia Pacific Small Company Series | 16.0 |
|  The United Kingdom Small Company Series | 23.0 |
|  The Continental Small Company Series | 25.0 |
|  The Canadian Small Company Series | 7.0 |
|  The Emerging Markets Series | 54.0 |
|  The Emerging Markets Small Cap Series | 48.0 |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2022, the Series' transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
|  The DFA International Value Series | $2114747 | $1740164 |
|  The Japanese Small Company Series | $321472 | $359611 |
|  The Asia Pacific Small Company Series | $291315 | $329566 |
|  The United Kingdom Small Company Series | $224491 | $206460 |
|  The Continental Small Company Series | $577020 | $760337 |
|  The Canadian Small Company Series | $206110 | $202538 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
|  The Emerging Markets Series | $518861 | $1244835 |
|  The Emerging Markets Small Cap Series | $533168 | $954259 |

---

There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2022, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Summary Schedule of Portfolio Holdings, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases**<br>**at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2022** | **Shares as of<br>October 31, 2022** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **The DFA International Value Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $495353 | $4952552 | $4964808 | $36 | $(280) | $482853 | 41766 | $5866 |  |
|  **Total** | $**495353** | $**4952552** | $**4964808** | $**36** | $**(280)** | $**482853** | **41766** | $**5866** |  |
|  **The Japanese Small Company Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $61490 | $427535 | $433440 | $(8) | $(32) | $55545 | 4805 | $583 |  |
|  **Total** | $**61490** | $**427535** | $**433440** | $**(8)** | $**(32)** | $**55545** | **4805** | $**583** |  |
|  **The Asia Pacific Small Company Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $40607 | $119787 | $143067 | $(10) | $(12) | $17305 | 1497 | $213 |  |
|  **Total** | $**40607** | $**119787** | $**143067** | $**(10)** | $**(12)** | $**17305** | **1497** | $**213** |  |
|  **The United Kingdom Small Company Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $15631 | $98187 | $84336 | $(3) | $(11) | $29468 | 2549 | $151 |  |
|  **Total** | $**15631** | $**98187** | $**84336** | $**(3)** | $**(11)** | $**29468** | **2549** | $**151** |  |
|  **The Continental Small Company Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $297271 | $1289178 | $1329740 | $(59) | $(130) | $256520 | 22188 | $3144 |  |
|  **Total** | $**297271** | $**1289178** | $**1329740** | $**(59)** | $**(130)** | $**256520** | **22188** | $**3144** |  |
|  **The Canadian Small Company Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $276415 | $770364 | $846890 | $(66) | $(101) | $199722 | 17275 | $2371 |  |
|  **Total** | $**276415** | $**770364** | $**846890** | $**(66)** | $**(101)** | $**199722** | **17275** | $**2371** |  |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases<br>at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2022** | **Shares as of<br>October 31, 2022** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **The Emerging Markets Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $107885 | $645325 | $646395 | $(29) | $(47) | $106739 | 9233 | $921 |  |
|  **Total** | $**107885** | $**645325** | $**646395** | $**(29)** | $**(47)** | $**106739** | **9233** | $**921** |  |
|  **The Emerging Markets Small Cap Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $143180 | $360713 | $437862 | $(18) | $(41) | $65972 | 5706 | $752 |  |
|  **Total** | $**143180** | $**360713** | $**437862** | $**(18)** | $**(41)** | $**65972** | **5706** | $**752** |  |

---

**F. Federal Income Taxes:** 

No provision for federal income taxes is required since the Series are treated as partnerships for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been "passed down" to their respective partners.

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br>**Tax Cost** | **Unrealized**<br>**Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation**<br>**(Depreciation)** |
|  The DFA International Value Series | $11067112 | $1350477 | $(1657729) | $(307252) |
|  The Japanese Small Company Series | 2969111 | 334789 | (755354) | (420565) |
|  The Asia Pacific Small Company Series | 1584563 | 177560 | (554270) | (376710) |
|  The United Kingdom Small Company Series | 1439003 | 187762 | (436759) | (248997) |
|  The Continental Small Company Series | 4686399 | 958768 | (1075569) | (116801) |
|  The Canadian Small Company Series | 1365752 | 287544 | (240639) | 46905 |
|  The Emerging Markets Series | 3186275 | 1471582 | (586954) | 884628 |
|  The Emerging Markets Small Cap Series | 3797243 | 964553 | (1186305) | (221752) |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Series' tax positions and has concluded that no additional provision for income tax is required in any Series' financial statements. The Series are not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

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**G. Financial Instruments:** 

In accordance with the Series' investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *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 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 international securities held by the Series may be inhibited.

Series that have significant exposure to certain countries, such as The United Kingdom Small Company Series that concentrates investments in the United Kingdom, can be expected to be impacted by the political and economic conditions within such countries. For example, there is continuing uncertainty around the future of the euro and the European Union (EU) following the United Kingdom's (UK) exit from the EU (referred to as "Brexit"). Brexit may cause greater market volatility and illiquidity, currency fluctuations, deterioration in economic activity, a decrease in business confidence, and increased likelihood of a recession in the UK. While it is not possible to determine the precise impact these events may have on the Series, during this period and beyond, the impact on the UK, EU countries, other countries or parties that transact with the UK and EU, and the broader global economy could be significant and could adversely affect the value and liquidity of the Series' investments.

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by the Series.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Futures Contracts*: The Series listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Series. Upon entering into a futures contract, a Series deposits cash or pledges U.S. Government securities to a broker in an amount 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 Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance 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 Series could lose more than the initial margin requirements. Entering into stock index futures subjects the Series to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2022 was as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Futures\*** |
|  The DFA International Value Series | $121433 |
|  The Asia Pacific Small Company Series | 1325 |
|  The Canadian Small Company Series | 734 |
|  The Emerging Markets Series | 32655 |
|  The Emerging Markets Small Cap Series | 35294 |

---

\* Average Notional Value of futures contracts.

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The following is a summary of the Series' derivative instrument holdings categorized by primary risk exposure as of October 31, 2022 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value**<br>**at<br>October 31, 2022** | **Equity<br>Contracts <sup>\*,(1)</sup>** |
|  The DFA International Value Series | $5518 | $5518 |
|  The Emerging Markets Series | 232 | 232 |
|  | **Liability Derivatives Value** | **Liability Derivatives Value** |
|  | **Total Value**<br>**at**<br>**October 31, 2022** | **Equity<br>Contracts <sup>\*,(2)</sup>** |
|  The Emerging Markets Series | $(2381) | $(2381) |
|  The Emerging Markets Small Cap Series | (3181) | (3181) |

---

(1) Presented on Statements of Assets and Liabilities as Receivables: Futures Margin Variation.

(2) Presented on Statements of Assets and Liabilities as Payables: Futures Margin Variation.

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statements of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Series' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2022 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on<br>Derivatives** | **Realized Gain (Loss) on<br>Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(1)</sup>** |
|  The DFA International Value Series | $(16735) | $(16735) |
|  The Asia Pacific Small Company Series | 349 | 349 \* |
|  The Canadian Small Company Series | 27 | 27 \* |
|  The Emerging Markets Series | (15196) | (15196) |
|  The Emerging Markets Small Cap Series | (6942) | (6942) |

---

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br>**(Depreciation) on Derivatives** | **Change in Unrealized Appreciation**<br>**(Depreciation) on Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(2)</sup>** |
|  The DFA International Value Series | $2503 | $2503 |
|  The Emerging Markets Series | (1197) | (1197) |
|  The Emerging Markets Small Cap Series | (3235) | (3235) |

---

(1) Presented on Statements of Operations as Net Realized Gain (Loss) on: Futures.

(2) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

\* As of October 31, 2022, there were no futures contracts outstanding. During the year ended October 31, 2022, the Series had limited activity in futures contracts.

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**H. Line of Credit and Interfund Lending Program:** 

The Trust, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit agreement expires on January 1, 2023.

For the year ended October 31, 2022, borrowings by the following Series under the lines of credit were as follows (amounts in thousands, except percentages and days):

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average<br>Loan Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense<br>Incurred** | **Maximum Amount<br>Borrowed During<br>the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  The DFA International Value Series | 1.84% | $6495 | 20 | $6 | $34971 |  |
|  The Japanese Small Company Series | 1.72% | 1701 | 18 | 2 | 11233 |  |
|  The Asia Pacific Small Company Series | 2.09% | 862 | 48 | 3 | 15068 |  |
|  The United Kingdom Small Company Series | 1.03% | 913 | 27 | 1 | 3521 |  |
|  The Continental Small Company Series | 2.20% | 3006 | 30 | 7 | 11952 |  |
|  The Canadian Small Company Series | 1.04% | 89 | 14 |  | 428 |  |
|  The Emerging Markets Series | 1.80% | 6505 | 25 | 5 | 16316 |  |
|  The Emerging Markets Small Cap Series | 1.83% | 2622 | 6 | 1 | 8774 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022, that the Series' available line of credit was used. 

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Pursuant to an exemptive order issued by the SEC (the "Order"), the Series may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

For the year ended October 31, 2022, activity by the Series under the interfund lending program was as follows (amounts in thousands, except percentages and days):

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Borrower or**<br>**Lender** | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average Loan<br>Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense/<br>Income** | **Maximum Amount<br>Borrowed/Loaned<br>During the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  The DFA International Value Series | Borrower | 0.44% | $49829 | 1 | $1 | $49829 |  |
|  The Emerging Markets Series | Borrower | 0.69% | 123189 | 6 | 14 | 147127 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022 that the Series utilized the interfund lending program. 

**I. Affiliated Trades:** 

Cross trades for the year ended October 31, 2022, if any, were executed by the Series pursuant to procedures adopted by the Board of Trustees of the Trust to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of a common investment advisor (or affiliated investment advisors), common Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Series complied with the Rule 17a-7 Procedures adopted by the Board of Trustees of the Trust.

For the year ended October 31, 2022, cross trades by the Series under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Series** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
|  The DFA International Value Series | $225947 | $77938 | $(18829) |
|  The Japanese Small Company Series | 42494 | 31791 | (2373) |
|  The Asia Pacific Small Company Series | 14105 | 30116 | 2231 |
|  The United Kingdom Small Company Series | 32010 | 19557 | 3055 |
|  The Continental Small Company Series | 31836 | 62380 | 12864 |
|  The Canadian Small Company Series | 24172 | 33685 | 10646 |
|  The Emerging Markets Series | 6156 | 2559 | (198) |
|  The Emerging Markets Small Cap Series | 116 | 11364 | (397) |

---

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**J. Securities Lending:** 

As of October 31, 2022, each Series had securities on loan to brokers/dealers, for which each such Series received cash collateral. The Series also received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash<br>Collateral<br>Market<br>Value** |
|  The DFA International Value Series | $74049 |
|  The Japanese Small Company Series | 86329 |
|  The Asia Pacific Small Company Series | 102694 |
|  The Continental Small Company Series | 217 |
|  The Canadian Small Company Series | 22524 |
|  The Emerging Markets Series | 84911 |
|  The Emerging Markets Small Cap Series | 227524 |

---

Each Series 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 in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series' 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 collateralization. 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, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Series could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Series will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the "Money Market Series"), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Series also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Series 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 for taxation at qualified dividend income rates.

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The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2022 (amounts in thousands):

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** |
|  | **Overnight and<br>Continuous** | **<30 days** | **Between<br>30 & 90 days** | **>90 days** | **Total** |
|  **Securities Lending Transactions** |  |  |  |  |  |
|  The DFA International Value Series Common Stocks | $486408 |  |  |  | $486408 |
|  The Japanese Small Company Series Common Stocks | 56630 |  |  |  | 56630 |
|  The Asia Pacific Small Company Series Common Stocks | 17192 |  |  |  | 17192 |
|  The United Kingdom Small Company Series Common Stocks | 29920 |  |  |  | 29920 |
|  The Continental Small Company Series Common Stocks, Rights/Warrants | 267759 |  |  |  | 267759 |
|  The Canadian Small Company Series Common Stocks, Rights/Warrants | 222227 |  |  |  | 222227 |
|  The Emerging Markets Series Common Stocks | 91531 |  |  |  | 91531 |
|  The Emerging Markets Small Cap Series Common Stocks | 67037 |  |  |  | 67037 |

---

**K. Indemnitees; Contractual Obligations:** 

Under the Trust's organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

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

**L. Recently Issued Accounting Standards and Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Series' financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Series could enter, eliminates the asset segregation framework previously used by the Series to comply with Section 18 of the

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1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Series began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Series began complying with the Valuation Rule on August 1, 2022.

**M. Other:** 

The Series and the Trust are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Series and the Trust, individually or in aggregate, will not have a material adverse impact on the Series' and the Trust's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**N. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Series through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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![LOGO](g400624g00k00.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Trustees of The DFA Investment Trust Company and Shareholders of The DFA International Value Series, The Japanese Small Company Series, The Asia Pacific Small Company Series, The United Kingdom Small Company Series, The Continental Small Company Series, The Canadian Small Company Series, The Emerging Markets Series and The Emerging Markets Small Cap Series

***Opinions on the Financial Statements***

We have audited the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, of The DFA International Value Series, The Japanese Small Company Series, The Asia Pacific Small Company Series, The United Kingdom Small Company Series, The Continental Small Company Series, The Canadian Small Company Series, The Emerging Markets Series and The Emerging Markets Small Cap Series (eight of the series constituting The DFA Investment Trust Company, hereafter collectively referred to as the "Series") as of October 31, 2022, the related statements of operations for the year ended October 31, 2022, the statements of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Series as of October 31, 2022, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2022, and each of the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinions***

These financial statements are the responsibility of the Series' management. Our responsibility is to express an opinion on the Series' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Series in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodian, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 22, 2022

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**Dimensional Emerging Markets Value Fund vs.** 

**MSCI Emerging Markets Index (net dividends),** 

**MSCI Emerging Markets Value Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g400624g26k20.jpg)

------

MANAGEMENT'S DISCUSSION AND ANALYSIS

---

| | |
|:---|:---|
| **International Equity Market Review** | **12 Months Ended October 31, 2022** |

---

Performance of non-U.S. developed markets was negative for the period. As measured by the MSCI World ex USA indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI World ex USA indices.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI World ex USA Index | -22.04% |
|  MSCI World ex USA Mid Cap Index | -27.57% |
|  MSCI World ex USA Small Cap Index | -29.13% |
|  MSCI World ex USA Value Index | -15.27% |
|  MSCI World ex USA Growth Index | -28.78% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against all non-U.S. developed markets currencies. Overall, currency movements had a negative impact on the U.S. dollar-denominated returns of developed markets.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | | |
|:---|:---|:---|
| **Ten Largest Foreign Developed Markets by Market Cap** | **Local Return** | **Return in U.S. Dollars** |
|  Japan | -1.81% | -24.67% |
|  United Kingdom | 4.27% | -12.42% |
|  Canada | -5.29% | -13.94% |
|  France | -6.77% | -20.38% |
|  Switzerland | -11.30% | -19.01% |
|  Australia | -0.54% | -15.30% |
|  Germany | -21.22% | -32.72% |
|  Netherlands | -28.51% | -38.71% |
|  Sweden | -16.17% | -34.85% |
|  Denmark | -7.88% | -21.38% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

Emerging markets had negative performance for the period and underperformed both U.S. and non-U.S. developed markets. As measured by the MSCI Emerging Markets indices, small-cap stocks outperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, outperformed large-cap stocks but underperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI Emerging Markets indices.

------

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI Emerging Markets Index | -31.03% |
|  MSCI Emerging Markets Mid Cap Index | -24.80% |
|  MSCI Emerging Markets Small Cap Index | -23.42% |
|  MSCI Emerging Markets Value Index | -25.21% |
|  MSCI Emerging Markets Growth Index | -36.11% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against most emerging markets currencies and depreciated against others. Overall, currency movements had a negative impact on the U.S. dollar denominated returns of emerging markets.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | | |
|:---|:---|:---|
| **Ten Largest Emerging Markets by Market Cap** | **Local Return** | **Return in U.S. Dollars** |
|  China | -46.31% | -47.90% |
|  India | 2.93% | -6.89% |
|  Taiwan | -24.11% | -34.50% |
|  Korea | -19.88% | -34.28% |
|  Brazil | 15.95% | 24.57% |
|  Saudi Arabia | 2.18% | 2.00% |
|  South Africa | 0.77% | -16.66% |
|  Mexico | 1.99% | 5.56% |
|  Indonesia | 16.58% | 5.89% |
|  Thailand | 4.97% | -8.48% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

For Portfolios investing in non-U.S. equities traded outside of the U.S. market time zone, differences in the valuation timing and methodology between a Portfolio and its benchmark index may impact relative performance over the referenced period. The Portfolios price foreign exchange rates at the closing of the U.S. market, while their benchmark indices use rates at 4 p.m. London time. The Portfolios also may use fair value pricing to price certain portfolio securities at the closing of the U.S. market, while benchmark indices may use local market closing prices. For the one-year period ended October 31, 2022, these differences generally detracted from non-US developed markets Portfolios' relative performance and were not material to emerging markets Portfolios' relative performance.

**Dimensional Emerging Markets Value Fund** 

The Dimensional Emerging Markets Value Fund invests in value stocks of large and small companies in emerging markets. The investment strategy is process driven, emphasizing broad diversification with increased exposure to stocks with smaller market capitalizations, lower relative price (value), and higher profitability within the value segment of emerging markets. As of October 31, 2022, the Fund held approximately 3,360 securities in 21 eligible emerging markets. Average cash exposure throughout the year was less than 1% of the Fund's assets.

------

For the 12 months ended October 31, 2022, total returns were -19.27% for the Fund, -25.21% for the MSCI Emerging Markets Value Index (net dividends), and -31.03% for the MSCI Emerging Markets Index (net dividends). As of February 28, 2022, the Fund changed its benchmark from the MSCI Emerging Markets Index (net dividends) to the MSCI Emerging Markets Value Index (net dividends) because this index better reflects the universe of securities in which the Master Fund invests. The Fund's focus on low relative price (value) stocks contributed positively to performance relative to the benchmarks, as value stocks outperformed high relative price (growth) stocks in emerging markets. At the country level, the Fund's lesser allocation to Russia contributed positively to relative performance, as Russia underperformed the overall benchmark.

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**DISCLOSURE OF FUND EXPENSES** 

**(Unaudited)** 

The following Expense Table is 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 and 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 Table below illustrates 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" reflects 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 costs 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 table 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.

------

**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

**Six Months Ended October 31, 2022** 

**EXPENSE TABLE** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
| **Dimensional Emerging Markets Value Fund** | | | | |
|  Actual Fund Return Institutional Class Shares | $1000.00 | $837.60 | 0.15% | $0.69 |
|  Hypothetical 5% Annual Return Institutional Class Shares | $1000.00 | $1024.45 | 0.15% | $0.77 |

---

------

(1) 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 (184), then divided by the number of days in the year (365) to reflect the six-month period.

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**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 as an exhibit to their reports on Form N-PORT. For the Dimensional Emerging Markets Value Fund, this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. Dimensional Emerging Markets Value Fund filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; by visiting the SEC's website at http://www.sec.gov; or by visiting 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 regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A 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; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

**Dimensional Emerging Markets Value Fund** 

---

| | |
|:---|:---|
|  Communication Services | 2.6% |
|  Consumer Discretionary | 8.4% |
|  Consumer Staples | 3.2% |
|  Energy | 11.2% |
|  Financials | 30.3% |
|  Health Care | 2.7% |
|  Industrials | 9.4% |
|  Information Technology | 11.5% |
|  Materials | 15.0% |
|  Real Estate | 4.2% |
|  Utilities | 1.5% |
|  | 100.0% |

---

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (97.2%) |  |  |  |
|  BRAZIL — (4.4%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA | 10301883 | $66332519 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA, Sponsored ADR | 10372552 | 119388074 | 1.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA, Sponsored ADR | 4446951 | 57009912 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 197601271 | 2.0% |
|  TOTAL BRAZIL |  | 440331776 | 4.5% |
|  CHILE — (0.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 53080525 | 0.5% |
|  CHINA — (24.6%) |  |  |  |
|  \* Alibaba Group Holding Ltd. | 8685000 | 67525064 | 0.7% |
|  \* Baidu, Inc., Sponsored ADR | 714105 | 54679020 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of China Ltd., Class H | 270116817 | 86998458 | 0.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Construction Bank Corp., Class H | 437755101 | 232311487 | 2.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Merchants Bank Co. Ltd., Class H | 15432500 | 50524458 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Overseas Land & Investment Ltd. | 19311000 | 36901751 | 0.4% |
|  # China Resources Land Ltd. | 17288000 | 54090402 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Shenhua Energy Co. Ltd., Class H | 15790500 | 41479393 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrial & Commercial Bank of China Ltd., Class H | 221136996 | 96010020 | 1.0% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PetroChina Co. Ltd., Class H | 107982000 | 41306030 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ping An Insurance Group Co. of China Ltd., Class H | 27792500 | 111264230 | 1.2% |
|  #\* Trip.com Group Ltd., ADR | 1678716 | 37989343 | 0.4% |
|  \*W Xiaomi Corp., Class B | 30268800 | 33994057 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1502862583 | 15.2% |
|  TOTAL CHINA |  | 2447936296 | 25.1% |
|  COLOMBIA — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 4556575 | 0.1% |
|  CZECH REPUBLIC — (0.1%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 12356491 | 0.1% |
|  GREECE — (0.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 30892405 | 0.3% |
|  HONG KONG — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 425561 | 0.0% |
|  HUNGARY — (0.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 19035517 | 0.2% |
|  INDIA — (18.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Axis Bank Ltd. | 9710222 | 106486929 | 1.1% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hindalco Industries Ltd. | 8603538 | 42133791 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Housing Development Finance Corp. Ltd. | 2568550 | 76802678 | 0.8% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd. | 864565 | 9506718 | 0.1% |
|  # ICICI Bank Ltd., Sponsored ADR | 4024863 | 88707978 | 0.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JSW Steel Ltd. | 4657007 | 37969068 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Larsen & Toubro Ltd. | 2418042 | 59445528 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra Ltd. | 3949734 | 64525865 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reliance Industries Ltd. | 11583938 | 356910040 | 3.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Bank of India | 7219632 | 50110773 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sun Pharmaceutical Industries Ltd. | 2629464 | 32331405 | 0.3% |

---

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  INDIA — (Continued) |  |  |  |
|  \* Tata Motors Ltd. | 7653556 | $38264438 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 843658113 | 8.6% |
|  TOTAL INDIA |  | 1806853324 | 18.5% |
|  INDONESIA — (2.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 228901223 | 2.3% |
|  MALAYSIA — (2.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 195613000 | 2.0% |
|  MEXICO — (2.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero Banorte SAB de CV, Class O | 5909135 | 48103995 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grupo Mexico SAB de CV, Class B | 8966449 | 32298767 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 208585658 | 2.2% |
|  TOTAL MEXICO |  | 288988420 | 3.0% |
|  PHILIPPINES — (1.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 96366514 | 1.0% |
|  POLAND — (0.6%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 61964407 | 0.6% |
|  QATAR — (0.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 71921044 | 0.7% |
|  SAUDI ARABIA — (4.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Basic Industries Corp. | 3400714 | 79850518 | 0.8% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi British Bank | 3218956 | 37287035 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi National Bank | 2368512 | 37434883 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 260769015 | 2.7% |
|  TOTAL SAUDI ARABIA |  | 415341451 | 4.3% |
|  SOUTH AFRICA — (3.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Absa Group Ltd. | 3114038 | 33816033 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Impala Platinum Holdings Ltd. | 3454876 | 35373305 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Bank Group Ltd. | 4288338 | 40032656 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 254486732 | 2.5% |
|  TOTAL SOUTH AFRICA |  | 363708726 | 3.7% |
|  SOUTH KOREA — (11.5%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hana Financial Group, Inc. | 1199113 | 34667994 | 0.4% |
|  # Hyundai Motor Co. | 371214 | 42778130 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KB Financial Group, Inc., ADR | 2132213 | 71514424 | 0.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kia Corp. | 1032241 | 47969051 | 0.5% |
|  # POSCO Holdings, Inc., Sponsored ADR | 903713 | 39203070 | 0.4% |
|  # Samsung Electronics Co. Ltd. | 2272366 | 94575472 | 1.0% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SK Hynix, Inc. | 1932360 | 111867237 | 1.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 700977051 | 7.0% |
|  TOTAL SOUTH KOREA |  | 1143552429 | 11.7% |
|  TAIWAN — (15.5%) |  |  |  |
|  # Cathay Financial Holding Co. Ltd. | 37255459 | 43600333 | 0.5% |
|  # China Steel Corp. | 58950320 | 49071448 | 0.5% |
|  # CTBC Financial Holding Co. Ltd. | 74971073 | 47361988 | 0.5% |

---

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  TAIWAN — (Continued) |  |  |  |
|  # Fubon Financial Holding Co. Ltd. | 34744681 | $54880391 | 0.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hon Hai Precision Industry Co. Ltd. | 39997192 | 127034142 | 1.3% |
|  # United Microelectronics Corp. | 35190681 | 42315423 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 1175770226 | 11.9% |
|  TOTAL TAIWAN |  | 1540033951 | 15.8% |
|  THAILAND — (2.3%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PTT PCL | 47991600 | 45394051 | 0.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 187444560 | 1.9% |
|  TOTAL THAILAND |  | 232838611 | 2.4% |
|  TURKEY — (0.9%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 84289608 | 0.9% |
|  UNITED ARAB EMIRATES — (1.2%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emaar Properties PJSC | 20549179 | 33921653 | 0.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 82832309 | 0.8% |
|  TOTAL UNITED ARAB EMIRATES |  | 116753962 | 1.2% |
|  UNITED KINGDOM — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 17465 | 0.0% |
|  TOTAL COMMON STOCKS |  | 9655759281 | 98.9% |
|  PREFERRED STOCKS — (0.7%) |  |  |  |
|  BRAZIL — (0.7%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA | 4448873 | 25674359 | 0.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 45204967 | 0.4% |
|  TOTAL BRAZIL |  | 70879326 | 0.7% |
|  COLOMBIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | 2771304 | 0.1% |
|  PHILIPPINES — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 542610 | 0.0% |
|  SOUTH KOREA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 65707 | 0.0% |
|  TAIWAN — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 1149424 | 0.0% |
|  TOTAL PREFERRED STOCKS |  | 75408371 | 0.8% |
|  RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  INDONESIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 2645 | 0.0% |
|  MALAYSIA — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Security |  | 5746 | 0.0% |

---

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  TAIWAN — (0.0%) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Securities |  | $57510 | 0.0% |
|  TOTAL RIGHTS/WARRANTS |  | 65901 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $10,057,793,951) |  | 9731233553 |  |
|  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (2.1%) |  |  |  |
|  @§ The DFA Short Term Investment Fund | 17667347 | 204252200 | 2.1% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $10,262,128,455) |  | $9935485753 | 101.8% |

---

As of October 31, 2022, Dimensional Emerging Markets Value Fund had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  E-Mini MSCI Emerging Markets Index | 650 | 12/16/22 | $31358076 | $27742000 | $(3616076) |
|  S&P 500<sup>®</sup> Emini Index | 221 | 12/16/22 | 41423830 | 42907150 | 1483320 |
|  **Total Futures Contracts** |  |  | $**72781906** | $**70649150** | $**(2132756)** |

---

Summary of the Fund's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | $439385473 | $946303 |  | $440331776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 53080525 |  | 53080525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 134285528 | 2300064871 | $13585897 | 2447936296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 4546580 | 9995 |  | 4556575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Czech Republic |  | 12356491 |  | 12356491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greece | 40841 | 30851564 |  | 30892405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 425561 |  | 425561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 19035517 |  | 19035517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | 97336595 | 1709490833 | 25896 | 1806853324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 228487269 | 413954 | 228901223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 195612456 | 544 | 195613000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 281171954 | 7816466 |  | 288988420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 96354080 | 12434 | 96366514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 61964407 |  | 61964407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 71921044 |  | 71921044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 463943 | 414877508 |  | 415341451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 41737706 | 321971020 |  | 363708726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea | 149048720 | 993102735 | 1400974 | 1143552429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 24522673 | 1514956130 | 555148 | 1540033951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 225292169 | 7546442 |  | 232838611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 84289608 |  | 84289608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 116753962 |  | 116753962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 17465 |  | 17465 |

---

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | $70808225 | $71101 |  | $70879326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 2771304 |  |  | 2771304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 542610 |  | 542610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 65707 |  | 65707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 1149424 |  | 1149424 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 2645 |  | 2645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 5746 |  | 5746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 57510 |  | 57510 |
|  Securities Lending Collateral |  | 204252200 |  | 204252200 |
|  Futures Contracts\*\* | (2132756) |  |  | (2132756) |
|  TOTAL | $1469278955 | $8448079195 | $15,994,847^ | $9933352997 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**STATEMENT OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **Dimensional<br>Emerging<br>Markets<br>Value Fund** |
|  **ASSETS:** |  |
|  Investment Securities at Value (including $420,497 of securities on loan)\* | $9731234 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $204,335) | 204252 |
|  Segregated Cash for Futures Contracts | 3609 |
|  Foreign Currencies at Value | 78427 |
|  Cash | 4739 |
|  Receivables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 14965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 9483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 964 |
|  Unrealized Gain on Foreign Currency Contracts | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 10047675 |
|  LIABILITIES: |  |
|  Payables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 192484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased | 12090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 378 |
|  Deferred Taxes Payable | 66350 |
|  Accrued Expenses and Other Liabilities | 15384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 287536 |
|  **NET ASSETS** | $9760139 |
|  Investment Securities at Cost | $10057793 |
|  Foreign Currencies at Cost | $82669 |

---

------

\* See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**STATEMENT OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **Dimensional<br>Emerging<br>Markets<br>Value Fund<sup>#</sup>** |
|  **Investment Income** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $63,558) | $580947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 12445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 593392 |
|  **Expenses** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 12011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 5002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 54 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 18365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) | 313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 18052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 575340 |
|  **Realized and Unrealized Gain (Loss)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | 390078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (15965) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (11657) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (3314774) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (133) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (2584) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (62) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (2955091) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(2379751) |

---

------

\*\* Net of foreign capital gain taxes withheld of $11,622. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **Dimensional Emerging** | **Dimensional Emerging** |
|  | **Markets Value Fund** | **Markets Value Fund** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |
|  Operations: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $575340 | $478456 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | 390078 | 651370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 6 | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (15965) | 40443 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (11657) | (4609) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (3314774) | 3305387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (133) | (21) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (2584) | 840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (62) | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (2379751) | 4471876 |
|  Transactions in Interest: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Contributions | 611182 | 568216 |
| &nbsp;&nbsp;&nbsp;&nbsp; Withdrawals | (1940997) | (4440642) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Transactions in Interest | (1329815) | (3872426) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (3709566) | 599450 |
|  **Net Assets** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 13469705 | 12870255 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $9760139 | $13469705 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $11,622. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $12,230. 

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional Emerging Markets Value Fund** | **Dimensional Emerging Markets Value Fund** | **Dimensional Emerging Markets Value Fund** | **Dimensional Emerging Markets Value Fund** | **Dimensional Emerging Markets Value Fund** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Total Return | (19.27%) | 35.69% | (9.41%) | 5.24% | (9.06%) |
|  Net Assets, End of Year (thousands) | $9760139 | $13469705 | $12870255 | $17426097 | $16684907 |
|  Ratio of Expenses to Average Net Assets | 0.15% | 0.14% | 0.14% | 0.13% | 0.14% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.15% | 0.14% | 0.14% | 0.15% | 0.14% |
|  Ratio of Net Investment Income to Average Net Assets | 4.79% | 3.26% | 3.25% | 2.95% | 2.78% |
|  Portfolio Turnover Rate | 14% | 14% | 20% | 14% | 13% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

Dimensional Emerging Markets Value Fund (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"). The Fund meets the definition as an investment company and follows the accounting and reporting guidance under Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") Topic 946, "Financial Services-Investment Companies." The Fund consists of one series.

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Fund uses a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities,
open-end investment companies, and futures contracts)

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – significant unobservable inputs (including the Fund's own assumptions in determining the fair
value of investments)

Securities held by the Fund, including over-the-counter securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note.

Securities held by the Fund 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 Fund values the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management 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). These securities are generally categorized as Level 1 in the hierarchy.

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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Trustees of the Fund. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Fund is calculated. When fair value pricing is used, the prices of securities used by the Fund may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The Fund 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, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset value of the Fund is computed. Due to the time differences between the closings of the relevant foreign securities

------

exchanges and the pricing of the Fund's shares (at the close of the NYSE), the Fund will fair-value its foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the Fund's foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, Dimensional Fund Advisors LP has 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 Fund uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When the Fund uses fair value pricing, the values assigned to the Fund's foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Futures contracts held by the Fund are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Fund's investments by each major security type, industry and/or country is disclosed previously in this note. A valuation hierarchy table has been included at the end of the Summary Schedule of Portfolio Holdings. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Foreign Currency Translation*: Securities and other assets and liabilities of the Fund whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Fund enters into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. 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. The Fund does not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized.

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 of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the Fund and the U.S. dollar equivalent amounts actually received or paid.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Deferred Compensation Plan*: Each eligible Trustee of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses. As of October 31, 2022, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $264 (in thousands).

The Trustees may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Trustee shall have the right in a notice of election (the "Notice") to defer the receipt of the Trustee's deferred compensation until a date specified by such Trustee in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board of Trustees of the Fund; and (ii) five years following the effective date of the Trustee's first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board (unless the Trustee files an amended Notice selecting a different distribution date).

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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 and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Fund estimates the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Expenses directly attributable to the Fund are directly charged. The Fund may be subject to taxes imposed by countries in which it invests, with respect to its investments in issuers 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 Fund accrues 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. Additionally, 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.

The Fund's investments in Chile are subject to governmental taxes on investment income. Such taxes are due when currencies are repatriated from the country. The Fund accrues for taxes on income as the income is earned. The Fund is subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

**C. Investment Advisor:** 

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Fund.

For the year ended October 31, 2022, the Fund's investment management fee was accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

---

| | | |
|:---|:---|:---|
|  Dimensional Emerging Markets Value Fund | 0.1 | % |

---

**Earned Income Credit:** 

Additionally, the Fund has entered into arrangements with its custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Fund's custody expense. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of the Fund's net assets. During the year ended October 31, 2022, expenses reduced were the following (amount in thousands):

---

| | |
|:---|:---|
|  | **Fees Paid**<br>**Indirectly** |
|  Dimensional Emerging Markets Value Fund | $313 |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Trustees of the Advisor are also Officers and Trustees of the Fund; however, such Officers and Trustees (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2022, the total related amounts paid by the Fund to the CCO were $5 (in thousands) and are included in Other Expenses on the Statement of Operations.

------

**D. Purchases and Sales of Securities:** 

For the year ended October 31, 2022, the Fund's transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
|  Dimensional Emerging Markets Value Fund | $1695400 | $2437474 |

---

There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2022, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Summary Schedule of Portfolio Holdings, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31,<br>2021** | **Purchases<br>at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31,<br>2022** | **Shares as of<br>October 31,<br>2022** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **Dimensional Emerging Markets Value Fund** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $226407 | $1504449 | $1526477 | $6 | $(133) | $204252 | 17667 | $2150 |  |
|  **Total** | $**226407** | $**1504449** | $**1526477** | $**6** | $**(133)** | $**204252** | **17667** | $**2150** |  |

---

**E. Federal Income Taxes:** 

No provision for federal income taxes is required since the Fund is treated as a partnership for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been "passed down" to their respective partners.

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal<br>Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  Dimensional Emerging Markets Value Fund | $10390667 | $2322204 | $(2777385) | $(455181) |

---

The difference between GAAP-basis and tax basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Fund's tax positions and has concluded that no additional provision for income tax is required in the Fund's financial statements. The Fund is not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Fund's federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

------

**F. Financial Instruments:** 

In accordance with the Fund's investment objective and policies, the Fund may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *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 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 held by the Fund may be inhibited.

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Futures Contracts*: The Fund may purchase or sell futures contracts and options on futures contracts for foreign or U.S. equity securities and indices, to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Fund. Upon entering into a futures contract, the Fund deposits cash or pledges U.S. government securities to a broker in an amount 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 Fund as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Fund records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities or indices, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Fund could lose more than the initial margin requirements. Entering into stock index futures subjects the Fund to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2022 was as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Futures\*** |
|  Dimensional Emerging Markets Value Fund | $89532 |

---

<sup>\*</sup> Average Notional Value of futures contracts.

The following is a summary of the Fund's derivative instrument holdings categorized by primary risk exposure as of October 31, 2022 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value<br>at<br>October 31, 2022** | **Equity<br>Contracts <sup>\*,(1)</sup>** |
|  Dimensional Emerging Markets Value Fund | $1483 | $1483 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value** | **Liability Derivatives Value** |
|  | **Total Value**<br>**at**<br>**October 31, 2022** | **Equity<br>Contracts\*,<sup>(2)</sup>** |
|  Dimensional Emerging Markets Value Fund | $(3616) | $(3616) |

---

(1) Presented on Statement of Assets and Liabilities as Receivables: Futures Margin Variation.

(2) Presented on Statement of Assets and Liabilities as Payables: Futures Margin Variation.

<sup>\*</sup> Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statement of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Fund's derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2022 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on<br>Derivatives** | **Realized Gain (Loss) on<br>Derivatives** |
|  | **Total** | **Equity**<br>**Contracts <sup>(1)</sup>** |
|  Dimensional Emerging Markets Value Fund | $(15965) | $(15965) |

---

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** |
|  |<br>**Total** | **Equity**<br>**Contracts <sup>(2)</sup>** |
|  Dimensional Emerging Markets Value Fund | $(2584) | $(2584) |

---

(1) Presented on Statement of Operations as Net Realized Gain (Loss) on: Futures.

(2) Presented on Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

**G. Line of Credit and Interfund Lending Program:** 

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit agreement expires on January 1, 2023.

------

For the year ended October 31, 2022, borrowings by the Fund under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br>**Average**<br>**Interest Rate** | **Weighted**<br>**Average**<br>**Loan Balance** | **Number of**<br>**Days**<br>**Outstanding\*** | **Interest**<br>**Expense**<br>**Incurred** | **Maximum<br>Amount**<br>**Borrowed During**<br>**the Period** | **Outstanding**<br>**Borrowings**<br>**as of 10/31/2022** |
|  Dimensional Emerging Markets Value Fund | 0.83% | $216 | 2 |  | $216 |  |

---

<sup>\*</sup> Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022, that the Fund's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Fund may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

For the year ended October 31, 2022, activity by the Fund under the interfund lending program was as follows (amounts in thousands, except percentages and days):

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  |<br>**Borrower or**<br>**Lender** | **Weighted**<br>**Average**<br>**Interest Rate** | **Weighted**<br>**Average Loan**<br>**Balance** | **Number of**<br>**Days**<br>**Outstanding\*** | **Interest**<br>**Expense/**<br>**Income** | **Maximum Amount**<br>**Borrowed/Loaned**<br>**During the Period** | **Outstanding**<br>**Borrowings**<br>**as of 10/31/2022** |
|  Dimensional Emerging Markets Value Fund | Borrower | 0.44% | $103598 | 3 | $4 | $103598 |  |

---

<sup>\*</sup> Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022 that the Fund utilized the interfund lending program. 

**H. Affiliated Trades:** 

Cross trades for the year ended October 31, 2022, if any, were executed by the Fund pursuant to procedures adopted by the Board of Trustees of the Fund to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of a common investment advisor (or affiliated investment advisors), common Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Fund complied with the Rule 17a-7 Procedures adopted by the Board of Trustees of the Fund.

For the year ended October 31, 2022, cross trades by the Fund under Rule 17a-7 were as follows (amounts in thousands):

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| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
|  Dimensional Emerging Markets Value Fund | $6942 | $11967 | $3149 |

---

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**I. Securities Lending:** 

As of October 31, 2022, the Fund had securities on loan to brokers/dealers, for which the Fund received cash collateral. The Fund also received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash**<br>**Collateral**<br>**Market**<br>**Value** |
|  Dimensional Emerging Markets Value Fund | $360932 |

---

The Fund 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 in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Fund's 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 collateralization. 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, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Fund or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Fund could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to its stated investment policies, the Fund will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the "Money Market Series"), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Fund also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the Fund 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 for taxation at qualified dividend income rates.

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2022 (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** |
|  | **Overnight and**<br>**Continuous** |<br>**<30 days** | **Between**<br>**30 & 90 days** |<br>**>90 days** |<br>**Total** |
|  **Securities Lending Transactions** |  |  |  |  |  |
|  Dimensional Emerging Markets Value Fund Common Stocks | $192484 |  |  |  | $192484 |

---

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**J. Indemnitees; Contractual Obligations:** 

Under the Fund's organizational documents, its Officers and Trustees 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 that 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 Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Fund's financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Fund could enter, eliminates the asset segregation framework previously used by the Fund to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Fund began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Fund began complying with the Valuation Rule on August 1, 2022.

**L. Other:** 

The Fund is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Fund, individually or in aggregate, will not have a material adverse impact on the Fund's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**M. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Fund through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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![LOGO](g400624g00k00.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Trustees and Shareholders of Dimensional Emerging Markets Value Fund

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the summary schedule of portfolio holdings, of Dimensional Emerging Markets Value Fund (the "Fund") as of October 31, 2022, the related statement of operations for the year ended October 31, 2022, the statement of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of October 31, 2022, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2022 and the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Fund's management. Our responsibility is to express an opinion on the Fund's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodian, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 22, 2022

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**FUND MANAGEMENT** 

**(Unaudited)** 

**Trustees/Directors** 

Each Board of Trustees/Directors (each, the "Board" and collectively, the "Boards") of The DFA Investment Trust Company ("DFAITC"), DFA Investment Dimensions Group Inc. ("DFAIDG"), Dimensional Investment Group Inc. ("DIG"), Dimensional ETF Trust ("ETF Trust"), and Dimensional Emerging Markets Value Fund ("DEM") (each, the "Fund" and collectively, the "Funds") is responsible for establishing the Funds' policies and for overseeing the management of the Funds. The Trustees/ Directors of the Funds, including all of the disinterested Trustees/Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the "Feeder Portfolios") that invest in certain series of DFAITC or DEM (the "Master Funds").

Each Board has four standing committees, an Audit Committee, a Nominating and Governance Committee (the "Nominating Committee"), a Mutual Funds-ETF Relations committee and an Investment Strategy Committee (the "Strategy Committee"). The Audit Committee is composed of Reena Aggarwal, George M. Constantinides, Francis A. Longstaff, Abbie J. Smith and Ingrid M. Werner. Each member of the Audit Committee is a disinterested Trustee/Director. The Audit Committee oversees the Fund's accounting and financial reporting policies and practices, the Fund's internal controls, the Fund's financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund's independent registered certified public accounting firm and acts as a liaison between the Fund's independent registered certified public accounting firm and the full Board. There were three Audit Committee meetings held during the fiscal year ended October 31, 2022.

Each Board's Nominating Committee is composed of Reena Aggarwal, George M. Constantinides, Douglas W. Diamond, Francis A. Longstaff, and Heather E. Tookes. Each member of the Nominating Committee is a disinterested Trustee/Director. The Nominating Committee for each Board makes recommendations for nominations of disinterested and interested members on the Board to the disinterested Board members and to the full Board. The Nominating Committee works closely with the other disinterested Trustees to evaluate a candidate's qualification for Board membership and the independence of such candidate from the Advisor and other principal service providers. The Nominating Committee also periodically reviews the Board governance practices, policies, procedures, and operations; reviews the membership of each committee of the Board; reviews and makes recommendations regarding the Independent Trustees' compensation; oversees the annual self-assessment of the Board and each committee; considers and recommends to the Board, the selection of "independent legal counsel" (as that term is defined in the 1940 Act); and monitors and considers corporate governance issues that may arise from time to time. There were three Nominating Committee meetings held during the fiscal year ended October 31, 2022.

Each Board's Strategy Committee is composed of Gerard K. O'Reilly, Douglas W. Diamond, Darrell Duffie, and Heather E. Tookes. The Strategy Committee assists the Board in carrying out its fiduciary duties with respect to the oversight of the Fund and its performance. At the request of the Board or the Advisor, the Strategy Committee (i) reviews the design of possible new series of the Fund, (ii) reviews performance of existing portfolios of the Funds and discusses and recommends possible enhancements to the portfolios' investment strategies, (iii) reviews proposals by the Advisor to modify or enhance the investment strategies or policies of each portfolio, and (iv) considers issues relating to investment services for each portfolio of the Fund. There were four Strategy Committee meetings held during the fiscal year ended October 31, 2022.

The Mutual Funds-ETF Relations Committee is comprised of George M. Constantinides, Darrell Duffie, and Ingrid M. Werner. At the request of the Board, the Mutual Funds-ETF Relations Committee (i) reviews any newly-proposed expenses to be borne by the ETFs in the Dimensional ETF Trust ("Dimensional ETFs"), portfolios in the DFA mutual fund complex ("Fund Complex") or changes to the existing expense allocations among the Dimensional ETFs, portfolios in the Fund Complex, and the Advisor, (ii) considers any conflicts of interest that may arise in the operations of the Dimensional ETFs and the portfolios in the Fund Complex, (iii) reviews and considers relevant information relating to the operations of the Dimensional ETFs, and (iv) considers asset flows and performance differences between the similarly managed mutual funds and ETFs of the Funds. There were two Mutual Funds-ETF Relations Committee meetings held for the Trust during the fiscal year ended October 31, 2022.

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Certain biographical information for each disinterested Trustee/Director and interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director's experience as a Trustee/Director of the Funds and as a Director or Trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, "SAI") of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746. Prospectuses are also available at http://us.dimensional.com.

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**Disinterested Directors/Trustees** 

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios<br>within the<br>DFA Fund<br>Complex<sup>2</sup><br>Overseen** | **Other<br>Directorships of<br>Public Companies**<br> **Held During Past**<br> **5 Years** |
| Reena Aggarwal<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1957 | Director/ Trustee | Since December 2021 | Robert E. McDonough Professor of Business Administration and Finance, McDonough School of Business, Georgetown University (since 2003); Director, Georgetown Center for Financial Markets and Policy (since 2010); and Vice Provost of Faculty (2016-2020), Georgetown University. | 147 portfolios in 5 investment companies | Director, Cohen & Steers (asset management firm) (since 2017) and Director, Nuveen Churchill Direct Lending (private business development company) (since 2019). Formerly, Director, New York Life Investment Management IndexIQ (2008- 2021) (22 funds); Director, REAN Cloud (technology) (2015-2018); Director, FBR & Co. (investment banking) (2011- 2017); and Director, Brightwood Capital Advisors, L.P. (private equity) (2013- 2020). |
| George M.<br> Constantinides University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637<br>1947 | Director/ Trustee | DFAIDG –<br> Since 1983; DIG & DEM- Since 1993; DFAITC – Since 1992; ETF Trust – Since 2020 | Leo Melamed Professor of Finance, University of Chicago Booth School of Business (since 1978). | 147 portfolios in 5 investment companies |  |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and<br>Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios<br>within the<br>DFA Fund<br>Complex<sup>2</sup><br>Overseen** | **Other<br>Directorships of<br>Public Companies<br>Held During Past<br>5 Years** |
| Douglas W. Diamond c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1953 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2017; ETF Trust – Since 2020 | Merton H. Miller Distinguished Service Professor of Finance, University of Chicago Booth School of Business (since 1979). Formerly, Visiting Scholar, Federal Reserve Bank of Richmond (1990-2019). | 147 portfolios in 5 investment companies |  |
| Darrell Duffie<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1954 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2019; ETF Trust – Since 2020 | Adams Distinguished Professor of Management and Professor of Finance, Stanford University (since 1984) and Director, TNB Inc. (bank) (since 2020). | 147 portfolios in 5 investment companies | Formerly, Director, Moody's Corporation (financial information and information technology) (2008- 2018). |
| Francis A. Longstaff<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746 <br>1956 | Director/ Trustee | Since December 2021 | Allstate Professor of Insurance and Finance, UCLA, Anderson School of Management; Consultant, NERA Economic Consulting (since 2018); Consultant, Charles River Associates (economic consulting firm) (since 2013); Consultant, Simplex Holdings, Inc. (technology firm) (since 1998); and Expert Witness, Analysis Group (economic consulting firm) (since 2012). | 147 portfolios in 5 investment companies |  |
| Abbie J. Smith University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637<br>1953 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2000; ETF Trust – Since 2020 | Boris and Irene Stern Distinguished Service Professor of Accounting and James S. Ely, III Faculty Fellow, University of Chicago Booth School of Business (since 1980). | 147 portfolios in 5 investment companies | Director (since 2000) and formerly, Lead Director (2014- 2017), HNI Corporation (office furniture); Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003); and Trustee, UBS Funds (2 investment companies within the fund complex) (13 portfolios) (since 2009). |
| Heather E. Tookes<br> Yale School of Management 165 Whitney Avenue New Haven, CT 06511<br>1974 | Director/ Trustee | Since December 2021 | Professor of Finance, Yale School of Management (since 2004). | 147 portfolios in 5 investment companies | Director, Payoneer Inc. (digital payments) (since 2021); Director, Ariel Investments LLC (since 2017); and Director, Community Foundation of Greater New Haven (community foundation and grant-making) (since 2022). Formerly, Director, KCG Holdings (trading company) (January 2017-July 2017). |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br> **within the<br>DFA Fund<br>Complex<sup>2</sup><br>Overseen** | **Other**<br> **Directorships of<br>Public Companies<br>Held During Past<br>5 Years** |
| Ingrid M. Werner<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1961 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2019; ETF Trust – Since 2020 | Martin and Andrew Murrer Professor of Finance, Fisher College of Business, The Ohio State University (since 1998). Adjunct Member, the Prize Committee for the Swedish Riksbank Prize in Economic Sciences in Memory of Alfred Nobel (annual award for significant scientific research contribution) (since 2018). Director, American Finance Association (global association of academic researchers and practitioners in finance) (since January 2019). Member, Scientific Board, Leibniz Institute for Financial Research (institute supporting academic research in finance) (since 2020). Chair, Economic Advisory Committee, FINRA (since 2017). Chairman, Scientific Advisory Board, Swedish House of Finance (institute supporting academic research in finance) (since 2014). Member, Scientific Board, Danish Finance Institute (institute supporting academic research in finance) (since 2017). Fellow, Center for Analytical Finance (academic research) (since 2015). Associate Editor, Journal of Finance (since 2016). Formerly, President, Western Finance Association (global association of academic researchers and practitioners in finance) (2018-2019). Formerly, Member, Academic Board, Mistra Financial Systems (organization funding academic research on environment, governance and climate/sustainability in finance) (2016-2021). | 147 portfolios in 5 investment companies | Director, Fourth Swedish AP Fund (pension fund asset management) (since 2017). |

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**Interested Directors/Trustees** 

The following interested Directors are described as such because each is deemed to be an "interested person," as that term is defined under the 1940 Act, due to his position with the Advisor.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address**<br> **and Year of Birth** | **Position** | **Term of Office<sup>1</sup><br>and Length of<br>Service** | **Principal Occupation During Past 5 Years** | **Portfolios<br>within the<br>DFA Fund<br>Complex<sup>2</sup><br>Overseen** | **Other**<br> **Directorships**<br> **of Public**<br> **Companies**<br> **Held During**<br> **Past 5 Years** |
| David P. Butler<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One, Austin, TX 78746<br>1964 | Director<br>Co-Chief Executive Officer | Director since December 2021<br>Co-Chief Executive Officer since 2017 (DFAIDG, DIG,DEM & DFAITC); 2020 (ETF Trust) | Co-Chief Executive Officer of Dimensional Emerging Markets Value Fund ("DEM"), DFAIDG, Dimensional Investment Group Inc. ("DIG"), The DFA Investment Trust Company ("DFAITC"), Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Investment LLC, and DFA Securities LLC (collectively with DEM, DFAIDG, DIG and DFAITC, the "DFA Entities") (since 2017), DFA Canada LLC (since 2018), Dimensional Holdings LLC (since 2017), and Dimensional ETF Trust (since 2020); Chief Executive Officer of Dimensional Fund Advisors Canada ULC (since 2018); Director (since 2017) of Dimensional Holdings Inc., Dimensional Fund Advisors Canada ULC, Dimensional Japan Ltd., Dimensional Advisors Ltd., Dimensional Fund Advisors Ltd., and DFA Australia Limited; Director and Co-Chief Executive Officer (since 2017) of Dimensional Cayman Commodity Fund I Ltd.; Chief Executive Officer of Dimensional Fund Advisors Canada ULC (since 2018); Head of Global Financial Advisor Services for Dimensional Fund Advisors LP (since 2007) and Dimensional Investment LLC (since 2017); Formerly, Vice President (2007 – 2017) of all the DFA Entities; Formerly, Head of Global Advisor Services for Dimensional Investment LLC (2011-2017). | 147 portfolios in 5 investment companies |  |
| Gerard K. O'Reilly<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One, Austin, TX 78746<br>1976  | Chairman and Director<br>Co-Chief Executive Officer and Chief Investment Officer | Chairman and Director since December 2021<br>Co-Chief Executive Officer and Chief Investment Officer since 2017 (DFAIDG, DIG, DEM & DFAITC);2020 (ETF Trust) | Co-Chief Executive Officer and Chief Investment Officer of the DFA Entities (since 2017) and Dimensional ETF Trust (since 2020); Co-Chief Executive Officer of Dimensional Canada LLC (since 2018); Chief Investment Officer of Dimensional Fund Advisors Canada ULC (since 2017); Director, Chief Investment Officer (since 2017) and Vice President (since 2014) of DFA Australia Limited; Chief Investment Officer (since 2018) and Vice President (since 2016) of Dimensional Japan Ltd.; Director, Co-Chief Executive Officer and Chief Investment Officer (since 2017) of Dimensional Cayman Commodity Fund I Ltd.; Director of Dimensional Funds plc (since 2014), Dimensional Fund II plc (since 2014), Dimensional Holdings Inc. (since 2017), Dimensional Advisors Ltd. (since 2017), and Dimensional Ireland Limited (since 2018). Formerly, Executive Vice President (2017) and Co-Chief Investment Officer (2014 – 2017) of the DFA Entities; Formerly, Vice President (2007 – 2017) of the DFA Entities; Formerly, Vice President and Co-Chief Investment Officer (2014 – 2017) of Dimensional Fund Advisors Canada ULC. Formerly, Director of Dimensional Fund Advisors Pte. Ltd. (2017-2018) and Dimensional Fund Advisors Ltd. (2018-2021). | 147 portfolios in 5 investment companies |  |

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<sup>1</sup> Each Director/Trustee holds office for an indefinite term until his or her successor is elected and qualified.

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<sup>2</sup> Each Director/Trustee is a director or trustee of each of the five registered investment companies within the DFA Fund Complex, which include: the Fund; DIG; DFAITC; DEM; and Dimensional ETF Trust. Each disinterested Director/Trustee also serves on the Independent Review Committee of the Dimensional Funds, mutual funds registered in the provinces of Canada and managed by the Advisor's affiliate, Dimensional Fund Advisors Canada ULC. 

**Officers** 

Below is the name, year of birth, information regarding positions with the Funds and the principal occupation for each officer of the Funds. The address of each officer is 6300 Bee Cave Road, Building One, Austin, TX 78746. Each of the officers listed below holds the same office (except as otherwise noted) in the DFA Entities.

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
| Valerie A. Brown<br> 1967 | Vice President and Assistant Secretary | Since 2001 | Vice President and Assistant Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2001)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Director, Vice President and Assistant Secretary (since 2003) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
| Ryan P. Buechner<br> 1982 | Vice President and Assistant Secretary | Since 2019 | Vice President and Assistant Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2019)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Vice President (since January 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
| Stephen A. Clark<br> 1972 | Executive Vice President | Since<br> 2017 | Executive Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Director and Vice President (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd.<br>Chairman (since 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>President and Director (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>Vice President (since 2008) and Director (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>Director (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited<br>Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2019)<br>Formerly, Director (2016-2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>Formerly, Vice President (2004 – 2017) of |
|  |  |  | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities<br>Formerly, Vice President (2010 – 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>Formerly, Vice President (2016-2019) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>Formerly, Interim Chief Executive Officer (2019-2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>Formerly, Head of Institutional, North America (2012 – 2013) and Head of Global Institutional Services (2014-2018) for<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
| Lisa M. Dallmer<br> 1972 | Chief Operating Officer | Since June 2021 | Chief Operating Officer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Executive Vice President (since January 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>Chief Operating Officer (since December 2019)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>Vice President (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd. |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Formerly, Vice President, Chief Financial Officer, and Treasurer (June 2020- June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Senior Vice President, Business Operations (March 2019 – October 2019) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Delphix Inc.<br>Formerly, Chief Operating Officer Global Technology & Operations, Managing Director (2014 – 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• BlackRock Inc. |
| Bernard J. Grzelak<br> 1971 | Vice President | Since June 2021 | Vice President (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President, Chief Financial Officer and Treasurer (since September 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Vice President (since March 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited<br>Formerly, Partner (2008 – 2020), Chief Operating Officer, Global Funds and Risk (2018 – 2020), Chief Operations Officer (2016 – 2018), and Director of Fund Administration (2003 – 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Lord Abbett & Co. LLC<br>Formerly, Chief Financial Officer (2017 – 2020), and Treasurer (2003 – 2017)of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Lord Abbett Family of Funds |
| Eric Hall<br> 1978 | Vice President and Assistant Treasurer | Since June 2021 | Vice President and Assistant Treasurer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Data Integrity Team Lead (December 2019 – April 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Clearwater Analytics<br>Formerly, Assistant Vice President and Assistant Treasurer (March 2015 – November 2019) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• INVESCO, U.S. (formerly, OppenheimerFunds, Inc.) |
| Jeff J. Jeon<br> 1973 | Vice President | Since 2004 | Vice President (since 2004) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities<br>Vice President (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust<br>Vice President and Assistant Secretary (since 2010) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd.<br>Formerly, Assistant Secretary (2017-2019) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities |
| Joy Lopez<br> 1971 | Vice President and Assistant Treasurer | Vice President since 2015 and Assistant Treasurer since 2017 | Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2015)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. (since 2015)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited (since 2020) |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Assistant Treasurer of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
| Kenneth M. Manell<br> 1972 | Vice President | Since 2010 | Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
| Jan Miller<br> 1963  | Vice President, Chief Financial Officer, and Treasurer | Since June 2021 | Vice President, Chief Financial Officer, and Treasurer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Director (May 2019 – January 2021) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• INVESCO, U.S. (formerly, OppenheimerFunds, Inc.)<br>Formerly, Vice President and Assistant Treasurer (September 2012 – May 2019) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• OppenheimerFunds, Inc. |
| Catherine L. Newell<br> 1964  | President and<br> General Counsel | President<br> since 2017<br> and<br> General Counsel<br> since 2001 | President of |
| Catherine L. Newell<br> 1964  | President and<br> General Counsel | President<br> since 2017<br> and<br> General Counsel<br> since 2001 | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2017) |
| Catherine L. Newell<br> 1964  | President and<br> General Counsel | President<br> since 2017<br> and<br> General Counsel<br> since 2001 | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
| Catherine L. Newell<br> 1964  | President and<br> General Counsel | President<br> since 2017<br> and<br> General Counsel<br> since 2001 | General Counsel of |
| Catherine L. Newell<br> 1964  | President and<br> General Counsel | President<br> since 2017<br> and<br> General Counsel<br> since 2001 | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2001) |
| Catherine L. Newell<br> 1964  | President and<br> General Counsel | President<br> since 2017<br> and<br> General Counsel<br> since 2001 | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2006) |
| Catherine L. Newell<br> 1964  | President and<br> General Counsel | President<br> since 2017<br> and<br> General Counsel<br> since 2001 | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc (since 2006) |
| Catherine L. Newell<br> 1964  | President and<br> General Counsel | President<br> since 2017<br> and<br> General Counsel<br> since 2001 | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2009) |
| Catherine L. Newell<br> 1964  | President and<br> General Counsel | President<br> since 2017<br> and<br> General Counsel<br> since 2001 | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Canada LLC (since 2009) |
| Catherine L. Newell<br> 1964  | President and<br> General Counsel | President<br> since 2017<br> and<br> General Counsel<br> since 2001 | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
|  |  |  | Executive Vice President (since 2017) of |
|  |  |  | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | Secretary of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2009) |
|  |  |  | Vice President (since 1997) and Secretary (since 2002) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
|  |  |  | Vice President and Secretary of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2003) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Canada LLC (since 2009) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd. (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd (since 2014) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012) |
|  |  |  | Vice President and Assistant Secretary (since 2012) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited |
|  |  |  | Director of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Australia Limited (since 2007) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Funds plc (since 2002) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Funds II plc (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Director of Dimensional Japan Ltd. (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited (since 2018) |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Name and Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Formerly, Vice President and Secretary (2010 – 2014) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional SmartNest (US) LLC<br>Formerly, Vice President (1997 – 2017) and Secretary (2000 – 2017) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM |
|  |  |  | Formerly, Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (1997 – 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (2006 – 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (1997 – 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (2009 – 2017)<br>|
|  |  |  | Formerly, Director (2002 – 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>|
| Selwyn J. Notelovitz<br> 1961  | Vice President | Since September 2021 | Vice President (since September 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>|
|  |  |  | Vice President (since December 2012) and Chief Compliance Officer (since July 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>|
|  |  |  | Chief Compliance Officer (since July 2020) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>|
|  |  |  | Formerly, Deputy Chief Compliance Officer (2013-2020) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Fund Complex<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>|
|  |  |  | Formerly, Vice President (2013-2020) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Fund Complex<br>|
|  |  |  | Formerly, Director (2019-2021) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited<br>|
| Carolyn L. O<br> 1974  | Vice President and Secretary | Vice President since 2010 and Secretary since 2017 | Vice President and Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2010 and 2017, respectively)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>|
|  |  |  | Vice President (since 2010) and Assistant Secretary (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>|
|  |  |  | Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2016)<br>|
|  |  |  | Assistant Secretary (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>|
| Randy C. Olson<br> 1980 | Chief Compliance Officer | Since 2020 | Chief Compliance Officer (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Vice President (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>|

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Name and Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Formerly, Vice President – Senior Compliance Officer<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment Advisors LP (January 2020 – August 2020 and July 2014 – March 2017)<br>Formerly, Vice President – Head of Compliance & Operations Asia Ex-Japan<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment Advisors LP (April 2017 – January 2020)<br>|
| James J. Taylor<br> 1983 | Vice President and Assistant Treasurer | Since 2020 | Vice President and Assistant Treasurer (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2020) |

---

1 Each officer holds office for an indefinite term at the pleasure of the Board of Directors and until his or her successor is elected and qualified.

------

**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 (1) without charge, upon request, by calling collect: (512) 306-7400; (2) from the Advisor's website at http://us.dimensional.com; and (3) on the SEC's website at http://www.sec.gov. 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 https://www.dimensional.com/us-en/who-we-are/investment-stewardship and reflects the twelve-month period beginning July 1st and ending June 30th.

------

**TAX NOTICE TO SHAREHOLDERS** 

**(Unaudited)** 

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2022. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2022 (e.g., IRS Form 1099-DIV) will be provided in early 2023. Shareholders should refer to these statements in preparing their calendar year 2022 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2022.

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment**<br> **Dimensions Group Inc.** | **Net<br>Investment<br>Income<br>Distributions** | **Short-Term<br>Capital Gain<br>Distributions** | **Long-Term<br>Capital Gain<br>Distributions** | **Return of<br>Capital** | **Tax-Exempt<br>Interest** | **Total<br>Distributions** | **Qualified<br>Dividends<br>(for<br>Corporate<br>Dividends<br>Received<br>Deduction) (1)** | **Qualified<br>Dividend<br>Income (2)** | **U.S.<br>Government<br>Interest (3)** | **Foreign<br>Tax<br>Credit (4)** | **Foreign<br>Source<br>Income (5)** | **Qualified<br>Net<br>Interest<br>Income (6)** | **Qualified<br>Short-<br>Term<br>Capital<br>Gain (7)** |
|  Large Cap International Portfolio | 100% |  |  | – |  | 100% |  | 100% | – | 7% | 100% |  |  |
|  International Core Equity Portfolio | 100% |  |  | – |  | 100% |  | 100% | – | 8% | 100% |  |  |
|  Global Small Company Portfolio | 45% |  | 55% | – |  | 100% | 57% | 100% | – | 7% | 66% |  |  |
|  International Small Company Portfolio | 46% | 11% | 43% | – |  | 100% |  | 100% | – | 10% | 100% | 1% | 100% |
|  Japanese Small Company Portfolio | 42% | 7% | 51% | – |  | 100% |  | 100% | – | 20% | 100% |  | 100% |
|  Asia Pacific Small Company Portfolio | 36% |  | 64% | – |  | 100% |  | 66% | – | 1% | 100% |  |  |
|  United Kingdom Small Company Portfolio | 61% |  | 39% | – |  | 100% | 2% | 100% | – | 1% | 100% |  |  |
|  Continental Small Company Portfolio | 55% | 9% | 36% | – |  | 100% |  | 100% | – | 15% | 100% |  | 100% |
|  DFA International Real Estate Securities Portfolio | 100% |  |  | – |  | 100% |  |  | – |  |  |  |  |
|  DFA Global Real Estate Securities Portfolio | 80% |  | 20% | – |  | 100% |  |  | – |  |  |  |  |
|  DFA International Small Cap Value Portfolio | 82% | 10% | 8% | – |  | 100% |  | 100% | – | 11% | 100% |  | 100% |
|  International Vector Equity Portfolio | 63% |  | 37% | – |  | 100% |  | 100% | – | 9% | 100% |  |  |
|  International High Relative Profitability Portfolio | 78% | 8% | 14% | – |  | 100% |  | 100% | – | 7% | 100% |  | 100% |
|  World ex U.S. Value Portfolio | 100% |  |  | – |  | 100% |  | 100% | – | 7% | 99% |  |  |
|  World ex U.S. Core Equity Portfolio | 100% |  |  | – |  | 100% |  | 82% | – | 8% | 100% |  |  |
|  World ex U.S. Targeted Value Portfolio | 36% |  | 64% | – |  | 100% |  | 100% | – | 11% | 100% |  |  |
|  World Core Equity Portfolio | 73% |  | 27% | – |  | 100% | 43% | 94% | – |  | 32% |  |  |
|  Selectively Hedged Global Equity Portfolio | 31% | 5% | 64% | – |  | 100% | 15% | 35% | – |  | 13% |  | 100% |

---

See accompanying Notes to Financial Statements.

------

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment**<br> **Dimensions Group Inc.** | **Net<br>Investment<br>Income<br>Distributions** | **Short-Term<br>Capital Gain<br>Distributions** | **Long-Term<br>Capital Gain<br>Distributions** | **Return of<br>Capital** | **Tax-Exempt<br>Interest** | **Total<br>Distributions** | **Qualified<br>Dividends<br>(for<br>Corporate<br>Dividends<br>Received<br>Deduction) (1)** | **Qualified<br>Dividend<br>Income (2)** | **U.S.<br>Government<br>Interest (3)** | **Foreign<br>Tax<br>Credit (4)** | **Foreign<br>Source<br>Income (5)** | **Qualified<br>Net<br>Interest<br>Income (6)** | **Qualified<br>Short-<br>Term<br>Capital<br>Gain (7)** |
|  Emerging Markets Portfolio | 42% |  | 58% |  |  | 100% |  | 56% |  | 6% | 84% |  |  |
|  Emerging Markets Small Cap Portfolio | 59% | 13% | 28% |  |  | 100% |  | 53% |  | 8% | 64% |  | 100% |
|  Emerging Markets Value Portfolio | 100% |  |  |  |  | 100% |  | 78% |  | 7% | 100% |  |  |
|  Emerging Markets Core Equity Portfolio | 100% |  |  |  |  | 100% |  | 50% |  | 6% | 97% |  |  |
|  Emerging Markets Targeted Value Portfolio | 32% | 18% | 50% |  |  | 100% |  | 72% |  | 10% | 100% |  | 100% |
|  Emerging Markets ex China Core Equity Portfolio | 100% |  |  |  |  | 100% |  | 70% |  | 7% | 100% |  |  |
| **Dimensional<br>Investment Group Inc.** |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  DFA International Value Portfolio | 96% | 4% |  |  |  | 100% |  | 96% |  | 8% | 100% |  | 100% |

---

(1) Qualified Dividends represents the amount that qualifies for the corporate dividends-received deduction under
Section 243 of the Internal Revenue Code and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(2) Qualified Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under
Section 1(h)(11) of the Internal Revenue Code and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(3) U.S. Government Interest represents the amount of interest that was derived from direct U.S. Government
obligations and distributed during the fiscal year. This amount is reflected as a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.
Generally, interest from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of a state tax exemption based on your individual circumstances.

(4) Foreign Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through
under Section 853 of the Internal Revenue Code and is reflected as a percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(5) Foreign Source Income represents the amount of dividends derived from foreign sources and is reflected as a
percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(6) Qualified Net Interest Income represents the amount of interest income available as interest-related dividends
generally exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions (the total of short-term capital gain
and net investment income distributions) for the calendar year 2022.

(7) Qualified Short-Term Capital Gain represents the amount available as short-term capital gain dividends
generally exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital
gain and net investment income distributions) for the calendar year 2022.

See accompanying Notes to Financial Statements.

------

---

| | |
|:---|:---|
| ![LOGO](g400624g30k40.jpg) | DFA103122-001AI<br> 00281080 |

---

------

![LOGO](g413846g28v01.jpg)

Annual Report

**Year Ended: October 31, 2022** 

------

DIMENSIONAL INVESTMENT GROUP INC.

------

**DFA International Value Portfolio III** 

**U.S. Large Cap Value Portfolio III** 

------

![LOGO](g413846g09f63.jpg)

December 2022

Dear Shareholder,

For more than four decades, Dimensional has been innovating on behalf of investors, using financial science to pursue higher expected returns across a range of market conditions.

We start with what clients are seeking and determine how best to deliver strategies to meet those needs through a systematic approach designed to add value over indexing. Every day, we manage our strategies through a flexible process that allows us to consistently focus on reducing costs and controlling risks. We believe in sensible ideas that we can implement well. And we're committed to continuing to enhance the investment solutions and services we provide to empower financial professionals.

On behalf of everyone at Dimensional, we thank you for entrusting us with your investments.

Sincerely,

---

| | |
|:---|:---|
| ![LOGO](g413846g51e63.jpg) | ![LOGO](g413846g29k68.jpg) |
| David P. Butler<br> CO-CHIEF EXECUTIVE OFFICER | Gerard O'Reilly<br> CO-CHIEF EXECUTIVE OFFICER and<br> CHIEF INVESTMENT OFFICER |

---

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**THE DFA INVESTMENT TRUST COMPANY** 

**ANNUAL REPORT** 

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
|  **[Letter to Shareholders](#tx413846_1a)** |  |
|  **[Definitions of Abbreviations and Footnotes](#tx413846_1)** | 1 |
|  **[Dimensional Investment Group Inc.](#tx413846_2a)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx413846_2) | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx413846_3) | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx413846_4) | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx413846_5) | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Schedules of Investments](#tx413846_5b) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA International Value Portfolio III](#tx413846_6) | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Large Cap Value Portfolio III](#tx413846_7) | 11 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Assets and Liabilities](#tx413846_8) | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Operations](#tx413846_9) | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx413846_10) | 14 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx413846_11) | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx413846_12) | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx413846_13) | 22 |
|  **[The DFA Investment Trust Company](#tx413846_13a)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx413846_14) | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx413846_15) | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx413846_16) | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx413846_17) | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Summary Schedules of Portfolio Holdings](#tx413846_18) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The DFA International Value Series](#tx413846_19) | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The U.S. Large Cap Value Series](#tx413846_20) | 35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Assets and Liabilities](#tx413846_21) | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Operations](#tx413846_22) | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx413846_23) | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx413846_24) | 41 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx413846_25) | 43 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx413846_26) | 53 |
|  **[Fund Management](#tx413846_27)** | **54** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Board of Directors](#tx413846_28) | 56 |
|  **[Voting Proxies on Fund Portfolio Securities](#tx413846_29)** | 66 |
|  **[Tax Notice to Shareholders](#tx413846_30)** | 67 |

---

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

i

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**THE DFA INVESTMENT TRUST COMPANY** 

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES** 

**<u>Schedules of Investments/Summary Schedules of Portfolio Holdings</u>** 

---

| | |
|:---|:---|
|  Investment Abbreviations |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ADR | American Depositary Receipt |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SA | Special Assessment |
|  Investment Footnotes |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; † | See Note B to Financial Statements. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; » | Securities that have been fair value factored. See Note B to Financial Statements. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ‡ | 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 in unaffiliated issuers 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. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; # | Total or Partial Securities on Loan. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; \* | Non-Income Producing Securities. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; @ | Security purchased with cash collateral received from Securities on Loan. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; § | Affiliated Fund. |
| **<u>Financial Highlights</u>** | **<u>Financial Highlights</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) | Computed using average shares outstanding. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) | Represents the combined ratios for the respective Portfolio and its respective pro-rata share of its Master Fund. |
| **<u>All Statements, Schedules and Notes to Financial Statements</u>** | **<u>All Statements, Schedules and Notes to Financial Statements</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | Amounts designated as — are either zero or rounded to zero. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SEC | Securities and Exchange Commission |

---

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

---

| | |
|:---|:---|
| **DFA International Value Portfolio III vs.**<br> **MSCI World ex USA Index (net dividends)**<br> **MSCI World ex USA Value Index (net dividends)**<br> **October 31, 2012-October 31, 2022** |  |
| <br> ![LOGO](g413846g96m15.jpg)  | <br> As of February 28, 2022, the Portfolio changed its benchmark from the MSCI World ex USA Index (net dividends) to the MSCI World ex USA Value Index (net dividends) because this index better reflects the universe of securities in which the Master Fund invests.<br>Past performance is not predictive of future performance.<br>The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares.<br>MSCI data© MSCI 2022, all rights reserved. |

---

---

| | |
|:---|:---|
| **U.S. Large Cap Value Portfolio III vs.**<br> **Russell 1000<sup>®</sup> Value Index**<br> **October 31, 2012-October 31, 2022** |  |
| <br> ![LOGO](g413846g74q34.jpg)  | <br> Past performance is not predictive of future performance.<br>The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares.<br>FTSERussell data© FTSERussell 2022, all rights reserved. |

---

------

**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

---

| | |
|:---|:---|
| **International Equity Market Review** | **12 Months Ended October 31, 2022** |

---

Performance of non-U.S. developed markets was negative for the period. As measured by the MSCI World ex USA indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI World ex USA indices.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI World ex USA Index | -22.04% |
|  MSCI World ex USA Mid Cap Index | -27.57% |
|  MSCI World ex USA Small Cap Index | -29.13% |
|  MSCI World ex USA Value Index | -15.27% |
|  MSCI World ex USA Growth Index | -28.78% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against all non-U.S. developed markets currencies. Overall, currency movements had a negative impact on the U.S. dollar-denominated returns of developed markets.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | | |
|:---|:---|:---|
| **Ten Largest Foreign Developed Markets by Market Cap** | **Local Return** | **Return in U.S. Dollars** |
|  Japan | -1.81% | -24.67% |
|  United Kingdom | 4.27% | -12.42% |
|  Canada | -5.29% | -13.94% |
|  France | -6.77% | -20.38% |
|  Switzerland | -11.30% | -19.01% |
|  Australia | -0.54% | -15.30% |
|  Germany | -21.22% | -32.72% |
|  Netherlands | -28.51% | -38.71% |
|  Sweden | -16.17% | -34.85% |
|  Denmark | -7.88% | -21.38% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

Emerging markets had negative performance for the period and underperformed both U.S. and non-U.S. developed markets. As measured by the MSCI Emerging Markets indices, small-cap stocks outperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, outperformed large-cap stocks but underperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI Emerging Markets indices.

------

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI Emerging Markets Index | -31.03% |
|  MSCI Emerging Markets Mid Cap Index | -24.80% |
|  MSCI Emerging Markets Small Cap Index | -23.42% |
|  MSCI Emerging Markets Value Index | -25.21% |
|  MSCI Emerging Markets Growth Index | -36.11% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against most emerging markets currencies and depreciated against others. Overall, currency movements had a negative impact on the U.S. dollar denominated returns of emerging markets.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | | |
|:---|:---|:---|
| **Ten Largest Emerging Markets by Market Cap** | **Local Return** | **Return in U.S.** |
|  **<u>Dollars</u>** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | -46.31% | -47.90% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | 2.93% | -6.89% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | -24.11% | -34.50% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Korea | -19.88% | -34.28% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 15.95% | 24.57% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 2.18% | 2.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 0.77% | -16.66% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 1.99% | 5.56% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia | 16.58% | 5.89% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 4.97% | -8.48% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

For Portfolios investing in non-U.S. equities traded outside of the U.S. market time zone, differences in the valuation timing and methodology between a Portfolio and its benchmark index may impact relative performance over the referenced period. The Portfolios price foreign exchange rates at the closing of the U.S. market, while their benchmark indices use rates at 4 p.m. London time. The Portfolios also may use fair value pricing to price certain portfolio securities at the closing of the U.S. market, while benchmark indices may use local market closing prices. For the one-year period ended October 31, 2022, these differences generally detracted from non-US developed markets Portfolios' relative performance and were not material to emerging markets Portfolios' relative performance.

**DFA International Value Portfolio III** 

The DFA International Value Portfolio III invests in developed ex U.S. large company value stocks by purchasing shares of The DFA International Value Series, a Master Fund managed by Dimensional that invests in such stocks. The investment strategy is process driven, emphasizing broad diversification, with increased exposure to stocks with smaller total market capitalizations, lower relative price (value), and higher-profitability within the large-cap value segment of developed ex U.S. markets. As of October 31, 2022, the Master Fund held approximately 550 securities in 22 eligible developed markets. Average cash exposure throughout the year was less than 1% of the Master Fund's assets.

------

For the 12 months ended October 31, 2022, total returns were -13.87% for the Portfolio, -15.27% for the MSCI World ex USA Value Index, and -22.04% for the MSCI World ex USA Index (net dividends). As of February 28, 2022, the Portfolio changed its benchmark from the MSCI World ex USA Index (net dividends) to the MSCI World ex USA Value Index (net dividends) because this index better reflects the universe of securities in which the Master Fund invests. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Master Fund's focus on value stocks contributed positively to performance relative to the benchmarks. The Master Fund's exclusion of real estate investment trusts (REITs) also contributed positively to relative performance, as those stocks generally underperformed.

---

| | |
|:---|:---|
| **U.S. Equity Market Review** | **12 Months Ended October 31, 2022** |

---

U.S. equities had negative returns for the period. The broad U.S. equity market, as measured by the Russell 3000<sup>®</sup> Index, lost approximately -16.52%. As measured by Russell indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the Russell indices.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  Russell 3000<sup>®</sup> Index | -16.52% |
|  Russell 1000<sup>®</sup> Index (large-cap stocks) | -16.38% |
|  Russell Midcap<sup>®</sup> Index (mid-cap stocks) | -17.17% |
|  Russell 2000<sup>®</sup> Index (small-cap stocks) | -18.54% |
|  Russell Microcap<sup>®</sup> Index (micro-cap stocks) | -22.29% |
|  Dow Jones U.S. Select REIT Index <sup>SM</sup>  | -19.97% |

---

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  Russell 1000<sup>®</sup> Value Index (large-cap value stocks) | -7.0% |
|  Russell 1000<sup>®</sup> Growth Index (large-cap growth stocks) | -24.6% |
|  Russell 2000<sup>®</sup> Value Index (small-cap value stocks) | -10.73% |
|  Russell 2000<sup>®</sup> Growth Index (small-cap growth stocks) | -26.02% |

---

Source: Frank Russell Company is the source and owner of the trademarks, service marks, and copyrights related to the Russell Indexes.

**U.S. Large Cap Value Portfolio III** 

The U.S. Large Cap Value Portfolio III is designed to capture the returns of U.S. large-cap value stocks by purchasing shares of The U.S. Large Cap Value Series, a Master Fund managed by Dimensional that invests in such stocks. The investment strategy is process driven, emphasizing broad diversification with increased exposure to stocks with smaller market capitalizations, lower relative price (value), and higher profitability within the large-cap value segment of the U.S. market. As of October 31, 2022, the Master Fund held approximately 350 securities. Average cash exposure throughout the year was less than 1% of the Portfolio's assets.

------

For the 12 months ended October 31, 2022, total returns were -3.47% for the Portfolio and -7.00% for the Russell 1000<sup>®</sup> Value Index, the Portfolio's benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Master Fund's greater emphasis on value stocks as compared to the benchmark contributed positively to the Portfolio's relative performance. The Master Fund's emphasis on higher-profitability stocks within the large-cap value segment of the U.S. market also contributed positively to relative performance, as these stocks outperformed. Additionally, the Master Fund's exclusion of real estate investment trusts (REITs) contributed positively to relative performance, as REITs generally underperformed.

------

**DIMENSIONAL INVESTMENT 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 and 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" reflects 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 costs 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 October 31, 2022** 

**EXPENSE TABLES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning**<br>**Account**<br>**Value**<br>**05/01/22** | **Ending**<br>**Account**<br>**Value**<br>**10/31/22** | **Annualized**<br>**Expense**<br>**Ratio (1)** | **Expenses**<br>**Paid**<br>**During**<br>**Period (1)** |
|  **<u>DFA International Value Portfolio III (2)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $901.10 | 0.24% | $1.15 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.00 | 0.24% | $1.22 |
|  **<u>U.S. Large Cap Value Portfolio III (2)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $993.90 | 0.13% | $0.65 |

---

------

**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.55 | 0.13% | $0.66 |

---

------

(1) 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 (184), then divided by
the number of days in the year (365) to reflect the six-month period.

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

------

**DIMENSIONAL INVESTMENT 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 as an exhibit to their reports on Form N-PORT. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement.

The categories of industry classification for the Affiliated Investment Companies are represented in the Disclosure of Portfolio Holdings, which are included elsewhere in the report. Refer to the Summary Schedules of Portfolio Holdings for the underlying Affiliated Investment Company's holdings, which reflect the investments by category.

---

| | |
|:---|:---|
|  | **Affiliated Investment Companies** |
|  DFA International Value Portfolio III | 100.0% |
|  U.S. Large Cap Value Portfolio III | 100.0% |

---

------

**DFA INTERNATIONAL VALUE PORTFOLIO III** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Investment in The DFA International Value Series of The DFA Investment Trust Company | $2582499683 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $2582499683 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2022, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

**U.S. LARGE CAP VALUE PORTFOLIO III** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Investment in The U.S. Large Cap Value Series of The DFA Investment Trust Company | $3548575633 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $3548575633 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2022, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | |
|:---|:---|:---|
|  | **DFA**<br>**International**<br>**Value Portfolio**<br>**III** | **U.S. Large Cap**<br>**Value Portfolio**<br>**III** |
|  **ASSETS:** |  |  |
|  Investments in Affiliated Investment Company at Value | $2582500 | $3548576 |
|  Receivables: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 770 | 1796 |
|  Prepaid Expenses and Other Assets | 19 | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 2583289 | 3550400 |
|  **LIABILITIES:** |  |  |
|  Payables: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 1941 | 5168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 21 | 27 |
|  Accrued Expenses and Other Liabilities | 116 | 145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 2078 | 5340 |
|  **NET ASSETS** | $2581211 | $3545060 |
|  SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 185378789 | 126696837 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE** | $**13.92** | $**27.98** |
|  **NET ASSETS CONSIST OF:** |  |  |
|  Paid-In Capital | $2473456 | $1700432 |
|  Total Distributable Earnings (Loss) | 107755 | 1844628 |
|  **NET ASSETS** | $2581211 | $3545060 |
| (1) NUMBER OF SHARES AUTHORIZED | 500000000 | 700000000 |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **DFA**<br>**International**<br>**Value Portfolio**<br>**III\*** | **U.S. Large Cap**<br>**Value Portfolio**<br>**III\*** |
|  **Investment Income** |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $13,667 and $6, respectively) | $134379 | $87706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 1155 | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies | (6340) | (4009) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies | 129194 | 83785 |
|  **Fund Expenses** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 6295 | 4201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 379 | 484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 50 | 68 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 95 | 117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 13 | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 38 | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 18 | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 6888 | 4957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 5995 | 3819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 893 | 1138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 128301 | 82647 |
|  **Realized and Unrealized Gain (Loss)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*\* | (10573) | 140923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (541458) | (348893) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (552031) | (207970) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(423730) | $(125323) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0 and $0, respectively. 

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

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA International Value<br>Portfolio III\*\*\*** | **DFA International Value<br>Portfolio III\*\*\*** | **U.S. Large Cap Value<br>Portfolio III\*\*\*** | **U.S. Large Cap Value<br>Portfolio III\*\*\*** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |
|  Operations: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $128301 | $114504 | $82647 | $78804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*,\*\* | (10573) | 111204 | 140923 | 232706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (541458) | 1031549 | (348893) | 1242663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations  | (423730) | 1257257 | (125323) | 1554173 |
|  Distributions: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (135865) | (102813) | (261217) | (75804) |
|  Capital Share Transactions (1): |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 437870 | 394279 | 468537 | 490752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 117756 | 89936 | 219278 | 63576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (821406) | (774309) | (1074408) | (1018155) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (265780) | (290094) | (386593) | (463827) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (825375) | 864350 | (773133) | 1014542 |
|  **Net Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 3406586 | 2542236 | 4318193 | 3303651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $2581211 | $3406586 | $3545060 | $4318193 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 28526 | 25078 | 16288 | 17331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 7865 | 5561 | 7519 | 2235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (51969) | (49368) | (36720) | (36028) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (15578) | (18729) | (12913) | (16462) |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0 and $0, respectively. 

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

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA International Value Portfolio III** | **DFA International Value Portfolio III** | **DFA International Value Portfolio III** | **DFA International Value Portfolio III** | **DFA International Value Portfolio III** | **U.S. Large Cap Value Portfolio III** | **U.S. Large Cap Value Portfolio III** | **U.S. Large Cap Value Portfolio III** | **U.S. Large Cap Value Portfolio III** | **U.S. Large Cap Value Portfolio III** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $16.95 | $11.57 | $14.66 | $15.04 | $16.89 | $30.93 $| 21.17 | $25.23 | $25.83 | $27.29 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.68 | 0.55 | 0.35 | 0.56 | 0.54 | 0.63 | 0.54 | 0.56 | 0.60 | 0.58 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (2.99) | 5.33 | (3.07) | (0.09) | (1.87) | (1.65) | 9.74 | (3.33) | 0.95 | 0.25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (2.31) | 5.88 | (2.72) | 0.47 | (1.33) | (1.02) | 10.28 | (2.77) | 1.55 | 0.83 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.72) | (0.50) | (0.37) | (0.51) | (0.52) | (0.57) | (0.52) | (0.51) | (0.54) | (0.54) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  |  | (0.34) |  | (1.36) |  | (0.78) | (1.61) | (1.75) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.72) | (0.50) | (0.37) | (0.85) | (0.52) | (1.93) | (0.52) | (1.29) | (2.15) | (2.29) |
|  Net Asset Value, End of Year | $13.92 | $16.95 | $11.57 | $14.66 | $15.04 | $27.98 | $30.93 | $21.17 | $25.23 | $25.83 |
|  Total Return | (13.87%) | 51.07% | (18.72%) | 3.50% | (8.09%) | (3.47%) | 48.78% | (11.43%) | 7.12% | 2.91% |
|  Net Assets, End of Year (thousands) | $2581211 | $3406586 | $2542236 | $2810331 | $2421704 | $3545060 | $4318193 | $3303651 | $4017350 | $3794092 |
|  Ratio of Expenses to Average Net Assets (B) | 0.24% | 0.25% | 0.25% | 0.25% | 0.24% | 0.13% | 0.14% | 0.14% | 0.14% | 0.13% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (B) | 0.44% | 0.45% | 0.45% | 0.45% | 0.44% | 0.23% | 0.24% | 0.24% | 0.24% | 0.23% |
|  Ratio of Net Investment Income to Average Net Assets | 4.28% | 3.48% | 2.75% | 3.88% | 3.20% | 2.16% | 1.89% | 2.50% | 2.47% | 2.12% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

Dimensional Investment Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of ten portfolios, two of which, DFA International Value Portfolio III and U.S. Large Cap Value Portfolio III (the "Portfolios"), are presented in this report. The remaining portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

DFA International Value Portfolio III and U.S. Large Cap Value Portfolio III invest substantially all of their assets in The DFA International Value Series and The U.S. Large Cap Value Series (the "Series"), respectively, each a corresponding series of The DFA Investment Trust Company. As of October 31, 2022, DFA International Value Portfolio III and U.S. Large Cap Value Portfolio III owned 25% and 13% of the total outstanding shares of their respective Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolios.

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity
securities, open-end investment companies, and futures contracts)

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

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

The Portfolios' investments reflect their proportionate interests in the net assets of their respective Series. These valuations are classified as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments is disclosed previously in this note. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Deferred Compensation Plan*: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (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: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Other*: The Portfolios recognize their pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities and foreign currency from their respective Series, which are each treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

**C. Investment Advisor:** 

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolios.

During the year ended October 31, 2022, the DFA International Value Portfolio III's and U.S. Large Cap Value Portfolio III's investment management fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.21% and 0.11%, respectively, of each Portfolio's average daily net assets.

Pursuant to an Amended and Restated Fee Waiver Agreement (the "Fee Waiver Agreement"), the Advisor has contractually agreed to permanently waive all or a portion of the management fee of each Portfolio to the extent necessary to limit the total management fees paid to the Advisor by a Portfolio, including the proportionate share of the management fees a Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in The DFA Short Term Investment Fund (the "Money Market Series") to the rates listed below as a percentage of the average net assets of a class of a Portfolio on an annualized basis. The Fee Waiver Agreement will remain in effect permanently, unless terminated by the Fund.

During the year ended October 31, 2022, each Portfolio had a total management fee limit based on a percentage of its average net assets on an annualized basis and waived fees (amounts in thousands) as reflected below.

---

| | | |
|:---|:---|:---|
| **Institutional Class Shares** | **Total<br>Management<br>Fee Limit** | **Net Waived Fees** |
|  DFA International Value Portfolio III | 0.21% | $5995 |
|  U.S. Large Cap Value Portfolio III | 0.11% | 3819 |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2022, the total related amount paid by the Fund to the CCO was $20 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

------

**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  DFA International Value Portfolio III | $22.0 |
|  U.S. Large Cap Value Portfolio III | 34.0 |

---

**E. 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.

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 GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2022, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2021, and October 31, 2022, were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Tax Exempt<br>Income** | **Total** |
|  DFA International Value Portfolio III |  |  |  |  |
| 2021 | $102813 |  |  | $102813 |
| 2022 | 135865 |  |  | 135865 |
|  U.S. Large Cap Value Portfolio III |  |  |  |  |
| 2021 | 75804 |  |  | 75804 |
| 2022 | 74124 | $187093 |  | 261217 |

---

As of October 31, 2022, 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 use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Total** |
|  DFA International Value Portfolio III | $(3905) |  | $(3905) |
|  U.S. Large Cap Value Portfolio III | (8217) | $(7703) | (15920) |

---

------

As of October 31, 2022, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss<br>Carryforwards** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  DFA International Value Portfolio III | $11435 |  | $(43372) | $139700 | $107763 |
|  U.S. Large Cap Value Portfolio III |  | $124692 |  | 1719991 | 1844683 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2022, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Unlimited** | **Total** |
|  DFA International Value Portfolio III | $43372 | $43372 |

---

During the year ended October 31, 2022, the Portfolios did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br>**Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  DFA International Value Portfolio III | $2441392 | $140916 |  | $140916 |
|  U.S. Large Cap Value Portfolio III | 1828378 | 1961492 | $(241501) | 1719991 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**F. Line of Credit:** 

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

------

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit agreement expires on January 1, 2023.

There were no borrowings by the Portfolios under the lines of credit during the year ended October 31, 2022.

**G. 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 that 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.

**H. Recently Issued Accounting Standards and Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Portfolios' financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Portfolios could enter, eliminates the asset segregation framework previously used by the Portfolios to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Portfolios began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Portfolios began complying with the Valuation Rule on August 1, 2022.

**I. Other:** 

As of October 31, 2022, the following number of shareholders held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

------

---

| | | |
|:---|:---|:---|
|  | **Number of<br>Shareholders** | **Approximate<br>Percentage<br>of Outstanding<br>Shares** |
|  DFA International Value Portfolio III | 4 | 93% |
|  U.S. Large Cap Value Portfolio III | 5 | 94% |

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**J. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

![LOGO](g413846g97m96.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of Dimensional Investment Group Inc. and Shareholders of DFA International Value Portfolio III and U.S. Large Cap Value Portfolio III

***Opinions on the Financial Statements***

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of DFA International Value Portfolio III and U.S. Large Cap Value Portfolio III (two of the portfolios constituting Dimensional Investment Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2022, the related statements of operations for the year ended October 31, 2022, the statements of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2022, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2022, and each of the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinions***

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the transfer agent of the investee funds. We believe that our audits provide a reasonable basis for our opinions.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 22, 2022

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

---

| |
|:---|
| **The DFA International Value Series vs.**<br> **MSCI World ex USA Index (net dividends)**<br> **MSCI World ex USA Value Index (net dividends)**<br> **October 31, 2012-October 31, 2022** |
| <br> ![LOGO](g413846g05o14.jpg) <br>Past performance is not predictive of future performance.<br>The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares.<br>MSCI data <sup>©</sup> MSCI 2022, all rights reserved.<br>|

---

---

| |
|:---|
| **The U.S. Large Cap Value Series vs.**<br> **Russell 1000<sup>®</sup> Value Index**<br> **October 31, 2012-October 31, 2022** |
| ![LOGO](g413846g21g20.jpg) <br>Past performance is not predictive of future performance.<br>The returns shown do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares.<br>FTSERussell data <sup>©</sup> FTSERussell 2022, all rights reserved.<br>|

---

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**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

---

| | |
|:---|:---|
| **International Equity Market Review** | **12 Months Ended October 31, 2022** |

---

Performance of non-U.S. developed markets was negative for the period. As measured by the MSCI World ex USA indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI World ex USA indices.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI World ex USA Index | -22.04% |
|  MSCI World ex USA Mid Cap Index | -27.57% |
|  MSCI World ex USA Small Cap Index | -29.13% |
|  MSCI World ex USA Value Index | -15.27% |
|  MSCI World ex USA Growth Index | -28.78% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against all non-U.S. developed markets currencies. Overall, currency movements had a negative impact on the U.S. dollar-denominated returns of developed markets.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | | |
|:---|:---|:---|
| **Ten Largest Foreign Developed Markets by Market Cap** | **Local Return** | **Return in U.S. Dollars** |
|  Japan | -1.81% | -24.67% |
|  United Kingdom | 4.27% | -12.42% |
|  Canada | -5.29% | -13.94% |
|  France | -6.77% | -20.38% |
|  Switzerland | -11.30% | -19.01% |
|  Australia | -0.54% | -15.30% |
|  Germany | -21.22% | -32.72% |
|  Netherlands | -28.51% | -38.71% |
|  Sweden | -16.17% | -34.85% |
|  Denmark | -7.88% | -21.38% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

Emerging markets had negative performance for the period and underperformed both U.S. and non-U.S. developed markets. As measured by the MSCI Emerging Markets indices, small-cap stocks outperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, outperformed large-cap stocks but underperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI Emerging Markets indices.

------

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI Emerging Markets Index | -31.03% |
|  MSCI Emerging Markets Mid Cap Index | -24.80% |
|  MSCI Emerging Markets Small Cap Index | -23.42% |
|  MSCI Emerging Markets Value Index | -25.21% |
|  MSCI Emerging Markets Growth Index | -36.11% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against most emerging markets currencies and depreciated against others. Overall, currency movements had a negative impact on the U.S. dollar denominated returns of emerging markets.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | | |
|:---|:---|:---|
| **Ten Largest Emerging Markets by Market Cap** | **Local Return** | **Return in U.S.** |
| **Dollars** | | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | -46.31% | -47.90% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | 2.93% | -6.89% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | -24.11% | -34.50% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Korea | -19.88% | -34.28% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 15.95% | 24.57% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 2.18% | 2.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 0.77% | -16.66% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 1.99% | 5.56% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia | 16.58% | 5.89% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 4.97% | -8.48% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

For Portfolios investing in non-U.S. equities traded outside of the U.S. market time zone, differences in the valuation timing and methodology between a Portfolio and its benchmark index may impact relative performance over the referenced period. The Portfolios price foreign exchange rates at the closing of the U.S. market, while their benchmark indices use rates at 4 p.m. London time. The Portfolios also may use fair value pricing to price certain portfolio securities at the closing of the U.S. market, while benchmark indices may use local market closing prices. For the one-year period ended October 31, 2022, these differences generally detracted from non-US developed markets Portfolios' relative performance and were not material to emerging markets Portfolios' relative performance.

**The DFA International Value Series** 

The DFA International Value Series invests in developed ex U.S. large company value stocks. The investment strategy is process driven, emphasizing broad diversification, with increased exposure to stocks with smaller total market capitalizations, lower relative price (value), and higher-profitability within the large-cap value segment of developed ex U.S. markets. As of October 31, 2022, the Series held approximately 550 securities in 22 eligible developed markets. Average cash exposure throughout the year was less than 1% of the Series' assets.

------

For the 12 months ended October 31, 2022, total returns were -13.82% for the Series, -15.27% for the MSCI World ex USA Value Index, and -22.04% for the MSCI World ex USA Index (net dividends). As of February 28, 2022, the Series changed its benchmark from the MSCI World ex USA Index (net dividends) to the MSCI World ex USA Value Index (net dividends) because this index better reflects the universe of securities in which the Series invests. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Series' focus on value stocks contributed positively to performance relative to the benchmarks. The Series' exclusion of real estate investment trusts (REITs) also contributed positively to relative performance, as those stocks generally underperformed.

---

| | |
|:---|:---|
| **U.S. Equity Market Review** | **12 Months Ended October 31, 2022** |

---

U.S. equities had negative returns for the period. The broad U.S. equity market, as measured by the Russell 3000<sup>®</sup> Index, lost approximately -16.52%. As measured by Russell indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the Russell indices.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  Russell 3000<sup>®</sup> Index | -16.52% |
|  Russell 1000<sup>®</sup> Index (large-cap stocks) | -16.38% |
|  Russell Midcap<sup>®</sup> Index (mid-cap stocks) | -17.17% |
|  Russell 2000<sup>®</sup> Index (small-cap stocks) | -18.54% |
|  Russell Microcap<sup>®</sup> Index (micro-cap stocks) | -22.29% |
|  Dow Jones U.S. Select REIT Index <sup>SM</sup>  | -19.97% |

---

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  Russell 1000<sup>®</sup> Value Index (large-cap value stocks) | -7.0% |
|  Russell 1000<sup>®</sup> Growth Index (large-cap growth stocks) | -24.6% |
|  Russell 2000<sup>®</sup> Value Index (small-cap value stocks) | -10.73% |
|  Russell 2000<sup>®</sup> Growth Index (small-cap growth stocks) | -26.02% |

---

Source: Frank Russell Company is the source and owner of the trademarks, service marks, and copyrights related to the Russell Indexes.

**U.S. Large Cap Value Series** 

The U.S. Large Cap Value Series is designed to capture the returns of U.S. large company low relative price (value) stocks. The investment strategy is process driven, emphasizing broad diversification with increased exposure to stocks with smaller market capitalizations, lower relative price (value), and higher profitability within the large-cap value segment of the U.S. market. As of October 31, 2022, the Series held approximately 350 securities. Average cash exposure throughout the year was less than 1% of the Series' assets.

------

For the 12 months ended October 31, 2022, total returns were -3.45% for the Series and -7.00% for the Russell 1000<sup>®</sup> Value Index, the Series' benchmark. With low relative price (value) stocks outperforming high relative price (growth) stocks, the Series' greater emphasis on value stocks as compared to the benchmark contributed positively to the Series' relative performance. The Series' emphasis on higher-profitability stocks within the large-cap value segment of the U.S. market also contributed positively to relative performance, as these stocks outperformed. Additionally, the Series' exclusion of real estate investment trusts (REITs) contributed positively to relative performance, as REITs generally underperformed.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**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 and 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" reflects 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 costs 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 October 31, 2022** 

**EXPENSE TABLES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period<br>(1)** |
|  **<u>The DFA International Value Series</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $900.90 | 0.21% | $1.01 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.15 | 0.21% | $1.07 |
|  **<u>The U.S. Large Cap Value Series</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $994.00 | 0.11% | $0.55 |

---

------

**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.65 | 0.11% | $0.56 |

---

------

(1) 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 (184), then divided by
the number of days in the year (365) to reflect the six-month period.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**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 as an exhibit to their reports on Form N-PORT. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

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 regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A 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; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following tables, which present portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, are provided in compliance with this 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** 

---

| | | | |
|:---|:---|:---|:---|
| **The DFA International Value Series** | **The DFA International Value Series** | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** |
|  Communication Services | 3.4% | Communication Services | 7.6% |
|  Consumer Discretionary | 12.3% | Consumer Discretionary | 5.2% |
|  Consumer Staples | 4.8% | Consumer Staples | 6.1% |
|  Energy | 15.9% | Energy | 16.0% |
|  Financials | 28.7% | Financials | 19.9% |
|  Health Care | 5.5% | Health Care | 17.2% |
|  Industrials | 11.1% | Industrials | 11.6% |
|  Information Technology | 1.3% | Information Technology | 7.9% |
|  Materials | 14.0% | Materials | 7.8% |
|  Real Estate | 2.2% | Real Estate | 0.4% |
|  Utilities | 0.8% | Utilities | 0.3% |
|  | 100.0% |  | 100.0% |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| COMMON STOCKS — (94.7%) |  |  |  |
| AUSTRALIA — (7.6%) |  |  |  |
| Australia & New Zealand Banking Group Ltd. | 7347638 | $120381777 | 1.1% |
| National Australia Bank Ltd. | 5345044 | 111027479 | 1.1% |
| Westpac Banking Corp. | 7338308 | 113310525 | 1.1% |
| Woodside Energy Group Ltd. | 3456203 | 79902049 | 0.8% |
| Other Securities |  | 392173877 | 3.7% |
| TOTAL AUSTRALIA |  | 816795707 | 7.8% |
| AUSTRIA — (0.1%) |  |  |  |
| Other Securities |  | 6220806 | 0.1% |
| BELGIUM — (0.6%) |  |  |  |
| Other Securities |  | 58799281 | 0.6% |
| CANADA — (10.1%) |  |  |  |
| Bank of Montreal | 1789 | 164790 | 0.0% |
| Bank of Montreal | 1331345 | 122590248 | 1.2% |
| Bank of Nova Scotia | 443447 | 21434275 | 0.2% |
| Bank of Nova Scotia | 2098551 | 101401984 | 1.0% |
| Canadian Imperial Bank of Commerce | 1446994 | 65714037 | 0.6% |
| Canadian Natural Resources Ltd. | 806380 | 48334417 | 0.5% |
| Fairfax Financial Holdings Ltd. | 97836 | 48050126 | 0.4% |
| Nutrien Ltd. | 944511 | 79811163 | 0.8% |
| Suncor Energy, Inc. | 1317132 | 45304678 | 0.4% |
| Suncor Energy, Inc. | 2013309 | 69237696 | 0.7% |
| Teck Resources Ltd., Class B | 2050761 | 62425165 | 0.6% |
| Other Securities |  | 425965154 | 4.0% |
| TOTAL CANADA |  | 1090433733 | 10.4% |
| CHINA — (0.0%) |  |  |  |
| Other Securities |  | 3578225 | 0.0% |
| DENMARK — (1.9%) |  |  |  |
| DSV AS | 379252 | 51247654 | 0.5% |
| Other Securities |  | 150557322 | 1.4% |
| TOTAL DENMARK |  | 201804976 | 1.9% |
| FINLAND — (1.1%) |  |  |  |
| Other Securities |  | 113789895 | 1.1% |
| FRANCE — (10.2%) |  |  |  |
| AXA SA | 2421503 | 59798721 | 0.6% |
| BNP Paribas SA | 1819966 | 85345265 | 0.8% |
| Cie de Saint-Gobain | 1784858 | 72966654 | 0.7% |
| Cie Generale des Etablissements Michelin SCA | 2521000 | 64245287 | 0.6% |
| Engie SA | 3701762 | 48098296 | 0.5% |
| Orange SA | 7137374 | 68004272 | 0.6% |
| Sanofi | 682839 | 58763618 | 0.6% |
| TotalEnergies SE | 6840726 | 373184524 | 3.5% |
| Other Securities |  | 264876509 | 2.5% |
| TOTAL FRANCE |  | 1095283146 | 10.4% |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| GERMANY — (5.5%) |  |  |  |
| BASF SE | 1819157 | $81626734 | 0.8% |
| Bayerische Motoren Werke AG | 1003964 | 78803005 | 0.7% |
| Mercedes-Benz Group AG | 2636283 | 152592147 | 1.5% |
| Other Securities |  | 281533549 | 2.6% |
| TOTAL GERMANY |  | 594555435 | 5.6% |
| HONG KONG — (2.0%) |  |  |  |
| Other Securities |  | 214006034 | 2.0% |
| IRELAND — (0.4%) |  |  |  |
| Other Securities |  | 46570809 | 0.4% |
| ISRAEL — (0.6%) |  |  |  |
| Other Securities |  | 64808590 | 0.6% |
| ITALY — (2.0%) |  |  |  |
| Intesa Sanpaolo SpA | 26193710 | 49939026 | 0.5% |
| UniCredit SpA | 3981409 | 49374501 | 0.5% |
| Other Securities |  | 114595246 | 1.0% |
| TOTAL ITALY |  | 213908773 | 2.0% |
| JAPAN — (18.6%) |  |  |  |
| Honda Motor Co. Ltd. | 3522000 | 80310312 | 0.8% |
| Mitsubishi Corp. | 1963400 | 53186304 | 0.5% |
| Mitsubishi UFJ Financial Group, Inc. | 10193750 | 48153735 | 0.5% |
| Takeda Pharmaceutical Co. Ltd. | 2595871 | 68554353 | 0.7% |
| Toyota Motor Corp. | 12080750 | 167615564 | 1.6% |
| Other Securities |  | 1581578322 | 14.9% |
| TOTAL JAPAN |  | 1999398590 | 19.0% |
| NETHERLANDS — (3.8%) |  |  |  |
| ING Groep NV | 4971616 | 48918640 | 0.5% |
| Koninklijke Ahold Delhaize NV | 4054901 | 113084163 | 1.1% |
| Other Securities |  | 243026322 | 2.2% |
| TOTAL NETHERLANDS |  | 405029125 | 3.8% |
| NEW ZEALAND — (0.2%) |  |  |  |
| Other Securities |  | 23565859 | 0.2% |
| NORWAY — (0.9%) |  |  |  |
| Other Securities |  | 101097179 | 1.0% |
| PORTUGAL — (0.1%) |  |  |  |
| Other Securities |  | 14011161 | 0.1% |
| SINGAPORE — (1.1%) |  |  |  |
| Other Securities |  | 118180815 | 1.1% |
| SPAIN — (1.9%) |  |  |  |
| Banco Santander SA | 31583925 | 81912138 | 0.8% |
| Repsol SA | 4619638 | 62847702 | 0.6% |
| Other Securities |  | 54102853 | 0.5% |
| TOTAL SPAIN |  | 198862693 | 1.9% |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SWEDEN — (2.5%) | SWEDEN — (2.5%) |  |  |  |
|  | Other Securities |  | $270126175 | 2.6% |
|  SWITZERLAND — (8.8%) | SWITZERLAND — (8.8%) |  |  |  |
|  | Cie Financiere Richemont SA, Class A | 922306 | 90140218 | 0.9% |
|  | Novartis AG | 1706093 | 138007072 | 1.3% |
|  # | Novartis AG, Sponsored ADR | 1596183 | 129498327 | 1.2% |
|  | UBS Group AG | 6030163 | 95603120 | 0.9% |
|  \* | UBS Group AG | 1233581 | 19564595 | 0.2% |
|  | Zurich Insurance Group AG | 348909 | 148695901 | 1.4% |
|  | Other Securities |  | 327812902 | 3.1% |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 949322135 | 9.0% |
|  UNITED KINGDOM — (14.7%) | UNITED KINGDOM — (14.7%) |  |  |  |
|  # | Barclays PLC, Sponsored ADR | 7035082 | 48682767 | 0.5% |
|  | BP PLC | 7690578 | 42548901 | 0.4% |
|  # | BP PLC, Sponsored ADR | 2518588 | 83818609 | 0.8% |
|  | British American Tobacco PLC | 3024009 | 119428540 | 1.1% |
|  # | British American Tobacco PLC, Sponsored ADR | 838885 | 33236624 | 0.3% |
|  | Glencore PLC | 23897614 | 137006665 | 1.3% |
|  | HSBC Holdings PLC | 13535003 | 69462304 | 0.7% |
|  # | HSBC Holdings PLC, Sponsored ADR | 2324211 | 60220307 | 0.6% |
|  | Lloyds Banking Group PLC | 164752825 | 79125348 | 0.8% |
|  | Shell PLC | 307658 | 8522614 | 0.1% |
|  | Shell PLC, Sponsored ADR | 9015405 | 501526980 | 4.8% |
|  | Vodafone Group PLC | 51300878 | 59888735 | 0.6% |
|  | Other Securities |  | 342384465 | 3.1% |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM |  | 1585852859 | 15.1% |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 10186002001 | 96.7% |
|  PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) |  |  |  |
|  GERMANY — (0.8%) | GERMANY — (0.8%) |  |  |  |
|  | Volkswagen AG | 489153 | 62612238 | 0.6% |
|  | Other Securities |  | 28392993 | 0.3% |
|  TOTAL GERMANY | TOTAL GERMANY |  | 91005231 | 0.9% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $10,555,431,050) | TOTAL INVESTMENT SECURITIES<br>(Cost $10,555,431,050) |  | 10277007232 |  |
|  |  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 41765646 | 482852631 | 4.6% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $11,038,476,605) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $11,038,476,605) |  | $10759859863 | 102.2% |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

As of October 31, 2022, The DFA International Value Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 842 | 12/16/22 | $157956087 | $163474300 | $5518213 |
|  **Total Futures Contracts** |  |  | $**157956087** | $**163474300** | $**5518213** |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | $816795707 |  | $816795707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 6220806 |  | 6220806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 58799281 |  | 58799281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | $1090433733 |  |  | 1090433733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China |  | 3578225 |  | 3578225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 201804976 |  | 201804976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland | 5856638 | 107933257 |  | 113789895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 1095283146 |  | 1095283146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany | 14207408 | 580348027 |  | 594555435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 214006034 |  | 214006034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | 26386842 | 20183967 |  | 46570809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 11032764 | 53775826 |  | 64808590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | 24863308 | 189045465 |  | 213908773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | 13905475 | 1985493115 |  | 1999398590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 26051464 | 378977661 |  | 405029125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 23565859 |  | 23565859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 101097179 |  | 101097179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 14011161 |  | 14011161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 118180815 |  | 118180815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain | 6210086 | 192652607 |  | 198862693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 270126175 |  | 270126175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 158548612 | 790773523 |  | 949322135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 766554481 | 819298378 |  | 1585852859 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 91005231 |  | 91005231 |
|  Securities Lending Collateral |  | 482852631 |  | 482852631 |
|  Futures Contracts\*\* | 5518213 |  |  | 5518213 |
|  TOTAL | $2149569024 | $8615809052 |  | $10765378076 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**THE U.S. LARGE CAP VALUE SERIES** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) |  |  |  |
|  COMMUNICATION SERVICES — (7.4%) | COMMUNICATION SERVICES — (7.4%) |  |  |  |
|  | AT&T, Inc. | 19723621 | $359561611 | 1.3% |
|  | Comcast Corp., Class A | 13738104 | 436047421 | 1.6% |
|  \* | T-Mobile U.S., Inc. | 1448419 | 219522384 | 0.8% |
|  | Verizon Communications, Inc. | 11228072 | 419593051 | 1.6% |
|  #\* | Walt Disney Co. | 1947638 | 207501352 | 0.8% |
|  | Other Securities |  | 388431685 | 1.4% |
|  TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES |  | 2030657504 | 7.5% |
|  CONSUMER DISCRETIONARY — (5.1%) | CONSUMER DISCRETIONARY — (5.1%) |  |  |  |
|  # | DR Horton, Inc. | 2494501 | 191777237 | 0.7% |
|  | General Motors Co. | 4563422 | 179114313 | 0.7% |
|  | Other Securities |  | 1028297049 | 3.8% |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY |  | 1399188599 | 5.2% |
|  CONSUMER STAPLES — (5.9%) | CONSUMER STAPLES — (5.9%) |  |  |  |
|  # | General Mills, Inc. | 2002753 | 163384590 | 0.6% |
|  | Kroger Co. | 3345475 | 158207513 | 0.6% |
|  | Mondelez International, Inc., Class A | 3063492 | 188343488 | 0.7% |
|  | Walmart, Inc. | 3424187 | 487364536 | 1.8% |
|  | Other Securities |  | 636769324 | 2.3% |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES |  | 1634069451 | 6.0% |
|  ENERGY — (15.5%) | ENERGY — (15.5%) |  |  |  |
|  # | Chevron Corp. | 4558886 | 824702477 | 3.0% |
|  | ConocoPhillips | 5185429 | 653830743 | 2.4% |
|  # | EOG Resources, Inc. | 1168138 | 159474200 | 0.6% |
|  # | Exxon Mobil Corp. | 10590425 | 1173524994 | 4.3% |
|  | Marathon Petroleum Corp. | 1358505 | 154353338 | 0.6% |
|  | Schlumberger NV | 3057917 | 159103421 | 0.6% |
|  | Other Securities |  | 1163338010 | 4.3% |
|  TOTAL ENERGY | TOTAL ENERGY |  | 4288327183 | 15.8% |
|  FINANCIALS — (19.3%) | FINANCIALS — (19.3%) |  |  |  |
|  | Bank of America Corp. | 8609381 | 310282127 | 1.2% |
|  #\* | Berkshire Hathaway, Inc., Class B | 1859637 | 548760282 | 2.0% |
|  | Capital One Financial Corp. | 1481150 | 157031523 | 0.6% |
|  # | Citigroup, Inc. | 3688797 | 169168230 | 0.6% |
|  | Goldman Sachs Group, Inc. | 976089 | 336272421 | 1.2% |
|  | Hartford Financial Services Group, Inc. | 2234680 | 161813179 | 0.6% |
|  | JPMorgan Chase & Co. | 7481873 | 941818173 | 3.5% |
|  | Morgan Stanley | 2962680 | 243443416 | 0.9% |
|  | Travelers Cos., Inc. | 1083770 | 199912214 | 0.7% |
|  | Wells Fargo & Co. | 5911149 | 271853743 | 1.0% |
|  | Other Securities |  | 1991320994 | 7.4% |
|  TOTAL FINANCIALS | TOTAL FINANCIALS |  | 5331676302 | 19.7% |
|  HEALTH CARE — (16.7%) | HEALTH CARE — (16.7%) |  |  |  |
|  # | Bristol-Myers Squibb Co. | 4546581 | 352223630 | 1.3% |
|  | Cigna Corp. | 998289 | 322507244 | 1.2% |
|  | CVS Health Corp. | 2930610 | 277528767 | 1.0% |
|  | Danaher Corp. | 936418 | 235668318 | 0.9% |

---

------

**THE U.S. LARGE CAP VALUE SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Percentage<br>of Net Assets‡** |
|  HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |  |  |  |
|  | Elevance Health, Inc. | 771124 | $421627470 | 1.6% |
|  | Gilead Sciences, Inc. | 2211205 | 173491144 | 0.7% |
|  | Humana, Inc. | 441277 | 246267868 | 0.9% |
|  | Laboratory Corp. of America Holdings | 683569 | 151656618 | 0.6% |
|  | Medtronic PLC | 2002037 | 174857912 | 0.7% |
|  | Pfizer, Inc. | 17020200 | 792290310 | 2.9% |
|  | Thermo Fisher Scientific, Inc. | 756496 | 388816249 | 1.4% |
|  | Other Securities |  | 1077834540 | 3.9% |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 4614770070 | 17.1% |
|  INDUSTRIALS — (11.3%) | INDUSTRIALS — (11.3%) |  |  |  |
|  | Eaton Corp. PLC | 987794 | 148238246 | 0.6% |
|  | Norfolk Southern Corp. | 780147 | 177928126 | 0.7% |
|  | Raytheon Technologies Corp. | 1827270 | 173261741 | 0.6% |
|  | Republic Services, Inc. | 1829777 | 242665026 | 0.9% |
|  | Other Securities |  | 2374579574 | 8.7% |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 3116672713 | 11.5% |
|  INFORMATION TECHNOLOGY — (7.7%) | INFORMATION TECHNOLOGY — (7.7%) |  |  |  |
|  # | HP, Inc. | 9328511 | 257653474 | 1.0% |
|  | Intel Corp. | 12556858 | 356991473 | 1.3% |
|  | Micron Technology, Inc. | 3751374 | 202949333 | 0.8% |
|  | Other Securities |  | 1293571158 | 4.7% |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY |  | 2111165438 | 7.8% |
|  MATERIALS — (7.5%) | MATERIALS — (7.5%) |  |  |  |
|  | Freeport-McMoRan, Inc. | 5097835 | 161550391 | 0.6% |
|  \* | Linde PLC | 775637 | 230635662 | 0.9% |
|  # | Nucor Corp. | 1985067 | 260798103 | 1.0% |
|  # | Steel Dynamics, Inc. | 1686863 | 158649465 | 0.6% |
|  | Other Securities |  | 1262064050 | 4.6% |
|  TOTAL MATERIALS | TOTAL MATERIALS |  | 2073697671 | 7.7% |
|  REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |  |  |  |
|  | Other Securities |  | 102269222 | 0.4% |
|  UTILITIES — (0.3%) | UTILITIES — (0.3%) |  |  |  |
|  | Other Securities |  | 76579795 | 0.3% |
|  TOTAL COMMON STOCKS<br>(Cost $16,275,340,734) | TOTAL COMMON STOCKS<br>(Cost $16,275,340,734) |  | 26779073948 | 99.0% |
|  TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) |  |  |  |
|  | State Street Institutional U.S. Government Money Market Fund, 3.010% | 264660566 | 264660566 | 1.0% |
|  SECURITIES LENDING COLLATERAL — (1.9%) | SECURITIES LENDING COLLATERAL — (1.9%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 45100100 | 521402250 | 1.9% |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $17,061,542,735) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $17,061,542,735) |  | $27565136764 | 101.9% |

---

------

**THE U.S. LARGE CAP VALUE SERIES** 

**CONTINUED** 

As of October 31, 2022, The U.S. Large Cap Value Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 882 | 12/16/22 | $178906459 | $171240300 | $(7666159) |
|  **Total Futures Contracts** |  |  | $**178906459** | $**171240300** | $**(7666159)** |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $2030657504 |  |  | $2030657504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1399188599 |  |  | 1399188599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 1634069451 |  |  | 1634069451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 4288327183 |  |  | 4288327183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 5331676302 |  |  | 5331676302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 4614770070 |  |  | 4614770070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 3116672713 |  |  | 3116672713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 2111165438 |  |  | 2111165438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 2073697671 |  |  | 2073697671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 102269222 |  |  | 102269222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 76579795 |  |  | 76579795 |
|  Temporary Cash Investments | 264660566 |  |  | 264660566 |
|  Securities Lending Collateral |  | $521402250 |  | 521402250 |
|  Futures Contracts\*\* | (7666159) |  |  | (7666159) |
|  TOTAL | $27036068355 | $521402250 |  | $27557470605 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **The DFA<br>International<br>Value Series\*** | **The U.S.<br>Large Cap<br>Value Series\*** |
|  **ASSETS:** |  |  |
|  Investment Securities at Value (including $520,457 and $731,508 of securities on loan, respectively) | $10277007 | $26779074 |
|  Temporary Cash Investments at Value & Cost |  | 264661 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $483,046 and $521,541, respectively) | 482853 | 521402 |
|  Segregated Cash for Futures Contracts | 8420 | 8820 |
|  Foreign Currencies at Value | 128438 |  |
|  Cash | 37517 |  |
|  Receivables: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 5068 | 6614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 77741 | 29653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 367 | 142 |
|  Prepaid Expenses and Other Assets | 1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 11017412 | 27610366 |
|  **LIABILITIES:** |  |  |
|  Payables: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 486408 | 513007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  | 47015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 1732 | 2154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 1659 | 1246 |
|  Accrued Expenses and Other Liabilities | 480 | 963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 490279 | 564385 |
|  **NET ASSETS** | $10527133 | $27045981 |
|  Investment Securities at Cost | $10555431 | $16275341 |
|  Foreign Currencies at Cost | $130216 | $— |

---

------

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **The DFA<br>International<br>Value Series<sup>#</sup>** | **The U.S.<br>Large Cap<br>Value Series<sup>#</sup>** |
|  **Investment Income** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $54,334 and $45, respectively) | $528788 | $645606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 4573 | 652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 533361 | 646258 |
|  **Expenses** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 23325 | 28078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 2 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 1012 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 25 | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 54 | 130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 275 | 330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 353 | 573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 25046 | 29494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) | 373 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 24673 | 29494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 508688 | 616764 |
|  **Realized and Unrealized Gain (Loss)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | 6848 | 753310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 36 | (30) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (16735) | (16355) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (13407) | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions |  | 46523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (2198406) | (2352364) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (280) | (147) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 2503 | (16326) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (4633) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (2224074) | (1585391) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(1715386) | $(968627) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0 and $0, respectively. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **The DFA International**<br>**Value Series** | **The DFA International**<br>**Value Series** | **The U.S. Large Cap Value<br>Series** | **The U.S. Large Cap Value<br>Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |
|  Operations: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $508688 | $420963 | $616764 | $541698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | 6848 | 468390 | 753310 | 1388344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 36 | (27) | (30) | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (16735) | 29155 | (16355) | 49910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (13407) | 4495 | (2) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions |  |  | 46523 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (2198406) | 3710810 | (2352364) | 8413121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (280) | (30) | (147) | (20) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 2503 | 5251 | (16326) | 12740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (4633) | (1694) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (1715386) | 4637313 | (968627) | 10405809 |
|  Transactions in Interest: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Contributions | 1269316 | 152792 | 972772 | 808201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Withdrawals | (1324290) | (1974162) | (2778807) | (3547772) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Transactions in Interest | (54974) | (1821370) | (1806035) | (2739571) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (1770360) | 2815943 | (2774662) | 7666238 |
|  **Net Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 12297493 | 9481550 | 29820643 | 22154405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $10527133 | $12297493 | $27045981 | $29820643 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The DFA International Value Series** | **The DFA International Value Series** | **The DFA International Value Series** | **The DFA International Value Series** | **The DFA International Value Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Total Return | (13.82%) | 51.09% | (18.68%) | 3.60% | (8.10%) |
|  Net Assets, End of Year (thousands) | $10527133 | $12297493 | $9481550 | $12420850 | $12153340 |
|  Ratio of Expenses to Average Net Assets | 0.21% | 0.22% | 0.21% | 0.21% | 0.22% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.21% | 0.22% | 0.22% | 0.22% | 0.22% |
|  Ratio of Net Investment Income to Average Net Assets | 4.36% | 3.50% | 2.77% | 3.92% | 3.21% |
|  Portfolio Turnover Rate | 15% | 9% | 12% | 16% | 20% |

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See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Total Return | (3.45%) | 48.85% | (11.42%) | 7.15% | 2.95% |
|  Net Assets, End of Year (thousands) | $27045981 | $29820643 | $22154405 | $29929678 | $29242795 |
|  Ratio of Expenses to Average Net Assets | 0.11% | 0.11% | 0.11% | 0.11% | 0.11% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed) | 0.11% | 0.11% | 0.11% | 0.11% | 0.11% |
|  Ratio of Net Investment Income to Average Net Assets | 2.20% | 1.92% | 2.53% | 2.50% | 2.14% |
|  Portfolio Turnover Rate | 10% | 10% | 4% | 10% | 13% |

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See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

The DFA Investment Trust Company (the "Trust") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), The Trust consists of ten portfolios, two of which, The DFA International Value Series and The U.S. Large Cap Value Series (the "Series"), are presented in this section of the report. The remaining operational portfolios are presented in separate reports. The Series are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Series use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity
securities, open-end investment companies, and futures contracts)

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

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

Securities held by the Series, including over-the-counter securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by the Series 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 Series value the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management 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). These securities are generally categorized as Level 1 in the hierarchy.

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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Trustees of the Trust. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Series is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The DFA International Value Series (the "International Series") 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, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset value of the International Series is computed. Due

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to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the International Series' shares at the close of the NYSE, the International Series will fair value its foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on International Series' foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, Dimensional Fund Advisors LP has 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 Series uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When the International Series uses fair value pricing, the values assigned to the International Series' foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

A summary of the inputs used to value the Series' investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables are included at the end of the Summary Schedules of Portfolio Holdings. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Foreign Currency Translation*: Securities and other assets and liabilities of the International Series, whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Series enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. 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.

The International Series does not isolate the effect of foreign currency rate fluctuations when determining the realized 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 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 of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Series and the U.S. dollar equivalent amounts actually received or paid.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Deferred Compensation Plan*: Each eligible Trustee of the Trust may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

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The Trustees may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Trustee shall have the right in a notice of election (the "Notice") to defer the receipt of the Trustee's deferred compensation until a date specified by such Trustee in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board of Trustees of the Trust; and (ii) five years following the effective date of the Trustee's first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board (unless the Trustee files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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 and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust or Series are allocated using methods approved by the Board of Trustees, generally based on average net assets. The International Series may be subject to taxes imposed by countries in which it invests, with respect to its investments in issuers 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 Series accrues 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. Additionally, 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.

**C. Investment Advisor:** 

The Advisor, Dimensional Fund Advisors LP, provides investment management services to each Series. For the year ended October 31, 2022, the investment management fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.20% and 0.10% of the average daily net assets for The DFA International Value Series and The U.S. Large Cap Value Series, respectively.

**Earned Income Credit:** 

Additionally, certain Series have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Series' custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of the Series' net assets. During the year ended October 31, 2022, expenses reduced were as follows (amount in thousands):

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| | |
|:---|:---|
|  | **Fees Paid<br>Indirectly** |
|  The DFA International Value Series | $373 |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Trustees of the Advisor are also Officers and Trustees of the Trust; however, such Officers and Trustees (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Trust. For the year ended October 31, 2022, the total related amounts paid by the Trust to the CCO was $28 (in thousands). The total related amounts paid by each of the Series are included in Other Expenses on the Statements of Operations.

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**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

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| | |
|:---|:---|
|  The DFA International Value Series | $132.0 |
|  The U.S. Large Cap Value Series | 156.0 |

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**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2022, the Series' transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Securities** | **U.S. Government Securities** | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases** | **Sales** | **Purchases** | **Sales** |
|  The DFA International Value Series |  |  | $2114747 | $1740164 |
|  The U.S. Large Cap Value Series |  |  | 2680600 | 3677661 |

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There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2022, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Summary Schedule of Portfolio Holdings, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases<br>at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2022** | **Shares as of<br>October 31, 2022** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **The DFA International Value Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $495353 | $4952552 | $4964808 | $36 | $(280) | $482853 | 41766 | $5866 |  |
|  **Total** | $**495353** | $**4952552** | $**4964808** | $**36** | $**(280)** | $**482853** | **41766** | $**5866** |  |
|  **The U.S. Large Cap Value Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $155780 | $4248436 | $3882637 | $(30) | $(147) | $521402 | 45100 | $3799 |  |
|  **Total** | $**155780** | $**4248436** | $**3882637** | $**(30)** | $**(147)** | $**521402** | **45100** | $**3799** |  |

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**F. Federal Income Taxes:** 

No provision for federal income taxes is required since the Series are treated as partnerships for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been "passed down" to their respective partners.

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As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal Tax<br>Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  The DFA International Value Series | $11067112 | $1350477 | $(1657729) | $(307252) |
|  The U.S. Large Cap Value Series | 17036981 | 11234320 | (713829) | 10520491 |

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The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Series' tax positions and has concluded that no additional provision for income tax is required in the Series' financial statements. The Series are not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:** 

In accordance with the Series' investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *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 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 international securities held by the Series may be inhibited.

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by the Series.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Futures Contracts*: The Series may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Series. Upon entering into a futures contract, a Series deposits cash or pledges U.S. government securities to a broker in an amount 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 a Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance 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 Series could lose more than the initial margin requirements. The Series

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entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2022 was as follows (amounts in thousands):

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| | |
|:---|:---|
|  | **Futures\*** |
|  The DFA International Value Series | $121433 |
|  The U.S. Large Cap Value Series | 191772 |

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\* Average Notional Value of futures contracts.

The following is a summary of the Series'' derivative instrument holdings categorized by primary risk exposure as of October 31, 2022 (amounts in thousands):

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| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value at<br>October 31, 2022** | **Equity<br>Contracts<sup>\*,(1)</sup>** |
|  The DFA International Value Series | $5518 | $5518 |
|  | **Liability Derivatives Value** | **Liability Derivatives Value** |
|  | **Total Value at<br>October 31, 2022** | **Equity<br>Contracts<sup>\*,(2)</sup>** |
|  The U.S. Large Cap Value Series | $(7665) | $(7665) |

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(1) Presented on Statements of Assets and Liabilities as Receivables: Futures Margin Variation.

(2) Presented on Statements of Assets and Liabilities as Payables: Futures Margin Variation.

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statements of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Series' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2022 (amounts in thousands):

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| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on<br>Derivatives** | **Realized Gain (Loss) on<br>Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(1)</sup>** |
|  The DFA International Value Series | $(16735) | $(16735) |
|  The U.S. Large Cap Value Series | (16355) | (16355) |
|  | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(2)</sup>** |
|  The DFA International Value Series | $2503 | $2503 |

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| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(2)</sup>** |
|  The U.S. Large Cap Value Series | $(16326) | $(16326) |

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(1) Presented on Statements of Operations as Net Realized Gain (Loss) on: Futures.

(2) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

**H. Line of Credit and Interfund Lending Program:** 

The Trust, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit agreement expires on January 1, 2023.

For the year ended October 31, 2022, borrowings by the Series under the lines of credit were as follows (amounts in thousands, except percentages and days):

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average<br>Loan Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense<br>Incurred** | **Maximum Amount<br>Borrowed During<br>the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  The DFA International Value Series | 1.84% | $6495 | 20 | $6 | $34971 |  |

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\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022, that the Series' available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Series may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. lnterfund loans have a maximum duration of seven days and may be called on one business day's notice.

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For the year ended October 31, 2022, activity by the Series under the interfund lending program was as follows (amounts in thousands, except percentages and days):

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Borrower or<br>Lender** | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average Loan<br>Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense/<br>Income** | **Maximum Amount<br>Borrowed/Loaned<br>During the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  The DFA International Value Series | Borrower | 0.44% | $49829 | 1 | $1 | $49829 |  |

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\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022 that the Series utilized the interfund lending program. 

**I. Affiliated Trades:** 

Cross trades for the year ended October 31, 2022, if any, were executed by the Series pursuant to procedures adopted by the Board of Trustees of the Trust to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Series complied with the Rule 17a-7 Procedures adopted by the Board of Trustees of the Trust.

For the year ended October 31, 2022, cross trades by the Series under Rule 17a-7 were as follows (amounts in thousands):

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| | | | |
|:---|:---|:---|:---|
| **Series** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
|  The DFA International Value Series | $225947 | $77938 | $(18829) |
|  The U.S. Large Cap Value Series | 275408 | 282808 | 33436 |

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**J. Securities Lending:** 

As of October 31, 2022, the Series had securities on loan to brokers/dealers, for which the Series received cash collateral. Additionally, each Series received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

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| | |
|:---|:---|
|  | **Non-Cash<br>Collateral<br>Market<br>Value** |
|  The DFA International Value Series | $74049 |
|  The U.S. Large Cap Value Series | 227152 |

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Each Series 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 in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series' 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 collateralization. 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

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return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Series could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Series with securities on loan will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the "Money Market Series"), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Such Series also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Series 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 for taxation at qualified dividend income rates.

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2022 (amounts in thousands):

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** |
|  | **Overnight and<br>Continuous** | **<30 days** | **Between<br>30 & 90 days** | **>90 days** | **Total** |
|  **Securities Lending Transactions** |  |  |  |  |  |
|  The DFA International Value Series Common Stocks | $486408 |  |  |  | $486408 |
|  The U.S. Large Cap Value Series Common Stocks | 513007 |  |  |  | 513007 |

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**K. Indemnitees; Contractual Obligations:** 

Under the Trust's organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

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

**L. In-Kind Redemptions:** 

During the year ended October 31, 2022, the Series listed below realized net gains (losses) on in-kind redemptions as follows :

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| | |
|:---|:---|
|  The U.S. Large Cap Value Series | $46523.0 |

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**M. Recently Issued Accounting Standards and Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The

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amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Series' financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Series could enter, eliminates the asset segregation framework previously used by the Series to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Series began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Series began complying with the Valuation Rule on August 1, 2022.

**N. Other:** 

The Series and the Trust are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation Nine West). Although management currently believes that resolving claims against the Series and the Trust, individually or in aggregate, will not have a material adverse impact on the Series' and the Trust's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**O. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Series through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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![LOGO](g413846g97m96.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Trustees of The DFA Investment Trust Company and Shareholders of The DFA International Value Series and The U.S. Large Cap Value Series

***Opinions on the Financial Statements***

We have audited the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, of The DFA International Value Series and The U.S. Large Cap Value Series (two of the series constituting The DFA Investment Trust Company, hereafter collectively referred to as the "Series") as of October 31, 2022, the related statements of operations for the year ended October 31, 2022, the statements of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Series as of October 31, 2022, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2022, and each of the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinions***

These financial statements are the responsibility of the Series' management. Our responsibility is to express an opinion on the Series' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Series in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodians, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 22, 2022

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

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**FUND MANAGEMENT** 

**(Unaudited)** 

**Trustees/Directors** 

Each Board of Trustees/Directors (each, the "Board" and collectively, the "Boards") of The DFA Investment Trust Company ("DFAITC"), DFA Investment Dimensions Group Inc. ("DFAIDG"), Dimensional Investment Group Inc. ("DIG"), Dimensional ETF Trust ("ETF Trust"), and Dimensional Emerging Markets Value Fund ("DEM") (each, the "Fund" and collectively, the "Funds") is responsible for establishing the Funds' policies and for overseeing the management of the Funds. The Trustees/ Directors of the Funds, including all of the disinterested Trustees/Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the "Feeder Portfolios") that invest in certain series of DFAITC or DEM (the "Master Funds").

Each Board has four standing committees, an Audit Committee, a Nominating and Governance Committee (the "Nominating Committee"), a Mutual Funds-ETF Relations committee and an Investment Strategy Committee (the "Strategy Committee"). The Audit Committee is composed of Reena Aggarwal, George M. Constantinides, Francis A. Longstaff, Abbie J. Smith and Ingrid M. Werner. Each member of the Audit Committee is a disinterested Trustee/Director. The Audit Committee oversees the Fund's accounting and financial reporting policies and practices, the Fund's internal controls, the Fund's financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund's independent registered certified public accounting firm and acts as a liaison between the Fund's independent registered certified public accounting firm and the full Board. There were three Audit Committee meetings held during the fiscal year ended October 31, 2022.

Each Board's Nominating Committee is composed of Reena Aggarwal, George M. Constantinides, Douglas W. Diamond, Francis A. Longstaff, and Heather E. Tookes. Each member of the Nominating Committee is a disinterested Trustee/Director. The Nominating Committee for each Board makes recommendations for nominations of disinterested and interested members on the Board to the disinterested Board members and to the full Board. The Nominating Committee works closely with the other disinterested Trustees to evaluate a candidate's qualification for Board membership and the independence of such candidate from the Advisor and other principal service providers. The Nominating Committee also periodically reviews the Board governance practices, policies, procedures, and operations; reviews the membership of each committee of the Board; reviews and makes recommendations regarding the Independent Trustees' compensation; oversees the annual self-assessment of the Board and each committee; considers and recommends to the Board, the selection of "independent legal counsel" (as that term is defined in the 1940 Act); and monitors and considers corporate governance issues that may arise from time to time. There were three Nominating Committee meetings held during the fiscal year ended October 31, 2022.

Each Board's Strategy Committee is composed of Gerard K. O'Reilly, Douglas W. Diamond, Darrell Duffie, and Heather E. Tookes. The Strategy Committee assists the Board in carrying out its fiduciary duties with respect to the oversight of the Fund and its performance. At the request of the Board or the Advisor, the Strategy Committee (i) reviews the design of possible new series of the Fund, (ii) reviews performance of existing portfolios of the Funds and discusses and recommends possible enhancements to the portfolios' investment strategies, (iii) reviews proposals by the Advisor to modify or enhance the investment strategies or policies of each portfolio, and (iv) considers issues relating to investment services for each portfolio of the Fund. There were four Strategy Committee meetings held during the fiscal year ended October 31, 2022.

The Mutual Funds-ETF Relations Committee is comprised of George M. Constantinides, Darrell Duffie, and Ingrid M. Werner. At the request of the Board, the Mutual Funds-ETF Relations Committee (i) reviews any newly-proposed expenses to be borne by the ETFs in the Dimensional ETF Trust ("Dimensional ETFs"), portfolios in the DFA mutual fund complex ("Fund Complex") or changes to the existing expense allocations among the Dimensional ETFs, portfolios in the Fund Complex, and the Advisor, (ii) considers any conflicts of interest that may arise in the operations of the Dimensional ETFs and the portfolios in the Fund Complex, (iii) reviews and considers relevant information relating to the operations of the Dimensional ETFs, and (iv) considers asset flows and performance differences between the similarly managed mutual funds and ETFs of the Funds. There were two Mutual Funds-ETF Relations Committee meetings held for the Trust during the fiscal year ended October 31, 2022.

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Certain biographical information for each disinterested Trustee/Director and interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director's experience as a Trustee/ Director of the Funds and as a Director or Trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, "SAI") of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746. Prospectuses are also available at http://us.dimensional.com.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Disinterested Directors/Trustees** | **Disinterested Directors/Trustees** | **Disinterested Directors/Trustees** | | | |
| **Name, Address and**<br> **Year of Birth**  | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | <br>**Principal Occupation During Past 5 Years** | <br>**Portfolios<br>within the**<br> **DFA Fund**<br> **Complex<sup>2</sup>**<br> **Overseen** | <br>**Other**<br> **Directorships of**<br> **Public Companies**<br> **Held During Past**<br> **5 Years** |
| Reena Aggarwal<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1957 | Director/ Trustee | Since December 2021 | Robert E. McDonough Professor of Business Administration and Finance, McDonough School of Business, Georgetown University (since 2003); Director, Georgetown Center for Financial Markets and Policy (since 2010); and Vice Provost of Faculty (2016-2020), Georgetown University. | 147 portfolios in 5 investment companies | Director, Cohen & Steers (asset management firm) (since 2017) and Director, Nuveen Churchill Direct Lending (private business development company) (since 2019). Formerly, Director, New York Life Investment Management IndexIQ (2008- 2021) (22 funds); Director, REAN Cloud (technology) (2015-2018); Director, FBR & Co. (investment banking) (2011- 2017); and Director, Brightwood Capital Advisors, L.P. (private equity) (2013- 2020). |
| George M. Constantinides University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637<br>1947 | Director/ Trustee | DFAIDG – Since 1983; DIG & DEM-Since 1993; DFAITC – Since 1992; ETF Trust – Since 2020 | Leo Melamed Professor of Finance, University of Chicago Booth School of Business (since 1978). | 147 portfolios in 5 investment companies |  |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth**  | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios<br>within the**<br> **DFA Fund**<br> **Complex<sup>2</sup>**<br> **Overseen** | **Other**<br> **Directorships of**<br> **Public Companies**<br> **Held During Past**<br> **5 Years** |
| Douglas W. Diamond c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1953 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2017; ETF Trust – Since 2020 | Merton H. Miller Distinguished Service Professor of Finance, University of Chicago Booth School of Business (since 1979). Formerly, Visiting Scholar, Federal Reserve Bank of Richmond (1990-2019). | 147 portfolios in 5 investment companies |  |
| Darrell Duffie c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1954 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2019; ETF Trust – Since 2020 | Adams Distinguished Professor of Management and Professor of Finance, Stanford University (since 1984) and Director, TNB Inc. (bank) (since 2020). | 147 portfolios in 5 investment companies | Formerly, Director, Moody's Corporation (financial information and information technology) (2008-2018). |
| Francis A. Longstaff c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1956 | Director/ Trustee | Since December 2021 | Allstate Professor of Insurance and Finance, UCLA, Anderson School of Management; Consultant, NERA Economic Consulting (since 2018); Consultant, Charles River Associates (economic consulting firm) (since 2013); Consultant, Simplex Holdings, Inc. (technology firm) (since 1998); and Expert Witness, Analysis Group (economic consulting firm) (since 2012). | 147 portfolios in 5 investment companies |  |
| Abbie J. Smith University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637<br>1953 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2000; ETF Trust – Since 2020 | Boris and Irene Stern Distinguished Service Professor of Accounting and James S. Ely, III Faculty Fellow, University of Chicago Booth School of Business (since 1980). | 147 portfolios in 5 investment companies | Director (since 2000) and formerly, Lead Director (2014-2017), HNI Corporation (office furniture); Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003); and Trustee, UBS Funds (2 investment companies within the fund complex) (13 portfolios) (since 2009). |
| Heather E. Tookes Yale School of Management 165 Whitney Avenue New Haven, CT 06511<br>1974 | Director/ Trustee | Since December 2021 | Professor of Finance, Yale School of Management (since 2004). | 147 portfolios in 5 investment companies | Director, Payoneer Inc. (digital payments) (since 2021); Director, Ariel Investments LLC (since 2017); and Director, Community Foundation of Greater New Haven (community foundation and grant-making) (since 2022). Formerly, Director, KCG Holdings (trading company) (January 2017-July 2017). |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth**  | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios<br>within the**<br> **DFA Fund**<br> **Complex<sup>2</sup>**<br> **Overseen** | **Other**<br> **Directorships of**<br> **Public Companies**<br> **Held During Past**<br> **5 Years** |
| Ingrid M. Werner c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1961 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2019; ETF Trust – Since 2020 | Martin and Andrew Murrer Professor of Finance, Fisher College of Business, The Ohio State University (since 1998). Adjunct Member, the Prize Committee for the Swedish Riksbank Prize in Economic Sciences in Memory of Alfred Nobel (annual award for significant scientific research contribution) (since 2018). Director, American Finance Association (global association of academic researchers and practitioners in finance) (since January 2019). Member, Scientific Board, Leibniz Institute for Financial Research (institute supporting academic research in finance) (since 2020). Chair, Economic Advisory Committee, FINRA (since 2017). Chairman, Scientific Advisory Board, Swedish House of Finance (institute supporting academic research in finance) (since 2014). Member, Scientific Board, Danish Finance Institute (institute supporting academic research in finance) (since 2017). Fellow, Center for Analytical Finance (academic research) (since 2015). Associate Editor, Journal of Finance (since 2016). Formerly, President, Western Finance Association (global association of academic researchers and practitioners in finance) (2018-2019). Formerly, Member, Academic Board, Mistra Financial Systems (organization funding academic research on environment, governance and climate/sustainability in finance) (2016-2021). | 147 portfolios in 5 investment companies | Director, Fourth Swedish AP Fund (pension fund asset management) (since 2017). |

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**Interested Directors/Trustees** 

The following interested Directors are described as such because each is deemed to be an "interested person," as that term is defined under the 1940 Act, due to his position with the Advisor.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address**<br> **and Year of Birth** | **Position** | **Term of Office<sup>1</sup>**<br> **and Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br> **within the**<br> **DFA Fund**<br> **Complex<sup>2</sup>**<br> **Overseen** | **Other**<br> **Directorships**<br> **of Public**<br> **Companies**<br> **Held During**<br> **Past 5 Years** |
| David P. Butler c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One, Austin, TX 78746<br>1964 | Director<br>Co-Chief Executive Officer | Director since December 2021<br>Co-Chief Executive Officer since 2017 (DFAIDG, DIG, DEM & DFAITC); 2020 (ETF Trust) | Co-Chief Executive Officer of Dimensional Emerging Markets Value Fund ("DEM"), DFAIDG, Dimensional Investment Group Inc. ("DIG"), The DFA Investment Trust Company ("DFAITC"), Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Investment LLC, and DFA Securities LLC (collectively with DEM, DFAIDG, DIG and DFAITC, the "DFA Entities") (since 2017), DFA Canada LLC (since 2018), Dimensional Holdings LLC (since 2017), and Dimensional ETF Trust (since 2020); Chief Executive Officer of Dimensional Fund Advisors Canada ULC (since 2018); Director (since 2017) of Dimensional Holdings Inc., Dimensional Fund Advisors Canada ULC, Dimensional Japan Ltd., Dimensional Advisors Ltd., Dimensional Fund Advisors Ltd., and DFA Australia Limited; Director and Co-Chief Executive Officer (since 2017) of Dimensional Cayman Commodity Fund I Ltd.; Chief Executive Officer of Dimensional Fund Advisors Canada ULC (since 2018); Head of Global Financial Advisor Services for Dimensional Fund Advisors LP (since 2007) and Dimensional Investment LLC (since 2017); Formerly, Vice President (2007 – 2017) of all the DFA Entities; Formerly, Head of Global Advisor Services for Dimensional Investment LLC (2011-2017). | 147 portfolios in 5 investment companies |  |
| Gerard K. O'Reilly c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One, Austin, TX 78746<br>1976 | Chairman and Director<br>Co-Chief Executive Officer and Chief Investment Officer | Chairman and Director since December 2021<br>Co-Chief Executive Officer and Chief Investment Officer since 2017 (DFAIDG, DIG, DEM & DFAITC); 2020 (ETF Trust) | Co-Chief Executive Officer and Chief Investment Officer of the DFA Entities (since 2017) and Dimensional ETF Trust (since 2020); Co-Chief Executive Officer of Dimensional Canada LLC (since 2018); Chief Investment Officer of Dimensional Fund Advisors Canada ULC (since 2017); Director, Chief Investment Officer (since 2017) and Vice President (since 2014) of DFA Australia Limited; Chief Investment Officer (since 2018) and Vice President (since 2016) of Dimensional Japan Ltd.; Director, Co-Chief Executive Officer and Chief Investment Officer (since 2017) of Dimensional Cayman Commodity Fund I Ltd.; Director of Dimensional Funds plc (since 2014), Dimensional Fund II plc (since 2014), Dimensional Holdings Inc. (since 2017), Dimensional Advisors Ltd. (since 2017), and Dimensional Ireland Limited (since 2018). Formerly, Executive Vice President (2017) and Co-Chief Investment Officer (2014 – 2017) of the DFA Entities; Formerly, Vice President (2007 – 2017) of the DFA Entities; Formerly, Vice President and Co-Chief Investment Officer (2014 – 2017) of Dimensional Fund Advisors Canada ULC. Formerly, Director of Dimensional Fund Advisors Pte. Ltd. (2017-2018) and Dimensional Fund Advisors Ltd. (2018-2021). | 147 portfolios in 5 investment companies |  |

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<sup>1</sup> Each Director/Trustee holds office for an indefinite term until his or her successor is elected and qualified.

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<sup>2</sup> Each Director/Trustee is a director or trustee of each of the five registered investment companies within the DFA Fund Complex, which include: the Fund; DIG; DFAITC; DEM; and Dimensional ETF Trust. Each disinterested Director/Trustee also serves on the Independent Review Committee of the Dimensional Funds, mutual funds registered in the provinces of Canada and managed by the Advisor's affiliate, Dimensional Fund Advisors Canada ULC. 

**Officers** 

Below is the name, year of birth, information regarding positions with the Funds and the principal occupation for each officer of the Funds. The address of each officer is 6300 Bee Cave Road, Building One, Austin, TX 78746. Each of the officers listed below holds the same office (except as otherwise noted) in the DFA Entities.

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth**  | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
| Valerie A. Brown<br> 1967 | Vice President and Assistant Secretary | Since 2001 | Vice President and Assistant Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2001)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Director, Vice President and Assistant Secretary (since 2003) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
| Ryan P. Buechner<br> 1982 | Vice President and Assistant Secretary | Since 2019 | Vice President and Assistant Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2019)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Vice President (since January 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth**  | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
| Stephen A. Clark<br> 1972 | Executive Vice President | Since 2017 | Executive Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2017) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
|  |  |  | Director and Vice President (since 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd. |
|  |  |  | Chairman (since 2018) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | President and Director (since 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | Vice President (since 2008) and Director (since 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited |
|  |  |  | Director (since 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited |
|  |  |  | Vice President of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. (since 2016) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2016) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2019) |
|  |  |  | Formerly, Director (2016-2021) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
|  |  |  | Formerly, Vice President (2004 – 2017) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities |
|  |  |  | Formerly, Vice President (2010 – 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | Formerly, Vice President (2016-2019) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. |
|  |  |  | Formerly, Interim Chief Executive Officer (2019-2020) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. |
|  |  |  | Formerly, Head of Institutional, North America (2012 – 2013) and Head of Global Institutional Services (2014-2018) for |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
| Lisa M. Dallmer<br> 1972 | Chief Operating Officer | Since June 2021 | Chief Operating Officer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex |
|  |  |  | Executive Vice President (since January 2020) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | Chief Operating Officer (since December 2019) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | Vice President (since 2020) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd. |
|  |  |  | Formerly, Vice President, Chief Financial Officer, and Treasurer (June 2020-June 2021) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex |

---

------

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth**  | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Formerly, Senior Vice President, Business Operations (March 2019 – October 2019) at |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Delphix Inc. |
|  |  |  | Formerly, Chief Operating Officer Global Technology & Operations, Managing Director (2014 – 2018) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• BlackRock Inc. |
| Bernard J. Grzelak<br> 1971 | Vice President | Since June 2021 | Vice President (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex |
|  |  |  | Vice President, Chief Financial Officer and Treasurer (since September 2020) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | Vice President (since March 2021) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited |
|  |  |  | Formerly, Partner (2008 – 2020), Chief Operating Officer, Global Funds and Risk (2018 – 2020), Chief Operations Officer (2016 – 2018), and Director of Fund Administration (2003 – 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Lord Abbett & Co. LLC |
|  |  |  | Formerly, Chief Financial Officer (2017 - 2020), and Treasurer (2003 – 2017) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Lord Abbett Family of Funds |
| Eric Hall<br> 1978 | Vice President and Assistant Treasurer | Since June 2021 | Vice President and Assistant Treasurer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Data Integrity Team Lead (December 2019 – April 2021) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Clearwater Analytics |
|  |  |  | Formerly, Assistant Vice President and Assistant Treasurer (March 2015 – November 2019) at |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• INVESCO, U.S. (formerly, OppenheimerFunds, Inc.) |
| Jeff J. Jeon<br> 1973 | Vice President | Since 2004 | Vice President (since 2004) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities |
|  |  |  | Vice President (since 2020) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust |
|  |  |  | Vice President and Assistant Secretary (since 2010) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. |
|  |  |  | Formerly, Assistant Secretary (2017-2019) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities |
| Joy Lopez 1971 | Vice President and Assistant Treasurer | Vice President since 2015 and Assistant Treasurer since 2017 | Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2015)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. (since 2015)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2020) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited (since 2020) |

---

------

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth**  | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Assistant Treasurer of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2017) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
| Kenneth M. Manell<br> 1972 | Vice President | Since 2010 | Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2010) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
| Jan Miller<br> 1963 | Vice President, Chief Financial Officer, and Treasurer | Since June 2021 | Vice President, Chief Financial Officer, and Treasurer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Director (May 2019 – January 2021) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• INVESCO, U.S. (formerly, OppenheimerFunds, Inc.)<br>|
|  |  |  | Formerly, Vice President and Assistant Treasurer (September 2012 – May 2019) at |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• OppenheimerFunds, Inc. |
| Catherine L. Newell<br> 1964 | President and General Counsel | President since 2017 and General Counsel since 2001 | President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>General Counsel of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2001) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2009) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Canada LLC (since 2009) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
|  |  |  | Executive Vice President (since 2017) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | Secretary of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2009) |
|  |  |  | Vice President (since 1997) and Secretary (since 2002) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
|  |  |  | Vice President and Secretary of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2003) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Canada LLC (since 2009) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd. (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd (since 2014) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012) |
|  |  |  | Vice President and Assistant Secretary (since 2012) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited |
|  |  |  | Director of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Australia Limited (since 2007) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Funds plc (since 2002) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Funds II plc (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Director of Dimensional Japan Ltd. (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited (since 2018) |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth**  | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Formerly, Vice President and Secretary (2010 – 2014) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional SmartNest (US) LLC |
|  |  |  | Formerly, Vice President (1997 – 2017) and Secretary (2000 – 2017) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM |
|  |  |  | Formerly, Vice President of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (1997 – 2017) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (2006 – 2017) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (1997 – 2017) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (2009 – 2017) |
|  |  |  | Formerly, Director (2002 – 2021) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
| Selwyn J. Notelovitz<br> 1961 | Vice President | Since September 2021 | Vice President (since September 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President (since December 2012) and Chief Compliance Officer (since July 2020) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | Chief Compliance Officer (since July 2020) of: |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | Formerly, Deputy Chief Compliance Officer (2013-2020) of: |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Fund Complex |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | Formerly, Vice President (2013-2020) of: |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Fund Complex |
|  |  |  | Formerly, Director (2019-2021) of: |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited |
| Carolyn L. O<br> 1974 | Vice President and Secretary | Vice President since 2010 and Secretary since 2017 | Vice President and Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2010 and 2017, respectively)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Vice President (since 2010) and Assistant Secretary (since 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | Vice President of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2010) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2016) |
|  |  |  | Assistant Secretary (since 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
| Randy C. Olson<br> 1980 | Chief Compliance Officer | Since 2020 | Chief Compliance Officer (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Vice President (since 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth**  | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Formerly, Vice President – Senior Compliance Officer |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment Advisors LP (January 2020 – August 2020 and July 2014 – March 2017) |
|  |  |  | Formerly, Vice President – Head of Compliance & Operations Asia Ex-Japan |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment Advisors LP (April 2017 – January 2020) |
| James J. Taylor<br> 1983 | Vice President and Assistant Treasurer | Since 2020 | Vice President and Assistant Treasurer (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (since 2016) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2016) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2016) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2016) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2020) |

---

<sup>1</sup> Each officer holds office for an indefinite term at the pleasure of the Board of Directors and until his or her successor is elected and qualified.

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**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 (1) without charge, upon request, by calling collect: (512) 306-7400; (2) from the Advisor's website at http://us.dimensional.com; and (3) on the SEC's website at http://www.sec.gov. 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 https://www.dimensional.com/us-en/who-we-are/investment-stewardship and reflects the twelve-month period beginning July 1st and ending June 30th.

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**TAX NOTICE TO SHAREHOLDERS** 

**(Unaudited)** 

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2022. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2022 (e.g., IRS Form 1099-DIV) will be provided in early 2023. Shareholders should refer to these statements in preparing their calendar year 2022 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2022.

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| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Dimensional**<br> **Investment Group Inc.** | **Net**<br>**Investment**<br>**Income**<br>**Distributions** | **Short-Term**<br>**Capital Gain**<br>**Distributions** | **Long-Term**<br>**Capital Gain**<br>**Distributions** | **Return of**<br>**Capital** | **Tax-Exempt**<br>**Interest** | **Total**<br>**Distributions** | **Qualified**<br>**Dividends**<br>**(for**<br>**Corporate**<br>**Dividends**<br>**Received**<br>**Deduction) (1)** | **Qualified**<br>**Dividend**<br>**Income (2)** | **U.S.**<br>**Government**<br>**Interest (3)** | **Foreign**<br>**Tax**<br>**Credit (4)** | **Foreign**<br>**Source**<br>**Income (5)** | **Qualified**<br>**Net**<br>**Interest**<br>**Income (6)** | **Qualified**<br>**Short-**<br>**Term**<br>**Capital**<br>**Gain (7)** |
|  DFA International Value Portfolio III | 100% | – |  | – |  | 100% |  | 93% | – | 7% | 100% | – |  |
|  U.S. Large Cap Value Portfolio III | 28% | – | 72% | – |  | 100% | 100% | 100% | – |  |  | – |  |

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(1) Qualified Dividends represents the amount that qualifies for the corporate dividends-received deduction under
Section 243 of the Internal Revenue Code and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(2) Qualified Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under
Section 1(h)(11) of the Internal Revenue Code and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(3) U.S. Government Interest represents the amount of interest that was derived from direct U.S. Government
obligations and distributed during the fiscal year. This amount is reflected as a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.
Generally, interest from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of a state tax exemption based on your individual circumstances.

(4) Foreign Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through
under Section 853 of the Internal Revenue Code and is reflected as a percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(5) Foreign Source Income represents the amount of dividends derived from foreign sources and is reflected as a
percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(6) Qualified Net Interest Income represents the amount of interest income available as interest-related dividends
generally exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions
(the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(7) Qualified Short-Term Capital Gain represents the amount available as short-term capital gain dividends
generally exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income
distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

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| | |
|:---|:---|
| ![LOGO](g413846g79b26.jpg) | DFA103122-008A<br> 00281083 |

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![LOGO](g410669g01v00.jpg)

Annual Report

**Year Ended: October 31, 2022** 

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DIMENSIONAL INVESTMENT GROUP INC.

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**Emerging Markets Portfolio II** 

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![LOGO](g410669g03v01.jpg)

December 2022

Dear Shareholder,

For more than four decades, Dimensional has been innovating on behalf of investors, using financial science to pursue higher expected returns across a range of market conditions.

We start with what clients are seeking and determine how best to deliver strategies to meet those needs through a systematic approach designed to add value over indexing. Every day, we manage our strategies through a flexible process that allows us to consistently focus on reducing costs and controlling risks. We believe in sensible ideas that we can implement well. And we're committed to continuing to enhance the investment solutions and services we provide to empower financial professionals.

On behalf of everyone at Dimensional, we thank you for entrusting us with your investments.

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| | |
|:---|:---|
| Sincerely, |  |
| ![LOGO](g410669g03v02.jpg) | ![LOGO](g410669g03v03.jpg) |
| David P. Butler | Gerard O'Reilly |
| CO-CHIEF EXECUTIVE OFFICER | CO-CHIEF EXECUTIVE OFFICER and |
|  | CHIEF INVESTMENT OFFICER |

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**THE DFA INVESTMENT TRUST COMPANY** 

**ANNUAL REPORT** 

**Table of Contents** 

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| | |
|:---|:---|
|  | **Page** |
|  **[Letter to Shareholders](#tx410669_1)** |  |
|  **[Definitions of Abbreviations and Footnotes](#tx410669_2)** | 1 |
|  **Dimensional Investment Group Inc.** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx410669_3) | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx410669_4) | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx410669_5) | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx410669_6) | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schedule of Investments |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Portfolio II](#tx410669_7) | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Assets and Liabilities](#tx410669_8) | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Operations](#tx410669_9) | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx410669_10) | 11 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx410669_11) | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx410669_12) | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx410669_13) | 18 |
|  **The DFA Investment Trust Company** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx410669_14) | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx410669_15) | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx410669_16) | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx410669_17) | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Summary Schedule of Portfolio Holdings |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Emerging Markets Series](#tx410669_18) | 25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Assets and Liabilities](#tx410669_19) | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Operations](#tx410669_20) | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx410669_21) | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx410669_22) | 33 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx410669_23) | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx410669_24) | 44 |
|  **[Fund Management](#tx410669_25)** | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Board of Directors](#tx410669_26) | 47 |
|  **[Voting Proxies on Fund Portfolio Securities](#tx410669_27)** | 57 |
|  **[Tax Notice to Shareholders](#tx410669_28)** | 58 |

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

i

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**THE DFA INVESTMENT TRUST COMPANY** 

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES** 

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| | |
|:---|:---|
| **<u>Schedule of Investments/Summary Schedule of Portfolio Holdings</u>** | **<u>Schedule of Investments/Summary Schedule of Portfolio Holdings</u>** |
| Investment Abbreviations |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ADR | American Depositary Receipt |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SA | Special Assessment |
| Investment Footnotes |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;† | See Note B to Financial Statements. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;» | Securities that have been fair value factored. See Note B to Financial Statements. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;‡ | 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 in unaffiliated issuers 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. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;\* | Non-Income Producing Securities. |
| W | Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional investors. This security has been deemed liquid based upon the Fund's Liquidity Guidelines. The liquidity determination is unaudited. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;# | Total or Partial Securities on Loan. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;@ | Security purchased with cash collateral received from Securities on Loan. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;§ | Affiliated Fund. |
| **<u>Financial Highlights</u>** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) | Computed using average shares outstanding. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) | Represents the combined ratios for the respective Portfolio and its respective pro-rata |
|  | share of its Master Fund. |
| **<u>All Statements, Schedules and Notes to Financial Statements</u>** | **<u>All Statements, Schedules and Notes to Financial Statements</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | Amounts designated as — are either zero or rounded to zero. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SEC | Securities and Exchange Commission |

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**PERFORMANCE CHART** 

**(Unaudited)** 

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**Emerging Markets Portfolio II vs.** 

**MSCI Emerging Markets Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g410669g08v00.jpg)

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**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

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| | |
|:---|:---|
| **International Equity Market Review** | **12 Months Ended October 31, 2022** |

---

Performance of non-U.S. developed markets was negative for the period. As measured by the MSCI World ex USA indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI World ex USA indices.

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| | |
|:---|:---|
| **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** |
|  | **<u>Return in U.S. Dollars</u>** |
|  MSCI World ex USA Index | -22.04% |
|  MSCI World ex USA Mid Cap Index | -27.57% |
|  MSCI World ex USA Small Cap Index | -29.13% |
|  MSCI World ex USA Value Index | -15.27% |
|  MSCI World ex USA Growth Index | -28.78% |

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For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against all non-U.S. developed markets currencies. Overall, currency movements had a negative impact on the U.S. dollar-denominated returns of developed markets.

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| | | |
|:---|:---|:---|
| **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** |
| **Ten Largest Foreign Developed Markets by Market Cap** | **Local Return** | **Return in U.S. Dollars** |
|  Japan | -1.81% | -24.67% |
|  United Kingdom | 4.27% | -12.42% |
|  Canada | -5.29% | -13.94% |
|  France | -6.77% | -20.38% |
|  Switzerland | -11.30% | -19.01% |
|  Australia | -0.54% | -15.30% |
|  Germany | -21.22% | -32.72% |
|  Netherlands | -28.51% | -38.71% |
|  Sweden | -16.17% | -34.85% |
|  Denmark | -7.88% | -21.38% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

Emerging markets had negative performance for the period and underperformed both U.S. and non-U.S. developed markets. As measured by the MSCI Emerging Markets indices, small-cap stocks outperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, outperformed large-cap stocks but underperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI Emerging Markets indices.

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| | |
|:---|:---|
| **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** |
|  | **Return in U.S. Dollars** |
|  MSCI Emerging Markets Index | -31.03% |
|  MSCI Emerging Markets Mid Cap Index | -24.80% |
|  MSCI Emerging Markets Small Cap Index | -23.42% |
|  MSCI Emerging Markets Value Index | -25.21% |
|  MSCI Emerging Markets Growth Index | -36.11% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against most emerging markets currencies and depreciated against others. Overall, currency movements had a negative impact on the U.S. dollar denominated returns of emerging markets.

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| | | |
|:---|:---|:---|
| **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** |
| **<u>Ten Largest Emerging Markets by Market Cap</u>**<br> **Dollars** | **Local Return** | **Return in U.S.** |
|  China | -46.31% | -47.90% |
|  India | 2.93% | -6.89% |
|  Taiwan | -24.11% | -34.50% |
|  Korea | -19.88% | -34.28% |
|  Brazil | 15.95% | 24.57% |
|  Saudi Arabia | 2.18% | 2.00% |
|  South Africa | 0.77% | -16.66% |
|  Mexico | 1.99% | 5.56% |
|  Indonesia | 16.58% | 5.89% |
|  Thailand | 4.97% | -8.48% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

For Portfolios investing in non-U.S. equities traded outside of the U.S. market time zone, differences in the valuation timing and methodology between a Portfolio and its benchmark index may impact relative performance over the referenced period. The Portfolios price foreign exchange rates at the closing of the U.S. market, while their benchmark indices use rates at 4 p.m. London time. The Portfolios also may use fair value pricing to price certain portfolio securities at the closing of the U.S. market, while benchmark indices may use local market closing prices. For the one-year period ended October 31, 2022, these differences generally detracted from non-US developed markets Portfolios' relative performance and were not material to emerging markets Portfolios' relative performance.

**Emerging Markets Portfolio II** 

The Emerging Markets II Portfolio invests in large-cap stocks in emerging markets by purchasing shares of The Emerging Markets Series, a Master Fund managed by Dimensional that invests in such securities. The investment strategy is process driven, emphasizing broad diversification with increased exposure to stocks with smaller market capitalizations, lower relative price (value), and higher-profitability within the large-cap segment of emerging markets. As of October 31, 2022, the Master Fund held approximately 1,880 securities in 23 eligible emerging markets. Average cash exposure throughout the year was less than 1% of the Master Fund's assets.

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For the 12 months ended October 31, 2022, total returns were -25.97% for the Portfolio and -31.03% for the MSCI Emerging Markets Index (net dividends), the Portfolio's benchmark. The Master Fund's greater emphasis on low relative price (value) stocks contributed positively to performance relative to the benchmark, as value stocks outperformed high relative price (growth) stocks in emerging markets. The Master Fund's emphasis on stocks with higher profitability also contributed positively to performance relative to the benchmark, as these stocks generally outperformed. At the country level, the Master Fund's lesser allocation to Russia contributed positively to relative performance, as Russia underperformed the overall benchmark.

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**DISCLOSURE OF FUND EXPENSES** 

**(Unaudited)** 

The following Expense Table is 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 and 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 Table below illustrates 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" reflects 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 costs 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 table 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 October 31, 2022** 

**EXPENSE TABLE** 

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>Emerging Markets Portfolio II (2)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $817.30 | 0.37% | $1.69 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.34 | 0.37% | $1.89 |

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(1) 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 (184), then divided by
the number of days in the year (365) to reflect the six-month period.

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

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**DIMENSIONAL INVESTMENT 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 as an exhibit to their reports on Form N-PORT. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement.

The categories of industry classification for the Affiliated Investment Company are represented in its Disclosure of Portfolio Holdings, which is included elsewhere in the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Affiliated Investment Company's holdings, which reflect the investments by category.

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| | |
|:---|:---|
|  | **Affiliated Investment Company** |
|  Emerging Markets Portfolio II | 100.0% |

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**EMERGING MARKETS PORTFOLIO II** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

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| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Investment in The Emerging Markets Series of<br>The DFA Investment Trust Company | $50572196 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $50572196 |

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Summary of the Portfolio's Master Fund's investments as of October 31, 2022, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENT OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

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| | |
|:---|:---|
|  | **Emerging<br>Markets<br>Portfolio II** |
|  **ASSETS:** |  |
|  Investment in Affiliated Investment Company at Value | $50572 |
|  Prepaid Expenses and Other Assets | 11 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 50583 |
|  **LIABILITIES:** |  |
|  Payables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 6 |
|  Accrued Expenses and Other Liabilities | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 662 |
|  **NET ASSETS** | $49921 |
|  SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 3216030 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE** | $**15.52** |
|  **NET ASSETS CONSIST OF:** |  |
|  Paid-In Capital | $8358 |
|  Total Distributable Earnings (Loss) | 41563 |
|  **NET ASSETS** | $49921 |
| (1) NUMBER OF SHARES AUTHORIZED | 300000000 |

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See accompanying Notes to Financial Statements.

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENT OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

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| | |
|:---|:---|
|  | **Emerging<br>Markets<br>Portfolio II\*** |
|  **Investment Income** |  |
|  Net Investment Income Allocated from Affiliated Investment Companies: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $273) | $2208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 57 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies | (102) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated and/or Distributions Received from Affiliated Investment Companies | 2163 |
|  **Fund Expenses** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 21 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 66 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 2022 |
|  **Realized and Unrealized Gain (Loss)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*\* | 2524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (22855) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (20331) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(18309) |

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\*\* Net of foreign capital gain taxes withheld of $63. 

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

See accompanying Notes to Financial Statements.

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

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| | | |
|:---|:---|:---|
|  | **Emerging Markets Portfolio II\*\*\*** | **Emerging Markets Portfolio II\*\*\*** |
|  | **Year<br>Ended**<br>**Oct 31,<br>2022** | **Year<br>Ended**<br>**Oct 31,<br>2021** |
|  **Increase (Decrease) in Net Assets** |  |  |
|  Operations: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $2022 | $1920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company\*,\*\* | 2524 | 10569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (22855) | 2178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (18309) | 14667 |
|  Distributions: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (12768) | (8261) |
|  Capital Share Transactions (1): |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 3558 | 17929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 12768 | 8261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (15902) | (18781) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 424 | 7409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (30653) | 13815 |
|  **Net Assets** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 80574 | 66759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $49921 | $80574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 186 | 703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 619 | 347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (805) | (735) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed |  | 315 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $63. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $1. 

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

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Portfolio II** | **Emerging Markets Portfolio II** | **Emerging Markets Portfolio II** | **Emerging Markets Portfolio II** | **Emerging Markets Portfolio II** |
|  | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $25.06 | $23.02 | $25.30 | $24.71 | $28.65 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.60 | 0.58 | 0.47 | 0.69 | 0.63 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (6.11) | 4.33 | 0.23 | 1.87 | (4.01) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (5.51) | 4.91 | 0.70 | 2.56 | (3.38) |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.70) | (0.45) | (0.98) | (0.73) | (0.56) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (3.33) | (2.42) | (2.00) | (1.24) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (4.03) | (2.87) | (2.98) | (1.97) | (0.56) |
|  Net Asset Value, End of Year | $15.52 | $25.06 | $23.02 | $25.30 | $24.71 |
|  Total Return | (25.97%) | 21.99% | 2.45% | 11.14% | (12.03%) |
|  Net Assets, End of Year (thousands) | $49921 | $80574 | $66759 | $66417 | $62862 |
|  Ratio of Expenses to Average Net Assets (B) | 0.37% | 0.34% | 0.36% | 0.38% | 0.34% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (B) | 0.47% | 0.44% | 0.46% | 0.48% | 0.44% |
|  Ratio of Net Investment Income to Average Net Assets | 3.05% | 2.28% | 2.12% | 2.79% | 2.21% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

Dimensional Investment Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of ten portfolios, one of which, Emerging Markets Portfolio II (the "Portfolio"), is presented in this report. The remaining portfolios are presented in separate reports. The Portfolio is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

The Portfolio invests substantially all of its assets in The Emerging Markets Series (the "Series"), a corresponding series of The DFA Investment Trust Company. As of October 31, 2022, the Portfolio owned 1% of the total outstanding shares of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Portfolio uses a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity
securities, open-end investment companies, and futures contracts)

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – significant unobservable inputs (including the Portfolio's own assumptions in
determining the fair value of investments)

The Portfolio's investments reflect its proportionate interest in the net assets of the Series. These valuations are classified as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolio's investments is disclosed previously in this note. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Deferred Compensation Plan*: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (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: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

------

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice, which date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Other*: The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities and foreign currency from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund or the Portfolio are allocated using methods approved by the Board, generally based on average net assets.

**C. Investment Advisor:** 

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolio.

For the year ended October 31, 2022, the Portfolio's investment management fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.25% of the Portfolio's average daily net assets. Pursuant to an Amended and Restated Fee Waiver Agreement (the "Fee Waiver Agreement"), the Advisor has contractually agreed to permanently waive all or a portion of the management fee of the Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, including the proportionate share of the management fees the Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in The DFA Short Term Investment Fund (the "Money Market Series") to the rate listed below as a percentage of the average net assets of a class of the Portfolio on an annualized basis. The Fee Waiver Agreement will remain in effect permanently, unless terminated by the Fund.

During the year ended October 31, 2022, the Portfolio had a total management fee limit based on a percentage of its average net assets on an annualized basis and waived fees (amount in thousands) as reflected below.

---

| | | |
|:---|:---|:---|
| **Institutional Class Shares** | **Total<br>Management<br>Fee Limit** | **Net Waived Fees** |
|  Emerging Markets Portfolio II | 0.25% | $66 |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2022, the total related amount paid by the Fund to the CCO was $20 (in thousands). The total related amount paid by the Portfolio is included in Other Expenses on the Statement of Operations.

**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

---

| | |
|:---|:---|
|  Emerging Markets Portfolio II | $3.0 |

---

------

**E. Federal Income Taxes:** 

The 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.

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 GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2022, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2021, and October 31, 2022, were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Tax Exempt<br>Income** | **Total** |
|  Emerging Markets Portfolio II |  |  |  |  |
| 2021 | $1294 | $6967 |  | $8261 |
| 2022 | 2520 | 10248 |  | 12768 |

---

As of October 31, 2022, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss<br>Carryforwards** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  Emerging Markets Portfolio II | $2035 | $2495 | – $| 36954 | $41484 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2022, the Portfolio did not have any capital loss carryforwards available to offset future realized capital gains.

During the year ended October 31, 2022, the Portfolio did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

------

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal<br>Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  Emerging Markets Portfolio II | $13645 | $36954 | – $| 36954 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolio's tax positions and has concluded that no additional provision for income tax is required in the Portfolio's financial statements. The Portfolio is not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio's federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**F. Line of Credit:** 

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit agreement expires on January 1, 2023.

There were no borrowings by the Portfolio under the lines of credit during the year ended October 31, 2022.

**G. 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 that 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.

------

**H. Recently Issued Accounting Standards and Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Portfolio's financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Portfolio could enter, eliminates the asset segregation framework previously used by the Portfolio to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Portfolio began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Portfolio began complying with the Valuation Rule on August 1, 2022.

**I. Other:** 

As of October 31, 2022, one shareholder held 100% of the outstanding shares of the Portfolio. The one shareholder is an omnibus account, which typically holds shares for the benefit of several other underlying investors.

The Portfolio is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Portfolio, individually or in aggregate, will not have a material adverse impact on the Portfolio's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**J. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolio through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

![LOGO](g410669g24v50.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of Dimensional Investment Group Inc. and Shareholders of Emerging Markets Portfolio II

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Emerging Markets Portfolio II (one of the portfolios constituting Dimensional Investment Group Inc., referred to hereafter as the "Portfolio") as of October 31, 2022, the related statement of operations for the year ended October 31, 2022, the statement of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of October 31, 2022, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2022 and the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Portfolio's management. Our responsibility is to express an opinion on the Portfolio's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolio in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the transfer agent of the investee fund. We believe that our audits provide a reasonable basis for our opinion.

---

| |
|:---|
| /s/PricewaterhouseCoopers LLP |
| Philadelphia, Pennsylvania |
| December 22, 2022 |

---

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**PERFORMANCE CHART** 

**(Unaudited)** 

------

**The Emerging Markets Series vs.** 

**MSCI Emerging Markets Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g410669g25v00.jpg)

------

**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

---

| | |
|:---|:---|
|  **International Equity Market Review** | **12 Months Ended October 31, 2022** |

---

Performance of non-U.S. developed markets was negative for the period. As measured by the MSCI World ex USA indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI World ex USA indices.

---

| | |
|:---|:---|
| **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** |
|  | **Return in U.S. Dollars** |
|  MSCI World ex USA Index | -22.04% |
|  MSCI World ex USA Mid Cap Index | -27.57% |
|  MSCI World ex USA Small Cap Index | -29.13% |
|  MSCI World ex USA Value Index | -15.27% |
|  MSCI World ex USA Growth Index | -28.78% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against all non-U.S. developed markets currencies. Overall, currency movements had a negative impact on the U.S. dollar-denominated returns of developed markets.

---

| | | |
|:---|:---|:---|
| **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** |
| **Ten Largest Foreign Developed Markets by Market Cap** | **Local Return** | **Return in U.S. Dollars** |
|  Japan | -1.81% | -24.67% |
|  United Kingdom | 4.27% | -12.42% |
|  Canada | -5.29% | -13.94% |
|  France | -6.77% | -20.38% |
|  Switzerland | -11.30% | -19.01% |
|  Australia | -0.54% | -15.30% |
|  Germany | -21.22% | -32.72% |
|  Netherlands | -28.51% | -38.71% |
|  Sweden | -16.17% | -34.85% |
|  Denmark | -7.88% | -21.38% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

Emerging markets had negative performance for the period and underperformed both U.S. and non-U.S. developed markets. As measured by the MSCI Emerging Markets indices, small-cap stocks outperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, outperformed large-cap stocks but underperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI Emerging Markets indices.

------

---

| | |
|:---|:---|
| **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** |
|  | **Return in U.S. Dollars** |
|  MSCI Emerging Markets Index | -31.03% |
|  MSCI Emerging Markets Mid Cap Index | -24.80% |
|  MSCI Emerging Markets Small Cap Index | -23.42% |
|  MSCI Emerging Markets Value Index | -25.21% |
|  MSCI Emerging Markets Growth Index | -36.11% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against most emerging markets currencies and depreciated against others. Overall, currency movements had a negative impact on the U.S. dollar denominated returns of emerging markets.

---

| | | |
|:---|:---|:---|
| **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** | **<u>Total Return for 12 Months Ended October 31, 2022</u>** |
| **<u>Ten Largest Emerging Markets by Market Cap</u>**<br> **Dollars** | **Local Return** | **Return in U.S.** |
|  China | -46.31% | -47.90% |
|  India | 2.93% | -6.89% |
|  Taiwan | -24.11% | -34.50% |
|  Korea | -19.88% | -34.28% |
|  Brazil | 15.95% | 24.57% |
|  Saudi Arabia | 2.18% | 2.00% |
|  South Africa | 0.77% | -16.66% |
|  Mexico | 1.99% | 5.56% |
|  Indonesia | 16.58% | 5.89% |
|  Thailand | 4.97% | -8.48% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

For Portfolios investing in non-U.S. equities traded outside of the U.S. market time zone, differences in the valuation timing and methodology between a Portfolio and its benchmark index may impact relative performance over the referenced period. The Portfolios price foreign exchange rates at the closing of the U.S. market, while their benchmark indices use rates at 4 p.m. London time. The Portfolios also may use fair value pricing to price certain portfolio securities at the closing of the U.S. market, while benchmark indices may use local market closing prices. For the one-year period ended October 31, 2022, these differences generally detracted from non-US developed markets Portfolios' relative performance and were not material to emerging markets Portfolios' relative performance.

**The Emerging Markets Series** 

The Emerging Markets Series invests in large-cap stocks in emerging markets. The investment strategy is process driven, emphasizing broad diversification with increased exposure to stocks with smaller market capitalizations, lower relative price (value), and higher-profitability within the large-cap segment of emerging markets. As of October 31, 2022, the Series held approximately 1,880 securities in 23 eligible emerging markets. Average cash exposure throughout the year was less than 1% of the Series' assets.

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For the 12 months ended October 31, 2022, total returns were -25.79% for the Series and -31.03% for the MSCI Emerging Markets Index (net dividends), the Series' benchmark. The Series' greater emphasis on low relative price (value) stocks contributed positively to performance relative to the benchmark, as value stocks outperformed high relative price (growth) stocks in emerging markets. The Portfolio's emphasis on stocks with higher profitability also contributed positively to performance relative to the benchmark, as these stocks generally outperformed. At the country level, the Portfolio's lesser allocation to Russia contributed positively to relative performance, as Russia underperformed the overall benchmark.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**DISCLOSURE OF FUND EXPENSES** 

**(Unaudited)** 

The following Expense Table is 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 and 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 Table below illustrates 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" reflects 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 costs 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 table 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 October 31, 2022** 

**EXPENSE TABLE** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>The Emerging Markets Series</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $818.30 | 0.15% | $0.69 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.45 | 0.15% | $0.77 |

---

------

(1) 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 (184), then divided by
the number of days in the year (365) to reflect the six-month period.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**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 as an exhibit to their reports on Form N-PORT. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at <u>http://www.sec.gov.</u>

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 regulations also require that the Summary Schedule of Portfolio Holdings identify each category of investments that are held.

A 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; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

**INTERNATIONAL EQUITY PORTFOLIO** 

---

| | |
|:---|:---|
| **The Emerging Markets Series** | **The Emerging Markets Series** |
|  Communication Services | 7.8% |
|  Consumer Discretionary | 10.4% |
|  Consumer Staples | 6.7% |
|  Energy | 6.0% |
|  Financials | 21.8% |
|  Health Care | 4.3% |
|  Industrials | 7.4% |
|  Information Technology | 19.0% |
|  Materials | 11.7% |
|  Real Estate | 1.9% |
|  Utilities | 3.0% |
|  | 100.0% |

---

------

**THE EMERGING MARKETS SERIES** 

**SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS** 

**October 31, 2022** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  COMMON STOCKS — (96.1%) | COMMON STOCKS — (96.1%) |  |  |  |
|  BRAZIL — (4.5%) | BRAZIL — (4.5%) |  |  |  |
|  | Petroleo Brasileiro SA | 2733556 | $17601021 | 0.4% |
|  | Petroleo Brasileiro SA, Sponsored ADR | 511889 | 5891842 | 0.1% |
|  | Petroleo Brasileiro SA, Sponsored ADR | 227883 | 2921460 | 0.1% |
|  | Vale SA | 2364713 | 30731421 | 0.8% |
|  | Other Securities |  | 124887653 | 3.2% |
|  TOTAL BRAZIL | TOTAL BRAZIL |  | 182033397 | 4.6% |
|  CHILE — (0.5%) | CHILE — (0.5%) |  |  |  |
|  | Other Securities |  | 21724736 | 0.5% |
|  CHINA — (23.4%) | CHINA — (23.4%) |  |  |  |
|  \* | Alibaba Group Holding Ltd. | 714100 | 5552061 | 0.2% |
|  \* | Alibaba Group Holding Ltd., Sponsored ADR | 835875 | 53144932 | 1.4% |
|  \* | Baidu, Inc., Class A | 1268100 | 12157268 | 0.3% |
|  | Bank of China Ltd., Class H | 43912181 | 14143111 | 0.4% |
|  | China Construction Bank Corp., Class H | 59766590 | 31717427 | 0.8% |
|  | China Resources Land Ltd. | 4798666 | 15013985 | 0.4% |
|  | CSPC Pharmaceutical Group Ltd. | 11629200 | 11945066 | 0.3% |
|  | Industrial & Commercial Bank of China Ltd., Class H | 30774185 | 13361085 | 0.4% |
|  | Lenovo Group Ltd. | 13043278 | 10424287 | 0.3% |
|  \*W | Meituan, Class B | 1133000 | 18139936 | 0.5% |
|  # | NetEase, Inc., ADR | 193704 | 10773816 | 0.3% |
|  | Ping An Insurance Group Co. of China Ltd., Class H | 3693500 | 14786523 | 0.4% |
|  | Tencent Holdings Ltd. | 3556400 | 93450715 | 2.4% |
|  #\*W | Xiaomi Corp., Class B | 12403400 | 13929917 | 0.4% |
|  # | Yum China Holdings, Inc. | 363986 | 15050821 | 0.4% |
|  | Other Securities |  | 618214698 | 14.9% |
|  TOTAL CHINA. | TOTAL CHINA. |  | 951805648 | 23.8% |
|  COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |  |  |  |
|  | Other Securities |  | 5030142 | 0.1% |
|  CZECH REPUBLIC — (0.2%) | CZECH REPUBLIC — (0.2%) |  |  |  |
|  | Other Securities |  | 7199868 | 0.2% |
|  EGYPT — (0.0%) | EGYPT — (0.0%) |  |  |  |
|  | Other Securities |  | 1920708 | 0.1% |
|  GREECE — (0.3%) | GREECE — (0.3%) |  |  |  |
|  | Other Securities |  | 13238603 | 0.3% |
|  HUNGARY — (0.2%) | HUNGARY — (0.2%) |  |  |  |
|  | Other Securities |  | 8953846 | 0.2% |
|  INDIA — (18.0%) | INDIA — (18.0%) |  |  |  |
|  | Axis Bank Ltd. | 1721283 | 18876411 | 0.5% |
|  | Bajaj Finance Ltd. | 131798 | 11395650 | 0.3% |
|  | Bharti Airtel Ltd. | 1493167 | 15016466 | 0.4% |
|  | HDFC Bank Ltd. | 1512827 | 27440778 | 0.7% |
|  | Hindalco Industries Ltd. | 2222008 | 10881758 | 0.3% |
|  | Hindustan Unilever Ltd. | 440646 | 13635504 | 0.3% |
|  | Housing Development Finance Corp. Ltd. | 698934 | 20898952 | 0.5% |
|  | ICICI Bank Ltd. | 1390129 | 15285795 | 0.4% |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |  |
|  # | ICICI Bank Ltd., Sponsored ADR | 649989 | $14325747 | 0.4% |
|  | Infosys Ltd. | 1779532 | 33201533 | 0.8% |
|  # | Infosys Ltd., Sponsored ADR | 500328 | 9371143 | 0.2% |
|  | JSW Steel Ltd. | 1422439 | 11597295 | 0.3% |
|  | Mahindra & Mahindra Ltd. | 905189 | 14787857 | 0.4% |
|  | Reliance Industries Ltd. | 1374995 | 42364653 | 1.1% |
|  | Tata Consultancy Services Ltd. | 572990 | 22023536 | 0.6% |
|  \* | Tata Motors Ltd. | 2234196 | 11170004 | 0.3% |
|  | Tata Steel Ltd. | 11675250 | 14256387 | 0.4% |
|  | Other Securities |  | 425896974 | 10.5% |
|  TOTAL INDIA | TOTAL INDIA |  | 732426443 | 18.4% |
|  INDONESIA — (2.4%) | INDONESIA — (2.4%) |  |  |  |
|  | Bank Central Asia Tbk PT | 30668300 | 17336096 | 0.4% |
|  | Other Securities |  | 80236504 | 2.0% |
|  TOTAL INDONESIA | TOTAL INDONESIA |  | 97572600 | 2.4% |
|  MALAYSIA — (1.7%) | MALAYSIA — (1.7%) |  |  |  |
|  | Other Securities |  | 70536471 | 1.8% |
|  MEXICO — (2.6%) | MEXICO — (2.6%) |  |  |  |
|  | America Movil SAB de CV | 17462580 | 16481615 | 0.4% |
|  | Grupo Financiero Banorte SAB de CV, Class O | 1806062 | 14702455 | 0.4% |
|  | Other Securities |  | 72766011 | 1.8% |
|  TOTAL MEXICO | TOTAL MEXICO |  | 103950081 | 2.6% |
|  PERU — (0.2%) | PERU — (0.2%) |  |  |  |
|  | Other Securities |  | 6210439 | 0.2% |
|  PHILIPPINES — (0.8%) | PHILIPPINES — (0.8%) |  |  |  |
|  | Other Securities |  | 31534552 | 0.8% |
|  POLAND — (0.6%) | POLAND — (0.6%) |  |  |  |
|  | Other Securities |  | 25584214 | 0.6% |
|  QATAR — (1.0%) | QATAR — (1.0%) |  |  |  |
|  | Qatar National Bank QPSC | 2505254 | 13717886 | 0.3% |
|  | Other Securities |  | 28854876 | 0.8% |
|  TOTAL QATAR | TOTAL QATAR |  | 42572762 | 1.1% |
|  SAUDI ARABIA — (4.7%) | SAUDI ARABIA — (4.7%) |  |  |  |
|  \* | Al Rajhi Bank | 1085108 | 24605766 | 0.6% |
|  \* | Saudi Arabian Mining Co. | 512286 | 11402576 | 0.3% |
|  | Saudi National Bank | 945913 | 14950375 | 0.4% |
|  | Saudi Telecom Co. | 1007500 | 10824373 | 0.3% |
|  | Other Securities |  | 131529877 | 3.2% |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | 193312967 | 4.8% |
|  SOUTH AFRICA — (3.5%) | SOUTH AFRICA — (3.5%) |  |  |  |
|  | MTN Group Ltd. | 1570195 | 11097278 | 0.3% |
|  | Other Securities |  | 129896408 | 3.2% |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 140993686 | 3.5% |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
| SOUTH KOREA — (11.7%) |  |  |  |
| KB Financial Group, Inc. | 309585 | $10417236 | 0.3% |
| Samsung Electronics Co. Ltd. | 3140501 | 130707098 | 3.3% |
| SK Hynix, Inc. | 384714 | 22271674 | 0.6% |
| Other Securities |  | 310821368 | 7.7% |
| TOTAL SOUTH KOREA |  | 474217376 | 11.9% |
| TAIWAN — (15.0%) |  |  |  |
| Hon Hai Precision Industry Co. Ltd. | 5794322 | 18403209 | 0.5% |
| MediaTek, Inc. | 799995 | 14582464 | 0.4% |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 13416808 | 161299590 | 4.0% |
| Other Securities |  | 415194442 | 10.4% |
| TOTAL TAIWAN |  | 609479705 | 15.3% |
| THAILAND — (2.5%) |  |  |  |
| Other Securities |  | 100451044 | 2.5% |
| TURKEY — (0.7%) |  |  |  |
| Other Securities |  | 28045003 | 0.7% |
| UNITED ARAB EMIRATES — (1.5%) |  |  |  |
| Emirates Telecommunications Group Co. PJSC | 1754520 | 12330867 | 0.3% |
| Other Securities |  | 50250860 | 1.3% |
| TOTAL UNITED ARAB EMIRATES. |  | 62581727 | 1.6% |
| UNITED STATES — (0.0%) |  |  |  |
| Other Security |  | 1338052 | 0.0% |
| TOTAL COMMON STOCKS |  | 3912714070 | 98.0% |
| PREFERRED STOCKS — (1.3%) |  |  |  |
| BRAZIL — (1.2%) |  |  |  |
| Itau Unibanco Holding SA | 2317176 | 13637044 | 0.4% |
| Petroleo Brasileiro SA | 2952047 | 17036206 | 0.4% |
| Other Securities |  | 18830811 | 0.5% |
| TOTAL BRAZIL |  | 49504061 | 1.3% |
| CHILE — (0.0%) |  |  |  |
| Other Security |  | 753310 | 0.0% |
| COLOMBIA — (0.1%) |  |  |  |
| Other Securities |  | 762616 | 0.0% |
| SOUTH KOREA — (0.0%) |  |  |  |
| Other Security |  | 39130 | 0.0% |
| TAIWAN — (0.0%) |  |  |  |
| Other Security |  | 276224 | 0.0% |
| TOTAL PREFERRED STOCKS |  | 51335341 | 1.3% |
| RIGHTS/WARRANTS — (0.0%) |  |  |  |
| MALAYSIA — (0.0%) |  |  |  |
| Other Security |  | 16218 | 0.0% |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Percentage<br>of Net Assets‡** |
|  SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |  |  |  |
|  | Other Security |  | $39126 | 0.0% |
|  TAIWAN — (0.0%) | TAIWAN — (0.0%) |  |  |  |
|  | Other Security |  | 59429 | 0.0% |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 114773 | 0.0% |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $3,031,692,639) | TOTAL INVESTMENT SECURITIES<br>(Cost $3,031,692,639) |  | 3964164184 |  |
|  |  |  | **Value†** |  |
|  SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) |  |  |  |
|  @§ | The DFA Short Term Investment Fund | 9232721 | 106739492 | 2.7% |
|  TOTAL INVESTMENTS—(100.0%)<br>(Cost $3,138,466,170) | TOTAL INVESTMENTS—(100.0%)<br>(Cost $3,138,466,170) |  | $4070903676 | 102.0% |

---

As of October 31, 2022, The Emerging Markets Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  E-Mini MSCI Emerging Markets Index | 644 | 12/16/22 | $29866714 | $27485920 | $(2380794) |
|  S&P 500<sup>®</sup> Emini Index | 73 | 12/16/22 | 13941096 | 14172950 | 231854 |
|  **Total Futures Contracts** |  |  | $**43807810** | $**41658870** | $**(2148940)** |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | $182023797 | $9600 |  | $182033397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile | 11803006 | 9921730 |  | 21724736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 123031320 | 828774328 |  | 951805648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 4717484 | 312658 |  | 5030142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Czech Republic |  | 7199868 |  | 7199868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Egypt | 1962 | 1918746 |  | 1920708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greece | 10252 | 13217128 | $11223 | 13238603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 8953846 |  | 8953846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | 31593723 | 700832720 |  | 732426443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 97572600 |  | 97572600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 70536471 |  | 70536471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 103950081 |  |  | 103950081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Peru | 6210439 |  |  | 6210439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines | 548996 | 30985556 |  | 31534552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 25584214 |  | 25584214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 42572762 |  | 42572762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia |  | 193312967 |  | 193312967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 22218169 | 118775517 |  | 140993686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea | 4855920 | 469361456 |  | 474217376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 4177320 | 605295946 | 6439 | 609479705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 98389048 | 2061996 |  | 100451044 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | $28045003 |  | $28045003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 62581727 |  | 62581727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 1338052 |  | 1338052 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | $49504061 |  |  | 49504061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 753310 |  | 753310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 762616 |  |  | 762616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 39130 |  | 39130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 276224 |  | 276224 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 16218 |  | 16218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 39126 |  | 39126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 59429 |  | 59429 |
|  Securities Lending Collateral |  | 106739492 |  | 106739492 |
|  Futures Contracts\*\* | (2148940) |  |  | (2148940) |
|  TOTAL | $641649254 | $3427087820 | $17,662^ | $4068754736 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENT OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **The Emerging<br>Markets<br>Series\*** |
|  **ASSETS:** |  |
|  Investment Securities at Value (including $181,828 of securities on loan, respectively) | $3964164 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $106,774) | 106739 |
|  Segregated Cash for Futures Contracts | 2116 |
|  Foreign Currencies at Value | 41719 |
|  Cash | 76319 |
|  Receivables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 1311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 3308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Margin Variation | 529 |
|  Unrealized Gain on Foreign Currency Contracts | 42 |
|  Prepaid Expenses and Other Assets | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 4196602 |
|  **LIABILITIES:** |  |
|  Payables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 91531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased | 74714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 341 |
|  Unrealized Loss on Foreign Currency Contracts | 13 |
|  Deferred Taxes Payable | 37032 |
|  Accrued Expenses and Other Liabilities | 543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 204174 |
|  **NET ASSETS** | $3992428 |
|  Investment Securities at Cost | $3031693 |
|  Foreign Currencies at Cost | $42155 |

---

------

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENT OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **The Emerging<br>Markets<br>Series<sup>#</sup>** |
|  **Investment Income** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $21,392) | $173353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 4430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 177783 |
|  **Expenses** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 5202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 2474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 21 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 8141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 8017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 169766 |
|  **Realized and Unrealized Gain (Loss)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | 37299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (29) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (15196) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (2541) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (1639645) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (47) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (1197) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (1621348) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(1451582) |

---

------

\*\* Net of foreign capital gain taxes withheld of $4,922. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **The Emerging Markets**<br>**Series** | **The Emerging Markets**<br>**Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |
|  Operations: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $169766 | $157220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | 37299 | 399802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (29) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (15196) | 13167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (2541) | (3699) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (1639645) | 694801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (47) | (10) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (1197) | (990) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 8 | (9) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (1451582) | 1260282 |
|  Transactions in Interest: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Contributions | 434631 | 553796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Withdrawals | (1299951) | (1229073) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Transactions in Interest | (865320) | (675277) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (2316902) | 585005 |
|  **Net Assets** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 6309330 | 5724325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $3992428 | $6309330 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $4,922. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $50. 

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The Emerging Markets Series** | **The Emerging Markets Series** | **The Emerging Markets Series** | **The Emerging Markets Series** | **The Emerging Markets Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Total Return | (25.79%) | 22.22% | 2.67% | 11.40% | (11.83%) |
|  Net Assets, End of Year (thousands) | $3992428 | $6309330 | $5724325 | $6034162 | $5469649 |
|  Ratio of Expenses to Average Net Assets | 0.15% | 0.15% | 0.13% | 0.14% | 0.14% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.16% | 0.15% | 0.14% | 0.15% | 0.14% |
|  Ratio of Net Investment Income to Average Net Assets | 3.26% | 2.42% | 2.38% | 3.04% | 2.40% |
|  Portfolio Turnover Rate | 10% | 19% | 22% | 9% | 12% |

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

The DFA Investment Trust Company (the "Trust") is an open-end management investment company registered under the Investment Company Act of (the "1940 Act"). The Trust consists of ten portfolios, one of which, The Emerging Markets Series (the "Series"), is presented in this section of the report. The remaining portfolios are presented in separate reports. The Series is an investment company, and accordingly, follows the accounting and reporting guidance under Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Series uses a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity
securities, open-end investment companies, and futures contracts)

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

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

Securities held by the Series, including over-the-counter securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by the Series 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 Series values the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management 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). These securities are generally categorized as Level 1 in the hierarchy.

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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Trustees of the Trust. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Series is calculated. When fair value pricing is used, the prices of securities used by the Series may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The Series 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, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset value of the Series is computed. Due to the time differences between the closings of the relevant foreign securities

------

exchanges and the pricing of the Series' shares at the close of the NYSE, the Series will fair value its foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the Series' foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, Dimensional Fund Advisors LP has 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 Series uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When the Series uses fair value pricing, the values assigned to the foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

A summary of the inputs used to value the Series' investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables are included at the end of the Summary Schedule of Portfolio Holdings. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Foreign Currency Translation*: Securities and other assets and liabilities of the Series, whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate this translation, the Series enters into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. 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.

The Series does not isolate the effect of foreign currency rate fluctuations when determining the realized 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 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 of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the Series and the U.S. dollar equivalent amounts actually received or paid.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Deferred Compensation Plan*: Each eligible Trustee of the Trust may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Trustees may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Trustee shall have the right in a notice of election (the "Notice") to defer the receipt of the Trustee's deferred compensation until a date specified by such Trustee in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board of

------

Trustees of the Trust; and (ii) five years following the effective date of the Trustee's first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board (unless the Trustee files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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 and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimates the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to the Series are directly charged. Common expenses of the Trust or Series are allocated using methods approved by the Board of Trustees generally based on average net assets.

The Series may be subject to taxes imposed by countries in which it invests with respect to its investments in issuers 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 Series accrues 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. Additionally, 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.

The Series is subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

**C. Investment Advisor:** 

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Series. For the year ended October 31, 2022, investment management fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.10% of average daily net assets for the Series.

**Earned Income Credit:** 

Additionally, the Series has entered into arrangements with its custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of its custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of the Series' net assets. During the year ended October 31, 2022, expenses reduced were as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Fees Paid<br>Indirectly** |
|  The Emerging Markets Series | $124 |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Trustees of the Advisor are also Officers and Trustees of the Trust; however, such Officers and Trustees (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Trust. For the year ended October 31, 2022, the total related amount paid by the Trust to the CCO was $28 (in thousands). The total related amount paid by the Series is included in Other Expenses on the Statement of Operations.

------

**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

---

| | |
|:---|:---|
|  The Emerging Markets Series | $54.0 |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2022, the Series' transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Securities** | **U.S. Government Securities** | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases** | **Sales** | **Purchases** | **Sales** |
|  The Emerging Markets Series |  |  | $518861 | $1244835 |

---

There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2022, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Summary Schedule of Portfolio Holdings, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases<br>at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2022** | **Shares as of<br>October 31, 2022** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **The Emerging Markets Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $107885 | $645325 | $646395 | $(29) | $(47) | $106739 | 9233 | $921 |  |
|  **Total** | $**107885** | $**645325** | $**646395** | $**(29)** | $**(47)** | $**106739** | **9233** | $**921** |  |

---

**F. Federal Income Taxes:** 

No provision for federal income taxes is required since the Series is treated as a partnership for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been "passed down" to its partners.

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br>**Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  The Emerging Markets Series | $3186275 | $1471582 | $(586954) | $884628 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

------

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Series' tax positions and has concluded that no additional provision for income tax is required in the Series' financial statements. The Series is not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:** 

In accordance with the Series' investment objective and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *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 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 held by the Series may be inhibited.

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by the Series.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Futures Contracts*: The Series may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Series. Upon entering into a futures contract, the Series deposits cash or pledges U.S. government securities to a broker in an amount 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 Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statement of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance 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 Series could lose more than the initial margin requirements. Entering into stock index futures subjects the Series to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2022 was as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Futures\*** |
|  The Emerging Markets Series | $32655 |

---

\* Average Notional Value of futures contracts.

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The following is a summary of the Series' derivative instrument holdings categorized by primary risk exposure as of October 31, 2022 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value**<br>**at<br>October 31, 2022** | **Equity<br>Contracts <sup>\*, (1)</sup>** |
|  The Emerging Markets Series | $232 | $232 |
|  | **Liability Derivatives Value** | **Liability Derivatives Value** |
|  | **Total Value**<br>**at**<br>**October 31, 2022** | **Equity<br>Contracts <sup>(2)</sup>** |
|  The Emerging Markets Series | $(2381) | $(2381) |

---

(1) Presented on Statement of Assets and Liabilities as Receivables: Futures Margin Variation.

(2) Presented on Statement of Assets and Liabilities as Payables: Futures Margin Variation.

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statement of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Series' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2022 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on<br>Derivatives** | **Realized Gain (Loss) on<br>Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(1)</sup>** |
|  The Emerging Markets Series | $(15196) | $(15196) |
|  | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(2)</sup>** |
|  The Emerging Markets Series | $(1197) | $(1197) |

---

(1) Presented on Statement of Operations as Net Realized Gain (Loss) on: Futures.

(2) Presented on Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

**H. Line of Credit and Interfund Lending Program:** 

The Trust, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

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The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit agreement expires on January 1, 2023.

For the year ended October 31, 2022, borrowings by the Series under the lines of credit were as follows (amounts in thousands, except percentages and days):

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average<br>Loan Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense<br>Incurred** | **Maximum Amount<br>Borrowed During<br>the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  The Emerging Markets Series | 1.80% | $6505 | 25 | $5 | $16316 |  |

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\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022, that the Series' available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Series may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. lnterfund loans have a maximum duration of seven days and may be called on one business day's notice.

For the year ended October 31, 2022, activity by the Series under the interfund lending program was as follows (amounts in thousands, except percentages and days):

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Borrower or<br>Lender** | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average Loan<br>Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense/<br>Income** | **Maximum Amount<br>Borrowed/Loaned<br>During the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  The Emerging Markets Series | Borrower | 0.69% | $123189 | 6 | $14 | $147127 |  |

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\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022 that the Series utilized the interfund lending program. 

**I. Affiliated Trades:** 

Cross trades for the year ended October 31, 2022, if any, were executed by the Series pursuant to procedures adopted by the Board of Trustees of the Trust to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Series complied with the Rule 17a-7 Procedures adopted by the Board of Trustees of the Trust.

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For the year ended October 31, 2022, cross trades by the Series under Rule 17a-7 were as follows (amounts in thousands):

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| | | | |
|:---|:---|:---|:---|
| **Series** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
|  The Emerging Markets Series | $6156 | $2559 | $(198) |

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**J. Securities Lending:** 

As of October 31, 2022, the Series had securities on loan to brokers/dealers, for which the Series received cash collateral. Additionally, the Series received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amount in thousands):

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| | |
|:---|:---|
|  | **Non-Cash<br>Collateral<br>Market<br>Value** |
|  The Emerging Markets Series | $84911 |

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The Series 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 in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series' 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 collateralization. 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, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Series could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to its stated investment policies, the Series will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the "Money Market Series"), an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Series also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the Series 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 for taxation at qualified dividend income rates.

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The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2022 (amounts in thousands):

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** |
|  | **Overnight and<br>Continuous** | **<30 days** | **Between<br>30 & 90 days** | **>90 days** | **Total** |
|  **Securities Lending Transactions** |  |  |  |  |  |
|  The Emerging Markets Series |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | $91531 |  |  |  | $91531 |

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**K. Indemnitees; Contractual Obligations:** 

Under the Trust's organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

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

**L. Recently Issued Accounting Standards and Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Series' financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Series could enter, eliminates the asset segregation framework previously used by the Series to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Series began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Series began complying with the Valuation Rule on August 1, 2022.

**M. Other:** 

The Series and the Trust are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation Nine West). Although management currently believes that resolving claims against the Series and the Trust, individually or in aggregate, will not have a material adverse impact on the Series' and the Trust's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

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**N. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Series through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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![LOGO](g410669g24v50.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Trustees of The DFA Investment Trust Company and Shareholders of The Emerging Markets Series

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the summary schedule of portfolio holdings, of The Emerging Markets Series (one of the series constituting The DFA Investment Trust Company, referred to hereafter as the "Series") as of October 31, 2022, the related statement of operations for the year ended October 31, 2022, the statement of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Series as of October 31, 2022, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2022 and the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Series' management. Our responsibility is to express an opinion on the Series' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Series in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodian, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

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| |
|:---|
| /s/ PricewaterhouseCoopers LLP |
| Philadelphia, Pennsylvania |
| December 22, 2022 |

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We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

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**FUND MANAGEMENT** 

**(Unaudited)** 

**Trustees/Directors** 

Each Board of Trustees/Directors (each, the "Board" and collectively, the "Boards") of The DFA Investment Trust Company ("DFAITC"), DFA Investment Dimensions Group Inc. ("DFAIDG"), Dimensional Investment Group Inc. ("DIG"), Dimensional ETF Trust ("ETF Trust"), and Dimensional Emerging Markets Value Fund ("DEM") (each, the "Fund" and collectively, the "Funds") is responsible for establishing the Funds' policies and for overseeing the management of the Funds. The Trustees/ Directors of the Funds, including all of the disinterested Trustees/Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the "Feeder Portfolios") that invest in certain series of DFAITC or DEM (the "Master Funds").

Each Board has four standing committees, an Audit Committee, a Nominating and Governance Committee (the "Nominating Committee"), a Mutual Funds-ETF Relations committee and an Investment Strategy Committee (the "Strategy Committee"). The Audit Committee is composed of Reena Aggarwal, George M. Constantinides, Francis A. Longstaff, Abbie J. Smith and Ingrid M. Werner. Each member of the Audit Committee is a disinterested Trustee/Director. The Audit Committee oversees the Fund's accounting and financial reporting policies and practices, the Fund's internal controls, the Fund's financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund's independent registered certified public accounting firm and acts as a liaison between the Fund's independent registered certified public accounting firm and the full Board. There were three Audit Committee meetings held during the fiscal year ended October 31, 2022.

Each Board's Nominating Committee is composed of Reena Aggarwal, George M. Constantinides, Douglas W. Diamond, Francis A. Longstaff, and Heather E. Tookes. Each member of the Nominating Committee is a disinterested Trustee/Director. The Nominating Committee for each Board makes recommendations for nominations of disinterested and interested members on the Board to the disinterested Board members and to the full Board. The Nominating Committee works closely with the other disinterested Trustees to evaluate a candidate's qualification for Board membership and the independence of such candidate from the Advisor and other principal service providers. The Nominating Committee also periodically reviews the Board governance practices, policies, procedures, and operations; reviews the membership of each committee of the Board; reviews and makes recommendations regarding the Independent Trustees' compensation; oversees the annual self-assessment of the Board and each committee; considers and recommends to the Board, the selection of "independent legal counsel" (as that term is defined in the 1940 Act); and monitors and considers corporate governance issues that may arise from time to time. There were three Nominating Committee meetings held during the fiscal year ended October 31, 2022.

Each Board's Strategy Committee is composed of Gerard K. O'Reilly, Douglas W. Diamond, Darrell Duffie, and Heather E. Tookes. The Strategy Committee assists the Board in carrying out its fiduciary duties with respect to the oversight of the Fund and its performance. At the request of the Board or the Advisor, the Strategy Committee (i) reviews the design of possible new series of the Fund, (ii) reviews performance of existing portfolios of the Funds and discusses and recommends possible enhancements to the portfolios' investment strategies, (iii) reviews proposals by the Advisor to modify or enhance the investment strategies or policies of each portfolio, and (iv) considers issues relating to investment services for each portfolio of the Fund. There were four Strategy Committee meetings held during the fiscal year ended October 31, 2022.

The Mutual Funds-ETF Relations Committee is comprised of George M. Constantinides, Darrell Duffie, and Ingrid M. Werner. At the request of the Board, the Mutual Funds-ETF Relations Committee (i) reviews any newly-proposed expenses to be borne by the ETFs in the Dimensional ETF Trust ("Dimensional ETFs"), portfolios in the DFA mutual fund complex ("Fund Complex") or changes to the existing expense allocations among the Dimensional ETFs, portfolios in the Fund Complex, and the Advisor, (ii) considers any conflicts of interest that may arise in the operations of the Dimensional ETFs and the portfolios in the Fund Complex, (iii) reviews and considers relevant information relating to the operations of the Dimensional ETFs, and (iv) considers asset flows and performance differences between the similarly managed mutual funds and ETFs of the Funds. There were two Mutual Funds-ETF Relations Committee meetings held for the Trust during the fiscal year ended October 31, 2022.

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Certain biographical information for each disinterested Trustee/Director and interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director's experience as a Trustee/ Director of the Funds and as a Director or Trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, "SAI") of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746. Prospectuses are also available at http://us.dimensional.com.

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**Disinterested Directors/Trustees** 

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and<br>Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios<br>within the<br>DFA Fund<br>Complex<sup>2</sup>Overseen** | **Other<br>Directorships of<br>Public Companies<br>Held During Past<br>5 Years** |
| Reena Aggarwal<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1957 | Director/<br> Trustee | Since December 2021 | Robert E. McDonough Professor of Business Administration and Finance, McDonough School of Business, Georgetown University (since 2003); Director, Georgetown Center for Financial Markets and Policy (since 2010); and Vice Provost of Faculty (2016-2020), Georgetown University. | 147 portfolios in 5 investment companies | Director, Cohen & Steers (asset management firm) (since 2017) and Director, Nuveen Churchill Direct Lending (private business development company) (since 2019). Formerly, Director, New York Life Investment Management IndexIQ (2008-2021) (22 funds); Director, REAN Cloud (technology) (2015-2018); Director, FBR & Co. (investment banking) (2011-2017); and Director, Brightwood Capital Advisors, L.P. (private equity) (2013-2020). |
| George M. Constantinides University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637<br>1947 | Director/<br> Trustee | DFAIDG – Since 1983; DIG & DEM-Since 1993; DFAITC – Since 1992; ETF Trust – Since 2020 | Leo Melamed Professor of Finance, University of Chicago Booth School of Business (since 1978). | 147 portfolios in 5 investment companies |  |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios<br>within the<br>DFA Fund<br>Complex<sup>2</sup>Overseen** | **Other<br>Directorships of<br>Public Companies<br>Held During Past<br>5 Years** |
| Douglas W. Diamond c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1953 | Director/<br> Trustee | DFAIDG, DIG, DEM &<br>DFAITC - Since 2017; ETF Trust – Since 2020 | Merton H. Miller Distinguished Service Professor of Finance, University of Chicago Booth School of Business (since 1979). Formerly, Visiting Scholar, Federal Reserve Bank of Richmond (1990-2019). | 147 portfolios in 5 investment companies |  |
| Darrell Duffie c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1954 | Director/<br> Trustee | DFAIDG, DIG, DEM &<br>DFAITC - Since 2019; ETF Trust – Since 2020 | Adams Distinguished Professor of Management and Professor of Finance, Stanford University (since 1984) and Director, TNB Inc. (bank) (since 2020). | 147 portfolios in 5 investment companies | Formerly, Director, Moody's Corporation (financial information and information technology) (2008-2018). |
| Francis A. Longstaff c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1956 | Director/<br> Trustee | Since December 2021 | Allstate Professor of Insurance and Finance, UCLA, Anderson School of Management; Consultant, NERA Economic Consulting (since 2018); Consultant, Charles River Associates (economic consulting firm) (since 2013); Consultant, Simplex Holdings, Inc. (technology firm) (since 1998); and Expert Witness, Analysis Group (economic consulting firm) (since 2012). | 147 portfolios in 5 investment companies |  |
| Abbie J. Smith University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637<br>1953 | Director/<br> Trustee | DFAIDG, DIG, DEM &<br>DFAITC - Since 2000; ETF Trust – Since 2020 | Boris and Irene Stern Distinguished Service Professor of Accounting and James S. Ely, III Faculty Fellow, University of Chicago Booth School of Business (since 1980). | 147 portfolios in 5 investment companies | Director (since 2000) and formerly, Lead Director (2014-2017), HNI Corporation (office furniture); Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003); and Trustee, UBS Funds (2 investment companies within the fund complex) (13 portfolios) (since 2009). |
| Heather E. Tookes<br> Yale School of Management 165 Whitney Avenue New Haven, CT 06511<br>1974 | Director/<br> Trustee | Since December 2021 | Professor of Finance, Yale School of Management (since 2004). | 147 portfolios in 5 investment companies | Director, Payoneer Inc. (digital payments) (since 2021); Director, Ariel Investments LLC (since 2017); and Director, Community Foundation of Greater New Haven (community foundation and grant-making) (since 2022). Formerly, Director, KCG Holdings (trading company) (January 2017-July 2017). |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br> **within the**<br> **DFA Fund**<br> **Complex<sup>2</sup>**<br> **Overseen** | **Other**<br> **Directorships of**<br> **Public Companies**<br> **Held During Past**<br> **5 Years** |
| Ingrid M. Werner<br>c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1961 | Director/<br>Trustee | DFAIDG, DIG, DEM &<br>DFAITC - Since 2019; ETF Trust – Since 2020 | Martin and Andrew Murrer Professor of Finance, Fisher College of Business, The Ohio State University (since 1998). Adjunct Member, the Prize Committee for the Swedish Riksbank Prize in Economic Sciences in Memory of Alfred Nobel (annual award for significant scientific research contribution) (since 2018). Director, American Finance Association (global association of academic researchers and practitioners in finance) (since January 2019). Member, Scientific Board, Leibniz Institute for Financial Research (institute supporting academic research in finance) (since 2020). Chair, Economic Advisory Committee, FINRA (since 2017). Chairman, Scientific Advisory Board, Swedish House of Finance (institute supporting academic research in finance) (since 2014). Member, Scientific Board, Danish Finance Institute (institute supporting academic research in finance) (since 2017). Fellow, Center for Analytical Finance (academic research) (since 2015). Associate Editor, Journal of Finance (since 2016). Formerly, President, Western Finance Association (global association of academic researchers and practitioners in finance) (2018-2019). Formerly, Member, Academic Board, Mistra Financial Systems (organization funding academic research on environment, governance and climate/sustainability in finance) (2016-2021). | 147 portfolios in 5 investment companies | Director, Fourth Swedish AP Fund (pension fund asset management) (since 2017). |

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**Interested Directors/Trustees** 

The following interested Directors are described as such because each is deemed to be an "interested person," as that term is defined under the 1940 Act, due to his position with the Advisor.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br> **within the**<br> **DFA Fund**<br> **Complex<sup>2</sup>**<br> **Overseen** | **Other**<br> **Directorships of**<br> **Public Companies**<br> **Held During**<br> **Past 5 Years** |
| David P. Butler<br>c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One, Austin, TX 78746<br>1964 | Director<br>Co-Chief Executive Officer | Director since December 2021<br>Co-Chief Executive Officer since 2017 (DFAIDG, DIG, DEM & DFAITC); 2020 (ETF Trust) | Co-Chief Executive Officer of Dimensional Emerging Markets Value Fund ("DEM"), DFAIDG, Dimensional Investment Group Inc. ("DIG"), The DFA Investment Trust Company ("DFAITC"), Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Investment LLC, and DFA Securities LLC (collectively with DEM, DFAIDG, DIG and DFAITC, the "DFA Entities") (since 2017), DFA Canada LLC (since 2018), Dimensional Holdings LLC (since 2017), and Dimensional ETF Trust (since 2020); Chief Executive Officer of Dimensional Fund Advisors Canada ULC (since 2018); Director (since 2017) of Dimensional Holdings Inc., Dimensional Fund Advisors Canada ULC, Dimensional Japan Ltd., Dimensional Advisors Ltd., Dimensional Fund Advisors Ltd., and DFA Australia Limited; Director and Co-Chief Executive Officer (since 2017) of Dimensional Cayman Commodity Fund I Ltd.; Chief Executive Officer of Dimensional Fund Advisors Canada ULC (since 2018); Head of Global Financial Advisor Services for Dimensional Fund Advisors LP (since 2007) and Dimensional Investment LLC (since 2017); Formerly, Vice President (2007 – 2017) of all the DFA Entities; Formerly, Head of Global Advisor Services for Dimensional Investment LLC (2011-2017). | 147 portfolios in 5 investment companies |  |
| Gerard K. O'Reilly<br>c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One, Austin, TX 78746<br>1976 | Chairman and Director<br>Co-Chief Executive Officer and Chief Investment Officer | Chairman and Director since December 2021<br>Co-Chief Executive Officer and Chief Investment Officer since 2017 (DFAIDG, DIG, DEM & DFAITC); 2020 (ETF Trust) | Co-Chief Executive Officer and Chief Investment Officer of the DFA Entities (since 2017) and Dimensional ETF Trust (since 2020); Co-Chief Executive Officer of Dimensional Canada LLC (since 2018); Chief Investment Officer of Dimensional Fund Advisors Canada ULC (since 2017); Director, Chief Investment Officer (since 2017) and Vice President (since 2014) of DFA Australia Limited; Chief Investment Officer (since 2018) and Vice President (since 2016) of Dimensional Japan Ltd.; Director, Co-Chief Executive Officer and Chief Investment Officer (since 2017) of Dimensional Cayman Commodity Fund I Ltd.; Director of Dimensional Funds plc (since 2014), Dimensional Fund II plc (since 2014), Dimensional Holdings Inc. (since 2017), Dimensional Advisors Ltd. (since 2017), and Dimensional Ireland Limited (since 2018). Formerly, Executive Vice President (2017) and Co-Chief Investment Officer (2014 – 2017) of the DFA Entities; Formerly, Vice President (2007 – 2017) of the DFA Entities; Formerly, Vice President and Co-Chief Investment Officer (2014 – 2017) of Dimensional Fund Advisors Canada ULC. Formerly, Director of Dimensional Fund Advisors Pte. Ltd. (2017-2018) and Dimensional Fund Advisors Ltd. (2018-2021). | 147 portfolios in 5 investment companies |  |

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<sup>1</sup> Each Director/Trustee holds office for an indefinite term until his or her successor is elected and qualified.

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<sup>2</sup> Each Director/Trustee is a director or trustee of each of the five registered investment companies within the DFA Fund Complex, which include: the Fund; DIG; DFAITC; DEM; and Dimensional ETF Trust. Each disinterested Director/Trustee also serves on the Independent Review Committee of the Dimensional Funds, mutual funds registered in the provinces of Canada and managed by the Advisor's affiliate, Dimensional Fund Advisors Canada ULC. 

**Officers** 

Below is the name, year of birth, information regarding positions with the Funds and the principal occupation for each officer of the Funds. The address of each officer is 6300 Bee Cave Road, Building One, Austin, TX 78746. Each of the officers listed below holds the same office (except as otherwise noted) in the DFA Entities.

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
| Valerie A. Brown<br> 1967 | Vice President and Assistant Secretary | Since 2001 | Vice President and Assistant Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2001)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Director, Vice President and Assistant Secretary (since 2003) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
| Ryan P. Buechner<br> 1982 | Vice President and Assistant Secretary | Since 2019 | Vice President and Assistant Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2019)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Vice President (since January 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>** <br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
| Stephen A. Clark<br> 1972 | Executive Vice President | Since 2017 | Executive Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Director and Vice President (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd.<br>Chairman (since 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>President and Director (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | <br> Vice President (since 2008) and Director (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>Director (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited<br>Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2019) |
|  |  |  | <br> Formerly, Director (2016-2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>Formerly, Vice President (2004 – 2017) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities<br>Formerly, Vice President (2010 – 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>Formerly, Vice President (2016-2019) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>Formerly, Interim Chief Executive Officer (2019-2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>Formerly, Head of Institutional, North America (2012 – 2013) and Head of Global Institutional Services (2014-2018) for<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
| Lisa M. Dallmer<br> 1972 | Chief Operating Officer | Since June 2021 | Chief Operating Officer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Executive Vice President (since January 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | <br> Chief Operating Officer (since December 2019)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | <br> Vice President (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd.<br>Formerly, Vice President, Chief Financial Officer, and Treasurer (June 2020-June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | <br> Formerly, Senior Vice President, Business Operations (March 2019 – October 2019) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Delphix Inc.<br>Formerly, Chief Operating Officer Global Technology & Operations, Managing Director (2014 – 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• BlackRock Inc. |
| Bernard J. Grzelak<br> 1971 | Vice President | Since June 2021 | Vice President (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President, Chief Financial Officer and Treasurer (since September 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | <br> Vice President (since March 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited<br>Formerly, Partner (2008 – 2020), Chief Operating Officer, Global Funds and Risk (2018 – 2020), Chief Operations Officer (2016 – 2018), and Director of Fund Administration (2003 – 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Lord Abbett & Co. LLC<br>Formerly, Chief Financial Officer (2017 - 2020), and Treasurer (2003 – 2017) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Lord Abbett Family of Funds |
| Eric Hall<br> 1978 | Vice President and Assistant Treasurer | Since June 2021 | Vice President and Assistant Treasurer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Data Integrity Team Lead (December 2019 – April 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Clearwater Analytics<br>Formerly, Assistant Vice President and Assistant Treasurer (March 2015 – November 2019) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• INVESCO, U.S. (formerly, OppenheimerFunds, Inc.) |
| Jeff J. Jeon<br> 1973 | Vice President | Since 2004 | Vice President (since 2004) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities<br>Vice President (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust<br>Vice President and Assistant Secretary (since 2010) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd.<br>Formerly, Assistant Secretary (2017-2019) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities |
| Joy Lopez<br> 1971 | Vice President and Assistant Treasurer | Vice President since 2015 and Assistant Treasurer since 2017 | Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2015)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. (since 2015)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited (since 2020) |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | <br> Assistant Treasurer of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>|
| Kenneth M. Manell<br> 1972 | Vice President | Since 2010 | Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
| Jan Miller<br> 1963 | Vice President, Chief Financial Officer, and Treasurer | Since June 2021 | Vice President, Chief Financial Officer, and Treasurer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Director (May 2019 – January 2021) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• INVESCO, U.S. (formerly, OppenheimerFunds, Inc.)<br>Formerly, Vice President and Assistant Treasurer (September 2012 – May 2019) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• OppenheimerFunds, Inc. |
| Catherine L. Newell<br> 1964 | President and General Counsel | President since 2017 and General Counsel since 2001 | President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>General Counsel of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2001)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2009)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Canada LLC (since 2009)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>|
|  |  |  | Executive Vice President (since 2017) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2009) |
|  |  |  | Vice President (since 1997) and Secretary (since 2002) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>Vice President and Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2003)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Canada LLC (since 2009)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd (since 2014)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012) |
|  |  |  | Vice President and Assistant Secretary (since 2012) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited<br>Director of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Australia Limited (since 2007)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Funds plc (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Funds II plc (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Director of Dimensional Japan Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2012) |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited (since 2018)<br>Formerly, Vice President and Secretary (2010 – 2014) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional SmartNest (US) LLC<br>Formerly, Vice President (1997 – 2017) and Secretary (2000 – 2017) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM<br>|
|  |  |  | Formerly, Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (1997 – 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (2006 – 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (1997 – 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (2009 – 2017)<br>Formerly, Director (2002 – 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>|
| Selwyn J. Notelovitz<br> 1961 | Vice President | Since September 2021 | Vice President (since September 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President (since December 2012) and Chief Compliance Officer (since July 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | <br> Chief Compliance Officer (since July 2020) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>|
|  |  |  | Formerly, Deputy Chief Compliance Officer (2013-2020) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Fund Complex<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | <br> Formerly, Vice President (2013-2020) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Fund Complex<br>Formerly, Director (2019-2021) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited<br>|
| Carolyn L. O<br> 1974 | Vice President and Secretary | Vice President since 2010 and Secretary since 2017 | Vice President and Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2010 and 2017, respectively)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Vice President (since 2010) and Assistant Secretary (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | <br> Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2016)<br>Assistant Secretary (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>|
| Randy C. Olson<br> 1980 | Chief Compliance Officer | Since 2020 | Chief Compliance Officer (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Vice President (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Formerly, Vice President – Senior Compliance Officer<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment Advisors LP (January 2020 – August 2020 and July 2014 – March 2017)<br>Formerly, Vice President – Head of Compliance & Operations Asia Ex-Japan<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment Advisors LP (April 2017 – January 2020) |
| James J. Taylor<br> 1983 | Vice President and Assistant Treasurer | Since 2020 | Vice President and Assistant Treasurer (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2020) |

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<sup>1</sup> Each officer holds office for an indefinite term at the pleasure of the Board of Directors and until his or her successor is elected and qualified.

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**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 (1) without charge, upon request, by calling collect: (512) 306-7400; (2) from the Advisor's website at http://us.dimensional.com; and (3) on the SEC's website at http://www.sec.gov. 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 https://www.dimensional.com/us-en/who-we-are/investment-stewardship and reflects the twelve-month period beginning July 1st and ending June 30th.

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**TAX NOTICE TO SHAREHOLDERS** 

**(Unaudited)** 

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2022. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2022 (e.g., IRS Form 1099-DIV) will be provided in early 2023. Shareholders should refer to these statements in preparing their calendar year 2022 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2022.

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| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Dimensional**<br> **Investment Group Inc.** | **Net**<br>**Investment**<br>**Income**<br>**Distributions** | **Short-Term**<br>**Capital Gain**<br>**Distributions** | **Long-Term**<br>**Capital Gain**<br>**Distributions** | **Return of**<br>**Capital** | **Tax-Exempt**<br>**Interest** | **Total**<br>**Distributions** | **Qualified**<br>**Dividends**<br>**(for**<br>**Corporate**<br>**Dividends**<br>**Received**<br>**Deduction) (1)** | **Qualified**<br>**Dividend**<br>**Income (2)** | **U.S.**<br>**Government**<br>**Interest (3)** | **Foreign**<br>**Tax**<br>**Credit (4)** | **Foreign**<br>**Source**<br>**Income (5)** | **Qualified**<br>**Net**<br>**Interest**<br>**Income (6)** | **Qualified**<br>**Short-**<br>**Term**<br>**Capital**<br>**Gain (7)** |
|  Emerging Markets Portfolio II | 17% | 2% | 81% | – |  | 100% | – | 50% | – | 6% | 83% | – | 100% |

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(1) Qualified Dividends represents the amount that qualifies for the corporate dividends-received deduction under
Section 243 of the Internal Revenue Code and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(2) Qualified Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under
Section 1(h)(11) of the Internal Revenue Code and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(3) U.S. Government Interest represents the amount of interest that was derived from direct U.S. Government
obligations and distributed during the fiscal year. This amount is reflected as a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.
Generally, interest from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of a state tax exemption based on your individual circumstances.

(4) Foreign Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through
under Section 853 of the Internal Revenue Code and is reflected as a percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(5) Foreign Source Income represents the amount of dividends derived from foreign sources and is reflected as a
percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(6) Qualified Net Interest Income represents the amount of interest income available as interest-related dividends
generally exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions
(the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(7) Qualified Short-Term Capital Gain represents the amount available as short-term capital gain dividends
generally exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income
distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

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|:---|:---|
|  ![LOGO](g410669g68v00.jpg)  | DFA103122-011A<br> 00281084 |

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![LOGO](g370499g01v00.jpg)

Annual Report

**Year Ended: October 31, 2022** 

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DFA INVESTMENT DIMENSIONS GROUP INC. / DIMENSIONAL INVESTMENT GROUP INC.

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**DFA Investment Dimensions Group Inc.** 

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| | |
|:---|:---|
|  **DFA One-Year Fixed Income Portfolio** | **DFA Targeted Credit Portfolio** |
|  **DFA Two-Year Global Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** |
|  **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Investment Grade Portfolio** |
|  **DFA Five-Year Global Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** |
|  **DFA World ex U.S. Government Fixed Income Portfolio** | **DFA LTIP Portfolio** |
|  **DFA Short-Term Government Portfolio** | **DFA Inflation-Protected Securities Portfolio** |
|  **DFA Intermediate Government Fixed Income Portfolio** | **DFA Short-Duration Real Return Portfolio** |
|  **DFA Short-Term Extended Quality Portfolio** | **DFA Global Core Plus Real Return Portfolio** |
|  **DFA Intermediate-Term Extended Quality Portfolio** |  |

---

**Dimensional Investment Group Inc.** 

------

**DFA Two-Year Fixed Income Portfolio** 

**DFA Two-Year Government Portfolio** 

------

![LOGO](g370499g03v01.jpg)

December 2022

Dear Shareholder,

For more than four decades, Dimensional has been innovating on behalf of investors, using financial science to pursue higher expected returns across a range of market conditions.

We start with what clients are seeking and determine how best to deliver strategies to meet those needs through a systematic approach designed to add value over indexing. Every day, we manage our strategies through a flexible process that allows us to consistently focus on reducing costs and controlling risks. We believe in sensible ideas that we can implement well. And we're committed to continuing to enhance the investment solutions and services we provide to empower financial professionals.

On behalf of everyone at Dimensional, we thank you for entrusting us with your investments.

---

| | |
|:---|:---|
| Sincerely, |  |
| ![LOGO](g370499g03v02.jpg) | ![LOGO](g370499g03v03.jpg) |
| David P. Butler | Gerard O'Reilly |
| CO-CHIEF EXECUTIVE OFFICER | CO-CHIEF EXECUTIVE OFFICER and<br> CHIEF INVESTMENT OFFICER |

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**ANNUAL REPORT** 

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
|  **Letter to Shareholders** |  |
|  **[Definitions of Abbreviations and Footnotes](#tx370499_1)** | 1 |
|  **DFA Investment Dimensions Group Inc.** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx370499_2) | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx370499_3) | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx370499_4) | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx370499_5) | 25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schedules of Investments |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA One-Year Fixed Income Portfolio](#tx370499_6) | 27 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Two-Year Global Fixed Income Portfolio](#tx370499_7) | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Selectively Hedged Global Fixed Income Portfolio](#tx370499_8) | 35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Five-Year Global Fixed Income Portfolio](#tx370499_9) | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA World ex U.S. Government Fixed Income Portfolio](#tx370499_10) | 51 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Short-Term Government Portfolio](#tx370499_11) | 55 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Intermediate Government Fixed Income Portfolio](#tx370499_12) | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Short-Term Extended Quality Portfolio](#tx370499_13) | 58 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Intermediate-Term Extended Quality Portfolio](#tx370499_14) | 70 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Targeted Credit Portfolio](#tx370499_15) | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Global Core Plus Fixed Income Portfolio](#tx370499_16) | 85 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Investment Grade Portfolio](#tx370499_17) | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Diversified Fixed Income Portfolio](#tx370499_18) | 117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA LTIP Portfolio](#tx370499_19) | 118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Inflation-Protected Securities Portfolio](#tx370499_20) | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Short-Duration Real Return Portfolio](#tx370499_21) | 120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Global Core Plus Real Return Portfolio](#tx370499_22) | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Assets and Liabilities](#tx370499_23) | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Operations](#tx370499_24) | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx370499_25) | 154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx370499_26) | 159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx370499_27) | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx370499_28) | 193 |
|  **Dimensional Investment Group Inc.** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx370499_29) | 195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx370499_30) | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx370499_31) | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx370499_32) | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schedules of Investments |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Two-Year Fixed Income Portfolio](#tx370499_33) | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Two-Year Government Portfolio](#tx370499_34) | 204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Assets and Liabilities](#tx370499_35) | 205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Operations](#tx370499_36) | 206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx370499_37) | 207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx370499_38) | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx370499_39) | 209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx370499_40) | 217 |
|  **[Fund Management](#tx370499_41)** | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Board of Directors](#tx370499_42) | 220 |
|  **[Voting Proxies on Fund Portfolio Securities](#tx370499_43)** | 230 |
|  **[Tax Notice to Shareholders](#tx370499_44)** | 231 |

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

i

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**DIMENSIONAL INVESTMENT GROUP INC.** 

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES** 

**Schedules of Investments** 

---

| | |
|:---|:---|
| Investment Abbreviations |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SA | Special Assessment |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SOFR | Secured Overnight Financing Rate |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USTMMR | U.S. Treasury Money Market Rate |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3M Swap | Three Month Swap |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA | To be announced |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AUD | Australian Dollars |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CAD | Canadian Dollars |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DKK | Danish Krone |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EUR | Euro |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GBP | British Pounds |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NOK | Norwegian Krone |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NZD | New Zealand Dollars |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SEK | Swedish Krona |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD | United States Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPY | Japanese Yen |
| Investment Footnotes |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; † | See Note B to Financial Statements. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; # | Total or Partial Securities on Loan. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(r) | The adjustable rate shown is effective as of October 31, 2022. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; W | Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional investors. This security has been deemed liquid based upon the Fund's Liquidity Guidelines. The liquidity determination is unaudited. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; @ | Security purchased with cash collateral received from Securities on Loan. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; § | Affiliated Fund. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ^ | Denominated in USD, unless otherwise noted. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ± | Face Amount of security is not adjusted for inflation. |
| **<u>Financial Highlights</u>** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; \* | Tax return of capital is calculated based on the average shares method. Amounts are less than $0.01 per share. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) | Computed using average shares outstanding. (B) Non-Annualized |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) | Non-Annualized |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(C) | Represents the combined ratios for the respective Portfolio and its respective pro-rata share of its Underlying Funds. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(D) | Annualized |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(E) | Because of commencement of operations and related preliminary transaction costs, these ratios are not necessarily indicative of future ratios. |

---

------

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES** 

**CONTINUED** 

**<u>All Statements, Schedules and Notes to Financial Statements</u>**

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | Amounts designated as — are either zero or rounded to zero. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SEC | Securities and Exchange Commission |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CPI | Consumer Price Index |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ʊ | Commencement of Operations |

---

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

**DFA One-Year Fixed Income Portfolio vs.** 

**ICE BofA US 6-Month Treasury Bill Index,** 

**ICE BofA 1-Year US Treasury Note Index** 

**October 31, 2012-October 31, 2022**![LOGO](g370499g09v01.jpg)

**DFA Two-Year Global Fixed Income Portfolio vs.** 

**FTSE World Government Bond Index, 1-2 Years, Currency-Hedged in USD Terms** 

**October 31, 2012-October 31, 2022**![LOGO](g370499g09v02.jpg)

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

**DFA Selectively Hedged Global Fixed Income Portfolio vs.** 

**FTSE World Government Bond Index,** 

**1-3 Years, in USD Terms (Unhedged)** 

**October 31, 2012-October 31, 2022**![LOGO](g370499g10v01.jpg)

**DFA Five-Year Global Fixed Income Portfolio vs.** 

**FTSE World Government Bond Index,** 

**1-5 Years, Currency-Hedged in USD Terms** 

**October 31, 2012-October 31, 2022**![LOGO](g370499g10v02.jpg)

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

**DFA World ex U.S. Government Fixed Income Portfolio vs.** 

**FTSE Non-USD World Government Bond Index, Currency-Hedged in USD Terms** 

**October 31, 2012-October 31, 2022**![LOGO](g370499g11v01.jpg)

**DFA Short-Term Government Portfolio vs.** 

**ICE BofA 1-5 Year US Treasury & Agency Index** 

**October 31, 2012-October 31, 2022**![LOGO](g370499g11v02.jpg)

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

**DFA Intermediate Government Fixed Income Portfolio vs.** 

**Bloomberg U.S. Government Bond Index** 

**October 31, 2012-October 31, 2022**![LOGO](g370499g12v01.jpg)

**DFA Short-Term Extended Quality Portfolio vs.** 

**ICE BofA 1-5 Year US Corporate & Government Index** 

**October 31, 2012-October 31, 2022**![LOGO](g370499g12v02.jpg)

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

**DFA Intermediate-Term Extended Quality Portfolio vs.** 

**Bloomberg U.S. Credit Bond Index** 

**October 31, 2012-October 31, 2022**![LOGO](g370499g13v01.jpg)

**DFA Targeted Credit Portfolio vs.** 

**Bloomberg Global Aggregate Credit Bond Index 1-5 years (Hedged to USD)** 

**May 20, 2015-October 31, 2022**![LOGO](g370499g13v02.jpg)

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

**DFA Global Core Plus Fixed Income Portfolio vs.** 

**Bloomberg Global Aggregate Bond Index (hedged to USD)** 

**January 11, 2018-October 31, 2022**![LOGO](g370499g14v01.jpg)

**DFA Investment Grade Portfolio vs.** 

**Bloomberg U.S. Aggregate Bond Index** 

**October 31, 2012-October 31, 2022**![LOGO](g370499g14v02.jpg)

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

**DFA Diversified Fixed Income Portfolio vs.** 

**Bloomberg U.S. Government Bond Index Intermediate** 

**August 10, 2016-October 31, 2022**![LOGO](g370499g15v01.jpg)

**DFA LTIP Portfolio vs.** 

**FTSE U.S. Inflation-Linked Securities Index, 20+ Years** 

**October 31, 2012-October 31, 2022**![LOGO](g370499g15v02.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

**DFA Inflation-Protected Securities Portfolio vs.** 

**Bloomberg U.S. TIPS Index** 

**October 31, 2012-October 31, 2022**![LOGO](g370499g16v01.jpg)

**DFA Short Duration Real Return Portfolio vs.** 

**Bloomberg U.S. TIPS 1-5 Years Index** 

**November 5, 2013-October 31, 2022**![LOGO](g370499g16v02.jpg)

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

**DFA Global Core Plus Real Return Portfolio vs.** 

**Bloomberg Global Aggregate Bond Index (hedged to USD)** 

**April 26, 2021-October 31, 2022**![LOGO](g370499g17v00.jpg)

------

---

| | |
|:---|:---|
| **MANAGEMENT'S DISCUSSION AND ANALYSIS** | **MANAGEMENT'S DISCUSSION AND ANALYSIS** |
| **Fixed Income Market Review** | **12 Months Ended October 31, 2022** |

---

Bond yields generally increased in the U.S. during the 12 months ended October 31, 2022. Longer-term government bonds generally underperformed shorter-term government bonds for theperiod. Bond yields also increased across global developed markets, resulting in the generalunderperformance of longer-term government bonds across global developed markets as well.

Long-term bond indices generally underperformed short-term bond indices in global developed fixed income markets for the 12months ended October 31, 2022. For example, the FTSE World Government Bond Index 1-3 Years (hedged to USD) returned -3.35%, while the FTSE World Government Bond Index 20+ Years (hedged to USD) returned -29.51%. Within the U.S., the Bloomberg U.S. Treasury Bond Index 1-3 Years returned -4.85%, while the Bloomberg U.S. Treasury Bond Index 20+ Yearsreturned -33.73%.

---

| | | | |
|:---|:---|:---|:---|
|  | **October 31, 2021** | **October 31, 2022** | **Change** |
|  One-Month Treasury Bill (yield) | 0.06% | 3.73% | 3.67% |
|  Ten-Year U.S. Treasury Notes (yield) | 1.55% | 4.10% | 2.55% |

---

Source: Bloomberg

Many of Dimensional's fixed income strategies use a variable maturity approach that identifies a maturity range with higher expected returns. When the yield curve is flat or inverted, short-term securities are believed to offer higher expected returns. When the yield curve is upwardly sloped, portfolio maturities may be lengthened to seek the higher expected returns associated with longer maturities. These higher returns may be achieved by capital appreciation (from holding bonds through an upwardly sloped term structure) as well as by earning higher current yields.

During the period under review, within the taxable bond market, the ultra-short-term Portfolios employing a variable maturity approach generally focused on the longer end of their eligible maturity range, reflecting a generally upwardly sloped ultra-short-term segment of eligible yield curves. The short-term Portfolios employing a variable maturity approach typically shortened duration by focusing on the one- to three-year maturity range as higher expected returns generally resided within this segment, reflecting the flat to inverted nature of eligible yield curves beyond three-years. The intermediate-term Portfolios employing a variable maturity approach focused on a combination of short- and long-term securities as certain eligible yield curves were generally upwardly sloped in their long-term segments. Realized term premiums were generally negative during the period.

Some of Dimensional's fixed income strategies use a variable credit approach that varies exposure to lower credit quality securities. When credit spreads are narrow, higher-quality securities are emphasized. When credit spreads are wide, additional credit exposure may be taken in order to position a Portfolio to seek higher expected returns by capturing higher expected credit premiums.

Credit spreads widened over the period, indicating larger expected credit premiums. As a result, the variable credit Portfolios generally increased their allocations to single-A, BBB, and where allowable and appropriate, BB rated bonds during the period. Realized credit premiums were generally negative, as corporate bonds underperformed their government bond counterparts. Corporate bonds also generally underperformed securitized bonds during the period.

------

For the tax-exempt market, Portfolios employing a variable maturity approach generally focused on the shorter-end of their eligible duration ranges, reflecting the relatively flat slope of eligible municipal curves during the period. Realized term premiums were generally negative for municipal securities during the period.

**DFA One-Year Fixed Income Portfolio** 

The DFA One-Year Fixed Income Portfolio is designed to achieve a stable real return in excess of the rate of inflation by generally investing in high-quality fixed income securities and maintaining a weighted average portfolio maturity of one year or less. The investment strategy uses a variable maturity approach and shifts maturities based on changes in the yield curve. The strategy uses current yields and identifies favorable maturity ranges of expected returns based on potential buy and sell strategies. Maturity targets are shifted based on Dimensional's expectations for term premiums. The weighted average duration of the Portfolio was 0.91 year as of October 31, 2022, compared to 0.63 year as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -2.10% for the Portfolio, 0.55% for the ICE BofA U.S. 6-Month Treasury Bill Index, and -1.86% for the ICE BofA 1-Year U.S. Treasury Note Index, the Portfolio's benchmarks. During the period, the U.S. Treasury yield curve was generally upwardly sloped along the Portfolio's eligible maturity range, indicating larger expected term premiums. As such, the Portfolio was focused on the longer end of its eligible maturity range for most of the period. However, realized term premiums were generally negative during the period. As a result, the Portfolio's allocation to securities with maturities longer than one-year detracted from performance relative to both the ICE BofA U.S. 6-Month Treasury Bill Index, and the ICE BofA 1-Year U.S. Treasury Note Index.

**DFA Two-Year Global Fixed Income Portfolio** 

The DFA Two-Year Global Fixed Income Portfolio is designed to maximize risk-adjusted total returns consistent with the preservation of capital by investing in U.S. and foreign government securities, high-quality corporate securities, and global fixed income instruments maturing in three years or less (under normal circumstances, the Portfolio will invest at least 80% of its net assets in fixed income securities that mature within two years). The Portfolio also maintains an average portfolio maturity of two years or less. The currency exposure associated with non-U.S. dollar-denominated securities within the Portfolio is generally hedged back to the U.S. dollar. The investment strategy uses a variable maturity approach and shifts maturities and country allocations based on changes in the eligible yield curves. The weighted average duration of the Portfolio increased to 1.35 years as of October 31, 2022, from 1.09 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -3.31% for the Portfolio and -2.29% for the FTSE World Government Bond Index, 1-2 Years, Currency-Hedged in USD terms, the Portfolio's benchmark. During the period, yield curves in global developed markets were generally upwardly sloped along the Portfolio's eligible maturity range, but flattened later in the period, indicating smaller expected term premiums. As such, the Portfolio's duration was increased at the beginning of the period and then decreased later in the period. Over the full 12 months, the Portfolio's weighted average

------

duration was longer than that of the benchmark. The Portfolio focused on securities denominated in the Australian dollar, Canadian dollar, New Zealand dollar, Norwegian krone, and U.S. dollar given higher currency hedged expected returns residing within these markets. Realized term premiums were generally negative across global developed markets during the period. As a result, the Portfolio's allocation to securities in the two- to three-year maturity range detracted from performance relative to the benchmark. The Portfolio's underweight to securities denominated in the euro and Japanese yen and overweight to securities denominated in the U.S. dollar also detracted from relative performance.

**DFA Selectively Hedged Global Fixed Income Portfolio** 

The DFA Selectively Hedged Global Fixed Income Portfolio is designed to maximize total returns by investing in U.S. and foreign government securities, investment grade corporate securities, and global fixed income instruments. The Portfolio primarily invests in securities that mature within five years and maintains a weighted average portfolio maturity and duration of three years or less. The Portfolio hedges foreign currency exposure on a selective basis to capture higher interest rates that may be offered in foreign yield curves. The investment strategy uses both variable maturity and variable credit approaches and shifts maturities and country allocations based on changes in the eligible yield curves for each country. Using current yield curves, the strategy identifies the countries and maturity ranges offering favorable expected returns. Maturity targets and country allocations are shifted as expected return premiums change. The Portfolio may emphasize investment grade obligations rated in the lower half of the investment grade spectrum or may deemphasize these securities when Dimensional believes the expected credit premium for holding such securities is relatively low. The weighted average duration of the Portfolio decreased to 2.37 years as of October 31, 2022, from 2.74 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -8.03% for the Portfolio and -10.80% for the FTSE World Government Bond Index 1-3 Years (unhedged) in USD terms, the Portfolio's benchmark. The Portfolio was approximately 92.6% hedged to the U.S. dollar during the period. The U.S. dollar generally appreciated relative to other developed market currencies such as the euro and Japanese yen. As a result, the Portfolio's hedge to the U.S. dollar was the primary contributor to performance relative to the unhedged benchmark. During the period, yield curves in global developed markets generally flattened within the Portfolio's eligible maturity range, indicating smaller expected term premiums. As such, the Portfolio's duration was decreased. Credit spreads widened over the period, indicating larger expected credit premiums. As such, the Portfolio's allocation to single-A and BBB rated credit securities was increased. Both realized term premiums and credit premiums were generally negative during the period. As a result, the Portfolio's allocation to longer maturity credit securities and underweight to government securities detracted from relative performance.

**DFA Five-Year Global Fixed Income Portfolio** 

The DFA Five-Year Global Fixed Income Portfolio is designed to provide a market rate of return by investing in U.S. and foreign government securities, high-quality corporate fixed income securities, and currency-hedged global fixed income instruments maturing in five years or less. The Portfolio also maintains an average portfolio maturity of five years or less. The currency exposure associated with non-U.S. dollar denominated securities within the Portfolio is generally hedged back to the U.S. dollar. The investment strategy uses a variable maturity approach and shifts maturities and country allocations based on changes in the eligible yield curves. The strategy uses current yields and identifies favorable maturity ranges of expected returns based on potential buy and sell strategies for each eligible country. Maturity targets and country allocations are shifted based on Dimensional's expectations for term premiums. The weighted average duration of the Portfolio decreased to 1.94 years as of October 31, 2022, from 4.20 years as of October 31, 2021.

------

For the 12 months ended October 31, 2022, total returns were -7.15% for the Portfolio and -5.00% for the FTSE World Government Bond Index, 1-5 Years, Currency-Hedged in USD terms, the Portfolio's benchmark. During the period, yield curves in global developed markets generally flattened along the Portfolio's eligible maturity range, indicating smaller expected term premiums. As such, the Portfolio's duration was decreased. The Portfolio focused on securities denominated in the Australian dollar, Canadian dollar, and U.S. dollar given higher currency hedged expected returns within these markets. Realized term premiums were generally negative across global developed markets during the period. As a result, the Portfolio's overweight to U.S. dollar-denominated securities in the three- to five-year maturity range and underweight to euro-denominated securities in the one- to three-year maturity range detracted from relative performance. The Portfolio's underweight to securities denominated in Japanese yen also detracted from relative performance as these securities generally outperformed within the global developed market.

**DFA World ex U.S. Government Fixed Income Portfolio** 

The DFA World ex U.S. Government Fixed Income Portfolio is designed to maximize total returns by investing in high-quality debt securities issued primarily by non-U.S. government issuers and supranational organizations and their agencies. The currency exposure associated with non-U.S. dollar-denominated securities within the Portfolio is generally hedged back to the U.S. dollar. The Portfolio primarily invests in securities that mature within 15 years and generally maintains a weighted average duration of no more than a quarter of a year greater than, and no less than one year below, the weighted average duration of the Portfolio's benchmark. The weighted average duration of the Portfolio decreased to 8.81 years as of October 31, 2022, from 9.93 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -17.33% for the Portfolio and -11.59% for the FTSE Non-USD World Government Bond Index, Currency-Hedged in USD terms, the Portfolio's benchmark. During the period, yield curves in global developed markets were generally upwardly sloped, indicating larger expected term premiums. As such, the Portfolio maintained a duration similar to that of the benchmark. Realized term premiums were, however, generally negative during the period. As a result, the Portfolio's underweight to securities in the one- to seven-year maturity range and overweight to intermediate-term securities denominated in the Australian dollar, British pound, and euro detracted from performance relative to the benchmark. The Portfolio's underweight to securities denominated in Japanese yen also detracted from relative performance as these securities generally outperformed within the global developed market.

**DFA Short-Term Government Portfolio** 

The DFA Short-Term Government Portfolio is designed to maximize risk-adjusted total returns by investing in U.S. government and U.S. government agency securities maturing in five years or less and maintains a weighted average portfolio maturity and duration of three years or less. The investment strategy uses a variable maturity approach and shifts maturities based on changes in the yield curve. The strategy uses current yields and identifies favorable maturity ranges of expected returns based on potential buy and sell strategies. Maturity targets are shifted based on Dimensional's expectations for term premiums. The weighted average duration of the Portfolio decreased to 1.01 years as of October 31, 2022, from 2.77 years as of October 31, 2021.

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For the 12 months ended October 31, 2022, total returns were -5.19% for the Portfolio and -6.53% for the ICE BofA 1-5 Year U.S. Treasury and Agency Index, the Portfolio's benchmark. During the period, the U.S. Treasury yield curve was generally upwardly sloped along the Portfolio's eligible maturity range but became flat to inverted beyond two-years later in the period, indicating smaller expected term premiums. As such, the Portfolio's duration was decreased towards the shorter end of its eligible maturity range. Realized term premiums were generally negative for government securities during the period. As a result, the Portfolio's overweight to securities in the zero- to two-year maturity range and underweight to securities in the three- to five-year maturity range contributed positively to relative performance.

**DFA Intermediate Government Fixed Income Portfolio** 

The DFA Intermediate Government Fixed Income Portfolio is designed to provide current income consistent with the preservation of capital from investing generally in U.S. Treasury and government agency issues with maturities of between five and 15 years. The weighted average duration of the Portfolio decreased to 5.96 years as of October 31, 2022, from 6.94 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -14.37% for the Portfolio and -13.94% for the Bloomberg U.S. Government Bond Index, the Portfolio's benchmark. Interest rates generally increased during the period and the combination of short- and long-term government securities generally outperformed intermediate-term government securities. As a result, the Portfolio's underweight to securities in the one- to five-year maturity range and overweight to securities in the five- to 15-year maturity range detracted from relative performance. Conversely, the Portfolio's exclusion of securities with maturities longer than 15-years contributed positively to relative performance.

**DFA Short-Term Extended Quality Portfolio** 

The DFA Short-Term Extended Quality Portfolio is designed to maximize total returns by investing in U.S. and foreign corporate debt securities with an investment grade credit rating. The Portfolio uses both variable maturity and variable credit approaches and generally emphasizes investment grade obligations rated in the lower half of the investment grade spectrum except when Dimensional believes the expected credit premium is relatively low. The Portfolio primarily invests in securities that mature within five years and maintains a weighted average portfolio maturity and duration of three years or less. The currency exposure associated with non-U.S. dollar-denominated securities within the Portfolio is generally hedged back to the U.S. dollar. The weighted average duration of the Portfolio decreased to 2.31 years as of October 31, 2022, from 2.78 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -6.81% for the Portfolio and -7.11% for the ICE BofA 1-5 Year U.S. Corporate & Government Index, the Portfolio's benchmark. During the period, yield curves in global developed markets generally flattened along the Portfolio's eligible maturity range, indicating smaller expected term premiums. As such, the Portfolio's duration was decreased. The Portfolio focused on securities denominated in the Australian dollar, Canadian dollar, euro, Norwegian krone, and U.S. dollar given higher currency hedged expected returns within these markets. Realized term premiums were generally negative during the period. As a result, the Portfolio's overweight to shorter-term securities denominated in the Australian dollar, Canadian dollar, euro, and Norwegian krone contributed positively to relative performance. Credit spreads widened over the

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period, indicating larger expected credit premiums. As a result, the Portfolio's allocation to single-A and BBB rated corporate securities was increased. Realized credit premiums were, however, generally negative during the period. As a result, the Portfolio's overweight to single-A and BBB rated corporate securities detracted from relative performance.

**DFA Intermediate-Term Extended Quality Portfolio** 

The DFA Intermediate-Term Extended Quality Portfolio is designed to maximize total returns by investing in U.S. and foreign corporate debt securities with an investment grade credit rating. The Portfolio uses a variable credit approach and generally emphasizes investment grade obligations rated in the lower half of the investment grade spectrum, except when Dimensional believes the expected credit premium is relatively low. The Portfolio primarily invests in securities that mature within 20 years and generally maintains a weighted average duration of no more than a quarter of a year greater than, and no less than one year below, the weighted average duration of the Portfolio's benchmark. The currency exposure associated with non-U.S. dollar-denominated securities within the Portfolio is generally hedged back to the U.S. dollar. The weighted average duration of the Portfolio decreased to 6.86 years as of October 31, 2022, compared to 8.15 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -19.74% for the Portfolio and -18.91% for the Bloomberg U.S. Credit Bond Index, the Portfolio's benchmark. During the period, the U.S. yield curve was broadly upwardly sloped, indicating larger expected term premiums. As such, the Portfolio maintained a duration similar to that of the benchmark with an underweight to short- and long-term securities, and an overweight to intermediate-term securities. Realized term premiums were generally negative during the period. As a result, the Portfolio's underweight to short-term securities and overweight to intermediate-term securities detracted from relative performance. Credit spreads widened over the period, indicating larger expected credit premiums. As such, the Portfolio's allocation to single-A and BBB rated corporate securities was increased during the period and the Portfolio was overweight corporate securities and underweight government-related securities relative to the benchmark. Realized credit premiums were generally negative during the period. As a result, the Portfolio's overweight to corporate securities and underweight to government-related securities also detracted from relative performance.

**DFA Targeted Credit Portfolio** 

The DFA Targeted Credit Portfolio seeks to maximize total returns by investing in U.S. and foreign corporate debt securities rated in the lower half of the investment grade spectrum as well as BB rated securities that mature within five years. The Portfolio also maintains a weighted average maturity and duration of five years or less. The currency exposure associated with non-U.S. dollar-denominated securities within the Portfolio is generally hedged back to the U.S. dollar. The investment strategy uses both variable maturity and variable credit approaches and shifts maturities and country allocations based on changes in the eligible yield curves. The strategy uses current yields and identifies favorable maturity ranges of expected returns based on potential buy and sell strategies for each eligible country. Maturity targets and country allocations are shifted based on Dimensional's expectations for term premiums. While the Portfolio targets debt securities rated single-A, BBB, and BB, it may vary its exposure to credit within this range. The weighted average duration of the Portfolio decreased to 2.74 years as of October 31, 2022, from 3.43 years as of October 31, 2021.

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For the 12 months ended October 31, 2022, total returns were -9.17% for the Portfolio and -7.56% for the Bloomberg Global Aggregate Credit Index 1-5 Years, Currency-Hedged in USD terms, the Portfolio's benchmark. During the period, yield curves in global developed markets generally flattened along the Portfolio's eligible maturity range, with higher expected returns generally residing within the zero- to three-year maturity range. As such, the Portfolio's duration was decreased, but was on average longer than the benchmark's duration over the full 12 months. Realized term premiums were generally negative during the period. As a result, the Portfolio's longer weighted average duration, with an overweight to securities in the three- to five-year maturity range, detracted from performance relative to the benchmark. Credit spreads widened over the period, indicating larger expected credit premiums. As such, the Portfolio's allocation to BBB rated credit securities was increased. Realized credit premiums were generally negative during the period, however, short-term BB rated credit securities generally outperformed single-A and BBB rated credit securities. As a result, the Portfolio's overweight to BBB rated credit securities detracted from relative performance. Conversely, the Portfolio's allocation to BB rated securities contributed positively to relative performance. The Portfolio's underweight to securities denominated in the Japanese yen also detracted from relative performance as these securities generally outperformed within the global developed market.

**DFA Global Core Plus Fixed Income Portfolio** 

The DFA Global Core Plus Fixed Income Portfolio is designed to maximize total returns by investing in a universe of U.S. and foreign fixed income securities using a variable credit approach. The Portfolio emphasizes investment grade obligations rated in the lower half of the investment grade spectrum, as well as BB-rated securities, except when Dimensional believes the expected credit premium is relatively low. The Portfolio follows a variable maturity strategy within a range of no more than half a year greater than, and no less than one year below, the weighted average duration of the Portfolio's benchmark. The currency exposure associated with non-U.S. dollar-denominated securities within the Portfolio is generally hedged back to the U.S. dollar. The weighted average duration of the Portfolio decreased to 7.23 years as of October 31, 2022, from 7.73 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -17.71% for the Portfolio and -12.12% for the Bloomberg Global Aggregate Bond Index (hedged to USD), the Portfolio's benchmark. Credit spreads widened over the period, indicating larger expected credit premiums. As such, the Portfolio's allocation to single-A, BBB, and BB rated credit securities was increased and the Portfolio was overweight intermediate-term single-A, BBB, and BB rated credit securities relative to the benchmark. Realized credit premiums were, however, generally negative during the period. As a result, the Portfolio's overweight to intermediate-term BBB rated credit securities detracted from relative performance. During the period, yield curves in global developed markets were generally upwardly sloped, indicating larger expected term premiums. As such, the Portfolio maintained a duration similar to that of the benchmark. Realized term premiums were, however, generally negative during the period. As a result, the Portfolio's overweight to intermediate-term securities and underweight to short-term securities detracted from relative performance. The Portfolio's underweight to securities denominated in the Japanese yen also detracted from relative performance as these securities generally outperformed within the global developed market.

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**DFA Investment Grade Portfolio** 

The DFA Investment Grade Portfolio is designed to maximize total returns through exposure to a broad portfolio of investment grade debt securities of U.S. and non-U.S. corporate and government issuers using a variable credit approach. The Portfolio emphasizes investment grade obligations rated in the lower half of the investment grade spectrum, except when Dimensional believes the expected credit premium is relatively low. The Portfolio primarily invests in securities that mature within 20 years and follows a variable maturity strategy within a range of no more than a quarter of a year greater than, and no less than one year below, the weighted average duration of the Portfolio's benchmark. The currency exposure associated with non-U.S. dollar-denominated securities within the Portfolio is generally hedged back to the U.S. dollar. The weighted average duration of the Portfolio decreased to 6.12 years as of October 31, 2022, from 6.63 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -15.69% for the Portfolio and -15.68% for the Bloomberg U.S. Aggregate Bond Index, the Portfolio's benchmark. During the period, the U.S. yield curve was broadly upwardly sloped, indicating larger expected term premiums. As such, the Portfolio maintained a duration similar to that of the benchmark with an underweight to short- and long-term securities and an overweight to intermediate-term securities. Realized term premiums were generally negative during the period. As a result, the Portfolio's underweight to short-term securities and overweight to intermediate-term securities detracted from relative performance. Conversely, the Portfolio's exclusion of securities with maturities longer than 20-years contributed positively to relative performance. Credit spreads widened over the period, indicating larger expected credit premiums. As such, the Portfolio's allocation to single-A and BBB rated corporate securities was increased. Realized credit premiums were, however, generally negative during the period. As a result, the Portfolio's overweight to BBB rated corporate securities detracted from relative performance. The Portfolio's exclusion of securitized securities also detracted from performance relative to the benchmark.

**DFA Diversified Fixed Income Portfolio** 

The DFA Diversified Fixed Income Portfolio is designed to provide a market rate of return for a fixed income portfolio with low relative volatility by investing directly or through other funds managed by Dimensional ("Underlying Funds") in a universe of U.S. and foreign debt securities, including inflation-protected securities. During the period covered by this report, the Portfolio's investments in Underlying Funds included the DFA Two-Year Global Fixed Income Portfolio and DFA Intermediate Government Fixed Income Portfolio. Generally, the Portfolio or the Underlying Funds will purchase debt securities that mature within 20 years. The average duration of the Portfolio decreased to 3.67 years as of October 31, 2022, from 4.49 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -8.63% for the Portfolio and -9.08% for the Bloomberg U.S. Intermediate Government Bond Index, the Portfolio's benchmark. Realized inflation was higher than expected inflation during the period. As a result, the Portfolio's allocation to inflation-protected securities relative to the nominal benchmark was the primary contributor to relative performance. Realized term premiums were generally negative during the period. As a result, the Portfolio's underweight to intermediate-term government securities also contributed positively to relative performance.

**DFA LTIP Portfolio** 

The DFA LTIP Portfolio seeks to provide total return composed of income and capital appreciation consistent with inflation-protected long-term instruments. The Portfolio generally invests in inflation-protected securities issued by the U.S. government and its agencies and instrumentalities with maturities longer than 10 years. The weighted average duration of the Portfolio decreased to 26.27 years as of October 31, 2022, from 26.61 years as of October 31, 2021.

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For the 12 months ended October 31, 2022, total returns were -38.26% for the Portfolio and -32.79% for the FTSE U.S. Inflation-Linked Securities Index, 20+ Years, the Portfolio's benchmark. Real interest rates increased during the period. As such, the Portfolio's longer duration detracted from performance relative to the benchmark, as realized term premiums were generally negative in the U.S. Treasury Inflation-Protected Securities market.

**DFA Inflation-Protected Securities Portfolio** 

The DFA Inflation-Protected Securities Portfolio is designed to provide inflation protection and current income by investing in inflation-protected securities (TIPS) issued by the U.S. government and its agencies and instrumentalities with maturities of between five and 20 years. The weighted average duration of the Portfolio decreased to 6.90 years as of October 31, 2022, from 7.84 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -12.04% for the Portfolio and -11.47% for the Bloomberg U.S. TIPS Index, the Portfolio's benchmark. Real interest rates increased during the period and long-term TIPS underperformed short-term TIPS. As a result, the Portfolio's underweight to TIPS in the one- to four-year maturity range and overweight to TIPS in the 15- to 20-year maturity range detracted from relative performance. Conversely, the Portfolio's exclusion of TIPS with maturities longer than 20-years contributed positively to relative performance.

**DFA Short-Duration Real Return Portfolio** 

The DFA Short-Duration Real Return Portfolio is designed to seek inflation protection and maximize total returns. The strategy pursues its investment objective by using both variable maturity and variable credit approaches and investing in a combination of investment grade debt securities and inflation-protected securities that mature within five years, and derivative instruments such as inflation swaps. The Portfolio maintains a weighted average portfolio duration of three years or less. The weighted average duration of the Portfolio decreased to 2.68 years as of October 31, 2022, from 2.88 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -3.21% for the Portfolio and -3.76% for the Bloomberg U.S. TIPS 1-5 Years Index, the Portfolio's benchmark. During the period, the U.S. real yield curve generally flattened along the Portfolio's eligible maturity range, indicating smaller expected real term premiums. As such, the Portfolio's duration was shortened. Realized real term premiums were generally negative during the period. As a result, the Portfolio's shorter weighted average duration contributed positively to relative performance. Realized credit premiums were also generally negative during the period. As a result, the Portfolio's allocation to corporate securities detracted from performance relative to the TIPS-only benchmark.

**DFA Global Core Plus Real Return Portfolio** 

The DFA Global Core Plus Real Return Portfolio is designed to seek inflation protection and maximize total returns. The strategy pursues its investment objective by using both variable maturity and variable credit approaches and investing in a combination of investment grade debt securities, BB rated securities, inflation-protected securities, and derivative instruments such as inflation swaps. The portfolio follows a variable maturity strategy within a range of no more than half a year greater than, and no less than one year below, the weighted average duration of the Portfolio's benchmark. The weighted average duration of the Portfolio decreased to 7.48 years as of October 31, 2022, from 7.64 years as of October 31, 2021.

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For the 12 months ended October 31, 2022, total returns were -13.16% for the Portfolio and -12.12% for the Bloomberg Global Aggregate Bond Index (hedged to USD), the Portfolio's benchmark. The Portfolio's zero-coupon inflation swaps, designed for protection from unexpected inflation, contributed positively to relative performance as realized inflation was higher than expected inflation over the period, benefiting the Portfolio's inflation swaps. The benchmark is a nominal interest rate benchmark that does not contain an inflation-protection component. Credit spreads widened over the period, indicating larger expected credit premiums. As such, the Portfolio's allocation to single-A, BBB, and BB rated credit securities was increased and the Portfolio was overweight intermediate-term single-A, BBB, and BB rated credit securities relative the benchmark. Realized credit premiums were, however, generally negative during the period. As a result, the Portfolio's overweight to intermediate-term BBB rated credit securities detracted from relative performance. During the period, yield curves in global developed markets were generally upwardly sloped, indicating larger expected term premiums. As such, the Portfolio maintained a duration similar to that of the benchmark. Realized term premiums were, however, generally negative during the period. As a result, the Portfolio's overweight to intermediate-term securities and underweight to short-term securities detracted from relative performance. The Portfolio's underweight to securities denominated in the Japanese yen also detracted from relative performance as these securities generally outperformed within the global developed market.

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**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 and 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" reflects 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 costs 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 October 31, 2022** 

**EXPENSE TABLES** 

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>DFA One-Year Fixed Income Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $994.80 | 0.13% | $0.65 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.55 | 0.13% | $0.66 |
|  **<u>DFA Two-Year Global Fixed Income Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $991.70 | 0.16% | $0.80 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.40 | 0.16% | $0.82 |

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**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>DFA Selectively Hedged Global Fixed Income Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $974.60 | 0.16% | $0.80 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.40 | 0.16% | $0.82 |
|  **<u>DFA Five-Year Global Fixed Income Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $984.90 | 0.23% | $1.15 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.05 | 0.23% | $1.17 |
|  **<u>DFA World ex U.S. Government Fixed Income Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $914.30 | 0.20% | $0.97 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.20 | 0.20% | $1.02 |
|  **<u>DFA Short-Term Government Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $989.50 | 0.18% | $0.90 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.30 | 0.18% | $0.92 |
|  **<u>DFA Intermediate Government Fixed Income Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $938.40 | 0.11% | $0.54 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.65 | 0.11% | $0.56 |
|  **<u>DFA Short-Term Extended Quality Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $978.10 | 0.21% | $1.05 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.15 | 0.21% | $1.07 |
|  **<u>DFA Intermediate-Term Extended Quality Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $920.30 | 0.21% | $1.02 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.15 | 0.21% | $1.07 |
|  **<u>DFA Targeted Credit Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $971.10 | 0.20% | $0.99 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.20 | 0.20% | $1.02 |
|  **<u>DFA Global Core Plus Fixed Income Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $921.80 | 0.25% | $1.21 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.95 | 0.25% | $1.28 |
|  **<u>DFA Investment Grade Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $935.40 | 0.21% | $1.02 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.15 | 0.21% | $1.07 |
|  **<u>DFA Diversified Fixed Income Portfolio (2)</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $962.10 | 0.15% | $0.74 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.45 | 0.15% | $0.77 |

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**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>DFA LTIP Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $732.70 | 0.13% | $0.57 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.55 | 0.13% | $0.66 |
|  **<u>DFA Inflation-Protected Securities Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $920.10 | 0.11% | $0.53 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.65 | 0.11% | $0.56 |
|  **<u>DFA Short-Duration Real Return Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $971.30 | 0.22% | $1.09 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.10 | 0.22% | $1.12 |
|  **<u>DFA Global Core Plus Real Return Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $912.00 | 0.29% | $1.40 |
|  Hypothetical 5% Annual Return | $1000.00 | $1023.74 | 0.29% | $1.48 |

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(1) 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 (184), then divided by the number of days in the year (365) to reflect the six-month period.

(2) DFA Diversified Fixed Income Portfolio invests directly and indirectly through other funds. The expenses shown
reflect the direct expenses of the Portfolio and the Portfolio's portion of the expenses of its Underlying Funds (Affiliated Investment Companies).

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**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 as an exhibit to their reports on Form N-PORT. For DFA Investment Dimensions Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. DFA Investment Dimensions Group Inc. filed its most recent Form N-PORT with the SEC on September 28, 2022 (as amended November 18, 2022 with respect to the DFA Intermediate Government Fixed Income Portfolio and the DFA Investment Grade Portfolio). They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following tables, which present portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, are provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

**FIXED INCOME PORTFOLIOS** 

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| | |
|:---|:---|
| **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** |
|  Communications | 1.2% |
|  Consumer, Non-cyclical | 2.4% |
|  Financial | 14.6% |
|  Foreign Government | 14.2% |
|  Multi-National | 0.9% |
|  Supranational | 7.6% |
|  U.S. Government | 59.1% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** |
|  Communications | 1.2% |
|  Consumer, Non-cyclical | 1.7% |
|  Energy | 0.7% |
|  Financial | 21.7% |
|  Foreign Government | 27.2% |
|  Industrial | 0.1% |
|  Multi-National | 1.0% |
|  Supranational | 12.1% |
|  Technology | 0.0% |
|  U.S. Government | 34.3% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Selectively Hedged Global Fixed Income<br>Portfolio** | **DFA Selectively Hedged Global Fixed Income<br>Portfolio** |
|  Basic Materials | 1.3% |
|  Communications | 6.0% |
|  Consumer, Cyclical | 6.8% |
|  Consumer, Non-cyclical | 11.0% |
|  Energy | 5.4% |
|  Financial | 37.9% |
|  Foreign Government | 3.8% |
|  Industrial | 5.5% |
|  Supranational | 4.3% |
|  Technology | 3.9% |
|  U.S. Government | 11.1% |
|  Utilities | 3.0% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** |
|  Communications | 2.9% |
|  Consumer, Cyclical | 0.4% |
|  Consumer, Non-cyclical | 2.2% |
|  Energy | 0.5% |
|  Financial | 25.0% |
|  Foreign Government | 31.4% |
|  Industrial | 0.4% |
|  Multi-National | 1.2% |
|  Supranational | 14.4% |
|  Technology | 1.4% |
|  U.S. Government | 20.2% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA World ex U.S. Government Fixed Income<br>Portfolio** | **DFA World ex U.S. Government Fixed Income<br>Portfolio** |
|  Energy | 2.2% |
|  Financial | 16.3% |
|  Foreign Government | 60.3% |
|  Industrial | 5.8% |
|  Supranational | 11.6% |
|  U.S. Government | 3.8% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** |
|  U.S. Government | 100.0% |
|  | 100.0% |

---

------

**DISCLOSURE OF PORTFOLIO HOLDINGS**

**CONTINUED** 

---

| | |
|:---|:---|
| **DFA Intermediate Government Fixed Income<br>Portfolio** | **DFA Intermediate Government Fixed Income<br>Portfolio** |
|  U.S. Government | 100.0% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** |
|  Basic Materials | 1.9% |
|  Communications | 4.9% |
|  Consumer, Cyclical | 7.5% |
|  Consumer, Non-cyclical | 11.5% |
|  Energy | 4.4% |
|  Financial | 36.6% |
|  Foreign Government | 3.5% |
|  Industrial | 4.4% |
|  Supranational | 2.9% |
|  Technology | 4.2% |
|  U.S. Government | 14.7% |
|  Utilities | 3.5% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Intermediate-Term Extended Quality<br>Portfolio** | **DFA Intermediate-Term Extended Quality<br>Portfolio** |
|  Basic Materials | 5.1% |
|  Communications | 6.8% |
|  Consumer, Cyclical | 6.7% |
|  Consumer, Non-cyclical | 15.4% |
|  Energy | 10.5% |
|  Financial | 30.7% |
|  Industrial | 9.7% |
|  Technology | 7.3% |
|  U.S. Government | 4.5% |
|  Utilities | 3.3% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** |
|  Basic Materials | 3.1% |
|  Communications | 6.1% |
|  Consumer, Cyclical | 9.5% |
|  Consumer, Non-cyclical | 13.4% |
|  Diversified | 0.1% |
|  Energy | 4.8% |
|  Financial | 37.6% |
|  Foreign Government | 0.7% |
|  Industrial | 7.7% |
|  Technology | 6.1% |
|  U.S. Government | 5.5% |
|  Utilities | 5.4% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** |
|  Basic Materials | 3.9% |
|  Communications | 5.8% |
|  Consumer, Cyclical | 8.9% |
|  Consumer, Non-cyclical | 9.2% |
|  Energy | 7.5% |
|  Financial | 29.5% |
|  Foreign Government | 10.5% |
|  Industrial | 6.4% |
|  Mortgage Securities | 9.6% |
|  Supranational | 1.1% |
|  Technology | 4.0% |
|  U.S. Government | 0.5% |
|  Utilities | 3.1% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** |
|  Basic Materials | 1.5% |
|  Communications | 4.9% |
|  Consumer, Cyclical | 5.7% |
|  Consumer, Non-cyclical | 11.7% |
|  Energy | 3.3% |
|  Financial | 20.8% |
|  Foreign Government | 0.3% |
|  Industrial | 4.4% |
|  Supranational | 0.0% |
|  Technology | 4.7% |
|  U.S. Government | 40.8% |
|  Utilities | 1.9% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** |
|  Affiliated Investment Companies | 80.7% |
|  U.S. Government | 19.3% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA LTIP Portfolio** | **DFA LTIP Portfolio** |
|  U.S. Government | 100.0% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** |
|  U.S. Government | 100.0% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** |
|  Basic Materials | 2.1% |
|  Communications | 4.3% |
|  Consumer, Cyclical | 6.2% |
|  Consumer, Non-cyclical | 9.4% |
|  Energy | 4.9% |
|  Financial | 39.7% |
|  Foreign Government | 5.9% |
|  Industrial | 4.8% |
|  Supranational | 5.9% |
|  Technology | 3.5% |
|  U.S. Government | 10.8% |
|  Utilities | 2.5% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Global Core Plus Real Return Portfolio** | **DFA Global Core Plus Real Return Portfolio** |
|  Basic Materials | 2.7% |
|  Communications | 5.0% |
|  Consumer, Cyclical | 9.0% |
|  Consumer, Non-cyclical | 5.9% |
|  Energy | 5.1% |
|  Financial | 33.4% |
|  Foreign Government | 9.1% |
|  Industrial | 6.5% |
|  Mortgage Securities | 11.3% |
|  Supranational | 2.5% |
|  Technology | 2.9% |
|  U.S. Government | 0.8% |
|  Utilities | 5.8% |
|  | 100.0% |

---

------

**DFA ONE-YEAR FIXED INCOME PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount** | **Value†** |
|  | **(000)** | |
|  BONDS — (34.9%) |  |  |
|  Agence Francaise de Developpement EPIC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 06/30/24 | 133800 | $130133096 |
|  Alberta, Province of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 01/23/24 | 70347 | 68797256 |
|  Amazon.com, Inc. |  |  |
|  # 2.730%, 04/13/24 | 60000 | 58419684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.450%, 05/12/24 | 6490 | 6086100 |
|  Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 03/15/24 | 126200 | 121028324 |
|  Asian Infrastructure Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/29/23 | 5000 | 4799235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 05/16/24 | 11000 | 10594099 |
|  BNG Bank NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 09/20/23 | 45050 | 44375354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 02/27/24 | 25000 | 24307750 |
|  Caisse d'Amortissement de la Dette Sociale |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/19/23 | 10046 | 9816248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/20/24 | 2420 | 2375361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/27/24 | 100180 | 93600178 |
|  Canadian Imperial Bank of Commerce |  |  |
|  # 3.500%, 09/13/23 | 29475 | 29078948 |
|  CDP Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 07/24/24 | 10000 | 9731634 |
|  Cooperatieve Rabobank UA, Floating Rate Note, SOFR + 0.300%, FRN |  |  |
| (r) 3.359%, 01/12/24 | 97475 | 96731266 |
|  CPPIB Capital, Inc. |  |  |
|  W 3.000%, 06/13/24 | 60000 | 58281688 |
|  Dexia Credit Local SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 07/16/24 | 17786 | 16534723 |
|  Erste Abwicklungsanstalt |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/01/24 | 4000 | 3769024 |
|  European Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 07/10/23 | 48506 | 47038208 |
|  European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 12/14/23 | 10000 | 9835600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/29/24 | 7800 | 7669116 |
|  Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 02/21/24 | 17775 | 17323057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.496%, 04/08/24 | 11400 | 10725629 |
|  FMS Wertmanagement |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/06/24 | 49200 | 46120670 |
|  Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/15/23 | 18700 | 17918901 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount** | **Value†** |
|  | **(000)** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 01/16/24 | 25000 | $24409250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/21/24 | 13917 | 13628900 |
|  Inter-American Investment Corp., Floating Rate Note, SOFR + 0.270%, FRN |  |  |
| (r) 3.259%, 03/22/24 | 111000 | 110894529 |
|  Kommunalbanken AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/05/24 | 33400 | 32597331 |
|  Kommunalbanken AS, Floating Rate Note, SOFR + 0.160%, FRN |  |  |
| (r)W 3.219%, 10/27/23 | 119000 | 118991670 |
|  Kommunekredit |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 12/15/23 | 9000 | 8633845 |
|  Kommuninvest I Sverige AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/16/24 | 21302 | 20925837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 02/16/24 | 12600 | 11915820 |
|  W 0.375%, 02/16/24 | 33000 | 31215360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 05/08/24 | 31750 | 30179963 |
|  Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/08/24 | 14562 | 13730884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 05/10/24 | 30342 | 28994269 |
|  Landeskreditbank Baden-Wuerttemberg Foerderbank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 02/12/24 | 55500 | 52462152 |
|  Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 11/14/23 | 3300 | 3248949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 01/23/24 | 19000 | 18475866 |
|  Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 07/19/23 | 35393 | 34919796 |
|  OMERS Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 05/02/24 | 10000 | 9657700 |
|  Ontario Teachers' Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 09/29/23 | 5985 | 5756672 |
|  Ontario, Province of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 01/29/24 | 125100 | 122526693 |
|  Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 11/01/23 | 10713 | 10572445 |
|  Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 10/17/23 | 4100 | 4042828 |
|  Roche Holdings, Inc. |  |  |
|  W 1.882%, 03/08/24 | 83000 | 79772130 |
|  Roche Holdings, Inc., Floating Rate Note, SOFR + 0.330%, FRN |  |  |
|  #(r)W 3.259%, 09/11/23 | 49000 | 48907478 |
|  Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 12/12/23 | 3654 | 3537364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 03/11/24 | 6000 | 5659380 |

---

------

**DFA ONE-YEAR FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount** | **Value†** |
|  | **(000)** | |
|  Svensk Exportkredit AB, Floating Rate Note, SOFR + 1.000%, FRN |  |  |
| (r) 3.963%, 12/19/22 | 78500 | $78443480 |
| (r) 3.751%, 05/25/23 | 71310 | 71474380 |
|  Svenska Handelsbanken AB |  |  |
|  W 0.625%, 06/30/23 | 9000 | 8725642 |
|  Swedbank AB |  |  |
|  W 0.600%, 09/25/23 | 6000 | 5741040 |
|  Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 07/19/23 | 30745 | 30428919 |
|  Toronto-Dominion Bank, Floating Rate Note, SOFR + 0.220%, FRN |  |  |
|  #(r) 3.082%, 06/02/23 | 80000 | 79724800 |
|  Toronto-Dominion Bank, Floating Rate Note, SOFR + 0.240%, FRN |  |  |
|  #(r) 3.298%, 01/06/23 | 14867 | 14858052 |
|  Westpac Banking Corp. |  |  |
|  # 3.300%, 02/26/24 | 12500 | 12263417 |
|  TOTAL BONDS |  | 2092407990 |
|  CERTIFICATES OF DEPOSIT — (1.4%) | CERTIFICATES OF DEPOSIT — (1.4%) |  |
|  Royal Bank of Canada, Floating Rate Note, SOFR + 0.250%, FRN |  |  |
| (r)W 3.300%, 12/01/22 | 85000 | 85003715 |
|  U.S. TREASURY OBLIGATIONS — (52.3%) |  |  |
|  U.S. Treasury Notes |  |  |
|  # 0.125%, 08/15/23 | 162000 | 156361640 |
|  # 0.125%, 09/15/23 | 246000 | 236544375 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount** | **Value†** |
|  | **(000)** | |
|  # 0.250%, 09/30/23 | 552000 | $530437500 |
|  # 0.125%, 10/15/23 | 554000 | 530584847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 10/31/23 | 505000 | 483892576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/15/23 | 232500 | 222191894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/30/23 | 270000 | 258345704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/15/23 | 95000 | 90365039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/31/23 | 150000 | 143384766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/15/24 | 290000 | 274650390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/31/24 | 125000 | 119262695 |
|  U.S. Treasury Notes, 3M USTMMR - 0.075%, FRN |  |  |
| (r) 4.037%, 04/30/24 | 95000 | 94855100 |
|  TOTAL U.S. TREASURY OBLIGATIONS |  | 3140876526 |
|  TOTAL INVESTMENT SECURITIES (Cost $5,458,796,878) |  | 5318288231 |
|  | **Shares** |  |
|  TEMPORARY CASH INVESTMENTS — (0.3%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund 3.010% | 21572059 | 21572059 |
|  SECURITIES LENDING<br>COLLATERAL — (11.1%) |  |  |
|  @§ The DFA Short Term Investment Fund | 57592975 | 665832380 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $6,146,230,058) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $6,146,230,058) | $6005692670 |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Bonds |  | $2092407990 |  | $2092407990 |
|  Certificates of Deposit |  | 85003715 |  | 85003715 |
|  U.S. Treasury Obligations |  | 3140876526 |  | 3140876526 |
|  Temporary Cash Investments | $21572059 |  |  | 21572059 |
|  Securities Lending Collateral |  | 665832380 |  | 665832380 |
|  TOTAL | $21572059 | $5984120611 |  | $6005692670 |

---

See accompanying Notes to Financial Statements.

------

**DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  BONDS — (65.3%) |  |  |  |
|  AUSTRALIA — (6.9%) |  |  |  |
|  Australia Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/21/24 | AUD | 16200 | $9751662 |
|  Commonwealth Bank of Australia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 08/18/25 | AUD | 7000 | 4408361 |
|  National Australia Bank Ltd. |  |  |  |
|  W 1.388%, 01/12/25 |  | 65000 | 60132064 |
|  New South Wales Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/20/24 | AUD | 46000 | 30072359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/20/25 | AUD | 39000 | 23576941 |
|  Queensland Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 07/22/24 | AUD | 55300 | 36587480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; W 4.750%, 07/21/25 | AUD | 26000 | 17037586 |
|  South Australian Government |  |  |  |
|  Financing Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 08/15/24 | AUD | 9500 | 5921517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 04/16/25 | AUD | 35000 | 21846768 |
|  Treasury Corp. of Victoria |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 12/17/24 | AUD | 83500 | 55286259 |
|  Western Australian Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 07/23/24 | AUD | 7200 | 4515309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 07/23/25 | AUD | 12000 | 7912093 |
|  Westpac Banking Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 11/16/23 | AUD | 4000 | 2529798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 02/26/24 |  | 12000 | 11772880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.019%, 11/18/24 |  | 47400 | 43694405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 03/17/25 | AUD | 4200 | 2563675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 08/11/25 | AUD | 10000 | 6247676 |
|  TOTAL AUSTRALIA |  |  | 343856833 |
|  AUSTRIA — (0.2%) |  |  |  |
|  Oesterreichische Kontrollbank |  |  |  |
|  AG |  |  |  |
|  0.250%, 09/26/24 | EUR | 2000 | 1885434 |
|  Republic of Austria Government Bond |  |  |  |
|  W 1.750%, 10/20/23 | EUR | 5000 | 4917254 |
|  W 1.650%, 10/21/24 | EUR | 3800 | 3728641 |
|  TOTAL AUSTRIA |  |  | 10531329 |
|  BELGIUM — (2.5%) |  |  |  |
|  Dexia Credit Local SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 07/22/23 | GBP | 10500 | 11760469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 12/08/23 | GBP | 5000 | 5586863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 05/29/24 | EUR | 2000 | 1894692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 11/26/24 | EUR | 2000 | 1915837 |
|  Euroclear Bank SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 09/30/24 | GBP | 2000 | 2138364 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  BELGIUM — (Continued) |  |  |  |
|  Kingdom of Belgium Government Bond |  |  |  |
|  W 0.200%, 10/22/23 | EUR | 20000 | $19410015 |
|  W 2.600%, 06/22/24 | EUR | 31300 | 31220195 |
|  W 0.500%, 10/22/24 | EUR | 40900 | 39254057 |
|  W 0.800%, 06/22/25 | EUR | 10700 | 10238940 |
|  TOTAL BELGIUM |  |  | 123419432 |
|  CANADA — (14.6%) |  |  |  |
|  Alberta, Province of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 01/23/24 |  | 42689 | 41748561 |
|  Bank of Montreal |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.890%, 06/20/23 | CAD | 86800 | 62932310 |
|  Bank of Nova Scotia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.290%, 06/28/24 | CAD | 10000 | 7040995 |
|  Canadian Imperial Bank of |  |  |  |
|  Commerce |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.970%, 07/11/23 | CAD | 82500 | 59774728 |
|  CDP Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 07/24/24 |  | 23431 | 22802190 |
|  CPPIB Capital, Inc. |  |  |  |
|  W 3.000%, 06/13/24 |  | 55000 | 53424881 |
|  Export Development Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 02/21/24 |  | 30700 | 29919429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.496%, 04/08/24 |  | 3400 | 3198872 |
|  Manitoba, Province of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 04/16/24 |  | 6000 | 5819700 |
|  OMERS Finance Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 05/02/24 |  | 10000 | 9657700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.450%, 05/13/25 | EUR | 6000 | 5565380 |
|  Ontario Teachers' Finance Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 09/29/23 |  | 7874 | 7572898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/06/25 | EUR | 5200 | 4835971 |
|  Ontario, Province of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 01/29/24 |  | 124500 | 121939035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 06/14/24 | EUR | 2700 | 2565610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 08/22/24 | AUD | 3200 | 2044899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/21/25 | EUR | 5500 | 5204435 |
|  Province of Alberta Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 04/16/25 | EUR | 3920 | 3663940 |
|  Province of Ontario Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 10/17/23 |  | 4500 | 4437250 |
|  # 3.200%, 05/16/24 |  | 8400 | 8204952 |
|  Province of Quebec Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/15/25 | EUR | 29492 | 27930095 |
|  Quebec, Province of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 03/10/25 | AUD | 26115 | 16650596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.200%, 04/07/25 | EUR | 333 | 309016 |
|  Royal Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.333%, 12/05/23 | CAD | 127600 | 91115026 |

---

------

**DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  CANADA — (Continued) |  |  |  |
|  Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.909%, 07/18/23 | CAD | 40000 | $28757661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 03/08/24 | CAD | 119000 | 84739076 |
|  Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.005%, 05/30/23 | CAD | 28300 | 20555437 |
|  TOTAL CANADA |  |  | 732410643 |
|  DENMARK — (1.4%) |  |  |  |
|  Denmark Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/15/24 | DKK | 398500 | 50565277 |
|  Kommunekredit |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 12/15/23 |  | 10300 | 9880956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 06/25/24 | GBP | 2700 | 2996972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 08/15/24 | GBP | 7732 | 8382416 |
|  TOTAL DENMARK |  |  | 71825621 |
|  FINLAND — (0.4%) |  |  |  |
|  Finland Government Bond |  |  |  |
|  W 0.000%, 09/15/24 | EUR | 10500 | 10000345 |
|  Kuntarahoitus Oyj |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 03/20/24 | AUD | 6000 | 3877704 |
|  OP Corporate Bank PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/01/24 | EUR | 6000 | 5608179 |
|  TOTAL FINLAND |  |  | 19486228 |
|  FRANCE — (3.5%) |  |  |  |
|  Agence Francaise de Developpement EPIC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 06/30/24 |  | 8400 | 8169791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/25/25 | EUR | 2000 | 1859052 |
|  BNP Paribas SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 09/26/23 | EUR | 8222 | 8126413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/20/24 | EUR | 2000 | 1951588 |
|  Bpifrance SACA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 11/25/24 | EUR | 12000 | 11435085 |
|  Caisse d'Amortissement de la Dette Sociale |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/20/24 |  | 28287 | 27765222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/27/24 |  | 44120 | 41222198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 11/25/24 | EUR | 27200 | 26222898 |
|  French Republic Government Bond OAT |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/25/25 | EUR | 40300 | 37879861 |
|  SNCF Reseau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 01/30/24 | EUR | 2400 | 2428414 |
|  Unedic Asseo |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/25/24 | EUR | 4000 | 3942800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 02/17/25 | EUR | 5200 | 4924319 |
|  TOTAL FRANCE |  |  | 175927641 |
|  GERMANY — (4.9%) |  |  |  |
|  Erste Abwicklungsanstalt |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/01/24 |  | 30400 | 28644583 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  GERMANY — (Continued) |  |  |  |
|  FMS Wertmanagement |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 12/15/23 | GBP | 2000 | $2215181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/06/24 |  | 21200 | 19873134 |
|  Free State of Bavaria |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 01/17/25 | EUR | 2800 | 2615469 |
|  Kreditanstalt fuer Wiederaufbau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 08/28/23 | NOK | 293700 | 27731592 |
|  # 0.250%, 03/08/24 |  | 34800 | 32813815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 04/03/24 | NOK | 318400 | 29781731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 07/18/24 | GBP | 1750 | 1908308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 07/24/24 | AUD | 15200 | 9318153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/15/24 | EUR | 300 | 282972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/18/25 | EUR | 6143 | 5753241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 02/27/25 | AUD | 2106 | 1347452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 03/31/25 | EUR | 1856 | 1733197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 04/23/25 | EUR | 3825 | 3599747 |
|  Land Berlin |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 11/21/23 | EUR | 1000 | 964065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 02/10/25 | EUR | 1300 | 1224638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 04/22/25 | EUR | 1200 | 1118458 |
|  Land Hessen |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/10/25 | EUR | 3600 | 3347482 |
|  Landeskreditbank Baden-Wuerttemberg Foerderbank | Landeskreditbank Baden-Wuerttemberg Foerderbank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 12/15/23 | GBP | 840 | 937726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 02/12/24 |  | 18062 | 17073358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 07/23/24 |  | 30000 | 28665060 |
|  Landwirtschaftliche Rentenbank | Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 04/23/24 | NZD | 4150 | 2417856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.400%, 09/23/24 | AUD | 5000 | 2986359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 01/09/25 | AUD | 20300 | 13025468 |
|  NRW Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 12/15/23 | GBP | 300 | 334727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.600%, 07/31/24 | AUD | 4000 | 2440525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/10/25 | EUR | 1547 | 1442291 |
|  TOTAL GERMANY |  |  | 243596588 |
|  IRELAND — (0.5%) |  |  |  |
|  Ireland Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 03/18/24 | EUR | 21200 | 21302660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 03/13/25 | EUR | 4600 | 4887822 |
|  TOTAL IRELAND |  |  | 26190482 |
|  NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) |  |  |
|  BNG Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 11/13/23 | AUD | 3500 | 2165378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 04/12/24 | GBP | 17670 | 19685979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/20/24 | AUD | 16050 | 10440724 |
|  W 3.500%, 08/26/24 |  | 16300 | 15955581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 04/16/25 | EUR | 1000 | 937734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 07/15/25 | AUD | 11800 | 7332825 |
|  Cooperatieve Rabobank UA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 04/11/24 | AUD | 2280 | 1476700 |

---

------

**DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%,01/10/25 |  | 76968 | $70687838 |
|  Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%,07/08/25 | AUD | 5000 | 3179814 |
|  Nederlandse Waterschapsbank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%,03/15/24 |  | 10600 | 10104681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%,07/22/25 | AUD | 7540 | 4703604 |
|  Netherlands Government Bond | Netherlands Government Bond |  |  |
|  W 2.000%,07/15/24 | EUR | 16900 | 16713312 |
|  Network Rail Infrastructure Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%,01/22/24 | GBP | 710 | 822293 |
|  Shell International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%,05/11/24 | EUR | 4835 | 4600754 |
|  TOTAL NETHERLANDS |  |  | 168807217 |
|  NEW ZEALAND — (0.6%) |  |  |  |
|  New Zealand Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%,05/15/24 | NZD | 28200 | 15474056 |
|  New Zealand Local Government Funding Agency Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%,04/15/24 | NZD | 23200 | 12935535 |
|  TOTAL NEW ZEALAND |  |  | 28409591 |
|  NORWAY — (3.2%) |  |  |  |
|  DNB Bank ASA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%,04/09/24 | EUR | 2000 | 1892636 |
|  Equinor ASA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%,01/15/24 |  | 30915 | 30070683 |
|  # 3.700%,03/01/24 |  | 2678 | 2634628 |
|  Kommunalbanken AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%,02/05/24 |  | 13200 | 12882778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%,07/15/24 | AUD | 2900 | 1886945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%,10/08/24 | AUD | 7300 | 4344271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%,07/16/25 | AUD | 11500 | 7345052 |
|  Norway Government Bond |  |  |  |
|  W 3.000%,03/14/24 | NOK | 991500 | 94723201 |
|  W 1.750%,03/13/25 | NOK | 68800 | 6349481 |
|  TOTAL NORWAY |  |  | 162129675 |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS — (12.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (12.1%) |  |  |
|  African Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%,01/10/25 | AUD | 39000 | 24837819 |
|  Asian Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%,09/05/23 | AUD | 11500 | 7397378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%,12/15/23 | GBP | 31416 | 35096101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%,01/17/24 | AUD | 4185 | 2629596 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 03/15/24 |  | 32561 | $31226650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 05/30/24 | NZD | 91000 | 51549691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.100%, 08/15/24 | AUD | 17250 | 10469684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/12/25 | AUD | 6885 | 4365991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 06/17/25 | AUD | 7000 | 4430201 |
|  European Bank for Reconstruction & Development |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 09/01/23 | AUD | 9500 | 5896949 |
|  European Financial Stability Facility |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 04/19/24 | EUR | 4000 | 3820360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 07/11/25 | EUR | 719 | 673958 |
|  European Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 07/21/23 | AUD | 10000 | 6237841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 08/10/23 | AUD | 12950 | 8059487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 12/15/23 | GBP | 2080 | 2312561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 01/26/24 | NOK | 152610 | 14307524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/29/24 |  | 7306 | 7183405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 03/15/24 |  | 40900 | 39827193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 08/07/24 | AUD | 38772 | 25098760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.700%, 11/15/24 | AUD | 24846 | 15159596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/25/25 | EUR | 840 | 781889 |
|  European Stability Mechanism |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/14/25 | EUR | 12747 | 11879032 |
|  European Union |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 04/04/25 | EUR | 1500 | 1415579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.800%, 07/04/25 | EUR | 42700 | 40407453 |
|  Inter-American Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 12/15/23 | GBP | 35600 | 39725203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 07/01/24 |  | 26342 | 25719598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 08/27/24 | AUD | 30150 | 19487642 |
|  International Bank for Reconstruction & Development |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 09/07/23 | GBP | 13244 | 14887456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 10/10/23 | SEK | 49000 | 4340023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 12/15/23 | GBP | 13844 | 15340760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 01/24/24 | NZD | 64858 | 36513257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 03/19/24 |  | 9634 | 9361261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/28/24 |  | 31872 | 30853537 |
|  International Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 07/22/24 | AUD | 30390 | 18613787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 04/03/25 | AUD | 5141 | 3285064 |
|  Nordic Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 04/10/24 | NOK | 100000 | 9382704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/13/25 | NOK | 166500 | 15210219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 05/12/25 | SEK | 100000 | 8558762 |
|  TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS |  |  | 606343971 |

---

------

**DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  SWEDEN — (7.4%) |  |  |  |
|  Kommuninvest I Sverige AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/16/24 |  | 18274 | $17951307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 02/16/24 |  | 18340 | 17344138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 05/08/24 |  | 14800 | 14068140 |
|  W 1.375%, 05/08/24 |  | 12000 | 11410080 |
|  W 2.875%, 07/03/24 |  | 34172 | 33156271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 10/02/24 | SEK | 113000 | 9784625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/12/25 | SEK | 96000 | 8190928 |
|  Skandinaviska Enskilda Banken AB |  |  |  |
|  W 0.650%, 09/09/24 |  | 33603 | 30759111 |
|  Svensk Exportkredit AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 12/12/23 |  | 42871 | 41502558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 12/15/23 | GBP | 5000 | 5579535 |
|  # 3.625%, 09/03/24 |  | 38200 | 37427386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 10/07/24 |  | 36400 | 33664540 |
|  Svenska Handelsbanken AB |  |  |  |
|  W 0.625%, 06/30/23 |  | 9410 | 9123144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 11/20/23 |  | 58150 | 57244959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 04/15/25 | EUR | 2200 | 2064572 |
|  Swedbank AB |  |  |  |
|  W 0.600%, 09/25/23 |  | 7000 | 6697880 |
|  Sweden Government Bond |  |  |  |
|  W 1.500%, 11/13/23 | SEK | 220000 | 19766565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 05/12/25 | SEK | 193000 | 17513021 |
|  TOTAL SWEDEN |  |  | 373248760 |
|  UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) |  |  |
|  United Kingdom Gilt |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/31/24 | GBP | 27500 | 30324500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/31/25 | GBP | 10000 | 10660098 |
|  TOTAL UNITED KINGDOM |  |  | 40984598 |
|  UNITED STATES — (2.9%) | UNITED STATES — (2.9%) |  |  |
|  Abbott Ireland Financing DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.100%, 11/19/24 | EUR | 3600 | 3360346 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |
|  Amazon.com, Inc. |  |  |  |
|  # 2.730%, 04/13/24 |  | 55000 | $53551377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.450%, 05/12/24 |  | 6490 | 6086100 |
|  Apple, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 01/17/24 | EUR | 2100 | 2051400 |
|  Roche Holdings, Inc. |  |  |  |
|  W 1.882%, 03/08/24 |  | 84250 | 80973518 |
|  TOTAL UNITED STATES |  |  | 146022741 |
|  TOTAL BONDS |  |  | 3273191350 |
|  U.S. TREASURY OBLIGATIONS — (34.0%) |  |  |  |
|  U.S. Treasury Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 10/15/23 |  | 45850 | 43912121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 10/31/23 |  | 422000 | 404361717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/15/23 |  | 475000 | 453940428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/30/23 |  | 345000 | 330108399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/15/23 |  | 38000 | 36146016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/31/23 |  | 288500 | 275776700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/15/24 |  | 170000 | 161001953 |
|  TOTAL U.S. TREASURY OBLIGATIONS |  |  | 1705247334 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $5,283,304,358) |  |  | 4978438684 |
|  |  | **Shares** |  |
|  SECURITIES LENDING COLLATERAL — (0.7%) |  |  |  |
|  @§ The DFA Short Term Investment Fund |  | 2935429 | 33936496 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $5,317,249,450) |  |  | $5012375180 |

---

As of October 31, 2022, DFA Two-Year Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
|  USD | 12213963 | GBP | 10561428 | JP Morgan | 11/02/22 | $102123 |
|  USD | 2352614 | GBP | 2021955 | State Street Bank and Trust | 11/02/22 | 33837 |
|  USD | 4041066 | GBP | 3508624 | Bank of America Corp. | 11/04/22 | 17168 |
|  USD | 3437415 | GBP | 2982293 | Societe Generale | 11/04/22 | 17145 |
|  USD | 6595954 | GBP | 5742589 | State Street Bank and Trust | 11/04/22 | 10013 |
|  USD | 17026710 | EUR | 17015203 | Bank of America Corp. | 11/10/22 | 202204 |
|  USD | 23783854 | EUR | 22919025 | Bank of New York Mellon | 11/10/22 | 1121693 |

---

------

**DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
| USD | 22879483 | EUR | 22859375 | JP Morgan | 11/10/22 | $276302 |
| USD | 30196806 | EUR | 29961150 | State Street Bank and Trust | 11/10/22 | 571445 |
| USD | 31213767 | SEK | 333009627 | Citibank, N.A. | 11/16/22 | 1026028 |
| USD | 10356144 | DKK | 75164089 | HSBC Bank | 11/16/22 | 369346 |
| USD | 2038707 | DKK | 15173416 | JP Morgan | 11/16/22 | 22667 |
| USD | 58372914 | NZD | 94113066 | Barclays Capital | 11/21/22 | 3637784 |
| USD | 58911637 | NZD | 95423673 | Bank of America Corp. | 11/22/22 | 3413413 |
| NZD | 1923903 | USD | 1077550 | State Street Bank and Trust | 11/22/22 | 41388 |
| USD | 1435351 | SEK | 15237620 | Bank of America Corp. | 11/23/22 | 53411 |
| USD | 4533984 | SEK | 47918042 | Citibank, N.A. | 11/23/22 | 188171 |
| USD | 886213 | SEK | 9530608 | HSBC Bank | 11/23/22 | 21857 |
| USD | 32036055 | SEK | 350246134 | Societe Generale | 11/23/22 | 271312 |
| USD | 40834819 | CAD | 53634277 | HSBC Bank | 12/05/22 | 1456205 |
| USD | 35098467 | CAD | 46299507 | Citibank, N.A. | 12/06/22 | 1104389 |
| USD | 42448725 | CAD | 55690953 | Bank of America Corp. | 12/07/22 | 1558411 |
| CAD | 13609897 | USD | 9983672 | Bank of America Corp. | 12/09/22 | 9616 |
| USD | 63799531 | CAD | 82912467 | UBS AG | 12/09/22 | 2919701 |
| USD | 30926935 | DKK | 229109459 | Bank of America Corp. | 12/15/22 | 405826 |
| USD | 27412319 | EUR | 27431003 | Bank of America Corp. | 12/29/22 | 170418 |
| USD | 2504719 | EUR | 2517283 | UBS AG | 12/29/22 | 4790 |
| USD | 74314458 | GBP | 64274387 | Bank of America Corp. | 01/03/23 | 433716 |
| USD | 2380568 | AUD | 3697991 | State Street Bank and Trust | 01/03/23 | 10193 |
| USD | 120381747 | AUD | 185794945 | UBS AG | 01/03/23 | 1289048 |
| USD | 201176 | AUD | 313187 | Citibank, N.A. | 01/19/23 | 313 |
| USD | 74128121 | GBP | 63906665 | State Street Bank and Trust | 01/26/23 | 625434 |
| USD | 11690931 | EUR | 11507197 | State Street Bank and Trust | 01/27/23 | 237172 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  | $**21622539** |
| GBP | 65078164 | USD | 75074821 | Bank of America Corp. | 11/02/22 | $(443214) |
| USD | 58436563 | GBP | 52494781 | State Street Bank and Trust | 11/02/22 | (1764427) |
| USD | 3439607 | GBP | 3029185 | Bank of America Corp. | 11/04/22 | (34441) |
| USD | 999179 | GBP | 886810 | Citibank, N.A. | 11/04/22 | (17867) |
| USD | 19168250 | GBP | 17264630 | HSBC Bank | 11/04/22 | (631850) |
| USD | 3843743 | GBP | 3387143 | Societe Generale | 11/04/22 | (40833) |
| USD | 21748662 | GBP | 19461324 | State Street Bank and Trust | 11/04/22 | (570737) |
| USD | 1276282 | EUR | 1308735 | Morgan Stanley and Co. International | 11/10/22 | (17785) |
| USD | 10328614 | NZD | 18151424 | Royal Bank of Canada | 11/22/22 | (228219) |
| USD | 5875920 | EUR | 5958596 | Bank of America Corp. | 12/29/22 | (41599) |
| USD | 28296589 | EUR | 28810298 | Bank of New York Mellon | 12/29/22 | (315098) |
| USD | 12675917 | EUR | 12953612 | HSBC Bank | 12/29/22 | (188396) |
| USD | 174458 | EUR | 176869 | Morgan Stanley and Co. International | 12/29/22 | (1192) |
| USD | 64764168 | NOK | 682368608 | HSBC Bank | 01/05/23 | (1023011) |
| NOK | 124909207 | USD | 12188977 | Bank of New York Mellon | 01/06/23 | (146090) |
| NOK | 114199690 | USD | 11018756 | HSBC Bank | 01/06/23 | (8407) |
| USD | 98497854 | NOK | 1052434671 | Royal Bank of Canada | 01/06/23 | (2970660) |
| USD | 122649881 | AUD | 194001498 | UBS AG | 01/10/23 | (1733802) |
| USD | 8077550 | DKK | 61479074 | HSBC Bank | 01/11/23 | (134232) |
| USD | 106354497 | EUR | 108833351 | State Street Bank and Trust | 01/11/23 | (1847241) |
| USD | 59357804 | CAD | 81992300 | UBS AG | 01/11/23 | (884270) |
| USD | 54841491 | NOK | 593135401 | Bank of America Corp. | 01/12/23 | (2355553) |
| USD | 41695067 | CAD | 58143979 | State Street Bank and Trust | 01/12/23 | (1025591) |
| USD | 130936554 | EUR | 134307677 | UBS AG | 01/12/23 | (2601394) |
| USD | 45427709 | CAD | 62207024 | Bank of America Corp. | 01/17/23 | (281562) |
| USD | 118487875 | AUD | 186340364 | Citibank, N.A. | 01/17/23 | (1013357) |
| USD | 669609 | AUD | 1047504 | Citibank, N.A. | 01/19/23 | (2210) |
| USD | 117630201 | AUD | 185486274 | UBS AG | 01/19/23 | (1331681) |

---

------

**DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
|  USD | 41781377 | CAD | 57829157 | Citibank, N.A. | 01/20/23 | $(712930) |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  |  | $**(22367649)** |
|  **Total Appreciation (Depreciation)** |  |  |  |  |  | $**(745110)** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | $343856833 |  | $343856833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 10531329 |  | 10531329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 123419432 |  | 123419432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada |  | 732410643 |  | 732410643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 71825621 |  | 71825621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 19486228 |  | 19486228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 175927641 |  | 175927641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 243596588 |  | 243596588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 26190482 |  | 26190482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 168807217 |  | 168807217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 28409591 |  | 28409591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 162129675 |  | 162129675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations |  | 606343971 |  | 606343971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 373248760 |  | 373248760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 40984598 |  | 40984598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 146022741 |  | 146022741 |
|  U.S. Treasury Obligations |  | 1705247334 |  | 1705247334 |
|  Securities Lending Collateral |  | 33936496 |  | 33936496 |
|  Forward Currency Contracts\*\* |  | (745110) |  | (745110) |
|  TOTAL |  | $5011630070 |  | $5011630070 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  BONDS — (86.9%) |  |  |  |
|  AUSTRALIA — (4.9%) |  |  |  |
|  ANZ New Zealand International Ltd. |  |  |  |
|  W 1.250%, 06/22/26 |  | 2500 | $2151251 |
|  Australia Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/21/25 | AUD | 23600 | 13768289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 04/21/26 | AUD | 2000 | 1317728 |
|  Bank of New Zealand |  |  |  |
|  W 1.000%, 03/03/26 |  | 2500 | 2163163 |
|  Commonwealth Bank of Australia |  |  |  |
|  W 1.125%, 06/15/26 |  | 3000 | 2593631 |
|  Glencore Funding LLC |  |  |  |
|  W 4.125%, 03/12/24 |  | 825 | 808247 |
|  W 4.625%, 04/29/24 |  | 1200 | 1179541 |
|  W 1.625%, 09/01/25 |  | 975 | 867462 |
|  W 1.625%, 04/27/26 |  | 5600 | 4809943 |
|  Macquarie Bank Ltd. |  |  |  |
|  W 3.900%, 01/15/26 |  | 1316 | 1253901 |
|  New South Wales Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 05/20/26 | AUD | 3900 | 2506073 |
|  Treasury Corp. of Victoria |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/20/25 | AUD | 4000 | 2318502 |
|  Westpac Banking Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 05/13/26 |  | 2790 | 2580901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.150%, 06/03/26 |  | 12970 | 11251487 |
|  TOTAL AUSTRALIA |  |  | 49570119 |
|  AUSTRIA — (0.1%) |  |  |  |
|  Erste Group Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 04/07/26 | EUR | 200 | 183055 |
|  HYPO NOE Landesbank fuer Niederoesterreich und Wien AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 04/14/25 | EUR | 1300 | 1212713 |
|  TOTAL AUSTRIA |  |  | 1395768 |
|  BELGIUM — (0.3%) |  |  |  |
|  Belfius Bank SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 10/15/25 | EUR | 1500 | 1341857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 08/28/26 | EUR | 1500 | 1297481 |
|  TOTAL BELGIUM |  |  | 2639338 |
|  CANADA — (8.0%) |  |  |  |
|  Bank of Montreal |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.280%, 07/29/24 | CAD | 5500 | 3846387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 06/15/27 | EUR | 200 | 185178 |
|  Bank of Nova Scotia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.290%, 06/28/24 | CAD | 21000 | 14786090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 03/02/26 |  | 6600 | 5716729 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  CANADA — (Continued) |  |  |  |
|  Canadian Imperial Bank of Commerce |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.970%, 07/11/23 | CAD | 23500 | $17026741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 06/22/26 |  | 573 | 489801 |
|  Canadian Natural Resources Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 01/15/23 |  | 2000 | 1992122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 02/01/25 |  | 1110 | 1070399 |
|  CDP Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 06/10/25 |  | 4500 | 4075332 |
|  CPPIB Capital, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/04/25 |  | 10000 | 9235784 |
|  Enbridge Pipelines, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 08/10/26 | CAD | 1000 | 680280 |
|  Enbridge, Inc. |  |  |  |
|  # 4.000%, 10/01/23 |  | 3000 | 2958786 |
|  ITC Holdings Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 06/15/24 |  | 1099 | 1065971 |
|  National Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.534%, 06/15/26 | CAD | 2000 | 1293823 |
|  Rogers Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 12/15/25 |  | 100 | 93441 |
|  Royal Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.352%, 07/02/24 | CAD | 2500 | 1754524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 04/27/26 |  | 4000 | 3450911 |
|  Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 01/06/26 |  | 4740 | 4089499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 06/03/26 |  | 8560 | 7375673 |
|  TOTAL CANADA |  |  | 81187471 |
|  DENMARK — (0.1%) |  |  |  |
|  Danske Bank AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 05/26/25 | EUR | 670 | 614825 |
|  FINLAND — (0.2%) |  |  |  |
|  OP Corporate Bank PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 06/19/24 | EUR | 800 | 747060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/24/26 | EUR | 740 | 639372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 09/04/26 | GBP | 500 | 484627 |
|  TOTAL FINLAND |  |  | 1871059 |
|  FRANCE — (2.4%) |  |  |  |
|  Airbus SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 04/07/25 | EUR | 500 | 475872 |
|  Banque Federative du Credit Mutuel SA |  |  |  |
|  W 2.375%, 11/21/24 |  | 300 | 280712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 03/07/25 | EUR | 3200 | 2910040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/23/25 | EUR | 200 | 185139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 01/19/26 | EUR | 1000 | 925367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 07/16/26 | GBP | 200 | 196705 |
|  BPCE SA |  |  |  |
|  W 2.375%, 01/14/25 |  | 1500 | 1376137 |

---

------

**DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  FRANCE — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 04/28/25 | EUR | 1000 | $920055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/15/26 | EUR | 2000 | 1782640 |
|  #W 1.000%, 01/20/26 |  | 2900 | 2489210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 02/02/26 | EUR | 1000 | 890798 |
|  Caisse d'Amortissement de la<br>Dette Sociale |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/27/24 |  | 4600 | 4297872 |
|  Credit Agricole SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 04/14/26 | EUR | 500 | 457808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 05/03/27 | EUR | 800 | 716348 |
|  LVMH Moet Hennessy Louis Vuitton SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/11/26 | EUR | 1200 | 1081652 |
|  PSA Banque France SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/22/25 | EUR | 3200 | 2909559 |
|  Societe Generale SA |  |  |  |
|  W 1.375%, 07/08/25 |  | 1000 | 889336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 02/24/26 | EUR | 1300 | 1145075 |
|  TotalEnergies Capital International SA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 11/19/25 | EUR | 1000 | 978098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.660%, 07/22/26 | GBP | 100 | 1 01738 |
|  TOTAL FRANCE |  |  | 25010161 |
|  GERMANY — (4.5%) |  |  |  |
|  Bayer U.S. Finance II LLC |  |  |  |
|  W 4.250%, 12/15/25 |  | 4700 | 4493737 |
|  BMW Finance NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 02/22/25 | EUR | 494 | 462588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/11/26 | EUR | 240 | 216308 |
|  BMW U.S. Capital LLC |  |  |  |
|  W 3.250%, 04/01/25 |  | 807 | 771068 |
|  W 3.900%, 04/09/25 |  | 142 | 137216 |
|  W 2.800%, 04/11/26 |  | 1163 | 1065816 |
|  Deutsche Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 05/30/24 |  | 748 | 715754 |
|  HOWOGE |  |  |  |
|  Wohnungs-baugesellschaftmbH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/01/24 | EUR | 2900 | 2644337 |
|  Kreditanstalt fuer Wiederaufbau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 04/03/24 | NOK | 10000 | 935356 |
|  Landeskreditbank Baden-Wuerttemberg Foerderbank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 08/07/25 | AUD | 7500 | 4777725 |
|  Landwirtschaftliche Rentenbank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/06/26 | AUD | 9900 | 6428429 |
|  Mercedes-Benz Finance North America LLC |  |  |  |
|  W 3.300%, 05/19/25 |  | 500 | 472947 |
|  W 1.450%, 03/02/26 |  | 11000 | 9636099 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  GERMANY —(Continued) |  |  |  |
|  Merck Financial Services GmbH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/16/25 | EUR | 200 | $183646 |
|  NRW Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 03/31/26 | AUD | 2800 | 1595615 |
|  Siemens Financieringsmaatschappij NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 09/05/24 | EUR | 240 | 225728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 02/20/25 | GBP | 500 | 528357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/10/25 | EUR | 200 | 194340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/20/26 | EUR | 400 | 357780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 03/11/26 |  | 4000 | 3488560 |
|  Volkswagen Group of America Finance LLC |  |  |  |
|  W 2.850%, 09/26/24 |  | 1000 | 949120 |
|  W 3.350%, 05/13/25 |  | 3500 | 3295198 |
|  #W 4.625%, 11/13/25 |  | 1000 | 967395 |
|  Volkswagen International |  |  |  |
|  Finance NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/16/23 | EUR | 300 | 295713 |
|  VW Credit Canada, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 09/25/23 | CAD | 2000 | 1415451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL GERMANY |  |  | 46254283 |
|  IRELAND — (0.9%) |  |  |  |
|  AerCap Ireland Capital |  |  |  |
|  DAC/AerCap Global Aviation Trust |  |  |  |
|  # 2.875%, 08/14/24 |  | 5000 | 4684992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/30/26 |  | 2700 | 2299148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 04/03/26 |  | 150 | 138691 |
|  ESB Finance DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 06/08/27 | EUR | 1000 | 920655 |
|  GAS Networks Ireland |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/04/24 | EUR | 800 | 737032 |
|  TOTAL IRELAND |  |  | 8780518 |
|  ITALY — (0.8%) |  |  |  |
|  Intesa Sanpaolo SpA |  |  |  |
|  W 3.250%, 09/23/24 |  | 1000 | 933461 |
|  Republic of Italy Government |  |  |  |
|  International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 09/27/23 |  | 2500 | 2518475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 10/17/24 |  | 4562 | 4251793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 02/17/26 |  | 248 | 211145 |
|  UniCredit SpA |  |  |  |
|  W 7.830%, 12/04/23 |  | 500 | 497632 |
|  TOTAL ITALY |  |  | 8412506 |
|  JAPAN — (4.3%) |  |  |  |
|  7-Eleven, Inc. |  |  |  |
|  W 0.950%, 02/10/26 |  | 1000 | 860050 |

---

------

**DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  JAPAN — (Continued) |  |  |  |
|  American Honda Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 10/18/24 | EUR | 210 | $203005 |
|  Development Bank of Japan, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 09/09/25 | EUR | 400 | 363231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 10/10/25 | EUR | 400 | 371346 |
|  Mitsubishi Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 07/23/24 |  | 250 | 241238 |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.339%, 07/19/24 | EUR | 2499 | 2323434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.412%, 07/17/25 |  | 2300 | 2053095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.757%, 09/13/26 |  | 2000 | 1783080 |
|  Mizuho Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.214%, 10/07/25 | EUR | 100 | 89277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.631%, 04/08/27 | EUR | 3277 | 2897844 |
|  Nissan Motor Acceptance Co. LLC |  |  |  |
|  W 2.000%, 03/09/26 |  | 4845 | 3947957 |
|  Nomura Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.653%, 07/14/26 |  | 5828 | 4951223 |
|  NTT Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 03/03/25 | EUR | 1700 | 1563546 |
|  W 1.162%, 04/03/26 |  | 4920 | 4263593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.162%, 04/03/26 |  | 1500 | 1299876 |
|  Sumitomo Mitsui Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.934%, 10/11/24 | EUR | 2000 | 1880291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.948%, 01/12/26 |  | 2300 | 1976665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.546%, 06/15/26 | EUR | 3040 | 2746963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.632%, 07/14/26 |  | 4000 | 3583371 |
|  Toyota Credit Canada, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.040%, 07/12/23 | CAD | 6000 | 4345755 |
|  Toyota Finance Australia Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.004%, 10/21/24 | EUR | 1400 | 1358723 |
|  Toyota Motor Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.339%, 03/25/26 |  | 163 | 143865 |
|  Toyota Motor Credit Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 11/19/26 | GBP | 733 | 711013 |
|  TOTAL JAPAN |  |  | 43958441 |
|  LUXEMBOURG — (0.0%) |  |  |  |
|  Prologis International Funding II SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.876%, 04/17/25 | EUR | 200 | 187184 |
|  NETHERLANDS — (1.1%) | NETHERLANDS — (1.1%) |  |  |
|  BNG Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 07/15/25 | AUD | 7000 | 4349981 |
|  Cooperatieve Rabobank UA |  |  |  |
|  W 2.625%, 07/22/24 |  | 1000 | 952474 |
|  Enexis Holding NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 04/28/26 | EUR | 2600 | 2384249 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
|  LeasePlan Corp. NV |  |  |  |
|  W 2.875%, 10/24/24 |  | 1000 | $929116 |
|  Royal Schiphol Group NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/05/26 | EUR | 526 | 485355 |
|  TenneT Holding BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 11/17/26 | EUR | 2250 | 2074806 |
|  TOTAL NETHERLANDS |  |  | 11175981 |
|  NORWAY — (1.5%) |  |  |  |
|  Aker BP ASA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 01/15/25 |  | 5900 | 5528746 |
|  W 3.000%, 01/15/25 |  | 1000 | 937076 |
|  W 2.875%, 01/15/26 |  | 1300 | 1176058 |
|  Kommunalbanken AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 07/16/25 | AUD | 90 | 57483 |
|  Norway Government Bond |  |  |  |
|  W 3.000%, 03/14/24 | NOK | 71600 | 6840324 |
|  Statnett SF |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 03/08/25 | EUR | 500 | 467625 |
|  TOTAL NORWAY |  |  | 15007312 |
|  SPAIN — (1.4%) |  |  |  |
|  Banco Bilbao Vizcaya Argentaria SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 11/26/25 | EUR | 3000 | 2800413 |
|  Banco Santander SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.848%, 04/12/23 |  | 2000 | 1981832 |
|  Santander Holdings USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 01/18/23 |  | 9525 | 9482671 |
|  TOTAL SPAIN |  |  | 14264916 |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS — (4.2%) |  |  |  |
|  Asian Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/05/26 | AUD | 5400 | 3036182 |
|  Asian Infrastructure Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/06/26 | AUD | 200 | 113416 |
|  European Investment Bank |  |  |  |
|  # 2.250%, 06/24/24 |  | 25800 | 24853398 |
|  Inter-American Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/21/24 |  | 5000 | 4896494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 10/30/25 | AUD | 10000 | 6141826 |
|  International Bank for Reconstruction & Development |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/18/26 | AUD | 1800 | 1008684 |
|  Nordic Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 04/10/24 | NOK | 32890 | 3085971 |
|  TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS |  |  | 43135971 |

---

------

**DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  SWEDEN — (1.8%) |  |  |  |
|  SBAB Bank AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 12/10/25 | EUR | 2877 | $2716075 |
|  Skandinaviska Enskilda Banken AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 11/11/26 | EUR | 600 | 554441 |
|  Svenska Handelsbanken AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 04/15/25 | EUR | 670 | 628756 |
|  Swedbank AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 10/09/24 | EUR | 800 | 740998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/02/26 | EUR | 1600 | 1382962 |
|  W 1.538%, 11/16/26 |  | 5900 | 5064604 |
|  Volvo Treasury AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 09/17/24 | EUR | 250 | 233438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 09/18/25 | EUR | 3690 | 3468990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 02/20/26 | EUR | 1250 | 1203412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 08/19/27 | EUR | 2159 | 1984576 |
|  TOTAL SWEDEN |  |  | 17978252 |
|  SWITZERLAND — (0.9%) |  |  |  |
|  Credit Suisse Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 04/17/26 |  | 700 | 614030 |
|  UBS AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 03/31/26 | EUR | 1270 | 1106112 |
|  UBS Group AG |  |  |  |
|  W 4.125%, 09/24/25 |  | 3000 | 2840317 |
|  W 4.125%, 04/15/26 |  | 5000 | 4661520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 09/01/26 | EUR | 240 | 211993 |
|  TOTAL SWITZERLAND |  |  | 9433972 |
|  UNITED KINGDOM — (6.2%) |  |  |  |
|  AstraZeneca PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.700%, 04/08/26 |  | 9900 | 8535302 |
|  Barclays PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/16/25 |  | 500 | 464478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/12/26 |  | 3300 | 3063583 |
|  BAT Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.222%, 08/15/24 |  | 3500 | 3345154 |
|  BAT International Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 10/13/23 | EUR | 3000 | 2885027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.668%, 03/25/26 |  | 1000 | 858850 |
|  BP Capital Markets America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.119%, 05/04/26 |  | 605 | 564090 |
|  BP Capital Markets PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.972%, 02/27/26 | EUR | 2341 | 2261465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.213%, 09/25/26 | EUR | 2500 | 2347844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.573%, 02/16/27 | EUR | 1016 | 921604 |
|  CNH Industrial Capital LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 01/15/24 |  | 380 | 373493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 05/23/25 |  | 4100 | 3926306 |
|  Diageo Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 09/23/24 | EUR | 600 | 578108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 04/22/25 | EUR | 1000 | 938576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/20/26 | EUR | 1000 | 951479 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED KINGDOM — (Continued) |  |  |  |
|  Experian Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 06/25/26 | EUR | 2553 | $2347305 |
|  HSBC Bank Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.542%, 01/31/23 | CAD | 5000 | 3651228 |
|  HSBC Holdings PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.196%, 12/05/23 | CAD | 4000 | 2862965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 03/08/26 |  | 1000 | 941033 |
|  Lloyds Bank Corporate Markets PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 01/28/25 | EUR | 100 | 91458 |
|  Lseg Netherlands BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 04/06/25 | EUR | 740 | 672172 |
|  Motability Operations Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 01/03/26 | EUR | 2100 | 1868796 |
|  Nationwide Building Society |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/03/25 | EUR | 600 | 563097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 07/22/25 | EUR | 850 | 766459 |
|  W 1.500%, 10/13/26 |  | 9000 | 7544319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 04/28/27 | EUR | 920 | 833733 |
|  NatWest Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 04/05/26 |  | 7200 | 6785481 |
|  Reckitt Benckiser Treasury Services Nederland BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/19/26 | EUR | 200 | 179474 |
|  Reckitt Benckiser Treasury Services PLC |  |  |  |
|  #W 2.750%, 06/26/24 |  | 700 | 671265 |
|  Sky Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 11/17/25 | EUR | 240 | 229371 |
|  Unilever Finance Netherlands BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 02/28/26 | EUR | 1775 | 1631259 |
|  TOTAL UNITED KINGDOM |  |  | 63654774 |
|  UNITED STATES — (43.3%) |  |  |  |
|  AbbVie, Inc. |  |  |  |
|  # 3.200%, 05/14/26 |  | 300 | 279497 |
|  Ally Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 05/21/24 |  | 4000 | 3862754 |
|  # 5.800%, 05/01/25 |  | 1470 | 1470103 |
|  Amazon.com, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/12/26 |  | 23310 | 20403222 |
|  Amcor Finance USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 04/28/26 |  | 551 | 508428 |
|  American Express Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 07/30/24 |  | 2500 | 2376429 |
|  American Tower Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/01/25 |  | 2000 | 1912957 |
|  # 1.300%, 09/15/25 |  | 1000 | 880928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.600%, 04/15/26 |  | 1500 | 1295112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 10/15/26 |  | 3000 | 2714691 |
|  Ameriprise Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 09/15/26 |  | 1000 | 917812 |

---

------

**DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Amgen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 02/25/26 | EUR | 400 | $379844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 08/19/26 |  | 4000 | 3653323 |
|  Aon Global Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/14/26 | EUR | 1500 | 1415555 |
|  Ares Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/15/26 |  | 1300 | 1165504 |
|  Arizona Public Service Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 05/15/25 |  | 3000 | 2832598 |
|  Assurant, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 09/27/23 |  | 1126 | 1115472 |
|  AutoZone, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 04/15/25 |  | 2000 | 1899816 |
|  Avnet, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/15/26 |  | 2000 | 1896624 |
|  Bank of America Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 08/01/25 |  | 1000 | 965108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/19/26 |  | 3000 | 2801112 |
|  Biogen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 09/15/25 |  | 6000 | 5771738 |
|  Boardwalk Pipelines LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 12/15/24 |  | 355 | 351022 |
|  # 5.950%, 06/01/26 |  | 200 | 200308 |
|  Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 10/30/25 |  | 5194 | 4742640 |
|  Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 05/01/26 |  | 1100 | 993264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 06/15/26 |  | 154 | 134770 |
|  Booking Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 09/23/24 | EUR | 1000 | 972527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.100%, 03/08/25 | EUR | 1280 | 1170842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/15/25 |  | 1000 | 964300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 03/03/27 | EUR | 1700 | 1542094 |
|  BorgWarner, Inc. |  |  |  |
|  W 5.000%, 10/01/25 |  | 1683 | 1638880 |
|  Bristol-Myers Squibb Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 06/15/26 |  | 1313 | 1238715 |
|  Brown & Brown, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 09/15/24 |  | 1429 | 1391103 |
|  Bunge Ltd. Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.630%, 08/17/25 |  | 500 | 447588 |
|  Campbell Soup Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/15/23 |  | 286 | 284558 |
|  Capital One Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/24/24 |  | 700 | 680995 |
|  # 3.200%, 02/05/25 |  | 1000 | 945387 |
|  Cargill, Inc. |  |  |  |
|  W 0.750%, 02/02/26 |  | 1300 | 1126397 |
|  Carrier Global Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.242%, 02/15/25 |  | 436 | 405747 |
|  Celanese U.S. Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 08/05/26 |  | 1000 | 806224 |
|  Charles Schwab Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 03/11/26 |  | 2000 | 1729304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.150%, 05/13/26 |  | 2500 | 2164954 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Chevron Corp. |  |  |  |
|  # 3.326%, 11/17/25 |  | 3000 | $2891790 |
|  Chubb INA Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.300%, 12/15/24 | EUR | 700 | 645193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 03/15/25 |  | 1100 | 1050172 |
|  Cigna Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/15/26 |  | 8000 | 6982788 |
|  Cintas Corp. No. 2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 05/01/25 |  | 1750 | 1687455 |
|  Citigroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 01/12/26 |  | 1000 | 940098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 05/01/26 |  | 5000 | 4631629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 10/21/26 |  | 2000 | 1821319 |
|  CNA Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 05/15/24 |  | 7000 | 6832422 |
|  Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 03/01/26 |  | 2000 | 1878605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 09/14/26 | EUR | 1900 | 1645492 |
|  Conagra Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 05/01/24 |  | 1409 | 1386821 |
|  Constellation Energy Generation LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/01/25 |  | 2000 | 1896322 |
|  Crown Castle, Inc. |  |  |  |
|  # 3.200%, 09/01/24 |  | 5000 | 4817165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 07/15/26 |  | 2500 | 2104001 |
|  Discover Financial Services |  |  |  |
|  # 4.500%, 01/30/26 |  | 4517 | 4234561 |
|  Discovery Communications LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 03/15/25 |  | 200 | 187931 |
|  DXC Technology Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 09/15/26 |  | 285 | 244792 |
|  Eaton Capital UnLtd Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 09/20/24 | EUR | 500 | 471963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.128%, 03/08/26 | EUR | 2000 | 1758990 |
|  Edison International |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 04/15/25 |  | 6000 | 5900709 |
|  Elevance Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 01/15/25 |  | 1000 | 939725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/15/26 |  | 3700 | 3267550 |
|  Emerson Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 10/15/25 | EUR | 1100 | 1017556 |
|  Energy Transfer LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 03/15/25 |  | 300 | 287208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 05/15/25 |  | 7000 | 6497960 |
|  Equinix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 11/18/24 |  | 4000 | 3767600 |
|  # 1.250%, 07/15/25 |  | 3500 | 3117240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 05/15/26 |  | 600 | 515714 |
|  ERAC USA Finance LLC |  |  |  |
|  W 3.850%, 11/15/24 |  | 4000 | 3856071 |
|  Exelon Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 06/15/25 |  | 1700 | 1636994 |

---

------

**DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO**

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
|  Expedia Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/15/26 | 3000 | $2898981 |
|  Fidelity & Guaranty Life Holdings, Inc. |  |  |
|  W 5.500%, 05/01/25 | 721 | 704786 |
|  Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.150%, 03/01/26 | 7300 | 6286904 |
|  Fiserv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 07/01/26 | 3750 | 3440618 |
|  Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/01/26 | 7750 | 7174097 |
|  Fortune Brands Home & Security, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/15/25 | 1000 | 957641 |
|  General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 10/01/25 | 800 | 796638 |
|  General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 06/20/25 | 2000 | 1840197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 01/08/26 | 3000 | 2559196 |
|  # 5.250%, 03/01/26 | 1500 | 1453505 |
|  Georgia-Pacific LLC |  |  |
|  W 3.600%, 03/01/25 | 125 | 120368 |
|  #W 0.950%, 05/15/26 | 1537 | 1326651 |
|  Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/01/26 | 7379 | 6986569 |
|  GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/01/24 | 1000 | 970812 |
|  Global Payments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 06/01/23 | 1000 | 989772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 11/15/24 | 1000 | 915613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 03/01/26 | 400 | 341268 |
|  Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/25/26 | 6700 | 6295195 |
|  Hewlett Packard Enterprise Co. |  |  |
|  # 4.450%, 10/02/23 | 3130 | 3105069 |
|  Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 10/01/24 | 6850 | 6676900 |
|  International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/15/24 | 6000 | 5822036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 05/15/26 | 2200 | 2058905 |
|  Interpublic Group of Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 04/15/24 | 1002 | 981480 |
|  Jabil, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.700%, 04/15/26 | 4500 | 3901792 |
|  JM Smucker Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/25 | 1000 | 958840 |
|  JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 04/01/26 | 7900 | 7372094 |
|  Juniper Networks, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 12/10/25 | 6000 | 5231598 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Kellogg Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 04/01/26 |  | 1122 | $1050905 |
|  Kinder Morgan, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 06/01/25 |  | 2000 | 1946131 |
|  Laboratory Corp. of America Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.550%, 06/01/26 |  | 2000 | 1736324 |
|  Lazard Group LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/13/25 |  | 2460 | 2366167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/01/27 |  | 4000 | 3657415 |
|  Lennar Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/30/25 |  | 3700 | 3597182 |
|  Marathon Petroleum Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 05/01/25 |  | 3900 | 3816755 |
|  Marsh & McLennan Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/03/24 |  | 2000 | 1943939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.349%, 09/21/26 | EUR | 342 | 305718 |
|  McDonald's Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 01/30/26 |  | 1287 | 1234804 |
|  McKesson Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 12/03/25 |  | 1600 | 1397099 |
|  Medtronic Global Holdings SCA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/15/25 | EUR | 800 | 717971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/07/27 | EUR | 1400 | 1258242 |
|  Merck & Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/02/24 | EUR | 700 | 661179 |
|  MetLife, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 12/09/24 | GBP | 800 | 922786 |
|  Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/07/24 | CAD | 11500 | 8187298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 10/27/26 | EUR | 207 | 184413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 04/27/27 | EUR | 1000 | 892963 |
|  MPLX LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 12/01/24 |  | 165 | 161973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/01/26 |  | 3900 | 3400191 |
|  Mylan, Inc. |  |  |  |
|  W 3.125%, 01/15/23 |  | 3550 | 3527955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 11/29/23 |  | 331 | 324750 |
|  National Retail Properties, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 06/15/24 |  | 5000 | 4871366 |
|  National Rural Utilities Cooperative Finance Corp. |  |  |  |
|  # 1.000%, 06/15/26 |  | 2600 | 2250992 |
|  NetApp, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 06/22/25 |  | 7000 | 6327906 |
|  Nuveen Finance LLC |  |  |  |
|  W 4.125%, 11/01/24 |  | 7000 | 6779448 |
|  ONEOK, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 09/01/24 |  | 3590 | 3406346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 09/15/25 |  | 2055 | 1852042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 01/15/26 |  | 1500 | 1491654 |
|  Oracle Corp. |  |  |  |
|  # 2.500%, 04/01/25 |  | 1000 | 934303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 03/25/26 |  | 7450 | 6540023 |

---

------

**DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Ovintiv Exploration, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 01/01/26 |  | 292 | $285522 |
|  Paramount Global |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/15/25 |  | 2038 | 1990267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 01/15/26 |  | 2000 | 1871611 |
|  Penske Truck Leasing Co. LP/PTL Finance Corp. |  |  |  |
|  W 4.000%, 07/15/25 |  | 2000 | 1900042 |
|  W 4.450%, 01/29/26 |  | 1715 | 1629262 |
|  W 1.700%, 06/15/26 |  | 4000 | 3420832 |
|  Philip Morris International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/01/24 |  | 500 | 482221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 03/19/25 | EUR | 424 | 409178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/25/26 |  | 3395 | 3112110 |
|  # 0.875%, 05/01/26 |  | 1497 | 1278217 |
|  Phillips 66 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 02/15/26 |  | 3500 | 3056056 |
|  Phillips 66 Co. |  |  |  |
|  W 2.450%, 12/15/24 |  | 81 | 75706 |
|  PPG Industries, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 03/15/26 |  | 1202 | 1041180 |
|  Prologis Euro Finance LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/10/27 | EUR | 100 | 81827 |
|  Prologis LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/02/26 | EUR | 1550 | 1468141 |
|  Public Storage |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 02/15/26 |  | 4000 | 3459509 |
|  PulteGroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 03/01/26 |  | 3000 | 2943639 |
|  PVH Corp. |  |  |  |
|  # 4.625%, 07/10/25 |  | 4851 | 4627589 |
|  Realty Income Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 01/14/27 | GBP | 300 | 291171 |
|  Roche Holdings, Inc. |  |  |  |
|  W 0.991%, 03/05/26 |  | 2550 | 2241008 |
|  Roper Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 09/15/25 |  | 1500 | 1327038 |
|  Ross Stores, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 04/15/25 |  | 2000 | 1958369 |
|  Royalty Pharma PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 09/02/25 |  | 8000 | 7056327 |
|  Ryder System, Inc. |  |  |  |
|  # 3.400%, 03/01/23 |  | 2325 | 2312916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 09/01/24 |  | 3000 | 2836183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/25 |  | 1000 | 970551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 09/01/25 |  | 1500 | 1406400 |
|  Schlumberger Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/15/24 | EUR | 740 | 687500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 10/28/26 | EUR | 1200 | 1100992 |
|  Sempra Energy |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 04/01/25 |  | 3531 | 3343216 |
|  Simon Property Group LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/13/24 |  | 5000 | 4699032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 09/01/25 |  | 3500 | 3324000 |
|  Sky Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 09/15/26 | EUR | 3467 | 3296591 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Southwest Airlines Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/04/25 |  | 4500 | $4475373 |
|  Southwestern Electric Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 03/15/26 |  | 5345 | 4697459 |
|  Steel Dynamics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 06/15/25 |  | 2100 | 1941129 |
|  Thermo Fisher Scientific Finance I BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/18/25 | EUR | 440 | 394519 |
|  Thermo Fisher Scientific, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 03/01/25 | EUR | 400 | 369309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 01/23/26 | EUR | 1800 | 1675046 |
|  United Parcel Service, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 05/21/24 | CAD | 5000 | 3528205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 11/15/25 | EUR | 1000 | 945087 |
|  UnitedHealth Group, Inc. |  |  |  |
|  # 1.150%, 05/15/26 |  | 1250 | 1100199 |
|  Utah Acquisition Sub, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 06/15/26 |  | 2000 | 1821514 |
|  Ventas Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/15/24 |  | 1000 | 969964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/15/25 |  | 2000 | 1869265 |
|  Verizon Communications, Inc. |  |  |  |
|  # 3.376%, 02/15/25 |  | 1000 | 965280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 03/20/26 |  | 7100 | 6251669 |
|  Viatris, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 06/22/25 |  | 480 | 428501 |
|  VMware, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 08/15/26 |  | 3725 | 3177830 |
|  Walgreens Boots Alliance, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 06/01/26 |  | 677 | 633807 |
|  Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.184%, 02/08/24 | CAD | 4250 | 3031543 |
|  # 3.550%, 09/29/25 |  | 2500 | 2367571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 04/22/26 |  | 4000 | 3660573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.975%, 05/19/26 | CAD | 1000 | 676742 |
|  Western Union Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.350%, 03/15/26 |  | 3062 | 2621374 |
|  Williams Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 09/15/25 |  | 566 | 542860 |
|  WRKCo, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 03/15/26 |  | 500 | 484095 |
|  TOTAL UNITED STATES |  |  | 441890964 |
|  TOTAL BONDS |  |  | 886423815 |
|  U.S. TREASURY OBLIGATIONS — (10.8%) |  |  |  |
|  U.S. Treasury Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/31/23 |  | 22975 | 22213953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 10/31/23 |  | 11000 | 10540234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 11/30/23 |  | 51100 | 49760621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/15/23 |  | 10000 | 9512110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/31/23 |  | 7000 | 6691289 |

---

------

**DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/31/24 | 12500 | $11926270 |
|  TOTAL U.S. TREASURY OBLIGATIONS |  | 110644477 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $1,096,617,173) |  | 997068292 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  SECURITIES LENDING COLLATERAL — (2.3%) |  |  |
|  @§ The DFA Short Term Investment Fund | 2014338 | $23287764 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,119,914,118) |  | $1020356056 |

---

As of October 31, 2022, DFA Selectively Hedged Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
| USD | 12303819 | EUR | 12269352 | Bank of America Corp. | 11/22/22 | $161535 |
| USD | 3396130 | EUR | 3387599 | State Street Bank and Trust | 11/22/22 | 43614 |
| USD | 7520482 | EUR | 7517092 | UBS AG | 11/22/22 | 81241 |
| NOK | 96835141 | USD | 9113994 | Bank of America Corp. | 12/13/22 | 213485 |
| NOK | 3455053 | USD | 327009 | Citibank, N.A. | 12/13/22 | 5793 |
| USD | 34957517 | NOK | 351978570 | HSBC Bank | 12/13/22 | 1053784 |
| NOK | 86511032 | USD | 8064881 | HSBC Bank | 12/13/22 | 268146 |
| NOK | 33869336 | USD | 3119971 | JP Morgan | 12/13/22 | 142435 |
| USD | 447883 | GBP | 385144 | Bank of America Corp. | 12/28/22 | 5301 |
| USD | 878914 | EUR | 878669 | Bank of America Corp. | 12/29/22 | 6303 |
| USD | 4446395 | EUR | 4427952 | Bank of America Corp. | 01/25/23 | 39648 |
| USD | 402048 | GBP | 349446 | Bank of America Corp. | 01/25/23 | 141 |
| USD | 2147633 | GBP | 1850379 | HSBC Bank | 01/25/23 | 19464 |
| USD | 48305304 | AUD | 74137807 | NatWest Markets PLC | 01/25/23 | 746861 |
| USD | 26952539 | EUR | 26678264 | State Street Bank and Trust | 01/25/23 | 402036 |
| USD | 396776 | EUR | 395414 | UBS AG | 01/25/23 | 3255 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  | $**3193042** |
| USD | 1480894 | EUR | 1537703 | State Street Bank and Trust | 11/22/22 | $(40884) |
| NOK | 16285578 | USD | 1579644 | Bank of America Corp. | 12/13/22 | (10963) |
| USD | 6288306 | EUR | 6332564 | Bank of New York Mellon | 12/29/22 | (603) |
| USD | 15495855 | EUR | 15769460 | UBS AG | 12/29/22 | (164896) |
| USD | 32280172 | EUR | 32691304 | State Street Bank and Trust | 01/03/23 | (202487) |
| USD | 32158985 | CAD | 44040382 | Bank of America Corp. | 01/17/23 | (201570) |
| USD | 34610150 | CAD | 47544780 | Bank of America Corp. | 01/19/23 | (326430) |
| USD | 294354 | GBP | 262036 | State Street Bank and Trust | 01/25/23 | (7020) |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  |  | $**(954853)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  | $**2238189** |

---

------

**DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO**

**CONTINUED**

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | $49570119 |  | $49570119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 1395768 |  | 1395768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 2639338 |  | 2639338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada |  | 81187471 |  | 81187471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 614825 |  | 614825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 1871059 |  | 1871059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 25010161 |  | 25010161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 46254283 |  | 46254283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 8780518 |  | 8780518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 8412506 |  | 8412506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 43958441 |  | 43958441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Luxembourg |  | 187184 |  | 187184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 11175981 |  | 11175981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 15007312 |  | 15007312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 14264916 |  | 14264916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations |  | 43135971 |  | 43135971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 17978252 |  | 17978252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 9433972 |  | 9433972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 63654774 |  | 63654774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 441890964 |  | 441890964 |
|  U.S. Treasury Obligations |  | 110644477 |  | 110644477 |
|  Securities Lending Collateral |  | 23287764 |  | 23287764 |
|  Forward Currency Contracts\*\* |  | 2238189 |  | 2238189 |
|  TOTAL |  | $1022594245 |  | $1022594245 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  BONDS — (79.5%) |  |  |  |
|  AUSTRALIA — (8.7%) |  |  |  |
|  Australia & New Zealand Banking Group Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 05/12/25 | AUD | 8800 | $5532116 |
|  # 3.700%, 11/16/25 |  | 25712 | 24684731 |
|  Australia Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/21/25 | AUD | 165440 | 96518037 |
|  Bank of New Zealand |  |  |  |
|  #W 1.000%, 03/03/26 |  | 2140 | 1851668 |
|  Commonwealth Bank of Australia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 08/18/25 | AUD | 17300 | 10894949 |
|  W 1.125%, 06/15/26 |  | 154303 | 133401694 |
|  National Australia Bank Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 05/20/24 | EUR | 4100 | 3866971 |
|  W 1.388%, 01/12/25 |  | 13200 | 12211435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 05/30/25 | AUD | 26280 | 16487100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 01/14/26 |  | 42854 | 40452828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 02/25/27 | AUD | 8000 | 4687456 |
|  New South Wales Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/20/25 | AUD | 3100 | 1874065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 05/20/26 | AUD | 193900 | 124596797 |
|  Queensland Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 07/22/24 | AUD | 7900 | 5226783 |
|  W 4.750%, 07/21/25 | AUD | 10000 | 6552918 |
|  W 3.250%, 07/21/26 | AUD | 122000 | 76356542 |
|  South Australian Government Financing Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 07/20/26 | AUD | 54500 | 33770924 |
|  Treasury Corp. of Victoria |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 12/17/24 | AUD | 19000 | 12580107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/20/25 | AUD | 190020 | 110140446 |
|  Westpac Banking Corp. |  |  |  |
|  # 1.019%, 11/18/24 |  | 2000 | 1843646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.350%, 02/19/25 |  | 24456 | 22997196 |
|  # 2.850%, 05/13/26 |  | 57130 | 52848334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.150%, 06/03/26 |  | 113167 | 98172480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 06/04/26 | AUD | 15300 | 9537235 |
|  TOTAL AUSTRALIA |  |  | 907086458 |
|  AUSTRIA — (0.9%) |  |  |  |
|  Oesterreichische Kontrollbank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 12/15/23 | GBP | 12400 | 13825985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 09/16/24 |  | 46554 | 43103647 |
|  Republic of Austria |  |  |  |
|  Government Bond |  |  |  |
|  W 1.650%, 10/21/24 | EUR | 38800 | 38071385 |
|  TOTAL AUSTRIA |  |  | 95001017 |
|  BELGIUM — (2.8%) |  |  |  |
|  Dexia Credit Local SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 07/22/23 | GBP | 41700 | 46705863 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  BELGIUM — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 05/29/24 | EUR | 4400 | $4168323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 07/16/24 |  | 47486 | 44145275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 11/26/24 | EUR | 19700 | 18870992 |
|  Euroclear Bank SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/07/25 | EUR | 1950 | 1773305 |
|  Kingdom of Belgium Government Bond |  |  |  |
|  W 2.600%, 06/22/24 | EUR | 52200 | 52066907 |
|  W 0.500%, 10/22/24 | EUR | 94600 | 90793002 |
|  W 0.800%, 06/22/25 | EUR | 33200 | 31769423 |
|  TOTAL BELGIUM |  |  | 290293090 |
|  CANADA — (9.1%) |  |  |  |
|  Alberta, Province of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 01/23/24 |  | 7700 | 7530369 |
|  Bank of Montreal |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.890%, 06/20/23 | CAD | 60700 | 44009115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 09/11/24 | CAD | 67550 | 47663074 |
|  Bank of Nova Scotia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.290%, 06/28/24 | CAD | 70000 | 49286967 |
|  Canadian Imperial Bank of Commerce |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.970%, 07/11/23 | CAD | 35000 | 25358975 |
|  CDP Financial, Inc. |  |  |  |
|  # 3.150%, 07/24/24 |  | 16980 | 16524314 |
|  CPPIB Capital, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 07/25/23 | GBP | 13100 | 14676581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 12/17/24 | GBP | 19100 | 20451294 |
|  W 0.875%, 09/09/26 |  | 28544 | 24644143 |
|  Export Development Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 12/08/23 | GBP | 8000 | 8942192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 02/21/24 |  | 25800 | 25144015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/27/25 | EUR | 11466 | 10655361 |
|  Manitoba, Province of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 04/16/24 |  | 39500 | 38313025 |
|  OMERS Finance Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.450%, 05/13/25 | EUR | 46925 | 43525907 |
|  Ontario Teachers' Finance Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/06/25 | EUR | 20150 | 18739387 |
|  Ontario, Province of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 12/15/23 | GBP | 3600 | 3983816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 01/29/24 |  | 90079 | 88226075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/21/25 | EUR | 2400 | 2271026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 08/26/25 | AUD | 3830 | 2366464 |
|  Province of Alberta Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 04/16/25 | EUR | 29600 | 27666489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 04/18/25 | EUR | 34376 | 32197303 |
|  Province of Ontario Canada |  |  |  |
|  3.400%, 10/17/23 |  | 7500 | 7395417 |

---

------

**DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  CANADA — (Continued) |  |  |  |
|  Province of Quebec Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/13/24 | GBP | 16700 | $17880157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/15/25 | EUR | 15608 | 14781396 |
|  PSP Capital, Inc. |  |  |  |
|  # 0.500%, 09/15/24 |  | 7187 | 6646897 |
|  Quebec, Province of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 04/09/24 |  | 92463 | 89642879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.200%, 04/07/25 | EUR | 666 | 618032 |
|  Royal Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.333%, 12/05/23 | CAD | 16450 | 11746412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 06/22/26 | AUD | 6439 | 4018786 |
|  Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.226%, 07/24/24 | CAD | 67847 | 48433400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 09/11/25 |  | 12650 | 11089438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 01/06/26 |  | 64825 | 55928637 |
|  # 1.200%, 06/03/26 |  | 151863 | 130851849 |
|  TOTAL CANADA |  |  | 951209192 |
|  DENMARK — (3.3%) |  |  |  |
|  Denmark Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/15/24 | DKK | 2337000 | 296539657 |
|  Kommunekredit |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 12/15/23 |  | 21800 | 20913092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 06/25/24 | GBP | 14650 | 16261347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 08/15/24 | GBP | 900 | 975708 |
|  Novo Nordisk Finance |  |  |  |
|  Netherlands BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 03/31/25 | EUR | 3900 | 3659823 |
|  TOTAL DENMARK |  |  | 338349627 |
|  FINLAND — (1.5%) |  |  |  |
|  Finland Government Bond |  |  |  |
|  W 0.000%, 09/15/24 | EUR | 63250 | 60240173 |
|  W 0.875%, 09/15/25 | EUR | 16200 | 15470024 |
|  Kuntarahoitus Oyj |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/15/24 | EUR | 19500 | 18255294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 12/16/24 | GBP | 25000 | 26845086 |
|  Nordea Bank Abp |  |  |  |
|  #W 0.750%, 08/28/25 |  | 37450 | 32854885 |
|  TOTAL FINLAND |  |  | 153665462 |
|  FRANCE — (5.2%) |  |  |  |
|  Agence Francaise de Developpement EPIC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/25/25 | EUR | 58300 | 54191362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 01/22/26 |  | 169800 | 149111568 |
|  BNP Paribas SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 09/26/23 | EUR | 2209 | 2183319 |
|  Bpifrance SACA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/25/25 | EUR | 3000 | 2811120 |
|  Caisse d'Amortissement de la Dette Sociale |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/27/24 |  | 54000 | 50453280 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  FRANCE — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 11/25/24 | EUR | 29642 | $28577174 |
|  French Republic Government Bond OAT |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 11/25/24 | EUR | 9000 | 8826764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/25/25 | EUR | 120700 | 113451595 |
|  Sanofi |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 04/06/25 | EUR | 5000 | 4720217 |
|  SFIL SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 02/09/26 |  | 56400 | 49369417 |
|  SNCF Reseau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 01/30/24 | EUR | 5300 | 5362748 |
|  Societe Nationale SNCF SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/02/24 | EUR | 17600 | 17813762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 02/19/25 | EUR | 4550 | 4638006 |
|  Unedic Asseo |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/25/24 | EUR | 20200 | 19911140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 11/25/24 | EUR | 22800 | 21435907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 02/17/25 | EUR | 6000 | 5681906 |
|  TOTAL FRANCE |  |  | 538539285 |
|  GERMANY — (6.5%) |  |  |  |
|  Erste Abwicklungsanstalt |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/01/24 |  | 51800 | 48808861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 10/30/24 |  | 64800 | 60036744 |
|  FMS Wertmanagement |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 01/30/24 |  | 3542 | 3460214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/06/24 |  | 12000 | 11248944 |
|  Free State of Bavaria |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 01/17/25 | EUR | 3500 | 3269336 |
|  Kreditanstalt fuer Wiederaufbau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 12/29/23 | GBP | 4167 | 4646152 |
|  # 0.250%, 03/08/24 |  | 111100 | 104759048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 05/10/24 |  | 65000 | 62112830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 10/04/24 | EUR | 11300 | 10722119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/15/24 | EUR | 12540 | 11828240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 12/09/24 | GBP | 9500 | 10332434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/18/25 | EUR | 32820 | 30737650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 02/27/25 | AUD | 2590 | 1657123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 03/31/25 | EUR | 4843 | 4522561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 04/23/25 | EUR | 7171 | 6748701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 09/11/26 | AUD | 15800 | 9724096 |
|  Land Berlin |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 04/22/25 | EUR | 4000 | 3728192 |
|  Land Hessen |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/10/25 | EUR | 13300 | 12367085 |
|  Landeskreditbank Baden-Wuerttemberg Foerderbank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 12/15/23 | GBP | 4780 | 5336108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 07/23/24 |  | 113054 | 108023323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 12/09/24 | GBP | 37593 | 39969572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 08/07/25 | AUD | 2300 | 1465169 |
|  Landwirtschaftliche Rentenbank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 11/14/23 |  | 3000 | 2953590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 04/08/24 | AUD | 19000 | 12282427 |

---

------

**DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  GERMANY — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.400%, 09/23/24 | AUD | 3000 | $1791815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 01/09/25 | AUD | 3400 | 2181605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/06/26 | AUD | 31370 | 20369678 |
|  NRW Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 12/15/23 | GBP | 9000 | 10041822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 12/16/24 | GBP | 31400 | 33367775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 03/31/26 | AUD | 27092 | 15438711 |
|  State of North |  |  |  |
|  Rhine-Westphalia Germany |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 12/16/24 | GBP | 20200 | 21556456 |
|  TOTAL GERMANY |  |  | 675488381 |
|  IRELAND — (2.0%) |  |  |  |
|  Ireland Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 03/18/24 | EUR | 98500 | 98976979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 03/13/25 | EUR | 107800 | 114545050 |
|  TOTAL IRELAND |  |  | 213522029 |
|  NETHERLANDS — (3.8%) | NETHERLANDS — (3.8%) |  |  |
|  BNG Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 04/12/24 | GBP | 34400 | 38324713 |
|  W 3.500%, 08/26/24 |  | 26700 | 26135829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 04/16/25 | EUR | 7300 | 6845461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 07/15/25 | AUD | 45975 | 28570053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 11/26/25 | AUD | 5690 | 3386784 |
|  Cooperatieve Rabobank UA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 01/10/25 |  | 9885 | 9078439 |
|  Nederlandse Waterschapsbank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/15/24 |  | 7700 | 7340193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 12/16/24 | GBP | 34950 | 38356053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 07/22/25 | AUD | 2500 | 1559551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 09/04/25 | AUD | 2880 | 1738992 |
|  Netherlands Government Bond |  |  |  |
|  W 0.000%, 01/15/24 | EUR | 25000 | 24140519 |
|  W 2.000%, 07/15/24 | EUR | 165900 | 164067360 |
|  W 0.250%, 07/15/25 | EUR | 21700 | 20451686 |
|  Network Rail Infrastructure |  |  |  |
|  Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 01/22/24 | GBP | 12360 | 14314854 |
|  Shell International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 04/07/24 | EUR | 1800 | 1734111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 05/12/24 | EUR | 5000 | 4782407 |
|  TOTAL NETHERLANDS |  |  | 390827005 |
|  NEW ZEALAND — (0.5%) |  |  |  |
|  New Zealand Local Government |  |  |  |
|  Funding Agency Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 04/15/24 | NZD | 86399 | 48173158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 04/15/25 | NZD | 9466 | 5192075 |
|  TOTAL NEW ZEALAND |  |  | 53365233 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  NORWAY — (2.1%) |  |  |  |
|  Kommunalbanken AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 12/08/23 |  | 8824 | $8402566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 12/15/23 | GBP | 3300 | 3688238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/05/24 |  | 11438 | 11163122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 06/19/24 |  | 42700 | 40905428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 12/12/24 | GBP | 14550 | 15660582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 07/16/25 | AUD | 40634 | 25952944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 08/20/25 | NZD | 943 | 530784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.600%, 06/01/26 | AUD | 21226 | 11866748 |
|  Norway Government Bond |  |  |  |
|  W 3.000%, 03/14/24 | NOK | 728000 | 69549663 |
|  W 1.750%, 03/13/25 | NOK | 333900 | 30815288 |
|  TOTAL NORWAY |  |  | 218535363 |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.0%) |  |  |  |
|  African Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 03/06/24 | AUD | 2500 | 1612773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 12/16/24 | GBP | 2000 | 2147804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 01/10/25 | AUD | 34000 | 21653483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/02/26 | AUD | 24000 | 15419379 |
|  Asian Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 12/15/23 | GBP | 42840 | 47858320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 03/15/24 |  | 212135 | 203441708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 06/11/24 |  | 23732 | 22160704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/12/25 | AUD | 25500 | 16170338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 06/17/25 | AUD | 20400 | 12910871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.800%, 11/06/25 | AUD | 4595 | 2660247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/05/26 | AUD | 22755 | 12794133 |
|  Asian Infrastructure Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 05/16/24 |  | 25326 | 24391468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/06/26 | AUD | 12400 | 7031794 |
|  Council Of Europe Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 03/27/25 | EUR | 13562 | 12675522 |
|  Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 02/09/24 | EUR | 2878 | 2757151 |
|  European Financial Stability Facility |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 02/19/24 | EUR | 27650 | 27252310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 04/19/24 | EUR | 20600 | 19674854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 06/27/24 | EUR | 4010 | 3919646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.400%, 02/17/25 | EUR | 7050 | 6644832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 07/11/25 | EUR | 2096 | 1964696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/15/25 | EUR | 10400 | 9552328 |
|  European Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 12/14/23 |  | 41000 | 40325960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 12/15/23 | GBP | 28520 | 31708775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/29/24 |  | 15583 | 15321517 |
|  # 2.250%, 06/24/24 |  | 43200 | 41614992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 08/07/24 | AUD | 8300 | 5372942 |

---

------

**DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 09/09/24 | NOK | 113000 | $10324742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 09/13/24 | EUR | 7450 | 7150201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 11/15/24 | GBP | 23544 | 25368353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 03/07/25 | GBP | 29561 | 31879729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/25/25 | EUR | 1520 | 1414847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 10/17/25 | AUD | 29152 | 17988621 |
|  European Stability Mechanism |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.100%, 07/31/23 | EUR | 1307 | 1272712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/16/24 | EUR | 8500 | 7972422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/14/25 | EUR | 27177 | 25326964 |
|  European Union |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 04/04/25 | EUR | 27000 | 25480418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.800%, 07/04/25 | EUR | 169950 | 160825447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 07/06/26 | EUR | 11200 | 10061947 |
|  Inter-American Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 12/15/23 | GBP | 99128 | 110614604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/21/24 |  | 13467 | 13188215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 07/01/24 |  | 27940 | 27279840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 08/27/24 | AUD | 20500 | 13250304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 12/15/24 | GBP | 49070 | 53289609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 10/30/25 | AUD | 31559 | 19382989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 01/29/26 | AUD | 5055 | 3073330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 06/11/26 | AUD | 56000 | 35687411 |
|  Inter-American Investment Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 10/02/24 |  | 4860 | 4594479 |
|  International Bank for Reconstruction & Development |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 03/19/24 |  | 134143 | 130345412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/28/24 |  | 37370 | 36175850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 02/19/25 | NZD | 8388 | 4480116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/18/26 | AUD | 41779 | 23412107 |
|  International Development Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/12/24 | GBP | 7843 | 8411983 |
|  International Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 04/03/25 | AUD | 54892 | 35075618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 02/24/26 | AUD | 23700 | 14869173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 07/22/26 | AUD | 107200 | 66097021 |
|  Nordic Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 12/15/23 | GBP | 4080 | 4542523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/28/24 | AUD | 14000 | 9035999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/13/25 | NOK | 106500 | 9729059 |
|  TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS |  |  | 1556640592 |
|  SWEDEN — (8.4%) |  |  |  |
|  Kommuninvest I Sverige AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/16/24 |  | 30663 | 30121534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 02/16/24 |  | 4200 | 3971940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 05/08/24 |  | 57300 | 54466515 |
|  W 1.375%, 05/08/24 |  | 14250 | 13549470 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  SWEDEN — (Continued) |  |  |  |
|  W 2.875%, 07/03/24 |  | 60617 | $58815220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 10/02/24 | SEK | 639000 | 55330758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/12/25 | SEK | 259000 | 22098440 |
|  Skandinaviska Enskilda Banken AB |  |  |  |
|  #W 0.850%, 09/02/25 |  | 59880 | 52715358 |
|  #W 1.400%, 11/19/25 |  | 159000 | 140719831 |
|  #W 1.200%, 09/09/26 |  | 170450 | 145692262 |
|  Svensk Exportkredit AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 12/15/23 | GBP | 15480 | 17274241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 07/30/24 |  | 72022 | 66853173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 09/03/24 |  | 115000 | 112674066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 10/07/24 |  | 18900 | 17479665 |
|  Svenska Handelsbanken AB |  |  |  |
|  W 0.550%, 06/11/24 |  | 4500 | 4177071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 06/18/24 | EUR | 3650 | 3426806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 04/15/25 | EUR | 5000 | 4692210 |
|  Sweden Government Bond |  |  |  |
|  W 1.500%, 11/13/23 | SEK | 80000 | 7187842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 05/12/25 | SEK | 701500 | 63654841 |
|  TOTAL SWEDEN |  |  | 874901243 |
|  SWITZERLAND — (0.1%) |  |  |  |
|  Novartis Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 05/06/24 |  | 10000 | 9806272 |
|  Novartis Finance SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 09/20/23 | EUR | 4000 | 3875987 |
|  TOTAL SWITZERLAND |  |  | 13682259 |
|  UNITED KINGDOM — (1.4%) | UNITED KINGDOM — (1.4%) |  |  |
|  United Kingdom Gilt |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/31/24 | GBP | 71000 | 78292346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/31/25 | GBP | 58800 | 62681375 |
|  TOTAL UNITED KINGDOM |  |  | 140973721 |
|  UNITED STATES — (8.2%) |  |  |  |
|  Abbott Ireland Financing DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.100%, 11/19/24 | EUR | 5300 | 4947176 |
|  Amazon.com, Inc. |  |  |  |
|  # 2.730%, 04/13/24 |  | 120000 | 116839368 |
|  # 0.450%, 05/12/24 |  | 29300 | 27476537 |
|  # 1.000%, 05/12/26 |  | 171552 | 150159315 |
|  Apple, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 05/11/25 |  | 9948 | 9096593 |
|  # 0.700%, 02/08/26 |  | 156555 | 137084754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 06/10/26 | AUD | 4150 | 2561657 |
|  Berkshire Hathaway, Inc. |  |  |  |
|  # 3.125%, 03/15/26 |  | 39087 | 37041170 |
|  Chevron Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.554%, 05/11/25 |  | 29200 | 26938506 |
|  # 3.326%, 11/17/25 |  | 6347 | 6118064 |
|  Chevron USA, Inc. |  |  |  |
|  0.687%, 08/12/25 |  | 7884 | 7053425 |

---

------

**DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES —(Continued) |  |  |  |
|  Exxon Mobil Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.142%, 06/26/24 | EUR | 7939 | $7478378 |
|  Merck & Co., Inc. |  |  |  |
|  # 0.750%, 02/24/26 |  | 9029 | 7916162 |
|  National Securities Clearing Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 04/23/25 |  | 27988 | 25616382 |
|  W 1.500%, 04/23/25 |  | 12157 | 11126853 |
|  #W 0.750%, 12/07/25 |  | 31144 | 27268601 |
|  Nestle Holdings, Inc. |  |  |  |
|  W 0.625%, 01/15/26 |  | 22181 | 19355505 |
|  Procter & Gamble Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 11/02/23 | EUR | 1030 | 1002527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 10/25/24 | EUR | 920 | 871579 |
|  # 1.000%, 04/23/26 |  | 30585 | 27061839 |
|  Roche Finance Europe BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 02/25/25 | EUR | 3106 | 2964711 |
|  Roche Holdings, Inc. |  |  |  |
|  W 1.882%, 03/08/24 |  | 106000 | 101877660 |
|  W 0.991%, 03/05/26 |  | 36750 | 32296880 |
|  W 2.625%, 05/15/26 |  | 6253 | 5774654 |
|  Visa, Inc. |  |  |  |
|  # 3.150%, 12/14/25 |  | 20453 | 19492761 |
|  Walmart, Inc. |  |  |  |
|  # 1.050%, 09/17/26 |  | 48862 | 42528702 |
|  TOTAL UNITED STATES |  |  | 857949759 |
|  TOTAL BONDS |  |  | 8270029716 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  U.S. TREASURY OBLIGATIONS — (20.2%) |  |  |
|  U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/15/23 | 110000 | $106553907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/31/23 | 195500 | 189024062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 08/15/23 | 383000 | 369669804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/15/23 | 91000 | 86560196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/31/23 | 344000 | 328829063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/31/24 | 442000 | 421712890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 01/31/24 | 120000 | 116887500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 02/15/24 | 259000 | 244461602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 04/15/24 | 248000 | 233149063 |
|  TOTAL U.S. TREASURY OBLIGATIONS |  | 2096848087 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $11,071,209,799) |  | 10366877803 |
|  | **Shares** |  |
|  SECURITIES LENDING COLLATERAL — (0.3%) |  |  |
|  @§ The DFA Short Term Investment Fund  | 2741798 | 31697924 |
|  TOTAL INVESTMENTS —(100.0%)<br>(Cost $11,102,918,862) |  | $10398575727 |

---

As of October 31, 2022, DFA Five-Year Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
|  USD  | 138255786 | EUR | 137798694 | Morgan Stanley and Co. International | 11/03/22 | $2066979 |
|  USD  | 48921397 | GBP | 42439379 | Bank of America Corp. | 11/04/22 | 249404 |
|  USD  | 32607485 | GBP | 28267573 | Citibank, N.A. | 11/04/22 | 188558 |
|  USD | 5469166 | GBP | 4743059 | State Street Bank and Trust | 11/04/22 | 29545 |
|  USD  | 6245694 | EUR | 6152293 | Bank of America Corp. | 11/09/22 | 162788 |
|  USD  | 54027677 | EUR | 53554194 | Citibank, N.A. | 11/09/22 | 1077483 |
|  USD  | 90804520 | EUR | 90555019 | State Street Bank and Trust | 11/09/22 | 1270808 |
|  USD  | 139302330 | EUR | 138217393 | JP Morgan | 11/10/22 | 2634001 |
|  USD  | 33027725 | SEK | 351905625 | Bank of America Corp. | 11/16/22 | 1127041 |
|  USD  | 4649409 | SEK | 49710347 | Citibank, N.A. | 11/16/22 | 143104 |
|  USD  | 35020739 | DKK | 258597768 | Bank of America Corp. | 11/22/22 | 645680 |
|  USD  | 3842349 | EUR | 3809714 | Citibank, N.A. | 11/22/22 | 72090 |
|  USD  | 6344496 | DKK | 47065662 | HSBC Bank | 11/22/22 | 88120 |
|  USD  | 35190649 | DKK | 260698044 | JP Morgan | 11/22/22 | 536401 |
|  USD  | 44561644 | EUR | 44421365 | JP Morgan | 11/22/22 | 600329 |
|  USD  | 3496702 | EUR | 3461866 | Morgan Stanley and Co. International | 11/22/22 | 70689 |
|  USD  | 28879950 | EUR | 28755625 | State Street Bank and Trust | 11/22/22 | 422133 |
|  USD  | 64807582 | EUR | 64754715 | UBS AG | 11/22/22 | 723501 |

---

------

**DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
|  USD | 8215440 | SEK | 87137315 | Bank of America Corp. | 11/23/22 | $312727 |
|  USD | 8631417 | SEK | 91020843 | Citibank, N.A. | 11/23/22 | 376498 |
|  USD | 52255054 | EUR | 52018578 | Citibank, N.A. | 11/23/22 | 771516 |
|  USD | 9719923 | SEK | 104347252 | HSBC Bank | 11/23/22 | 256396 |
|  USD | 9463660 | SEK | 99997340 | JP Morgan | 11/23/22 | 394639 |
|  USD | 70040320 | EUR | 69958650 | JP Morgan | 11/23/22 | 801232 |
|  USD | 8103812 | SEK | 87106130 | UBS AG | 11/23/22 | 203928 |
|  USD | 109107015 | CAD | 143688843 | HSBC Bank | 11/30/22 | 3619169 |
|  USD | 52900343 | CAD | 69491186 | JP Morgan | 12/05/22 | 1879489 |
|  USD | 116800048 | DKK | 861965666 | Bank of America Corp. | 12/07/22 | 2069856 |
|  NOK | 117396068 | USD | 11059260 | HSBC Bank | 12/22/22 | 252767 |
|  USD | 19589220 | EUR | 19597551 | Bank of America Corp. | 12/28/22 | 128772 |
|  USD | 13177535 | EUR | 13269813 | Bank of New York Mellon | 12/28/22 | 556 |
|  USD | 83278397 | AUD | 128281002 | State Street Bank and Trust | 12/28/22 | 1070653 |
|  USD | 87046317 | AUD | 134086277 | Bank of America Corp. | 12/29/22 | 1114988 |
|  USD | 10401978 | EUR | 10342385 | UBS AG | 12/29/22 | 130890 |
|  USD | 6105623 | AUD | 9395440 | Bank of America Corp. | 01/03/23 | 83240 |
|  USD | 143539458 | EUR | 143436542 | HSBC Bank | 01/03/23 | 1018369 |
|  USD | 103757508 | DKK | 771976278 | Morgan Stanley and Co. International | 01/03/23 | 709368 |
|  USD | 6108715 | AUD | 9400000 | State Street Bank and Trust | 01/03/23 | 83409 |
|  USD | 71463354 | AUD | 110292995 | UBS AG | 01/03/23 | 766648 |
|  USD | 79424733 | AUD | 122604414 | Bank of New York Mellon | 01/05/23 | 830996 |
|  NZD | 1192081 | USD | 678417 | Citibank, N.A. | 01/05/23 | 15321 |
|  NOK | 62495788 | USD | 5880322 | HSBC Bank | 01/05/23 | 144898 |
|  AUD | 4044400 | USD | 2541303 | Australia & New Zealand Banking Group Ltd. | 01/06/23 | 51391 |
|  AUD | 10724116 | USD | 6735622 | Bank of America Corp. | 01/06/23 | 139155 |
|  USD | 112419694 | AUD | 174782134 | Citibank, N.A. | 01/06/23 | 374258 |
|  USD | 2903069 | AUD | 4458035 | State Street Bank and Trust | 01/09/23 | 44909 |
|  CAD | 36092308 | USD | 26262224 | Bank of America Corp. | 01/12/23 | 256208 |
|  USD | 42987527 | EUR | 42872359 | Bank of America Corp. | 01/13/23 | 357769 |
|  USD | 70027950 | AUD | 107877042 | UBS AG | 01/25/23 | 826226 |
|  USD | 148032504 | GBP | 127575328 | HSBC Bank | 01/26/23 | 1300871 |
|  USD | 25987274 | EUR | 25589188 | State Street Bank and Trust | 01/27/23 | 516918 |
|  **Total Appreciation** | **Total Appreciation** |  |  |  |  | $**33012684** |
|  USD | 82543762 | GBP | 73280710 | Bank of New York Mellon | 11/03/22 | $(1496707) |
|  USD | 50885580 | GBP | 45846768 | HSBC Bank | 11/03/22 | (1692840) |
|  USD | 60458753 | GBP | 53921866 | State Street Bank and Trust | 11/04/22 | (1382036) |
|  USD | 58884879 | GBP | 53070650 | HSBC Bank | 11/10/22 | (1989294) |
|  USD | 78198516 | GBP | 70116487 | State Street Bank and Trust | 11/10/22 | (2227918) |
|  USD | 5626259 | DKK | 42364231 | Citibank, N.A. | 11/22/22 | (5162) |
|  USD | 37454997 | SEK | 421706109 | Citibank, N.A. | 11/28/22 | (803113) |
|  CAD | 96771547 | USD | 72355263 | UBS AG | 11/30/22 | (1311320) |
|  NOK | 147654264 | USD | 14247984 | Bank of America Corp. | 12/22/22 | (20344) |
|  USD | 85898419 | NOK | 921165269 | Societe Generale | 12/22/22 | (2863035) |
|  USD | 49564820 | EUR | 50324315 | Bank of New York Mellon | 12/29/22 | (412574) |
|  USD | 49101491 | EUR | 49977548 | HSBC Bank | 12/29/22 | (531527) |
|  USD | 79108820 | NOK | 834826107 | HSBC Bank | 01/05/23 | (1376790) |
|  USD | 58032453 | NZD | 101601985 | HSBC Bank | 01/05/23 | (1095363) |
|  NOK | 153767685 | USD | 15004131 | HSBC Bank | 01/05/23 | (179384) |
|  USD | 140024974 | EUR | 141906440 | Morgan Stanley and Co. International | 01/06/23 | (1006568) |
|  USD | 64296897 | AUD | 101193602 | UBS AG | 01/09/23 | (580899) |
|  USD | 129418806 | EUR | 131993726 | State Street Bank and Trust | 01/10/23 | (1799342) |
|  USD | 76639798 | AUD | 121221196 | UBS AG | 01/10/23 | (1080936) |
|  USD | 31705783 | SEK | 357067106 | Citibank, N.A. | 01/11/23 | (832730) |
|  USD | 137425156 | EUR | 141106092 | State Street Bank and Trust | 01/12/23 | (2872245) |
|  USD | 58951567 | CAD | 82137048 | State Street Bank and Trust | 01/12/23 | (1397737) |
|  USD | 65162312 | AUD | 104895787 | UBS AG | 01/12/23 | (2096157) |

---

------

**DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
|  USD  | 88770741 | EUR | 90138676 | Bank of America Corp. | 01/13/23 | $(857870) |
|  USD  | 79162609 | AUD | 124982607 | UBS AG | 01/13/23 | (978217) |
|  USD  | 67094381 | AUD | 106495637 | Citibank, N.A. | 01/17/23 | (1201932) |
|  USD  | 52261203 | CAD | 71562153 | UBS AG | 01/17/23 | (322150) |
|  USD  | 144691918 | GBP | 127821951 | State Street Bank and Trust | 01/19/23 | (2296193) |
|  USD  | 54394255 | CAD | 75143275 | Bank of America Corp. | 01/20/23 | (822898) |
|  USD  | 140593628 | GBP | 126616302 | HSBC Bank | 01/20/23 | (5011900) |
|  USD  | 68091780 | AUD | 107724988 | Bank of America Corp. | 01/23/23 | (1007533) |
|  USD  | 132313443 | EUR | 133098270 | State Street Bank and Trust | 01/24/23 | (137772) |
|  USD | 67067420 | AUD | 105773230 | UBS AG | 01/24/23 | (782345) |
|  USD  | 19044994 | GBP | 16953358 | State Street Bank and Trust | 01/25/23 | (453511) |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  |  | $**(42926342)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  |  | $**(9913658)** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | $907086458 |  | $907086458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 95001017 |  | 95001017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 290293090 |  | 290293090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada |  | 951209192 |  | 951209192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 338349627 |  | 338349627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 153665462 |  | 153665462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 538539285 |  | 538539285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 675488381 |  | 675488381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 213522029 |  | 213522029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 390827005 |  | 390827005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 53365233 |  | 53365233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 218535363 |  | 218535363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations |  | 1556640592 |  | 1556640592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 874901243 |  | 874901243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 13682259 |  | 13682259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 140973721 |  | 140973721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 857949759 |  | 857949759 |
|  U.S. Treasury Obligations |  | 2096848087 |  | 2096848087 |
|  Securities Lending Collateral |  | 31697924 |  | 31697924 |
|  Forward Currency Contracts\*\* |  | (9913658) |  | (9913658) |
|  TOTAL |  | $10388662069 |  | $10388662069 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA WORLD EX U.S. GOVERNMENT FIXED INCOME PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  BONDS — (96.2%) |  |  |  |
|  AUSTRALIA — (7.8%) |  |  |  |
|  New South Wales Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 03/20/31 | AUD | 20000 | $10651930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/20/34 | AUD | 6000 | 2844304 |
|  Queensland Treasury Corp. |  |  |  |
|  W 3.500%, 08/21/30 | AUD | 34500 | 20932180 |
|  W 1.750%, 08/21/31 | AUD | 7000 | 3619831 |
|  W 1.750%, 07/20/34 | AUD | 7000 | 3294419 |
|  South Australian Government Financing Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 05/24/32 | AUD | 6000 | 3008951 |
|  Treasury Corp. of Victoria |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 12/20/32 | AUD | 10000 | 6233000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 11/20/34 | AUD | 51500 | 25380075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/17/35 | AUD | 11000 | 5128600 |
|  Western Australian Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/24/34 | AUD | 10000 | 4838049 |
|  TOTAL AUSTRALIA |  |  | 85931339 |
|  BELGIUM — (1.8%) |  |  |  |
|  Dexia Credit Local SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/21/28 | EUR | 10000 | 8485824 |
|  Kingdom of Belgium Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/28/32 | EUR | 2800 | 3062210 |
|  W 1.250%, 04/22/33 | EUR | 9000 | 7729530 |
|  TOTAL BELGIUM |  |  | 19277564 |
|  CANADA — (10.6%) |  |  |  |
|  CPPIB Capital, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 02/06/29 | EUR | 12100 | 10466681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/04/33 | EUR | 31520 | 26277829 |
|  Ontario Teachers' Finance Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.100%, 05/19/28 | EUR | 37000 | 30907719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.850%, 05/03/32 | EUR | 13000 | 11186329 |
|  Province of Quebec Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 07/05/28 | EUR | 5000 | 4387839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/15/29 | EUR | 30700 | 24483612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/29/30 | EUR | 11500 | 8837597 |
|  TOTAL CANADA |  |  | 116547606 |
|  DENMARK — (3.5%) |  |  |  |
|  Denmark Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/15/29 | DKK | 138000 | 16024104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/15/31 | DKK | 152000 | 16067943 |
|  Kommunekredit |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/17/29 | EUR | 7917 | 6370983 |
|  TOTAL DENMARK |  |  | 38463030 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  FINLAND — (5.7%) |  |  |  |
|  Finland Government Bond |  |  |  |
|  W 1.125%, 04/15/34 | EUR | 45000 | $36840017 |
|  Kuntarahoitus Oyj |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 02/23/33 | EUR | 30511 | 25438447 |
|  TOTAL FINLAND |  |  | 62278464 |
|  FRANCE — (24.4%) |  |  |  |
|  Action Logement Services |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 10/30/34 | EUR | 25200 | 18068023 |
|  Agence Francaise de Developpement |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 07/05/32 | EUR | 13000 | 11036555 |
|  Agence Francaise de Developpement EPIC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 05/25/31 | EUR | 5500 | 4606479 |
|  French Republic Government Bond OAT |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 05/25/34 | EUR | 82000 | 68405483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 04/25/35 | EUR | 46000 | 54057149 |
|  W 1.250%, 05/25/36 | EUR | 65000 | 52220587 |
|  SNCF Reseau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%,12 /07/28 | GBP | 11713 | 13897924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/10/33 | EUR | 11000 | 12629221 |
|  Societe Nationale SNCF SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 04/17/30 | EUR | 26000 | 21792989 |
|  Unedic Asseo |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 04/20/32 | EUR | 9000 | 7842503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 05/25/33 | EUR | 3400 | 2812159 |
|  TOTAL FRANCE |  |  | 267369072 |
|  GERMANY — (7.0%) |  |  |  |
|  Deutsche Bahn Finance GMBH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 08/16/33 | EUR | 4773 | 3890276 |
|  Kreditanstalt fuer Wiederaufbau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/09/32 | EUR | 30000 | 23214875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 06/07/32 | GBP | 19775 | 25737308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.050%, 09/29/34 | EUR | 10000 | 7055451 |
|  State of North Rhine-Westphalia Germany |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/13/33 | EUR | 9000 | 8419206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.100%, 03/13/34 | EUR | 10000 | 8068762 |
|  TOTAL GERMANY |  |  | 76385878 |
|  NETHERLANDS — (2.9%) |  |  |  |
|  BNG Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 04/26/29 | AUD | 25000 | 14601373 |
|  Nederlandse Waterschapsbank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 04/29/30 | EUR | 6500 | 5377613 |

---

------

**DFA WORLD EX U.S. GOVERNMENT FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  NETHERLANDS — (Continued) |  |  |  |
|  Network Rail Infrastructure Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 12/09/30 | GBP | 9710 | $11325171 |
|  TOTAL NETHERLANDS |  |  | 31304157 |
|  NEW ZEALAND — (3.0%) |  |  |  |
|  New Zealand Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/14/33 | NZD | 60000 | 32884803 |
|  NORWAY — (2.2%) |  |  |  |
|  Equinor ASA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 03/11/31 | GBP | 19124 | 24514473 |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS —(13.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS —(13.8%) |  |  |
|  Asian Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.350%, 06/21/27 | JPY | 1830000 | 13504153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/07/27 | GBP | 7000 | 6714234 |
|  EUROFIMA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 05/21/29 | AUD | 15000 | 8686009 |
|  Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.150%, 10/10/34 | EUR | 30000 | 20808447 |
|  European Financial Stability Facility |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 05/24/33 , | EUR | 30000 | 24914938 |
|  European Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 01/26/26 | JPY | 2297800 | 16364078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 01/18/27 | JPY | 517100 | 3764088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 05/12/28 | SEK | 110000 | 8981022 |
|  European Stability Mechanism |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 05/23/33 | EUR | 38500 | 31729808 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS — (Continued) |  |  |  |
|  European Union |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 04/04/33 | EUR | 10000 | $8337309 |
|  International Bank for Reconstruction & Development |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 08/08/34 | EUR | 10000 | 8047278 |
|  TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS |  |  | 151851364 |
|  SWEDEN — (0.9%) |  |  |  |
|  Sweden Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 05/12/28 | SEK | 120000 | 9988938 |
|  UNITED<br>KINGDOM — (12.6%) | UNITED<br>KINGDOM — (12.6%) |  |  |
|  United Kingdom Gilt |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 07/31/35 | GBP | 176000 | 138412032 |
|  TOTAL BONDS |  |  | 1055208720 |
|  U.S. TREASURY OBLIGATIONS — (3.8%) |  |  |  |
|  U.S. Treasury Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 03/31/29 |  | 47000 | 42112734 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $1,509,887,517) |  |  | 1097321454 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,509,887,517) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,509,887,517) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,509,887,517) | $1097321454 |

---

As of October 31, 2022, DFA World ex U.S. Government Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign**<br>**Exchange<br>Appreciation<br>(Depreciation)** |
|  USD | 98124947 | EUR | 97690430 | State Street Bank and Trust | 11/01/22 | $1582408 |
|  GBP | 11673552 | USD | 12926415 | Morgan Stanley and Co. International | 11/07/22 | 462552 |
|  USD | 4171832 | CAD | 5503488 | Citibank, N.A. | 12/06/22 | 131055 |
|  USD | 35176564 | JPY | 5030557921 | Bank of America Corp. | 12/27/22 | 1102817 |
|  USD | 107281857 | EUR | 107235992 | Bank of America Corp. | 12/29/22 | 785118 |
|  EUR | 5000000 | USD | 4893319 | Bank of America Corp. | 01/03/23 | 74770 |
|  USD | 112198423 | EUR | 112146471 | HSBC Bank | 01/03/23 | 767703 |
|  EUR | 9391746 | USD | 9283824 | HSBC Bank | 01/03/23 | 47982 |
|  SEK | 1029196 | USD | 91169 | HSBC Bank | 01/03/23 | 2573 |

---

------

**DFA WORLD EX U.S. GOVERNMENT FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
|  USD | 9259960 | SEK | 100302668 | Morgan Stanley and Co.International | 01/03/23 | $124044 |
|  EUR | 6318373 | USD | 6183148 | State Street Bank and Trust | 01/03/23 | 94899 |
|  USD | 10101604 | SEK | 110897095 | State Street Bank and Trust | 01/03/23 | 711 |
|  EUR | 6888613 | USD | 6732903 | Royal Bank of Canada | 01/04/23 | 112243 |
|  USD | 98440853 | EUR | 98761472 | State Street Bank and Trust | 01/04/23 | 302563 |
|  AUD | 4956333 | USD | 3130483 | Australia & New Zealand Banking Group Ltd. | 01/06/23 | 46812 |
|  NZD | 1738768 | USD | 977422 | Bank of America Corp. | 01/06/23 | 34482 |
|  USD | 713688 | NZD | 1225908 | Citibank, N.A. | 01/06/23 | 252 |
|  USD | 1107286 | AUD | 1706018 | UBS AG | 01/06/23 | 13630 |
|  USD | 7288665 | DKK | 54486576 | Bank of America Corp. | 01/17/23 | 7427 |
|  USD | 9683182 | DKK | 70944819 | State Street Bank and Trust | 01/17/23 | 202571 |
|  USD | 3224344 | GBP | 2780321 | State Street Bank and Trust | 01/23/23 | 26792 |
|  USD | 93305715 | EUR | 92522463 | State Street Bank and Trust | 01/25/23 | 1226337 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  | $**7149741** |
|  EUR | 97690430 | USD | 97320183 | Bank of America Corp. | 11/01/22 | $(777644) |
|  USD | 76056656 | GBP | 67236314 | Citibank, N.A. | 11/07/22 | (1059953) |
|  USD | 3143539 | GBP | 2741355 | Societe Generale | 11/07/22 | (655) |
|  USD | 7163163 | GBP | 6453735 | State Street Bank and Trust | 11/07/22 | (238940) |
|  CAD | 5503488 | USD | 4201542 | State Street Bank and Trust | 12/06/22 | (160764) |
|  USD | 61988910 | EUR | 64065331 | JP Morgan | 12/27/22 | (1621678) |
|  USD | 91556 | SEK | 1011681 | Morgan Stanley and Co. International | 01/03/23 | (591) |
|  USD | 110889861 | AUD | 173496646 | Citibank, N.A. | 01/06/23 | (331503) |
|  USD | 32098944 | NZD | 56777520 | UBS AG | 01/06/23 | (943617) |
|  USD | 1268738 | AUD | 1984987 | UBS AG | 01/06/23 | (3753) |
|  DKK | 1220014 | USD | 163146 | Citibank, N.A. | 01/17/23 | (111) |
|  USD | 15807134 | DKK | 119232729 | HSBC Bank | 01/17/23 | (126365) |
|  USD | 96253603 | EUR | 97770125 | Bank of America Corp. | 01/18/23 | (998685) |
|  USD | 84890640 | EUR | 85757667 | Citibank, N.A. | 01/19/23 | (419029) |
|  USD | 68972223 | GBP | 60823375 | Citibank, N.A. | 01/23/23 | (978653) |
|  USD | 77366993 | GBP | 68218966 | Bank of America Corp. | 01/24/23 | (1091371) |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | $**(8753312)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  | $**(1603571)** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | $85931339 |  | $85931339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 19277564 |  | 19277564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada |  | 116547606 |  | 116547606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 38463030 |  | 38463030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 62278464 |  | 62278464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 267369072 |  | 267369072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 76385878 |  | 76385878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 31304157 |  | 31304157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 32884803 |  | 32884803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 24514473 |  | 24514473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations |  | 151851364 |  | 151851364 |

---

------

**DFA WORLD EX U.S. GOVERNMENT FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | $9988938 |  | $9988938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 138412032 |  | 138412032 |
|  U.S. Treasury Obligations |  | 42112734 |  | 42112734 |
|  Forward Currency Contracts\*\* |  | (1603571) |  | (1603571) |
|  TOTAL |  | $1095717883 |  | $1095717883 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA SHORT-TERM GOVERNMENT PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount** | **Value†** |
|  | **(000)** | |
|  U.S. TREASURY OBLIGATIONS — (99.8%) |  |  |
|  U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/31/23 | 136600 | $132075125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 08/15/23 | 97500 | 94106543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 08/31/23 | 4500 | 4331602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/30/23 | 164600 | 158170312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 10/15/23 | 145250 | 139110919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 10/31/23 | 164000 | 157145312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/15/23 | 112000 | 107034375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/30/23 | 165000 | 157877930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/15/23 | 165000 | 156949805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/31/23 | 168750 | 161307862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/15/24 | 172500 | 163369628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/31/24 | 142000 | 135482421 |
|  TOTAL U.S. TREASURY OBLIGATIONS<br>Cost ($1599588387) |  | 1566961834 |
|  | **Shares** |  |
|  TEMPORARY CASH INVESTMENTS — (0.2%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund 3.010% | 2792612 | 2792612 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,602,380,999) |  | $1569754446 |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  U.S. Treasury Obligations |  | $1566961834 |  | $1566961834 |
|  Temporary Cash Investments | $2792612 |  |  | 2792612 |
|  TOTAL | $2792612 | $1566961834 |  | $1569754446 |

---

See accompanying Notes to Financial Statements.

------

**DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount** | **Value†** |
|  | **(000)** | |
|  AGENCY OBLIGATIONS —(24.8%) |  |  |
|  Federal Home Loan Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/13/26 | 6080 | $6056883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 06/12/26 | 16080 | 16725791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 09/11/26 | 2500 | 2266762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 09/11/26 | 62930 | 59539183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 12/11/26 | 30250 | 27487671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/10/27 | 97640 | 89044071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/10/28 | 51070 | 47401256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/09/28 | 202360 | 190208822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 11/16/28 | 265180 | 250080144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 09/14/29 | 11305 | 9817796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 12/14/29 | 28270 | 24266258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 07/15/36 | 108365 | 114659652 |
|  Tennessee Valley Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 02/01/27 | 170019 | 159358703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 05/01/30 | 120440 | 140418361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 09/15/31 | 30000 | 22993227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 07/15/33 | 10000 | 9811098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 06/15/35 | 7635 | 7357636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY<br> OBLIGATIONS |  | 1177493314 |
|  U.S. TREASURY OBLIGATIONS — (75.2%) |  |  |
|  U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 08/15/26 | 8183 | 8853086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 11/15/26 | 15000 | 16171289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 02/15/27 | 5000 | 5433594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 11/15/27 | 170500 | 184286524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 08/15/28 | 5000 | 5302930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 11/15/28 | 34132 | 35784040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 02/15/29 | 10000 | 10512891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 08/15/29 | 6278 | 6967844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 05/15/30 | 74039 | 83826483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/15/31 | 95250 | 103435547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/15/36 | 79750 | 83061494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/15/37 | 44500 | 47328184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 05/15/37 | 68000 | 73883594 |
|  U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 02/15/26 | 9000 | 8232188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/31/26 | 8000 | 7458125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 04/30/26 | 13000 | 12157539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 05/15/26 | 83000 | 75517031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 05/31/26 | 25000 | 23133789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 06/30/26 | 40000 | 36650000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 07/31/26 | 45000 | 41139844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 08/15/26 | 95000 | 85492579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 08/31/26 | 11000 | 9848008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 09/30/26 | 19000 | 17167539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 10/31/26 | 31000 | 27916953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/15/26 | 122550 | 111922617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 01/31/27 | 5000 | 4455859 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount** | **Value†** |
|  | **(000)** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 02/15/27 | 51500 | $47331719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 02/28/27 | 55500 | 48588516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 03/31/27 | 5000 | 4267773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 04/30/27 | 5000 | 4232031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/15/27 | 161000 | 148252070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/31/27 | 22000 | 18562500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 06/30/27 | 12250 | 10308662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 07/31/27 | 3000 | 2504180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 08/15/27 | 114400 | 104407875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 08/31/27 | 5000 | 4185742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 09/30/27 | 5000 | 4144922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 10/31/27 | 7000 | 5822578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 11/15/27 | 5000 | 4543555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 11/30/27 | 5000 | 4175781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/15/28 | 28750 | 26682471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 02/29/28 | 5000 | 4255469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/31/28 | 5000 | 4274219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 04/30/28 | 37000 | 31561289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/28 | 88000 | 81912187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 07/31/28 | 6000 | 5010234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 08/15/28 | 10750 | 9984482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 11/15/28 | 21000 | 19736719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 02/15/29 | 130000 | 118401563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/15/29 | 232500 | 208123828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 08/15/29 | 107500 | 91622754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 02/15/30 | 233000 | 195201212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 05/15/30 | 360500 | 280119766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 08/15/30 | 341750 | 263975177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 11/15/30 | 310000 | 243785937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 02/15/31 | 185000 | 147920507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 05/15/31 | 106000 | 87599063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 08/15/31 | 233750 | 185785596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 11/15/31 | 7500 | 5984180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/32 | 16000 | 14497500 |
|  TOTAL U.S. TREASURY OBLIGATIONS |  | 3563701628 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $5,502,191,469) |  | 4741194942 |
|  | **Shares** |  |
|  TEMPORARY CASH INVESTMENTS — (0.0%) |  |  |
|  State Street Institutional U.S Government Money Market Fund 3.010% | 1844812 | 1844812 |
|  TOTAL<br>INVESTMENT S — (100.0%)<br>(Cost $5,504,036,281) | TOTAL<br>INVESTMENT S — (100.0%)<br>(Cost $5,504,036,281) | $4743039754 |

---

------

**DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO** 

**CONTINUED** 

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Agency Obligations |  | $1177493314 |  | $1177493314 |
|  U.S. Treasury Obligations |  | 3563701628 |  | 3563701628 |
|  Temporary Cash Investments | $1844812 |  |  | 1844812 |
|  TOTAL | $1844812 | $4741194942 |  | $4743039754 |

---

See accompanying Notes to Financial Statements.

------

**DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  BONDS — (84.3%)  |  |  |  |
|  7-Eleven, Inc. |  |  |  |
|  W 0.950%, 02/10/26 |  | 9000 | $7740454 |
|  AbbVie, Inc. |  |  |  |
|  # 3.800%, 03/15/25 |  | 10000 | 9646293 |
|  # 3.600%, 05/14/25 |  | 6350 | 6093333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 05/14/26 |  | 2200 | 2049641 |
|  ABN AMRO Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 04/16/25 | EUR | 1000 | 944668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 06/01/27 | EUR | 1000 | 916702 |
|  Activision Blizzard, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 09/15/26 |  | 5000 | 4697618 |
|  AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 08/14/24 |  | 4000 | 3747993 |
|  # 3.500%, 01/15/25 |  | 4000 | 3753334 |
|  # 6.500%, 07/15/25 |  | 7102 | 6991108 |
|  # 4.450%, 10/01/25 |  | 1800 | 1692643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/30/26 |  | 16100 | 13709736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 04/03/26 |  | 410 | 379089 |
|  AES Corp. |  |  |  |
|  #W 3.300%, 07/15/25 |  | 400 | 368491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 01/15/26 |  | 8849 | 7642468 |
|  Aetna, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 11/15/24 |  | 1236 | 1193764 |
|  African Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 03/23/26 |  | 60000 | 53024953 |
|  Agence Francaise de Developpement EPIC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 01/22/26 |  | 7600 | 6674016 |
|  Airbus SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 04/07/25 | EUR | 1000 | 951744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 05/13/26 | EUR | 500 | 457370 |
|  Aker BP ASA |  |  |  |
|  #W 3.000%, 01/15/25 |  | 5250 | 4919647 |
|  #W 2.875%, 01/15/26 |  | 7700 | 6965885 |
|  ALD SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/02/26 | EUR | 1700 | 1497292 |
|  Ally Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 09/30/24 |  | 1000 | 985150 |
|  # 5.800%, 05/01/25 |  | 2941 | 2941206 |
|  Altria Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 02/15/23 | EUR | 15875 | 15604845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.350%, 05/06/25 |  | 5000 | 4613485 |
|  # 4.400%, 02/14/26 |  | 400 | 383823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 06/15/27 | EUR | 5000 | 4357687 |
|  Amazon.com, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/12/26 |  | 69137 | 60515555 |
|  Amcor Finance USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 04/28/26 |  | 2529 | 2333600 |
|  Amcor Flexibles North |  |  |  |
|  America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 05/17/25 |  | 16150 | 15532678 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  American Electric Power Co., Inc. |  |  |  |
|  # 1.000%, 11/01/25 |  | 1582 | $1389182 |
|  American Express Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 12/02/22 |  | 12256 | 12241075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 07/30/24 |  | 8900 | 8460086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/04/25 |  | 10000 | 9285010 |
|  # 1.650%, 11/04/26 |  | 10000 | 8609119 |
|  American Honda Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.550%, 07/12/24 |  | 50000 | 46351862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 10/18/24 | EUR | 4550 | 4398449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 11/25/26 | GBP | 2000 | 1924720 |
|  American International Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 04/01/26 |  | 200 | 190550 |
|  American Medical Systems Europe BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 03/08/25 | EUR | 2000 | 1858502 |
|  American Tower Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 05/15/24 |  | 7200 | 6977020 |
|  # 2.400%, 03/15/25 |  | 7100 | 6565843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/01/25 |  | 7489 | 7163067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 09/15/25 |  | 400 | 352371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.600%, 04/15/26 |  | 4600 | 3971676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 10/15/26 |  | 11400 | 10315827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.450%, 01/15/27 | EUR | 2000 | 1666565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 01/15/27 |  | 800 | 712818 |
|  American Water Capital Corp. |  |  |  |
|  # 3.400%, 03/01/25 |  | 1800 | 1728516 |
|  Ameriprise Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 09/15/26 |  | 3000 | 2753437 |
|  AmerisourceBergen Corp. |  |  |  |
|  # 3.400%, 05/15/24 |  | 4200 | 4085900 |
|  Amgen, Inc. |  |  |  |
|  # 3.125%, 05/01/25 |  | 4600 | 4396956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 02/25/26 | EUR | 3000 | 2848827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 08/19/26 |  | 17000 | 15526623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 12/07/26 | GBP | 1000 | 1157706 |
|  Aon Global Ltd. |  |  |  |
|  # 3.500%, 06/14/24 |  | 10000 | 9721254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/14/26 | EUR | 2900 | 2736740 |
|  APA Infrastructure Ltd. |  |  |  |
|  W 4.200%, 03/23/25 |  | 12284 | 11713321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 03/23/25 |  | 11334 | 10807455 |
|  Apple, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 05/11/25 |  | 4600 | 4206306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.700%, 02/08/26 |  | 12180 | 10665212 |
|  ArcelorMittal SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/01/25 |  | 1000 | 995483 |
|  Archer-Daniels-Midland Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 09/12/25 | EUR | 2000 | 1858886 |
|  Ares Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/15/26 |  | 27864 | 24981228 |

---

------

**DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Arizona Public Service Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 05/15/25 |  | 3000 | $2832598 |
|  Arrow Electronics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 09/08/24 |  | 1000 | 954121 |
|  Asian Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 06/11/24 |  | 15000 | 14006850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 01/28/25 | NZD | 500 | 269021 |
|  Asian Infrastructure Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/06/26 | AUD | 800 | 453664 |
|  Assurant, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 09/27/23 |  | 4500 | 4457927 |
|  AstraZeneca PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 11/16/25 |  | 9800 | 9327550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.700%, 04/08/26 |  | 19663 | 16952489 |
|  AT&T, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/25/25 | CAD | 1000 | 708401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/04/26 | EUR | 4800 | 4263015 |
|  Australia Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/21/25 | AUD | 37100 | 21644216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 04/21/26 | AUD | 17300 | 11398347 |
|  AutoZone, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 01/15/23 |  | 12501 | 12460866 |
|  Banco Bilbao Vizcaya Argentaria SA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 11/26/25 | EUR | 7700 | 7187727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 11/15/26 | EUR | 1300 | 1119792 |
|  Banco Santander SA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.848%, 04/12/23 |  | 25400 | 25169265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.496%, 03/24/25 |  | 4000 | 3797238 |
|  Bank of America Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 01/11/23 |  | 563 | 561852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 03/26/25 | EUR | 1250 | 1176499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 07/25/25 | GBP | 2907 | 3092235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/19/26 |  | 34335 | 32058727 |
|  Bank of Montreal  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.890%, 06/20/23 | CAD | 2900 | 2102577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 07/09/24 |  | 400 | 369680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.280%, 07/29/24 | CAD | 8750 | 6119252 |
|  # 1.250%, 09/15/26 |  | 7400 | 6285480 |
|  Bank of New York Mellon Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.600%, 04/24/25 |  | 16500 | 15108647 |
|  Bank of New Zealand |  |  |  |
|  W 1.000%, 03/03/26 |  | 3000 | 2595796 |
|  Bank of Nova Scotia  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 02/11/24 |  | 2801 | 2740340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.650%, 07/31/24 |  | 300 | 276211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 04/11/25 |  | 17000 | 16199487 |
|  # 1.300%, 06/11/25 |  | 9000 | 8078774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 03/02/26 |  | 20000 | 17323421 |
|  Bank of Nova Scotia  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 08/03/26 |  | 4000 | 3601908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 09/15/26 |  | 19675 | 16755607 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Banque Federative du Credit Mutuel SA |  |  |  |
|  W 2.375%, 11/21/24 |  | 2700 | $2526412 |
|  W 0.998%, 02/04/25 |  | 2950 | 2654912 |
|  # 0.998%, 02/04/25 |  | 4400 | 3959869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 03/07/25 | EUR | 8200 | 7456977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/23/25 | EUR | 5100 | 4721037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 01/19/26 | EUR | 6000 | 5552204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 07/16/26 | GBP | 1300 | 1278583 |
|  Barclays PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/16/25 |  | 12419 | 11536696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/12/26 |  | 20380 | 18919944 |
|  BAT Capital Corp. |  |  |  |
|  # 3.222%, 08/15/24 |  | 3800 | 3631881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.215%, 09/06/26 |  | 8300 | 7376341 |
|  BAT International Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 01/19/23 | EUR | 12041 | 11890043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 03/12/24 | GBP | 2443 | 2836394 |
|  W 3.950%, 06/15/25 |  | 1900 | 1806639 |
|  # 1.668%, 03/25/26 |  | 15948 | 13696941 |
|  Baxter International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 05/30/25 | EUR | 200 | 187339 |
|  Bayer Capital Corp. BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 06/26/26 | EUR | 2000 | 1815976 |
|  Bayer U.S. Finance II LLC |  |  |  |
|  W 2.850%, 04/15/25 |  | 1523 | 1417100 |
|  W 4.250%, 12/15/25 |  | 20000 | 19122287 |
|  Bayer U.S. Finance LLC |  |  |  |
|  W 3.375%, 10/08/24 |  | 1000 | 961383 |
|  Beam Suntory, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/15/23 |  | 10000 | 9886744 |
|  Belfius Bank SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 09/02/25 | EUR | 2800 | 2503533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 10/15/25 | EUR | 7600 | 6798744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 08/28/26 | EUR | 2000 | 1729975 |
|  Biogen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 09/15/25 |  | 50000 | 48097816 |
|  BMW Finance NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 02/22/25 | EUR | 1470 | 1376528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/11/26 | EUR | 2180 | 1964799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 05/22/26 | EUR | 1000 | 931040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 07/13/26 | EUR | 500 | 457498 |
|  BMW U.S. Capital LLC |  |  |  |
|  #W 0.750%, 08/12/24 |  | 9466 | 8741971 |
|  W 3.250%, 04/01/25 |  | 1076 | 1028091 |
|  #W 3.900%, 04/09/25 |  | 2942 | 2842895 |
|  W 2.800%, 04/11/26 |  | 3190 | 2923433 |
|  BNG Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 07/15/25 | AUD | 2200 | 1367137 |
|  BNP Paribas SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 11/17/25 | EUR | 2000 | 1841615 |
|  Boardwalk Pipelines LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 06/01/26 |  | 2260 | 2263481 |
|  Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 10/30/25 |  | 14045 | 12824486 |

---

------

**DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 03/01/23 |  | 4000 | $3967524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 05/01/26 |  | 11300 | 10203530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 06/15/26 |  | 307 | 268664 |
|  Booking Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 09/23/24 | EUR | 2000 | 1945053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.100%, 03/08/25 | EUR | 3750 | 3430200 |
|  # 3.650%, 03/15/25 |  | 15000 | 14464496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 03/03/27 | EUR | 3108 | 2819312 |
|  BorgWarner, Inc. |  |  |  |
|  W 5.000%, 10/01/25 |  | 2525 | 2458806 |
|  BP Capital Markets America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.119%, 05/04/26 |  | 4580 | 4270303 |
|  BP Capital Markets PLC |  |  |  |
|  # 2.500%, 11/06/22 |  | 2000 | 1999420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.972%, 02/27/26 | EUR | 7997 | 7725304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.213%, 09/25/26 | EUR | 6500 | 6104395 |
|  BPCE SA |  |  |  |
|  W 2.375%, 01/14/25 |  | 21027 | 19290682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 04/28/25 | EUR | 2500 | 2300136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/15/26 | EUR | 3800 | 3387017 |
|  W 1.000%, 01/20/26 |  | 21300 | 18282819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 01/20/26 |  | 3000 | 2575045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 02/02/26 | EUR | 2000 | 1781597 |
|  Bristol-Myers Squibb Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 06/15/26 |  | 6069 | 5725637 |
|  Brixmor Operating Partnership LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 06/15/24 |  | 5140 | 4959561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 02/01/25 |  | 2651 | 2532923 |
|  Brookfield Asset Management, Inc. |  |  |  |
|  # 4.000%, 01/15/25 |  | 39625 | 38415347 |
|  Brown & Brown, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 09/15/24 |  | 4494 | 4374819 |
|  Bunge Ltd. Finance Corp. |  |  |  |
|  # 1.630%, 08/17/25 |  | 1200 | 1074212 |
|  Caisse d'Amortissement de la Dette Sociale |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/27/24 |  | 23000 | 21489360 |
|  CaixaBank SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 02/03/25 | EUR | 2000 | 1838737 |
|  Campbell Soup Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 03/15/25 |  | 17000 | 16482889 |
|  Canadian Imperial Bank of Commerce |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.970%, 07/11/23 | CAD | 11500 | 8332235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.290%, 01/15/24 | CAD | 20000 | 14342423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 06/22/26 |  | 6718 | 5742554 |
|  Canadian Natural Resources Ltd. |  |  |  |
|  # 2.950%, 01/15/23 |  | 5215 | 5194459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 02/01/25 |  | 5789 | 5582468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 07/15/25 |  | 9609 | 8777465 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Capital One Financial Corp. |  | 1959 | $1905813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/24/24 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 10/30/24 |  | 2628 | 2505335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 02/05/25 |  | 18412 | 17406472 |
|  Cardinal Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.079%, 06/15/24 |  | 6000 | 5782683 |
|  Cargill, Inc. |  |  |  |
|  W 0.750%, 02/02/26 |  | 3200 | 2772670 |
|  Carrier Global Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.242%, 02/15/25 |  | 2200 | 2047350 |
|  Celanese U.S. Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 08/05/26 |  | 21329 | 17195947 |
|  Charles Schwab Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 03/11/26 |  | 10664 | 9220648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.150%, 05/13/26 |  | 4500 | 3896917 |
|  Charles Schwab Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 05/21/25 |  | 9600 | 9320420 |
|  Chevron Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.326%, 11/17/25 |  | 4000 | 3855720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.954%, 05/16/26 |  | 4000 | 3752124 |
|  Chubb INA Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.300%, 12/15/24 | EUR | 6550 | 6037167 |
|  # 3.150%, 03/15/25 |  | 6400 | 6110093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 06/15/27 | EUR | 1000 | 859777 |
|  Cigna Corp. |  |  |  |
|  # 3.250%, 04/15/25 |  | 6260 | 5969363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/15/25 |  | 3000 | 2900057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/15/26 |  | 31845 | 27795861 |
|  Cintas Corp. No. 2 |  |  |  |
|  # 3.450%, 05/01/25 |  | 11050 | 10655072 |
|  Citigroup,Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 05/01/26 |  | 36850 | 34135104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 09/10/26 | EUR | 1200 | 1092024 |
|  # 3.200%, 10/21/26 |  | 9000 | 8195937 |
|  CNA Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 05/15/24 |  | 11000 | 10736664 |
|  CNH Industrial Capital LLC |  |  |  |
|  # 1.950%, 07/02/23 |  | 4000 | 3906081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 01/15/24 |  | 2570 | 2525995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 05/23/25 |  | 26300 | 25185818 |
|  CNH Industrial Finance Europe SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 01/19/26 | EUR | 2000 | 1859649 |
|  CNO Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/30/25 |  | 11350 | 11137924 |
|  Comcast Cable Communications Holdings,Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.455%, 11/15/22 |  | 6000 | 6010261 |
|  Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 08/15/25 |  | 2000 | 1911968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 03/01/26 |  | 10000 | 9393024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 09/14/26 | EUR | 11350 | 9829653 |
|  Comerica, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 07/31/23 |  | 3000 | 2963507 |

---

------

**DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Commerzbank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/22/25 | GBP | 1100 | $1133745 |
|  Conagra Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 05/01/24 |  | 1409 | 1386821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 11/01/25 |  | 5540 | 5380657 |
|  Constellation Energy Generation LLC |  |  |  |
|  # 3.250%, 06/01/25 |  | 40500 | 38400514 |
|  Cooperatieve Rabobank UA |  |  |  |
|  W 2.625%, 07/22/24 |  | 45658 | 43488069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 07/22/24 |  | 1000 | 952474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 10/30/26 | EUR | 2000 | 1728235 |
|  Corporate Office Properties LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/15/26 |  | 8645 | 7491477 |
|  Cox Communications, Inc. |  |  |  |
|  W 3.850%, 02/01/25 |  | 2000 | 1922055 |
|  CPPIB Capital, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/04/25 |  | 15000 | 13853676 |
|  Credit Agricole SA |  |  |  |
|  W 3.875%, 04/15/24 |  | 4462 | 4368013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 09/18/25 | EUR | 11000 | 10172040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 02/05/26 | EUR | 1600 | 1544783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 04/14/26 | EUR | 1800 | 1648108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/10/27 |  | 750 | 683731 |
|  Credit Suisse Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 04/17/26 |  | 10543 | 9248163 |
|  Crown Castle, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 09/01/24 |  | 400 | 385373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.350%, 07/15/25 |  | 400 | 357302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 02/15/26 |  | 400 | 382917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 07/15/26 |  | 8500 | 7153603 |
|  # 4.000%, 03/01/27 |  | 400 | 370060 |
|  CVS Health Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 07/20/25 |  | 1000 | 964843 |
|  Daimler Trucks Finance North America LLC |  |  |  |
|  W 3.500%, 04/07/25 |  | 37415 | 35406191 |
|  Danske Bank AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 05/22/23 | EUR | 1500 | 1462217 |
|  W 5.375%, 01/12/24 |  | 2000 | 1970953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 05/26/25 | EUR | 670 | 614825 |
|  Deutsche Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 12/16/24 | GBP | 7000 | 7350132 |
|  Development Bank of Japan, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 09/09/25 | EUR | 2200 | 1997769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 10/10/25 | EUR | 4000 | 3713463 |
|  Diageo Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 09/23/24 | EUR | 2600 | 2505136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 04/22/25 | EUR | 2350 | 2205654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/20/26 | EUR | 4400 | 4186507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 10/12/26 | GBP | 2000 | 2043441 |
|  Discover Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 07/27/26 |  | 8613 | 7712177 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Discover Financial Services |  |  |  |
|  # 4.500%, 01/30/26 |  | 11960 | $11212165 |
|  Discovery Communications LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 03/15/25 |  | 1200 | 1127583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 03/11/26 |  | 10500 | 9964006 |
|  Dominion Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 03/15/25 |  | 2400 | 2295684 |
|  Duke Energy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 09/01/26 |  | 5800 | 5244597 |
|  DXC Technology Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 09/15/26 |  | 2639 | 2266688 |
|  Eastern Energy Gas Holdings LLC |  |  |  |
|  # 2.500%, 11/15/24 |  | 914 | 865258 |
|  Eaton Capital UnLtd Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 09/20/24 | EUR | 750 | 707945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.128%, 03/08/26 | EUR | 9200 | 8091352 |
|  Edison International |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 03/15/23 |  | 2000 | 1984225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 11/15/24 |  | 1500 | 1438231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 04/15/25 |  | 44815 | 44073382 |
|  Elevance Health, Inc. |  |  |  |
|  # 3.350%, 12/01/24 |  | 400 | 384970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 01/15/25 |  | 4216 | 3961882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/15/26 |  | 40400 | 35678110 |
|  EMD Finance LLC |  |  |  |
|  W 3.250%, 03/19/25 |  | 9143 | 8713020 |
|  Emera U.S. Finance LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.833%, 06/15/24 |  | 2920 | 2691786 |
|  Emerson Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 10/15/25 | EUR | 1500 | 1387577 |
|  Enbridge Pipelines, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 08/10/26 | CAD | 9500 | 6462664 |
|  Enbridge, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.190%, 12/05/22 | CAD | 5000 | 3665027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 01/15/25 |  | 7500 | 7028107 |
|  Energy Transfer LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 03/15/25 |  | 13982 | 13385789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 05/15/25 |  | 11606 | 10773617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 01/15/26 |  | 19554 | 18737618 |
|  Enexis Holding NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 04/28/26 | EUR | 8500 | 7794660 |
|  Enterprise Products Operating LLC |  |  |  |
|  # 3.750%, 02/15/25 |  | 400 | 384751 |
|  # 3.700%, 02/15/26 |  | 1071 | 1015377 |
|  Equifax, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 06/15/23 |  | 10000 | 9912299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 12/01/24 |  | 6900 | 6514980 |
|  Equinix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 11/18/24 |  | 15500 | 14599450 |
|  # 1.450%, 05/15/26 |  | 4719 | 4056094 |
|  Equinor ASA |  |  |  |
|  # 1.750%, 01/22/26 |  | 10100 | 9087344 |

---

------

**DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  ERAC USA Finance LLC |  |  |  |
|  W 3.850%, 11/15/24 |  | 20900 | $20147968 |
|  ERP Operating LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 06/01/25 |  | 3000 | 2844930 |
|  Erste Group Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 04/07/26 | EUR | 1100 | 1006805 |
|  ESB Finance DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 06/08/27 | EUR | 2000 | 1841311 |
|  EssilorLuxottica SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 05/27/25 | EUR | 2800 | 2579019 |
|  European Investment Bank |  |  |  |
|  # 2.250%, 06/24/24 |  | 41000 | 39495710 |
|  Exelon Corp. |  |  |  |
|  # 3.950%, 06/15/25 |  | 3300 | 3177695 |
|  Expedia Group, Inc. |  |  |  |
|  # 5.000%, 02/15/26 |  | 24000 | 23191850 |
|  Experian Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.739%, 10/29/25 | GBP | 3645 | 3682152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 06/25/26 | EUR | 8694 | 7993524 |
|  Fidelity & Guaranty Life Holdings, Inc. |  |  |  |
|  W 5.500%, 05/01/25 |  | 27262 | 26648910 |
|  Fidelity National Information Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.600%, 03/01/24 |  | 400 | 376142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 12/03/25 | EUR | 5000 | 4498878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.150%, 03/01/26 |  | 32700 | 28161887 |
|  Fiserv, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 07/01/26 |  | 13050 | 11973352 |
|  Flex Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 06/15/25 |  | 15825 | 15352905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/01/26 |  | 33120 | 30658850 |
|  Fortune Brands Home & Security, Inc. |  |  |  |
|  # 4.000%, 06/15/25 |  | 2400 | 2298339 |
|  GAS Networks Ireland |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/04/24 | EUR | 1700 | 1566193 |
|  General Mills, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 04/17/25 |  | 12100 | 11762424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 11/15/25 | EUR | 1000 | 893212 |
|  General Motors Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 10/01/25 |  | 5700 | 5676044 |
|  General Motors Financial Co., Inc. |  |  |  |
|  # 3.250%, 01/05/23 |  | 1300 | 1296205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 06/20/25 |  | 24253 | 22315152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 01/08/26 |  | 6600 | 5630232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 03/01/26 |  | 12292 | 11910988 |
|  Georgia Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 04/01/26 |  | 3300 | 3076715 |
|  Georgia-Pacific LLC |  |  |  |
|  W 0.625%, 05/15/24 |  | 16000 | 14906480 |
|  W 3.600%, 03/01/25 |  | 2350 | 2262920 |
|  Gilead Sciences, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 02/01/25 |  | 10000 | 9652774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/01/26 |  | 20418 | 19332126 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  GlaxoSmithKline Capital PLC |  |  |  |
|  # 3.000%, 06/01/24 |  | 7358 | $7143238 |
|  Glencore Funding LLC |  |  |  |
|  W 4.125%, 03/12/24 |  | 2145 | 2101441 |
|  W 4.625%, 04/29/24 |  | 16455 | 16174462 |
|  W 1.625%, 09/01/25 |  | 6626 | 5895185 |
|  W 1.625%, 04/27/26 |  | 20600 | 17693720 |
|  Global Payments, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 06/01/23 |  | 1000 | 989772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 11/15/24 |  | 3500 | 3204646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 02/15/25 |  | 10900 | 10113683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 03/01/26 |  | 16048 | 13691665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 04/01/26 |  | 400 | 384105 |
|  Goldman Sachs Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 01/23/25 |  | 10400 | 9936349 |
|  # 3.750%, 05/22/25 |  | 19139 | 18224940 |
|  Groupe Bruxelles Lambert NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 06/19/25 | EUR | 2000 | 1892645 |
|  Harley-Davidson Financial Services, Inc. |  |  |  |
|  W 3.350%, 02/15/23 |  | 500 | 497020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 02/14/27 |  | 3000 | 2556931 |
|  Hewlett Packard Enterprise Co. |  |  |  |
|  # 4.450%, 10/02/23 |  | 17587 | 17446917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 04/01/24 |  | 9820 | 9292077 |
|  # 1.750%, 04/01/26 |  | 12700 | 11240590 |
|  HOWOGE Wohnungs-baugesellschaft mbH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/01/24 | EUR | 6800 | 6200514 |
|  HP, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 06/17/25 |  | 21400 | 19673949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 06/17/26 |  | 712 | 608211 |
|  HSBC Holdings PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.196%, 12/05/23 | CAD | 16000 | 11451859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 03/08/26 |  | 9000 | 8469298 |
|  # 3.900%, 05/25/26 |  | 2500 | 2282780 |
|  Humana, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 10/01/24 |  | 17000 | 16570410 |
|  Huntington Bancshares, Inc. |  |  |  |
|  # 2.625%, 08/06/24 |  | 5100 | 4850349 |
|  HYPO NOE Landesbank fuer Niederoesterreich und Wien AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 04/14/25 | EUR | 5400 | 5037423 |
|  ING Groep NV |  |  |  |
|  # W 4.625%, 01/06/26 |  | 7000 | 6660271 |
|  Inter-American Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/21/24 |  | 5000 | 4896493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 06/11/26 | AUD | 41200 | 26255738 |

---

------

**DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  International Bank for Reconstruction & Development |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/18/26 | AUD | 7540 | $4225264 |
|  International Business Machines Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/15/24 |  | 12900 | 12517378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/31/25 | EUR | 1200 | 1127079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.950%, 05/23/25 | EUR | 1000 | 933262 |
|  # 7.000%, 10/30/25 |  | 14010 | 14700488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 05/15/26 |  | 37500 | 35094966 |
|  International Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 07/22/26 | AUD | 5500 | 3391172 |
|  Interpublic Group of Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 04/15/24 |  | 1400 | 1371330 |
|  Intesa Sanpaolo SpA |  |  |  |
|  #W 3.250%, 09/23/24 |  | 2500 | 2333653 |
|  JAB Holdings BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 06/25/26 | EUR | 1000 | 901076 |
|  Jabil, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.700%, 04/15/26 |  | 22280 | 19318208 |
|  Japan Bank for International Cooperation |  |  |  |
|  # 1.750%, 10/17/24 |  | 1000 | 941680 |
|  JM Smucker Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/25 |  | 1000 | 958840 |
|  Johnson Controls International PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 02/25/25 | EUR | 1000 | 935833 |
|  JPMorgan Chase & Co. |  |  |  |
|  # 3.625%, 05/13/24 |  | 5125 | 5020342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 01/23/25 |  | 6081 | 5821357 |
|  # 3.300%, 04/01/26 |  | 43790 | 40863797 |
|  Juniper Networks, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 12/10/25 |  | 27000 | 23542193 |
|  Kellogg Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 04/01/26 |  | 3888 | 3641640 |
|  Kemper Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 02/15/25 |  | 8000 | 7738589 |
|  Keurig Dr Pepper, Inc. |  |  |  |
|  # 4.417%, 05/25/25 |  | 400 | 394033 |
|  KeyBank NA |  |  |  |
|  # 3.300%, 06/01/25 |  | 4545 | 4329392 |
|  Kinder Morgan, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 06/01/25 |  | 9400 | 9146814 |
|  Kinross Gold Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 03/15/24 |  | 3715 | 3716254 |
|  Kommunalbanken AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 07/16/25 | AUD | 190 | 121353 |
|  Kommuninvest I Sverige AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 02/22/23 | SEK | 97500 | 8794938 |
|  Koninklijke Philips NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/22/26 | EUR | 2000 | 1778557 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Kreditanstalt fuer Wiederaufbau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 08/28/23 | NOK | 261500 | $24691220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/08/24 |  | 40800 | 38471369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 04/03/24 | NOK | 122000 | 11411342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 09/11/26 | AUD | 1200 | 738539 |
|  Laboratory Corp. of America Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 09/01/24 |  | 5500 | 5297478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 02/01/25 |  | 4900 | 4694400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.550%, 06/01/26 |  | 10800 | 9376152 |
|  Landwirtschaftliche Rentenbank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/06/26 | AUD | 14100 | 9155641 |
|  Lansforsakringar Bank AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.050%, 04/15/26 | EUR | 2000 | 1725002 |
|  Lazard Group LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/13/25 |  | 2000 | 1923713 |
|  LeasePlan Corp. NV |  |  |  |
|  W 2.875%, 10/24/24 |  | 15100 | 14029647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 05/06/25 | EUR | 4500 | 4157038 |
|  Leggett & Platt, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 11/15/24 |  | 400 | 386625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/30/25 |  | 18642 | 18123964 |
|  Lloyds Bank Corporate Markets PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 01/28/25 | EUR | 3650 | 3338223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 04/09/26 | EUR | 2000 | 1875192 |
|  Lloyds Bank PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 01/13/25 | EUR | 1200 | 1128156 |
|  Lloyds Banking Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 05/08/25 |  | 3600 | 3450428 |
|  Lowe's Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 04/15/26 |  | 4200 | 3840553 |
|  Lseg Netherlands BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 04/06/25 | EUR | 5900 | 5359205 |
|  LSEGA Financing PLC |  |  |  |
|  W 1.375%, 04/06/26 |  | 2500 | 2171756 |
|  LVMH Moet Hennessy Louis Vuitton SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/11/26 | EUR | 4200 | 3785782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 02/11/27 | GBP | 3300 | 3232667 |
|  LyondellBasell Industries NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 04/15/24 |  | 2424 | 2430641 |
|  Macquarie Bank Ltd. |  |  |  |
|  W 3.231%, 03/21/25 |  | 65000 | 61975636 |
|  # 4.000%, 07/29/25 |  | 2000 | 1920843 |
|  W 3.900%, 01/15/26 |  | 2632 | 2507801 |
|  Marathon Petroleum Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 05/01/25 |  | 12646 | 12376074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/15/26 |  | 4118 | 4044727 |
|  Marsh & McLennan Cos., Inc. |  |  |  |
|  # 3.500%, 06/03/24 |  | 35360 | 34368842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.349%, 09/21/26 | EUR | 2099 | 1876320 |

---

------

**DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  McDonald's Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 01/30/26 |  | 27822 | $26693651 |
|  McKesson Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 12/03/25 |  | 15057 | 13147574 |
|  Medtronic Global Holdings SCA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 07/02/25 | EUR | 5750 | 5253128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/15/25 | EUR | 1250 | 1121829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/07/27 | EUR | 5900 | 5302589 |
|  Mercedes-Benz Finance North America LLC |  |  |  |
|  W 2.700%, 06/14/24 |  | 3000 | 2874504 |
|  W 3.300%, 05/19/25 |  | 200 | 189179 |
|  #W 1.450%, 03/02/26 |  | 48727 | 42685292 |
|  Mercedes-Benz International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/04/23 | GBP | 2000 | 2244970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 04/07/25 | EUR | 1997 | 1959819 |
|  Merck & Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/02/24 | EUR | 2300 | 2172445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 02/24/26 |  | 8100 | 7101662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 10/15/26 | EUR | 1250 | 1176926 |
|  Merck Financial Services GmbH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/16/25 | EUR | 1000 | 918228 |
|  MetLife, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 12/09/24 | GBP | 6700 | 7728337 |
|  Micron Technology, Inc. |  |  |  |
|  # 4.975%, 02/06/26 |  | 3000 | 2916489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.185%, 02/15/27 |  | 400 | 371073 |
|  Mitsubishi Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 07/23/24 |  | 750 | 723713 |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.680%, 01/26/23 | EUR | 15142 | 14914696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.407%, 03/07/24 |  | 400 | 389063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.193%, 02/25/25 |  | 29785 | 27474578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.412%, 07/17/25 |  | 1000 | 892650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.757%, 09/13/26 |  | 5000 | 4457700 |
|  Mizuho Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.118%, 09/06/24 | EUR | 585 | 542461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.214%, 10/07/25 | EUR | 6131 | 5473542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.184%, 04/13/26 | EUR | 3500 | 3016090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.631%, 04/08/27 | EUR | 4599 | 4066885 |
|  Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/07/24 | CAD | 8500 | 6051481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 04/29/24 |  | 8104 | 7936831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/23/25 |  | 11300 | 10860558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/27/26 |  | 12375 | 11708735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 07/27/26 |  | 21000 | 19164255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 10/27/26 | EUR | 3408 | 3036131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 04/27/27 | EUR | 2250 | 2009166 |
|  Motability Operations Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 03/14/25 | EUR | 1500 | 1390607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 01/03/26 | EUR | 2951 | 2626104 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 07/16/26 | GBP | 900 | $990199 |
|  MPLX LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 12/01/24 |  | 6290 | 6174603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 02/15/25 |  | 1000 | 961754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/01/26 |  | 28950 | 25239876 |
|  Mylan, Inc. |  |  |  |
|  W 3.125%, 01/15/23 |  | 5125 | 5093174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 11/29/23 |  | 663 | 650481 |
|  National Australia Bank Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 01/14/26 |  | 7400 | 6985367 |
|  National Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.100%, 02/01/23 |  | 1120 | 1111911 |
|  National Grid North America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.410%, 01/20/26 | EUR | 2000 | 1769520 |
|  National Grid PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.179%, 06/30/26 | EUR | 3000 | 2786336 |
|  National Retail Properties, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 06/15/24 |  | 5500 | 5358503 |
|  National Rural Utilities Cooperative Finance Corp. |  |  |  |
|  # 1.000%, 06/15/26 |  | 6000 | 5194598 |
|  National Securities Clearing Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/07/25 |  | 4000 | 3502261 |
|  Nationwide Building Society |  |  |  |
|  W 3.900%, 07/21/25 |  | 49918 | 47205660 |
|  W 1.500%, 10/13/26 |  | 20000 | 16765154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 10/13/26 |  | 1500 | 1257387 |
|  Naturgy Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 05/15/25 | EUR | 2500 | 2288045 |
|  NatWest Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 04/05/26 |  | 12323 | 11613539 |
|  NatWest Markets PLC |  |  |  |
|  #W 3.479%, 03/22/25 |  | 50000 | 47185082 |
|  Nestle Holdings, Inc. |  |  |  |
|  W 0.625%, 01/15/26 |  | 1137 | 992165 |
|  NetApp, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 06/22/25 |  | 9247 | 8359163 |
|  New South Wales Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 05/20/26 | AUD | 24000 | 15421986 |
|  Nissan Motor Acceptance Co. LLC |  |  |  |
|  #W 1.125%, 09/16/24 |  | 10909 | 9740231 |
|  W 2.000%, 03/09/26 |  | 15151 | 12345819 |
|  Nomura Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.648%, 01/16/25 |  | 11228 | 10509859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.851%, 07/16/25 |  | 20555 | 18480463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.653%, 07/14/26 |  | 17657 | 15000642 |
|  Nordic Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 04/10/24 | NOK | 404000 | 37906125 |
|  Norway Government Bond |  |  |  |
|  W 3.000%, 03/14/24 | NOK | 743000 | 70982692 |

---

------

**DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  NRW Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 03/31/26 | AUD | 5600 | $3191229 |
|  NTT Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 03/03/25 | EUR | 6500 | 5978263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.082%, 12/13/25 | EUR | 1000 | 898477 |
|  W 1.162%, 04/03/26 |  | 25550 | 22141220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.162%, 04/03/26 |  | 5000 | 4332920 |
|  Nutrien Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 04/01/25 |  | 3990 | 3774085 |
|  Nuveen Finance LLC |  |  |  |
|  W 4.125%, 11/01/24 |  | 27200 | 26342998 |
|  Nykredit Realkredit AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/13/26 | EUR | 1000 | 865110 |
|  Omnicom Group, Inc./Omnicom Capital, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 11/01/24 |  | 6273 | 6052217 |
|  ONEOK, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 09/01/24 |  | 1462 | 1387208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 09/15/25 |  | 3371 | 3038070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 01/15/26 |  | 3500 | 3480527 |
|  OP Corporate Bank PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/24/26 | EUR | 3086 | 2666356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 09/04/26 | GBP | 5250 | 5088585 |
|  Oracle Corp. |  |  |  |
|  # 3.400%, 07/08/24 |  | 5000 | 4850484 |
|  # 2.500%, 04/01/25 |  | 8300 | 7754717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 03/25/26 |  | 42500 | 37308857 |
|  PACCAR Financial Corp. |  |  |  |
|  # 1.800%, 02/06/25 |  | 4300 | 4012412 |
|  Paramount Global |  |  |  |
|  # 4.750%, 05/15/25 |  | 17090 | 16689730 |
|  # 4.000%, 01/15/26 |  | 7400 | 6924960 |
|  Parker-Hannifin Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 11/21/24 |  | 2130 | 2054809 |
|  Penske Truck Leasing Canada, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 12/07/22 | CAD | 2000 | 1465747 |
|  Penske Truck Leasing Co. LP/PTL Finance Corp. |  |  |  |
|  W 4.250%, 01/17/23 |  | 9025 | 9008404 |
|  W 4.125%, 08/01/23 |  | 2707 | 2671896 |
|  W 3.450%, 07/01/24 |  | 636 | 610482 |
|  W 4.000%, 07/15/25  |  | 795 | 755267 |
|  W 4.450%, 01/29/26 |  | 3072 | 2918421 |
|  W 1.700%, 06/15/26 |  | 31500 | 26939050 |
|  Philip Morris International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/01/24 |  | 1500 | 1446664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 03/19/25 | EUR | 796 | 768173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/25/26 |  | 2117 | 1940600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 03/03/26 | EUR | 5000 | 4719792 |
|  # 0.875%, 05/01/26 |  | 2974 | 2539356 |
|  Phillips 66 |  |  |  |
|  # 3.850%, 04/09/25 |  | 5000 | 4838067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 02/15/26 |  | 6500 | 5675532 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Phillips 66 Co. |  |  |  |
|  W 2.450%, 12/15/24 |  | 1324 | $1237465 |
|  PNC Financial Services Group, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 11/01/24 |  | 2057 | 1939489 |
|  PPG Industries, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 03/15/26 |  | 34526 | 29906637 |
|  Principal Financial Group,Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 05/15/25 |  | 3000 | 2867377 |
|  Prologis Euro Finance LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/10/27 | EUR | 900 | 736444 |
|  Prologis International Funding II SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.876%, 04/17/25 | EUR | 1750 | 1637863 |
|  Prologis LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/02/26 | EUR | 2000 | 1894376 |
|  PSA Banque France SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/22/25 | EUR | 6700 | 6091889 |
|  PSP Capital, Inc. |  |  |  |
|  #W 1.000%, 06/29/26 |  | 19693 | 17156665 |
|  Public Storage |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 02/15/26 |  | 22500 | 19459736 |
|  PulteGroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 03/01/26 |  | 8605 | 8443337 |
|  PVH Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 07/10/25 |  | 17556 | 16747466 |
|  Quebec, Province of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 04/09/24 |  | 3000 | 2908500 |
|  Queensland Treasury Corp. |  |  |  |
|  W 3.250%, 07/21/26 | AUD | 500 | 312937 |
|  Ralph Lauren Corp. |  |  |  |
|  # 3.750%, 09/15/25 |  | 9200 | 8902359 |
|  Realty Income Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/01/25 |  | 400 | 390442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 03/15/26 |  | 7000 | 5964912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 01/14/27 | GBP | 2000 | 1941139 |
|  Reckitt Benckiser Treasury Services Nederland BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/19/26 | EUR | 1200 | 1076847 |
|  Reckitt Benckiser Treasury Services PLC |  |  |  |
|  W 2.750%, 06/26/24 |  | 5625 | 5394091 |
|  Republic of Italy Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 09/27/23 |  | 14450 | 14556786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 10/17/24 |  | 23379 | 21789275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 02/17/26 |  | 5066 | 4313142 |
|  Reynolds American, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 06/12/25 |  | 8000 | 7721145 |
|  Roche Holdings, Inc. |  |  |  |
|  W 0.991%, 03/05/26 |  | 44350 | 38975963 |
|  Rogers Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 12/15/25 |  | 313 | 292470 |
|  Roper Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 09/15/25 |  | 3000 | 2654076 |

---

------

**DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Ross Stores, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 04/15/25 |  | 7200 | $7050128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 04/15/26 |  | 3000 | 2580231 |
|  Royal Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.352%, 07/02/24 | CAD | 10000 | 7018094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/20/26 |  | 56400 | 48698045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 04/27/26 |  | 12000 | 10352733 |
|  Royal Schiphol Group NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/05/26 | EUR | 3750 | 3460233 |
|  Royalty Pharma PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 09/02/25 |  | 19103 | 16849627 |
|  Ryder System, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 03/01/23 |  | 18180 | 18085511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/01/23 |  | 290 | 285907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 09/01/24 |  | 8500 | 8035851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/25 |  | 4800 | 4658644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 09/01/25 |  | 4300 | 4031681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 06/15/27 |  | 400 | 374693 |
|  Santander Holdings USA, Inc. |  |  |  |
|  # 3.400%, 01/18/23 |  | 18560 | 18477520 |
|  # 3.450%, 06/02/25 |  | 2625 | 2451003 |
|  SAP SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 05/18/26 | EUR | 2200 | 1970649 |
|  SBAB Bank AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 12/10/25 | EUR | 6250 | 5900407 |
|  Schlumberger Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/15/24 | EUR | 2180 | 2025337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 10/28/26 | EUR | 8200 | 7523443 |
|  Schlumberger Finance France SAS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 02/18/26 | EUR | 1000 | 919879 |
|  Schlumberger Holdings Corp. |  |  |  |
|  W 4.000%, 12/21/25 |  | 27840 | 26787284 |
|  Sempra Energy |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 04/01/25 |  | 17708 | 16766261 |
|  SFILSA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 02/09/26 |  | 14000 | 12254820 |
|  Shell International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/10/26 |  | 4200 | 3909569 |
|  Siemens Financieringsmaatschappij NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 09/05/24 | EUR | 1180 | 1109829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 02/20/25 | GBP | 5000 | 5283569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/10/25 | EUR | 1500 | 1457548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/20/26 | EUR | 1900 | 1699453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 03/11/26 |  | 10000 | 8721401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 06/05/26 | EUR | 4000 | 3590928 |
|  #W 2.350%, 10/15/26 |  | 1500 | 1339179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 02/25/27 | EUR | 5000 | 4444999 |
|  Simon Property Group LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/13/24 |  | 14000 | 13157288 |
|  # 3.500%, 09/01/25 |  | 23500 | 22318283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 01/15/26 |  | 2400 | 2238000 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Skandinaviska Enskilda Banken AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 11/11/26 | EUR | 1500 | $1386103 |
|  Sky Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 11/17/25 | EUR | 2580 | 2465733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 09/15/26 | EUR | 10366 | 9856495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 05/21/27 | GBP | 450 | 530529 |
|  Societe Generale SA |  |  |  |
|  W 4.250%, 09/14/23 |  | 500 | 492339 |
|  #W 2.625%, 10/16/24 |  | 2000 | 1865430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 01/23/25 | EUR | 100 | 93149 |
|  #W 1.375%, 07/08/25 |  | 6600 | 5869614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 02/24/26 | EUR | 3200 | 2818646 |
|  #W 4.000%, 01/12/27  |  | 4000 | 3566512 |
|  Solvay Finance America LLC |  |  |  |
|  #W 4.450%, 12/03/25 |  | 4000 | 3808887 |
|  Southern Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 01/15/26 |  | 6682 | 5782748 |
|  Southwest Airlines Co. |  |  |  |
|  # 5.250%, 05/04/25 |  | 18465 | 18363946 |
|  Southwestern Electric Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 03/15/26 |  | 37229 | 32718750 |
|  Spectra Energy Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/25 |  | 5800 | 5531461 |
|  Standard Chartered PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 04/12/26 |  | 8744 | 8140664 |
|  Statnett SF |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 03/08/25 | EUR | 3500 | 3273375 |
|  Steel Dynamics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 12/15/24 |  | 3500 | 3314133 |
|  Stockland Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 04/27/26 | EUR | 1250 | 1086724 |
|  Stryker Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 11/01/25 |  | 20700 | 19721352 |
|  Sumitomo Mitsui Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.696%, 07/16/24 |  | 9364 | 8917895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.474%, 07/08/25 |  | 11000 | 9818810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.948%, 01/12/26 |  | 24971 | 21460571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.546%, 06/15/26 | EUR | 1180 | 1066255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.632%, 07/14/26 |  | 21000 | 18812697 |
|  Sumitomo Mitsui Trust Bank Ltd. |  |  |  |
|  W 2.550%, 03/10/25 |  | 11800 | 10995462 |
|  Svenska Handelsbanken AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 04/15/25 | EUR | 2670 | 2505640 |
|  Swedbank AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 05/05/25 | EUR | 1250 | 1156316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/02/26 | EUR | 2200 | 1901573 |
|  Telefonica Emisiones SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/02/26 | GBP | 4000 | 4495573 |
|  Telstra Corp. Ltd. |  |  |  |
|  W 3.125%, 04/07/25 |  | 4395 | 4193833 |
|  # 3.125%, 04/07/25 |  | 577 | 550590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 04/14/26 | EUR | 2000 | 1841501 |

---

------

**DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  TenneT Holding BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 06/13/26 | EUR | 2000 | $1825190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 11/17/26 | EUR | 4000 | 3688543 |
|  Thermo Fisher Scientific Finance I BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/18/25 | EUR | 5380 | 4823886 |
|  Thermo Fisher Scientific,Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 03/01/25 | EUR | 6700 | 6185924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 01/23/26 | EUR | 3400 | 3163977 |
|  Thomson Reuters Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.239%, 05/14/25 | CAD | 750 | 513624 |
|  Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 01/06/26 |  | 32440 | 27988045 |
|  # 1.200%, 06/03/26 |  | 169033 | 145646277 |
|  Toronto-Dominion Bank , Floating Rate Note, 3M |  |  |  |
|  Swap + 1.000%, FRN |  |  |  |
| (r) 3.900%, 07/10/24 | AUD | 7200 | 4595470 |
|  TotalEnergies Capital International SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 07/07/25 | GBP | 3000 | 3179768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 11/19/25 | EUR | 4700 | 4597063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 03/25/26 | EUR | 3000 | 2891316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.660%, 07/22/26 | GBP | 1700 | 1729544 |
|  Toyota Finance Australia Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.004%, 10/21/24 | EUR | 3870 | 3755899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.064%, 01/13/25 | EUR | 3000 | 2766852 |
|  Toyota Motor Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.339%, 03/25/26 |  | 11618 | 10254119 |
|  Toyota Motor Credit Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 02/01/23 | EUR | 1000 | 989234 |
|  # 0.625%, 09/13/24 |  | 13700 | 12667531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 04/01/25 |  | 6000 | 5711393 |
|  # 1.125%, 06/18/26 |  | 4600 | 3997169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 11/19/26 | GBP | 4983 | 4833532 |
|  Toyota Motor Finance Netherlands BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/27/25 | EUR | 1610 | 1440836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/19/25 | GBP | 9500 | 9684249 |
|  Treasury Corp. of Victoria |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/20/25 | AUD | 27400 | 15881740 |
|  Truist Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/10/25 |  | 5000 | 4569222 |
|  Truist Financial Corp. |  |  |  |
|  # 2.850%, 10/26/24 |  | 4000 | 3818120 |
|  UBS AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 03/31/26 | EUR | 5320 | 4633477 |
|  UBS Group AG |  |  |  |
|  W 4.125%, 09/24/25  |  | 17000 | 16095130 |
|  # 4.125%, 09/24/25 |  | 21000 | 19882220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/15/26 |  | 4000 | 3729216 |
|  W 4.125%, 04/15/26 |  | 2700 | 2517221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 09/01/26 | EUR | 1180 | 1042300 |
|  UniCredit SpA |  |  |  |
|  W 7.830%, 12/04/23 |  | 6920 | 6887222 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Unilever Finance Netherlands BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 02/28/26 | EUR | 3895 | $3579578 |
|  United Parcel Service, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 11/15/25 | EUR | 1000 | 945087 |
|  UnitedHealth Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 07/15/25 |  | 6300 | 6115223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 01/15/26 |  | 7600 | 6750664 |
|  # 3.100%, 03/15/26 |  | 600 | 564590 |
|  # 1.150%, 05/15/26 |  | 1500 | 1320239 |
|  Utah Acquisition Sub, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 06/15/26 |  | 6500 | 5919921 |
|  Ventas Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/15/24 |  | 1000 | 969964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/15/25 |  | 5000 | 4673163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 02/01/25 |  | 5900 | 5601522 |
|  VeriSign, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 04/01/25 |  | 750 | 742830 |
|  Verizon Communications, Inc. |  |  |  |
|  # 3.376%, 02/15/25 |  | 5000 | 4826401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.850%, 11/20/25 |  | 4900 | 4304261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 03/20/26 |  | 29100 | 25623038 |
|  VF Corp. |  |  |  |
|  # 2.400%, 04/23/25 |  | 13632 | 12669001 |
|  Viatris, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 06/22/25 |  | 1120 | 999835 |
|  Vinci SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/15/27 | GBP | 4600 | 4685164 |
|  VMware, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 08/15/26 |  | 12609 | 10756846 |
|  Volkswagen Financial Services AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 10/16/23 | EUR | 5000 | 4847301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/12/25 | EUR | 1000 | 906413 |
|  Volkswagen Group of America Finance LLC |  |  |  |
|  W 2.850%, 09/26/24 |  | 1000 | 949120 |
|  W 3.350%, 05/13/25 |  | 5000 | 4707425 |
|  Volkswagen International Finance NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/16/23 | EUR | 4200 | 4139982 |
|  Volvo Treasury AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 09/17/24 | EUR | 500 | 466877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 02/14/25 | EUR | 2700 | 2512500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 05/26/25 | EUR | 6770 | 6402721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 09/18/25 | EUR | 4680 | 4399695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 08/19/27 | EUR | 6700 | 6158711 |
|  Vornado Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 01/15/25 |  | 9000 | 8364919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 06/01/26 |  | 16200 | 13373362 |
|  Walgreens Boots Alliance, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 06/01/26 |  | 2031 | 1901422 |
|  Walt Disney Co. |  |  |  |
|  # 1.750%, 01/13/26 |  | 13600 | 12302254 |

---

------

**DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.184%, 02/08/24 | CAD | 35750 | $25500626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/19/25 |  | 15800 | 14922539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 06/02/25 | EUR | 1000 | 932777 |
|  # 3.550%, 09/29/25 |  | 2300 | 2178165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 04/22/26 |  | 5840 | 5344437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.975%, 05/19/26 | CAD | 1000 | 676742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/23/26 |  | 11800 | 10678080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 10/26/26 | EUR | 1150 | 1013360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 02/02/27 | EUR | 1650 | 1417912 |
|  Welltower, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/01/25 |  | 400 | 382278 |
|  Wendel SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 04/26/26 | EUR | 2000 | 1780692 |
|  Western Union Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.350%, 03/15/26 |  | 55086 | 47159052 |
|  Westpac Banking Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 05/13/26 |  | 8100 | 7492937 |
|  # 1.150%, 06/03/26 |  | 85650 | 74301456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 06/04/26 | AUD | 1500 | 935023 |
|  Westpac Securities NZ Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.099%, 03/24/26 | EUR | 625 | 562307 |
|  Whirlpool Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 03/01/23 |  | 1525 | 1514639 |
|  Williams Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 03/04/24 |  | 5100 | 5021803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 09/15/25 |  | 1699 | 1629538 |
|  Williams Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 01/15/25 |  | 9993 | 9643504 |
|  WP Carey, Inc. |  |  |  |
|  # 4.000%, 02/01/25 |  | 6000 | 5777213 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  WRKCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/15/25 | 400 | $382253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 03/15/26 | 1800 | 1742742 |
|  Zimmer Biomet Holdings, Inc. |  |  |
|  # 3.050%, 01/15/26 | 3000 | 2783889 |
|  TOTAL BONDS |  | 5463578560 |
|  U.S. TREASURY OBLIGATIONS — (14.5%) |  |  |
|  U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/31/23 | 189000 | 182739375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/30/23 | 210000 | 200935548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 11/30/23 | 170000 | 165544140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/15/23 | 100000 | 95121094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/31/23 | 138000 | 131913985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/31/24 | 170000 | 162197265 |
|  TOTAL U.S. TREASURY OBLIGATIONS |  | 938451407 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $6,962,898,353) |  | 6402029967 |
|  | **Shares** |  |
|  SECURITIES LENDING COLLATERAL — (1.2%) |  |  |
|  @§ The DFA Short Term Investment Fund | 6669022 | 77100565 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $7,040,029,240) |  | $6479130532 |

---

As of October 31, 2022, DFA Short-Term Extended Quality Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
|  USD | 55256054 | EUR | 54266039 | Bank of America Corp. | 11/04/22 | $1620341 |
|  USD | 3811960 | EUR | 3689173 | Bank of New York Mellon | 11/04/22 | 165639 |
|  USD | 24529198 | EUR | 23964313 | State Street Bank and Trust | 11/04/22 | 843241 |
|  USD | 9076617 | SEK | 97583262 | UBS AG | 11/17/22 | 229996 |
|  USD | 7687643 | EUR | 7667973 | Bank of America Corp. | 11/22/22 | 99083 |
|  USD | 8815760 | EUR | 8806167 | JP Morgan | 11/22/22 | 100795 |
|  USD | 46422802 | EUR | 46178975 | State Street Bank and Trust | 11/22/22 | 722080 |
|  USD | 39368361 | CAD | 50891275 | State Street Bank and Trust | 11/22/22 | 2009078 |
|  USD | 11661806 | EUR | 11663007 | UBS AG | 11/22/22 | 119587 |
|  USD | 30111311 | CAD | 39291340 | State Street Bank and Trust | 11/28/22 | 1266335 |
|  USD | 35826592 | CAD | 47172516 | HSBC Bank | 11/30/22 | 1195323 |
|  USD | 41513162 | CAD | 54771242 | Citibank, N.A. | 12/06/22 | 1298958 |
|  AUD | 14470926 | USD | 9125670 | Citibank, N.A. | 12/28/22 | 147895 |
|  USD | 50251742 | AUD | 77351154 | State Street Bank and Trust | 12/28/22 | 681940 |
|  USD | 4558750 | GBP | 3920488 | State Street Bank and Trust | 12/28/22 | 53577 |

---

------

**DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
|  USD | 10911038 | EUR | 10889457 | Bank of America Corp. | 12/29/22 | $96650 |
|  USD | 5616472 | EUR | 5643351 | UBS AG | 12/29/22 | 12024 |
|  USD | 40281342 | AUD | 61990560 | Citibank, N.A. | 01/03/23 | 546014 |
|  USD | 92326203 | EUR | 92398403 | HSBC Bank | 01/03/23 | 517513 |
|  NZD | 5167 | USD | 2946 | Citibank, N.A. | 01/05/23 | 61 |
|  NOK | 202072849 | USD | 19178243 | HSBC Bank | 01/05/23 | 303607 |
|  USD | 48839118 | AUD | 76039755 | Citibank, N.A. | 01/06/23 | 93246 |
|  USD | 16375351 | EUR | 16314098 | Bank of America Corp. | 01/19/23 | 146478 |
|  USD | 2449310 | EUR | 2442039 | HSBC Bank | 01/19/23 | 20028 |
|  USD | 6085728 | GBP | 5291779 | State Street Bank and Trust | 01/19/23 | 477 |
|  USD | 5023499 | EUR | 4949514 | State Street Bank and Trust | 01/19/23 | 99841 |
|  USD | 71505045 | GBP | 61687200 | HSBC Bank | 01/26/23 | 555091 |
|  **Total Appreciation** | **Total Appreciation** |  |  |  |  | $**12944898** |
|  USD | 19149666 | EUR | 19906191 | State Street Bank and Trust | 11/22/22 | $(550366) |
|  CAD | 7665861 | USD | 5629318 | State Street Bank and Trust | 11/22/22 | (1810) |
|  CAD | 54771242 | USD | 40220839 | State Street Bank and Trust | 12/06/22 | (6634) |
|  USD | 821212 | EUR | 832418 | Bank of New York Mellon | 12/29/22 | (5468) |
|  USD | 26839664 | EUR | 27464856 | HSBC Bank | 12/29/22 | (435857) |
|  USD | 15602265 | EUR | 15827622 | UBS AG | 12/29/22 | (116246) |
|  USD | 58203860 | NOK | 630787481 | UBS AG | 12/29/22 | (2594373) |
|  USD | 81659433 | NOK | 863546098 | Bank of New York Mellon | 01/05/23 | (1595073) |
|  USD | 39521334 | NOK | 420000000 | HSBC Bank | 01/05/23 | (970879) |
|  NOK | 179146488 | USD | 17391600 | HSBC Bank | 01/05/23 | (120081) |
|  USD | 269063 | NZD | 471110 | State Street Bank and Trust | 01/05/23 | (5102) |
|  AUD | 15734811 | USD | 10108807 | State Street Bank and Trust | 01/06/23 | (21885) |
|  USD | 76179332 | EUR | 76698643 | State Street Bank and Trust | 01/17/23 | (107521) |
|  USD | 81251157 | EUR | 82132862 | Citibank, N.A. | 01/19/23 | (452642) |
|  **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  | $**(6983937)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  |  | $**5960961** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Bonds |  | $5463578560 |  | $5463578560 |
|  U.S. Treasury Obligations |  | 938451407 |  | 938451407 |
|  Securities Lending Collateral |  | 77100565 |  | 77100565 |
|  Forward Currency Contracts\*\* |  | 5960961 |  | 5960961 |
|  TOTAL |  | $6485091493 |  | $6485091493 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA INTERMEDIATE-TERM EXTENDED QUALITY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  AGENCY OBLIGATIONS — (0.4%) |  |  |
|  Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 08/25/25 | 5750 | $5126273 |
|  BONDS — (92.1%) 3M Co. |  |  |
|  # 2.375%, 08/26/29 | 7500 | 6175145 |
|  7-Eleven, Inc. |  |  |
|  W 1.800%, 02/10/31 | 5000 | 3690055 |
|  W 2.500%, 02/10/41 | 4900 | 2978683 |
|  # 2.375%, 08/26/29 | 7500 | 6175145 |
|  Advance Auto Parts, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/32 | 950 | 748839 |
|  Aetna, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 12/15/37 | 1000 | 1009531 |
|  Affiliated Managers Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 06/15/30 | 5200 | 4236163 |
|  Alimentation Couche-Tard, Inc. |  |  |
|  W 3.439%, 05/13/41 | 650 | 433542 |
|  Allegion PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 10/01/29 | 3800 | 3180667 |
|  Allstate Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.350%, 06/01/33 | 1900 | 1836392 |
|  Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.100%, 08/15/30 | 1160 | 890844 |
|  Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 02/14/29 | 336 | 309314 |
|  # 3.400%, 05/06/30 | 2100 | 1701591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 02/04/32 | 7000 | 4974602 |
|  Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.100%, 05/12/31 | 6000 | 4803538 |
|  Amcor Flexibles North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.630%, 06/19/30 | 375 | 293331 |
|  Amdocs Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.538%, 06/15/30 | 1600 | 1254330 |
|  AmerisourceBergen Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 12/15/27 | 4059 | 3700656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 05/15/30 | 3400 | 2782162 |
|  Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 02/25/31 | 7100 | 5683406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 02/22/32 | 400 | 340089 |
|  Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 02/15/30 | 6000 | 4985098 |
|  ANZ New Zealand International Ltd. |  |  |
|  W 3.450%, 07/17/27 | 7000 | 6365043 |
|  Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 05/02/29 | 10175 | 9060008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 05/15/30 | 1500 | 1229293 |
|  Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 04/01/38 | 1600 | 1689113 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  Apple, Inc. |  |  |  |
|  # 3.000%, 11/13/27 |  | 7500 | $6933406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 09/11/29 |  | 5000 | 4222745 |
|  ArcelorMittal SA |  |  |  |
|  # 4.250%, 07/16/29 |  | 2447 | 2161978 |
|  Arizona Public Service Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 12/15/31 |  | 7500 | 5530290 |
|  Arrow Electronics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/12/28 |  | 5330 | 4741521 |
|  Ashtead Capital, Inc. |  |  |  |
|  W 2.450%, 08/12/31 |  | 2000 | 1434485 |
|  Assurant, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/15/32 |  | 3000 | 2158588 |
|  Australia & New Zealand Banking Group Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 09/29/26 | EUR | 143 | 127628 |
|  AutoNation, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 03/01/32 |  | 2122 | 1651871 |
|  AvalonBay Communities, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 01/15/31 |  | 3000 | 2406625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 01/15/32 |  | 1200 | 911840 |
|  Avnet, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/15/31 |  | 8645 | 6429875 |
|  AXIS Specialty Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/06/27 |  | 4280 | 3921123 |
|  Baker Hughes a GE Co. LLC/Baker Hughes Co-Obligor, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.337%, 12/15/27 |  | 10970 | 9829688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.138%, 11/07/29 |  | 2000 | 1693489 |
|  Banco Santander SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 02/23/28 |  | 5800 | 4934087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.490%, 05/28/30 |  | 600 | 473624 |
|  Bank of Nova Scotia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 02/02/32 |  | 7000 | 5242329 |
|  BAT Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.906%, 04/02/30 |  | 8600 | 7507764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.390%, 08/15/37 |  | 1200 | 869210 |
|  Bayer U.S. Finance II LLC |  |  |  |
|  #W 4.375%, 12/15/28 |  | 7000 | 6372712 |
|  Berkshire Hathaway Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 10/15/30 |  | 12631 | 9679239 |
|  Best Buy Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 10/01/28 |  | 4400 | 4080266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 10/01/30 |  | 1200 | 893130 |
|  Biogen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 05/01/30 |  | 11600 | 9122520 |
|  Black Hills Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 05/01/33 |  | 8837 | 7561639 |
|  BlackRock, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 04/30/29 |  | 1365 | 1217638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 01/28/31 |  | 15500 | 11952036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.100%, 02/25/32 |  | 3000 | 2290370 |

---

------

**DFA INTERMEDIATE-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  BMW U.S. Capital LLC |  |  |
|  W 4.150%, 04/09/30 | 4000 | $3653208 |
|  BNP Paribas SA |  |  |
|  W 3.500%, 11/16/27 | 8631 | 7507852 |
|  Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 09/01/32 | 150 | 118895 |
|  Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 02/01/30 | 1800 | 1441942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 02/15/33 | 3335 | 3186680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 05/01/34 | 2600 | 1939718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 02/01/35 | 300 | 212000 |
|  Booking Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/13/30 | 4900 | 4610734 |
|  BP Capital Markets America, Inc. |  |  |
|  # 3.017%, 01/16/27 | 1600 | 1462446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.749%, 08/10/30 | 1800 | 1393948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.721%, 01/12/32 | 2000 | 1621957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.060%, 06/17/41 | 9600 | 6716808 |
|  BPCE SA |  |  |
|  #W 2.700%, 10/01/29 | 2000 | 1619760 |
|  Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 06/15/39 | 4900 | 4155287 |
|  Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 08/16/31 | 1833 | 1313406 |
|  Broadcom, Inc. |  |  |
|  # 4.300%, 11/15/32 | 3600 | 3027276 |
|  W 3.419%, 04/15/33 | 600 | 455913 |
|  W 3.137%, 11/15/35 | 7900 | 5480024 |
|  Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 04/15/30 | 2000 | 1763507 |
|  Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 09/25/27 | 3075 | 2812843 |
|  Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 05/15/30 | 2000 | 1646851 |
|  Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 07/15/30 | 4980 | 4085696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 02/01/35 | 2000 | 1856758 |
|  Cargill, Inc. |  |  |
|  W 2.125%, 04/23/30 | 3470 | 2774780 |
|  Cboe Global Markets, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 12/15/30 | 600 | 448054 |
|  Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 10/01/29 | 3000 | 2539391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/22/30 | 5000 | 4744202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 03/03/32 | 2300 | 1867239 |
|  Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.954%, 05/16/26 | 3000 | 2814093 |
|  Choice Hotels International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 12/01/29 | 1580 | 1323629 |
|  Chubb Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 05/15/38 | 500 | 526909 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 10/15/28 | 5000 | $4706601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 03/15/30 | 4000 | 3255965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 03/15/31 | 1400 | 1109929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 03/15/40 | 1470 | 1045536 |
|  Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 07/15/39 | 5000 | 5767022 |
|  CME Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 06/15/28 | 313 | 293055 |
|  CNO Financial Group, Inc. |  |  |
|  # 5.250%, 05/30/29 | 3750 | 3427478 |
|  Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/15/30 | 1000 | 917829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 01/15/33 | 2300 | 2076032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.050%, 03/15/33 | 3837 | 4171224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 08/15/35 | 3250 | 2845935 |
|  Comerica, Inc. |  |  |
|  # 4.000%, 02/01/29 | 1000 | 912138 |
|  Commonwealth Bank of Australia |  |  |
|  #W 1.875%, 09/15/31 | 8500 | 6423265 |
|  Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 11/01/38 | 6600 | 5756351 |
|  ConocoPhillips |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.900%, 10/15/32 | 7000 | 7266076 |
|  # 6.500%, 02/01/39 | 1500 | 1606195 |
|  Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 04/01/38 | 1300 | 1348152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 12/01/39 | 1400 | 1281417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 06/15/40 | 294 | 275165 |
|  Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 06/15/42 | 568 | 499640 |
|  Corporate Office Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 12/01/33 | 2000 | 1347917 |
|  Costco Wholesale Corp. |  |  |
|  # 1.750%, 04/20/32 | 11098 | 8515534 |
|  Cox Communications, Inc. |  |  |
|  W 4.800%, 02/01/35 | 3797 | 3284836 |
|  Credit Agricole SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 04/15/24 | 78 | 76357 |
|  CRH America Finance, Inc. |  |  |
|  #W 3.950%, 04/04/28 | 1280 | 1172035 |
|  Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 01/15/31 | 700 | 533604 |
|  CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 08/15/29 | 3851 | 3340289 |
|  Danske Bank AS |  |  |
|  #W 4.375%, 06/12/28 | 6000 | 5211442 |
|  Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 10/16/29 | 650 | 660172 |
|  Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 10/24/29 | 7400 | 6133053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 04/29/32 | 2600 | 1988631 |

---

------

**DFA INTERMEDIATE-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  Discovery Communications LLC |  |  |
|  # 3.625%, 05/15/30 | 8000 | $6458172 |
|  Dollar Tree, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 05/15/28 | 934 | 868826 |
|  Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 11/01/29 | 458 | 495693 |
|  Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/01/34 | 1402 | 1185676 |
|  DuPont de Nemours, Inc. |  |  |
|  # 5.319%, 11/15/38 | 6400 | 5799494 |
|  Eagle Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 07/01/31 | 600 | 440462 |
|  Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/02/32 | 12465 | 11034601 |
|  EI du Pont de Nemours & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 07/15/30 | 1225 | 988135 |
|  Elevance Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 12/01/27 | 555 | 512208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.101%, 03/01/28 | 5000 | 4684750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 05/15/30 | 8100 | 6504237 |
|  Enel Finance International NV |  |  |
|  W 3.500%, 04/06/28 | 4000 | 3325881 |
|  Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 03/01/33 | 2035 | 2136262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.650%, 10/15/34 | 1500 | 1524797 |
|  EOG Resources, Inc. |  |  |
|  # 4.375%, 04/15/30 | 7343 | 6956690 |
|  Equinor ASA |  |  |
|  W 6.500%, 12/01/28 | 4000 | 4182277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/22/30 | 2000 | 1653235 |
|  ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.850%, 08/01/31 | 2000 | 1492936 |
|  Estee Lauder Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 04/15/30 | 2400 | 2015383 |
|  Expedia Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 02/15/30 | 53 | 42714 |
|  Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.350%, 03/15/32 | 316 | 228675 |
|  Exxon Mobil Corp. |  |  |
|  # 2.440%, 08/16/29 | 6050 | 5183197 |
|  FedEx Corp. |  |  |
|  # 4.900%, 01/15/34 | 5988 | 5450529 |
|  Fidelity National Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 06/15/30 | 8900 | 7139359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 03/15/31 | 1000 | 727431 |
|  Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/15/29 | 2789 | 2493388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/12/30 | 2500 | 2220719 |
|  Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 01/15/32 | 9600 | 6879937 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  FMR LLC |  |  |
|  W 4.950%, 02/01/33 | 8555 | $7810447 |
|  Fortune Brands Home & Security, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 09/15/29 | 4300 | 3526450 |
|  Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.476%, 01/25/39 | 5600 | 4809117 |
|  Fresenius Medical Care U.S. Finance III, Inc. |  |  |
|  W 2.375%, 02/16/31 | 3600 | 2508403 |
|  W 3.000%, 12/01/31 | 571 | 406054 |
|  GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/01/32 | 1050 | 834111 |
|  General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 04/01/40 | 3952 | 3394174 |
|  General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 04/01/35 | 1750 | 1454909 |
|  Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 09/15/29 | 2000 | 1658693 |
|  Georgia-Pacific LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 11/15/29 | 4960 | 5501811 |
|  W 2.300%, 04/30/30 | 7000 | 5659231 |
|  Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 09/01/36 | 1000 | 839208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 10/01/40 | 3000 | 1985299 |
|  GlaxoSmithKline Capital, Inc. |  |  |
|  # 3.875%, 05/15/28 | 2600 | 2441173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 04/15/34 | 2000 | 1992463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/15/38 | 3000 | 3215235 |
|  Glencore Funding LLC |  |  |
|  #W 2.850%, 04/27/31 | 5600 | 4334993 |
|  Global Payments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 06/01/28 | 1071 | 973551 |
|  Goldman Sachs Group, Inc. |  |  |
|  # 6.125%, 02/15/33 | 6200 | 6188810 |
|  Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 09/15/38 | 5400 | 5420915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.450%, 09/15/39 | 1000 | 1067179 |
|  Health Care Service Corp. A Mutual Legal Reserve Co. |  |  |
|  W 2.200%, 06/01/30 | 3500 | 2727696 |
|  Healthcare Reality Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 03/15/31 | 800 | 576181 |
|  Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 12/16/36 | 3500 | 3599366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 04/15/40 | 9000 | 6737336 |
|  HP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 06/17/30 | 8600 | 6992761 |
|  HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 03/31/30 | 3556 | 3183603 |
|  ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 03/29/27 | 6550 | 5964692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 10/02/28 | 206 | 185558 |
|  Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/15/32 | 1200 | 1057158 |

---

------

**DFA INTERMEDIATE-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 03/25/40 | 2100 | $1768924 |
|  Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 09/15/40 | 7000 | 4592070 |
|  International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 01/27/27 | 1726 | 1601078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 05/15/29 | 29 | 25962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 05/15/30 | 2800 | 2205770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/29/32 | 66 | 67416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 05/15/39 | 2300 | 1872333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 05/15/40 | 2000 | 1350637 |
|  Interstate Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 06/01/30 | 2228 | 1775263 |
|  Intesa Sanpaolo SpA |  |  |
|  W 3.875%, 07/14/27 | 4000 | 3394590 |
|  W 4.000%, 09/23/29 | 1500 | 1221468 |
|  ITC Holdings Corp. |  |  |
|  W 2.950%, 05/14/30 | 1500 | 1222847 |
|  Jabil, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 01/15/30 | 3995 | 3349194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 01/15/31 | 5767 | 4482229 |
|  Jefferies Group LLC/Jefferies Group Capital Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 10/15/31 | 1500 | 1066815 |
|  Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 09/01/30 | 2825 | 2234284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 05/15/33 | 3800 | 3826916 |
|  # 4.375%, 12/05/33 | 4334 | 4129618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.100%, 09/01/40 | 9000 | 5912111 |
|  Juniper Networks, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 08/15/29 | 7000 | 6002240 |
|  Kellogg Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.450%, 04/01/31 | 1100 | 1188818 |
|  Kemper Corp. |  |  |
|  # 2.400%, 09/30/30 | 5500 | 4142684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 02/23/32 | 3100 | 2523852 |
|  KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 10/01/29 | 7183 | 5783701 |
|  Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/15/32 | 3000 | 2082195 |
|  Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 09/01/39 | 1565 | 1479102 |
|  Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 04/01/31 | 6725 | 7400722 |
|  Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/15/29 | 2000 | 1853991 |
|  Lazard Group LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/19/28 | 7000 | 6349094 |
|  Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 09/15/27 | 261 | 235948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 05/30/30 | 3595 | 2925107 |
|  Leggett & Platt, Inc. |  |  |
|  # 4.400%, 03/15/29 | 9600 | 8755940 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  Liberty Mutual Group, Inc. |  |  |
|  W 4.569%, 02/01/29 | 3530 | $3167910 |
|  Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 01/15/30 | 11900 | 9783908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 01/15/31 | 60 | 49473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 03/01/32 | 2000 | 1622370 |
|  Lloyds Banking Group PLC |  |  |
|  # 4.375%, 03/22/28 | 4000 | 3558194 |
|  Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 05/15/36 | 2650 | 2408180 |
|  Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 02/01/35 | 1900 | 1885330 |
|  LSEGA Financing PLC |  |  |
|  W 2.500%, 04/06/31 | 5000 | 3979778 |
|  W 3.200%, 04/06/41 | 700 | 482446 |
|  LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 10/01/40 | 5500 | 3673165 |
|  Markel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 09/17/29 | 7000 | 5939494 |
|  Mars, Inc. |  |  |
|  W 3.600%, 04/01/34 | 9159 | 7684972 |
|  Marsh & McLennan Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/15/29 | 1762 | 1664094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 11/15/30 | 8300 | 6503162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 12/15/31 | 65 | 50372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 08/01/33 | 2500 | 2489182 |
|  Mercedes-Benz Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.500%, 01/18/31 | 9188 | 10712763 |
|  Merck Sharp & Dohme Corp. |  |  |
|  # 6.400%, 03/01/28 | 1091 | 1146470 |
|  MetLife, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/15/32 | 300 | 315802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 06/15/35 | 6900 | 6824634 |
|  Micron Technology, Inc. |  |  |
|  # 4.663%, 02/15/30 | 4334 | 3867827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.366%, 11/01/41 | 1200 | 760660 |
|  Microsoft Corp. |  |  |
|  # 3.500%, 02/12/35 | 16000 | 14103911 |
|  # 4.200%, 11/03/35 | 5750 | 5351573 |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.195%, 07/18/29 | 1002 | 839614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.048%, 07/17/30 | 8750 | 6525850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.751%, 07/18/39 | 3200 | 2393725 |
|  Mizuho Financial Group, Inc. |  |  |
|  # 2.839%, 09/13/26 | 2000 | 1778109 |
|  Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 04/01/32 | 4234 | 4547302 |
|  Morgan Stanley Domestic Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/20/28 | 2500 | 2333879 |
|  Mosaic Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 11/15/27 | 4000 | 3701631 |

---

------

**DFA INTERMEDIATE-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  Motorola Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 05/23/29 | 9894 | $9095531 |
|  MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/01/27 | 1600 | 1483367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 04/15/38 | 1800 | 1434970 |
|  National Securities Clearing Corp. |  |  |
|  #W 0.750%, 12/07/25 | 2000 | 1751130 |
|  Nestle Holdings, Inc. |  |  |
|  W 1.250%, 09/15/30 | 11000 | 8366091 |
|  NetApp, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 06/22/30 | 7600 | 6100968 |
|  Nomura Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.103%, 01/16/30 | 7625 | 6009236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.679%, 07/16/30 | 2000 | 1504909 |
|  Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 05/01/30 | 9100 | 7121544 |
|  Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 05/01/40 | 502 | 462043 |
|  Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 05/01/28 | 6000 | 5515705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 06/01/30 | 3700 | 3016430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 04/01/32 | 2080 | 1685591 |
|  NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/01/40 | 1600 | 1215091 |
|  Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 11/15/27 | 3799 | 3371523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 05/15/30 | 7966 | 6596598 |
|  ORIX Corp. |  |  |
|  # 2.250%, 03/09/31 | 1500 | 1129977 |
|  Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 06/01/30 | 5300 | 4586474 |
|  Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 05/19/32 | 4400 | 3522839 |
|  PerkinElmer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 09/15/29 | 1900 | 1596234 |
|  Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 03/15/39 | 2000 | 1690961 |
|  Philip Morris International, Inc. |  |  |
|  # 3.375%, 08/15/29 | 6600 | 5645495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.100%, 05/01/30 | 4600 | 3506338 |
|  Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 12/15/30 | 3000 | 2325374 |
|  PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 04/23/29 | 1000 | 877237 |
|  PPG Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 08/15/29 | 5500 | 4635656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 06/15/30 | 4000 | 3252100 |
|  Primerica, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 11/19/31 | 5950 | 4653093 |
|  Procter & Gamble Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 10/29/30 | 1250 | 953862 |
|  Progress Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 12/01/39 | 5010 | 4742250 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  Progressive Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/15/32 | 200 | $165145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 12/01/32 | 900 | 939157 |
|  Prudential Financial, Inc. |  |  |
|  # 3.878%, 03/27/28 | 2856 | 2677233 |
|  # 5.750%, 07/15/33 | 3625 | 3595174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/10/40 | 1000 | 686174 |
|  Prudential PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 04/14/30 | 4000 | 3280154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/24/32 | 2750 | 2254935 |
|  PulteGroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/15/33 | 1100 | 1022804 |
|  QUALCOMM, Inc. |  |  |
|  # 2.150%, 05/20/30 | 7917 | 6488076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 05/20/35 | 800 | 737415 |
|  Ralph Lauren Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 06/15/30 | 1000 | 838031 |
|  Rayonier LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 05/17/31 | 3500 | 2697234 |
|  Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 11/16/38 | 1000 | 856326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/15/40 | 2000 | 1762981 |
|  Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 12/15/32 | 3000 | 2347543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 03/15/33 | 5000 | 3421533 |
|  Reinsurance Group of America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 09/15/26 | 2357 | 2234413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 06/15/30 | 1600 | 1311058 |
|  Republic Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.200%, 03/01/40 | 230 | 233193 |
|  Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 07/15/28 | 2120 | 2279040 |
|  Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 05/04/32 | 2000 | 1727956 |
|  Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 09/02/30 | 3600 | 2729121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 09/02/40 | 4450 | 2958486 |
|  Schlumberger Holdings Corp. |  |  |
|  W 4.300%, 05/01/29 | 1000 | 912007 |
|  Schlumberger Investment SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 06/26/30 | 550 | 459503 |
|  Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 02/01/38 | 1800 | 1364485 |
|  Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/10/26 | 8000 | 7446799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 11/07/29 | 2000 | 1686226 |
|  Siemens Financieringsmaatschappij NV |  |  |
|  W 6.125%, 08/17/26 | 80 | 81610 |
|  Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 07/15/30 | 4000 | 3163599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 01/15/32 | 4100 | 2989386 |

---

------

**DFA INTERMEDIATE-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  Societe Generale SA |  |  |
|  #W 3.000%, 01/22/30 | 5400 | $4112109 |
|  Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 06/15/30 | 5700 | 4257543 |
|  Steel Dynamics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/15/31 | 7226 | 5870048 |
|  STORE Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 11/18/30 | 4000 | 3122585 |
|  Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.544%, 01/17/28 | 3500 | 3134052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.040%, 07/16/29 | 3000 | 2476726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.222%, 09/17/31 | 6227 | 4558591 |
|  Suncor Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 12/01/34 | 7000 | 6658549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 06/15/38 | 1000 | 982762 |
|  Svenska Handelsbanken AB |  |  |
|  W 3.950%, 06/10/27 | 1000 | 933558 |
|  Tapestry, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 03/15/32 | 1762 | 1296370 |
|  Telefonica Europe BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 09/15/30 | 9275 | 10045030 |
|  Textron, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 03/15/31 | 6750 | 5173390 |
|  TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.829%, 01/10/30 | 9400 | 8068073 |
|  TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.883%, 10/11/28 | 4928 | 4595492 |
|  Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 01/11/28 | 7000 | 6323922 |
|  TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/01/34 | 9145 | 7986819 |
|  Travelers Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 06/15/37 | 670 | 696124 |
|  Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.891%, 04/06/36 | 8530 | 6446239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 05/20/41 | 1600 | 1172235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 02/14/42 | 250 | 186729 |
|  United Parcel Service, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.200%, 01/15/38 | 2000 | 2117568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 04/01/40 | 5260 | 5039481 |
|  UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/15/28 | 3000 | 2789824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 07/15/35 | 6050 | 5555727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 05/15/40 | 1600 | 1097042 |
|  Unum Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 11/05/25 | 6000 | 5719435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/15/29 | 3275 | 2860766 |
|  Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 04/15/32 | 4400 | 4766120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/15/37 | 2300 | 2303583 |
|  Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 01/15/30 | 3800 | 3097292 |
|  Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 08/10/33 | 100 | 89093 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 04/23/30 | 7345 | $5925432 |
|  Viatris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 06/22/40 | 5350 | 3333983 |
|  Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 11/15/38 | 670 | 834564 |
|  Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 02/15/30 | 7625 | 8276717 |
|  Vornado Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 06/01/31 | 5250 | 3895822 |
|  Walgreens Boots Alliance, Inc. |  |  |
|  # 3.200%, 04/15/30 | 2704 | 2265075 |
|  Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/13/31 | 5535 | 4585271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.200%, 12/15/34 | 6200 | 6468910 |
|  Wells Fargo & Co. |  |  |
|  # 4.150%, 01/24/29 | 7042 | 6409093 |
|  Welltower, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 01/15/30 | 1600 | 1306206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 01/15/31 | 8100 | 6264492 |
|  Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 06/15/30 | 1416 | 1181406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 08/15/41 | 800 | 494897 |
|  Westpac Banking Corp. |  |  |
|  # 2.700%, 08/19/26 | 4345 | 3965359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 06/03/31 | 19052 | 15089121 |
|  WestRock MWV LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.200%, 01/15/30 | 3885 | 4268326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.950%, 02/15/31 | 3112 | 3386774 |
|  Whirlpool Corp. |  |  |
|  # 4.750%, 02/26/29 | 925 | 860189 |
|  Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 03/15/32 | 5000 | 5748484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.300%, 04/15/40 | 1000 | 963471 |
|  Wisconsin Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 09/16/31 | 3250 | 2475023 |
|  WP Carey, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 02/01/32 | 1900 | 1394459 |
|  WRKCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 06/01/32 | 1600 | 1377813 |
|  TOTAL BONDS  |  | 1161213950 |
|  U.S. TREASURY OBLIGATIONS — (3.9%) |  |  |
|  U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 04/30/25 | 7000 | 6338281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 05/31/25 | 11750 | 10552969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 06/30/25 | 12000 | 10764375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 07/31/25 | 9750 | 8706445 |

---

------

**DFA INTERMEDIATE-TERM EXTENDED QUALITY PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 08/31/25 | 15000 | $13342383 |
|  TOTAL U.S. TREASURY OBLIGATIONS |  | 49704453 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $1,502,465,926) |  | 1216044676 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  SECURITIES LENDING COLLATERAL — (3.6%)  |  |  |
|  @§ The DFA Short Term<br>Investment Fund | 3890722 | $44980640 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,547,464,150) |  | $1261025316 |

---

As of October 31, 2022, DFA Intermediate-Term Extended Quality Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
|  USD | 1315 | EUR | 1313 | Citibank, N.A. | 01/20/23 | $8 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  | $**8** |
|  USD | 126842 | EUR | 128861 | Citibank, N.A. | 01/20/23 | $(1355) |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  |  | $**(1355)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  | $**(1347)** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Agency Obligations |  | $5126273 |  | $5126273 |
|  Bonds |  | 1161213950 |  | 1161213950 |
|  U.S. Treasury Obligations |  | 49704453 |  | 49704453 |
|  Securities Lending Collateral |  | 44980640 |  | 44980640 |
|  Forward Currency Contracts\*\* |  | (1347) |  | (1347) |
|  TOTAL |  | $1261023969 |  | $1261023969 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA TARGETED CREDIT PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  BONDS — (91.4%) |  |  |  |
|  AUSTRALIA — (2.2%) |  |  |  |
|  ANZ New Zealand International Ltd.  |  |  |  |
|  W 1.250%, 06/22/26 |  | 3583 | $3083172 |
|  APA Infrastructure Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 11/26/24 | GBP | 2000 | 2216245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 03/23/25 |  | 2000 | 1907086 |
|  W 4.200%, 03/23/25 |  | 1200 | 1144252 |
|  Bank of New Zealand |  |  |  |
|  W 1.000%, 03/03/26 |  | 300 | 259580 |
|  FMG Resources August 2006 Pty Ltd. |  |  |  |
|  W 5.125%, 05/15/24 |  | 1500 | 1462929 |
|  Glencore Finance Europe Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 09/11/24 | EUR | 397 | 367011 |
|  Glencore Funding LLC |  |  |  |
|  W 4.625%, 04/29/24 |  | 3400 | 3342034 |
|  W 1.625%, 09/01/25 |  | 1175 | 1045403 |
|  W 1.625%, 04/27/26 |  | 700 | 601243 |
|  Telstra Corp. Ltd. |  |  |  |
|  W 3.125%, 04/07/25 |  | 2953 | 2817836 |
|  TOTAL AUSTRALIA |  |  | 18246791 |
|  BELGIUM — (0.2%) |  |  |  |
|  Belfius Bank SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 09/02/25 | EUR | 1800 | 1609414 |
|  CANADA — (5.0%) |  |  |  |
|  Bank of Montreal |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 09/15/26 |  | 5000 | 4246946 |
|  Bank of Nova Scotia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 03/02/26 |  | 5900 | 5110409 |
|  Brookfield Asset Management, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 01/15/25 |  | 2100 | 2035892 |
|  Canadian Imperial Bank of Commerce |  |  |  |
|  # 1.250%, 06/22/26 |  | 7631 | 6522988 |
|  Canadian National Railway Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 03/01/26 |  | 2000 | 1852337 |
|  Canadian Natural Resources Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 01/15/23 |  | 1000 | 996061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 02/01/25 |  | 1200 | 1157188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 07/15/25 |  | 250 | 228366 |
|  Enbridge Pipelines, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 08/10/26 | CAD | 3000 | 2040841 |
|  Enbridge, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.190%, 12/05/22 | CAD | 1000 | 733006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 01/15/25 |  | 2200 | 2061578 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  CANADA — (Continued) |  |  |  |
|  Royal Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/20/26 |  | 8000 | $6907524 |
|  Spectra Energy Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 03/15/24 |  | 500 | 495360 |
|  Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 06/03/26 |  | 7500 | 6462330 |
|  TOTAL CANADA |  |  | 40850826 |
|  DENMARK — (1.2%) |  |  |  |
|  AP Moller—Maersk AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/16/26 | EUR | 4000 | 3717084 |
|  Danske Bank AS |  |  |  |
|  W 5.375%, 01/12/24 |  | 2000 | 1970953 |
|  Nykredit Realkredit AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/13/26 | EUR | 5000 | 4325549 |
|  TOTAL DENMARK |  |  | 10013586 |
|  FRANCE — (1.7%) |  |  |  |
|  BNP Paribas SA |  |  |  |
|  W 3.375%, 01/09/25 |  | 2000 | 1890650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/19/25 | EUR | 2000 | 1867930 |
|  BPCE SA |  |  |  |
|  W 2.375%, 01/14/25 |  | 2300 | 2110076 |
|  W 1.000%, 01/20/26 |  | 3000 | 2575045 |
|  Societe Generale SA |  |  |  |
|  W 2.625%, 10/16/24 |  | 800 | 746172 |
|  W 1.375%, 07/08/25 |  | 3600 | 3201608 |
|  W 4.000%, 01/12/27 |  | 2000 | 1783256 |
|  TOTAL FRANCE |  |  | 14174737 |
|  GERMANY — (5.5%) |  |  |  |
|  Bayer U.S. Finance II LLC |  |  |  |
|  W 4.250%, 12/15/25 |  | 2800 | 2677120 |
|  Bayer U.S. Finance LLC |  |  |  |
|  W 3.375%, 10/08/24 |  | 1000 | 961383 |
|  BMW U.S. Capital LLC |  |  |  |
|  W 2.800%, 04/11/26 |  | 4500 | 4123965 |
|  Commerzbank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/22/25 | GBP | 600 | 618406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 06/22/26 | EUR | 1000 | 859432 |
|  Daimler Finance North America LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 02/22/23 |  | 333 | 331389 |
|  Daimler Trucks Finance North America LLC |  |  |  |
|  W 3.500%, 04/07/25 |  | 4490 | 4248932 |
|  Deutsche Bank AG |  |  |  |
|  # 3.700%, 05/30/24 |  | 1800 | 1738602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 12/16/24 | GBP | 1000 | 1050019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.100%, 01/13/26 |  | 1000 | 926132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.686%, 03/19/26 |  | 2200 | 1887513 |

---

------

**DFA TARGETED CREDIT PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  GERMANY — (Continued) |  |  |  |
|  Deutsche Telekom International Finance BV |  |  |  |
|  #W 3.600%, 01/19/27 |  | 2500 | $2314887 |
|  Fresenius Medical Care U.S. Finance III, Inc. |  |  |  |
|  W 1.875%, 12/01/26 |  | 3280 | 2692010 |
|  Fresenius SE & Co. KGaA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 05/24/25 | EUR | 2707 | 2545836 |
|  Mercedes-Benz Finance North America LLC |  |  |  |
|  W 3.300%, 05/19/25 |  | 300 | 283768 |
|  W 1.450%, 03/02/26 |  | 6000 | 5256054 |
|  Siemens Financieringsmaatschappij NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 03/11/26 |  | 7500 | 6541051 |
|  W 1.200%, 03/11/26 |  | 1500 | 1308210 |
|  Volkswagen Financial Services NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/09/25 | GBP | 4000 | 4380499 |
|  ZF North America Capital, Inc. |  |  |  |
|  W 4.750%, 04/29/25 |  | 500 | 467439 |
|  TOTAL GERMANY |  |  | 45212647 |
|  IRELAND — (0.7%) |  |  |  |
|  AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 07/15/25 |  | 5450 | 5364903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/30/26 |  | 500 | 425768 |
|  TOTAL IRELAND |  |  | 5790671 |
|  ITALY — (1.3%) |  |  |  |
|  Intesa Sanpaolo SpA |  |  |  |
|  W 3.250%, 09/23/24 |  | 800 | 746769 |
|  Republic of Italy Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 09/27/23 |  | 750 | 755543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 10/17/24 |  | 1661 | 1548055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 02/17/26 |  | 3500 | 2979865 |
|  Snam SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 08/15/25 | EUR | 5000 | 4426301 |
|  TOTAL ITALY |  |  | 10456533 |
|  JAPAN — (5.6%) |  |  |  |
|  7-Eleven, Inc. |  |  |  |
|  W 0.950%, 02/10/26 |  | 8176 | 7031773 |
|  Aircastle Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 05/01/24 |  | 2000 | 1906012 |
|  W 5.250%, 08/11/25 |  | 50 | 46770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 06/15/26 |  | 3500 | 3089088 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  JAPAN — (Continued) |  |  |  |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 03/01/26 |  | 4000 | $3764404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.757%, 09/13/26 |  | 1000 | 891540 |
|  Mizuho Financial Group, Inc. |  |  |  |
|  # 3.477%, 04/12/26 |  | 3300 | 3033311 |
|  Nissan Motor Acceptance Co. LLC |  |  |  |
|  #W 3.450%, 03/15/23 |  | 1000 | 992358 |
|  W 1.125%, 09/16/24 |  | 500 | 446431 |
|  W 2.000%, 03/09/26 |  | 1500 | 1222278 |
|  Nissan Motor Co. Ltd. |  |  |  |
|  #W 3.522%, 09/17/25 |  | 3000 | 2661107 |
|  Nomura Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.648%, 01/16/25 |  | 5500 | 5148221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.653%, 07/14/26 |  | 700 | 594690 |
|  NTT Finance Corp. |  |  |  |
|  W 1.162%, 04/03/26 |  | 2886 | 2500961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.162%, 04/03/26 |  | 1600 | 1386534 |
|  Sumitomo Mitsui Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.348%, 01/15/25 |  | 270 | 251336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.948%, 01/12/26 |  | 5200 | 4468983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.632%, 07/14/26 |  | 1500 | 1343764 |
|  Sumitomo Mitsui Trust Bank Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.550%, 03/25/26 |  | 800 | 701263 |
|  Toyota Motor Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.339%, 03/25/26 |  | 5163 | 4556896 |
|  TOTAL JAPAN |  |  | 46037720 |
|  LUXEMBOURG — (0.1%) |  |  |  |
|  ArcelorMittal SA |  |  |  |
|  # 6.125%, 06/01/25 |  | 500 | 497742 |
|  NETHERLANDS — (1.3%) |  |  |  |
|  Cooperatieve Rabobank UA |  |  |  |
|  W 2.625%, 07/22/24 |  | 1450 | 1381087 |
|  ING Groep NV |  |  |  |
|  W 4.625%, 01/06/26 |  | 6100 | 5803951 |
|  LeasePlan Corp. NV |  |  |  |
|  W 2.875%, 10/24/24 |  | 3000 | 2787347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 02/23/26 | EUR | 1043 | 883138 |
|  TOTAL NETHERLANDS |  |  | 10855523 |
|  NORWAY — (0.6%) |  |  |  |
|  Aker BP ASA |  |  |  |
|  W 2.875%, 01/15/26 |  | 5400 | 4885166 |
|  PORTUGAL — (0.3%) |  |  |  |
|  EDP—Energias de Portugal SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 06/01/26 | EUR | 3000 | 2877882 |

---

------

**DFA TARGETED CREDIT PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  SPAIN — (1.2%) |  |  |  |
|  Banco Santander SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.849%, 03/25/26 |  | 2000 | $1706781 |
|  CaixaBank SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 06/25/24 | EUR | 300 | 283462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 06/19/26 | EUR | 1800 | 1582966 |
|  Naturgy Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 05/15/25 | EUR | 1500 | 1372827 |
|  Santander Holdings USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.244%, 10/05/26 |  | 3000 | 2657206 |
|  Santander UK Group Holdings PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 01/14/26 | GBP | 1000 | 1053198 |
|  Telefonica Emisiones SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.987%, 01/23/23 | EUR | 300 | 297708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/02/26 | GBP | 1000 | 1123893 |
|  TOTAL SPAIN |  |  | 10078041 |
|  SWITZERLAND — (1.3%) |  |  |  |
|  Credit Suisse Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/26/25 |  | 2550 | 2284863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 04/17/26 |  | 3500 | 3070148 |
|  UBS Group AG |  |  |  |
|  W 4.125%, 09/24/25 |  | 3000 | 2840317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 09/24/25 |  | 2000 | 1893545 |
|  # 4.125%, 04/15/26 |  | 1000 | 932304 |
|  TOTAL SWITZERLAND |  |  | 11021177 |
|  UNITED KINGDOM — (6.4%) |  |  |  |
|  AstraZeneca PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.700%, 04/08/26 |  | 5820 | 5017723 |
|  Barclays PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/16/25 |  | 1650 | 1532776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/12/26 |  | 2160 | 2005254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/08/26 | GBP | 2000 | 2045535 |
|  BAT Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.222%, 08/15/24 |  | 200 | 191152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.215%, 09/06/26 |  | 1500 | 1333074 |
|  BAT International Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 01/19/23 | EUR | 500 | 493731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.668%, 03/25/26 |  | 3000 | 2576550 |
|  BP Capital Markets America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.119%, 05/04/26 |  | 1500 | 1398571 |
|  British Telecommunications PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 09/12/25 | EUR | 1000 | 900367 |
|  CK Hutchison Group Telecom Finance SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 04/17/26 | EUR | 2000 | 1761599 |
|  CK Hutchison International 16 Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 10/03/26 |  | 1200 | 1103456 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED KINGDOM — (Continued) |  |  |  |
|  CNH Industrial Capital LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 07/02/23 |  | 800 | $781216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 01/15/24 |  | 1567 | 1540169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 05/23/25 |  | 1700 | 1627981 |
|  HSBC Holdings PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 03/08/26 |  | 3000 | 2823099 |
|  LSEGA Financing PLC |  |  |  |
|  W 1.375%, 04/06/26 |  | 5700 | 4951603 |
|  National Grid North America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.410%, 01/20/26 | EUR | 2750 | 2433090 |
|  National Grid PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.179%, 06/30/26 | EUR | 1700 | 1578924 |
|  Nationwide Building Society |  |  |  |
|  W 3.900%, 07/21/25 |  | 1800 | 1702195 |
|  W 1.000%, 08/28/25 |  | 2600 | 2261542 |
|  W 1.500%, 10/13/26 |  | 1500 | 1257387 |
|  NatWest Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 04/05/26 |  | 5800 | 5466082 |
|  Reynolds American, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 06/12/25 |  | 1500 | 1447715 |
|  Standard Chartered PLC |  |  |  |
|  #W 3.200%, 04/17/25 |  | 2000 | 1867916 |
|  #W 4.050%, 04/12/26 |  | 2400 | 2234400 |
|  TOTAL UNITED KINGDOM |  |  | 52333107 |
|  UNITED STATES — (56.8%) |  |  |  |
|  AbbVie, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 05/14/25 |  | 500 | 479790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 05/14/26 |  | 1200 | 1117986 |
|  AES Corp. |  |  |  |
|  W 3.300%, 07/15/25 |  | 1500 | 1381841 |
|  Aetna, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 11/15/24 |  | 412 | 397921 |
|  Altria Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.350%, 05/06/25 |  | 571 | 526860 |
|  Amcor Finance USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 04/28/26 |  | 2835 | 2615958 |
|  Amcor Flexibles North America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 05/17/25 |  | 650 | 625154 |
|  American Electric Power Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 11/01/25 |  | 678 | 595364 |
|  American Medical Systems Europe BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 03/08/25 | EUR | 1000 | 929251 |
|  American Tower Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 05/15/24 |  | 900 | 872127 |
|  # 4.400%, 02/15/26 |  | 1300 | 1239044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.600%, 04/15/26 |  | 4500 | 3885335 |
|  Ameriprise Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 09/15/26 |  | 2500 | 2294530 |
|  Archer-Daniels-Midland Co. |  |  |  |
|  # 2.500%, 08/11/26 |  | 476 | 435231 |

---

------

**DFA TARGETED CREDIT PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Ares Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 06/10/24 |  | 3000 | $2886089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 07/15/25 |  | 2500 | 2255406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/15/26 |  | 1000 | 896541 |
|  Arrow Electronics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 09/08/24 |  | 1400 | 1335770 |
|  AT&T, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/25/25 | CAD | 2000 | 1416802 |
|  AvalonBay Communities, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 05/11/26 |  | 4000 | 3648879 |
|  Avient Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 03/15/23 |  | 1400 | 1396442 |
|  Ball Corp. |  |  |  |
|  # 4.875%, 03/15/26 |  | 1000 | 959530 |
|  Bank of America Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/19/26 |  | 4690 | 4379072 |
|  Becton Dickinson and Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.034%, 08/13/25 | EUR | 4250 | 3818293 |
|  Boardwalk Pipelines LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 12/15/24 |  | 3937 | 3892880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 06/01/26 |  | 1926 | 1928967 |
|  Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 10/30/25 |  | 1827 | 1668233 |
|  Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 05/01/26 |  | 4100 | 3702166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 06/15/26 |  | 153 | 133894 |
|  Booking Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 06/01/26 |  | 2000 | 1888396 |
|  Brixmor Operating Partnership LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 06/15/24 |  | 1000 | 964895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 02/01/25 |  | 800 | 764368 |
|  Brown & Brown, Inc. |  |  |  |
|  # 4.200%, 09/15/24 |  | 1840 | 1791203 |
|  Campbell Soup Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 03/15/25 |  | 1000 | 969582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 03/19/25 |  | 1223 | 1163168 |
|  Capital One Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 02/05/25 |  | 1000 | 945387 |
|  Cargill, Inc. |  |  |  |
|  W 0.750%, 02/02/26 |  | 6390 | 5536676 |
|  Carrier Global Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.242%, 02/15/25 |  | 79 | 73518 |
|  Celanese U.S. Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 08/05/26 |  | 6800 | 5482322 |
|  CenterPoint Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 06/01/26 |  | 500 | 434707 |
|  Charles Schwab Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 03/11/26 |  | 3375 | 2918200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.150%, 05/13/26 |  | 3000 | 2597944 |
|  Cigna Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/15/26 |  | 7000 | 6109940 |
|  Citigroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 01/12/26 |  | 1700 | 1598166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 05/01/26 |  | 6000 | 5557954 |
|  CNO Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/30/25 |  | 5500 | 5397232 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 03/01/26 |  | 900 | $845372 |
|  Conagra Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 05/01/24 |  | 704 | 692918 |
|  Constellation Energy Generation LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/01/25 |  | 3500 | 3318563 |
|  Corporate Office Properties LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/15/26 |  | 1200 | 1039881 |
|  Cox Communications, Inc. |  |  |  |
|  W 3.850%, 02/01/25 |  | 380 | 365190 |
|  Crown Castle, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 07/15/26 |  | 6000 | 5049602 |
|  DCP Midstream Operating LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 07/15/25 |  | 2000 | 1955750 |
|  Digital Stout Holding LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 01/17/25 | GBP | 2000 | 2193442 |
|  Discover Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 07/27/26 |  | 2000 | 1790822 |
|  Discover Financial Services |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/04/25 |  | 1200 | 1133841 |
|  # 4.500%, 01/30/26 |  | 2500 | 2343680 |
|  Discovery Communications LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 03/11/26 |  | 4186 | 3972317 |
|  Dominion Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 03/15/25 |  | 600 | 573921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 04/15/26 |  | 3000 | 2619566 |
|  DPL, Inc. |  |  |  |
|  # 4.125%, 07/01/25 |  | 2000 | 1888040 |
|  DTE Energy Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 06/01/25 |  | 2300 | 2053500 |
|  DXC Technology Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/15/26 | EUR | 2000 | 1825613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 09/15/26 |  | 3000 | 2576758 |
|  Eastman Chemical Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 03/15/25 |  | 1000 | 957459 |
|  eBay, Inc. |  |  |  |
|  # 2.750%, 01/30/23 |  | 816 | 811589 |
|  # 1.400%, 05/10/26 |  | 5335 | 4642452 |
|  Edison International |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 04/15/25 |  | 5500 | 5408984 |
|  Elevance Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/15/26 |  | 6201 | 5476237 |
|  Energy Transfer LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 01/15/23 |  | 500 | 498410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 03/15/25 |  | 1500 | 1436038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 01/15/26 |  | 4166 | 3992069 |
|  EPR Properties |  |  |  |
|  # 4.750%, 12/15/26 |  | 2000 | 1722318 |
|  Equinix, Inc. |  |  |  |
|  # 1.450%, 05/15/26 |  | 6500 | 5586907 |
|  ERAC USA Finance LLC |  |  |  |
|  W 3.850%, 11/15/24 |  | 4394 | 4235893 |

---

------

**DFA TARGETED CREDIT PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Expedia Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/15/26 |  | 2900 | $2802349 |
|  Fidelity & Guaranty Life Holdings, Inc. |  |  |  |
|  W 5.500%, 05/01/25 |  | 4900 | 4789805 |
|  Fidelity National Information Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 12/03/25 | EUR | 1000 | 899776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.150%, 03/01/26 |  | 6100 | 5253441 |
|  Fiserv, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 07/01/26 |  | 6500 | 5963739 |
|  Flex Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 06/15/25 |  | 650 | 630609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/01/26 |  | 5000 | 4628450 |
|  Ford Motor Credit Co. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.134%, 08/04/25 |  | 2000 | 1859600 |
|  Freeport-McMoRan, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 11/14/24 |  | 2000 | 1960723 |
|  General Motors Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 10/01/25 |  | 1300 | 1294536 |
|  General Motors Financial Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 06/20/25 |  | 3500 | 3220345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 01/08/26 |  | 300 | 255920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 03/01/26 |  | 1473 | 1427342 |
|  Gilead Sciences, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/01/26 |  | 3986 | 3774016 |
|  Global Payments, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 03/01/26 |  | 1600 | 1365071 |
|  # 4.800%, 04/01/26 |  | 4250 | 4081113 |
|  GLP Capital LP/GLP Financing II, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 09/01/24 |  | 3125 | 2927401 |
|  Goldman Sachs Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 05/22/25 |  | 2000 | 1904482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 01/29/26 | GBP | 700 | 766563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/25/26 |  | 3500 | 3288535 |
|  Graphic Packaging International LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/15/24 |  | 824 | 802873 |
|  Hanesbrands, Inc. |  |  |  |
|  W 4.875%, 05/15/26 |  | 2500 | 2293750 |
|  Harley-Davidson Financial Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 11/19/24 | EUR | 1000 | 938798 |
|  HCA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/01/25 |  | 3250 | 3208969 |
|  Healthcare Realty Holdings LP |  |  |  |
|  # 3.500%, 08/01/26 |  | 5000 | 4580866 |
|  Hewlett Packard Enterprise Co. |  |  |  |
|  # 4.450%, 10/02/23 |  | 2302 | 2283664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 04/01/26 |  | 2000 | 1770172 |
|  Howmet Aerospace, Inc. |  |  |  |
|  # 6.875%, 05/01/25 |  | 112 | 114488 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  HP, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 06/17/25 |  | 2000 | $1838687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 06/17/26 |  | 2242 | 1915180 |
|  Humana, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 10/01/24 |  | 3000 | 2924190 |
|  Huntington Bancshares, Inc. |  |  |  |
|  # 2.625%, 08/06/24 |  | 700 | 665734 |
|  Hyatt Hotels Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 03/15/26 |  | 1796 | 1720246 |
|  Intercontinental Exchange, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 12/01/25 |  | 4000 | 3842240 |
|  Interpublic Group of Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 04/15/24 |  | 500 | 489761 |
|  Jabil, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.700%, 04/15/26 |  | 6825 | 5917719 |
|  Jefferies Group LLC/Jefferies Group Capital Finance, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 01/15/27 |  | 4000 | 3754344 |
|  JPMorgan Chase & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 04/01/26 |  | 2262 | 2110845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 06/15/26 |  | 2500 | 2314387 |
|  Kellogg Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/10/25 | EUR | 3000 | 2834858 |
|  Laboratory Corp. of America Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.550%, 06/01/26 |  | 2502 | 2172142 |
|  Las Vegas Sands Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 06/25/25 |  | 3000 | 2716980 |
|  Lazard Group LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/13/25 |  | 1000 | 961856 |
|  Lennar Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/30/25 |  | 1200 | 1166654 |
|  Lincoln National Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 03/09/25 |  | 1000 | 956622 |
|  LYB International Finance III LLC |  |  |  |
|  # 1.250%, 10/01/25 |  | 566 | 495664 |
|  Marathon Petroleum Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 09/15/24 |  | 100 | 96604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 05/01/25 |  | 1900 | 1859445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/15/26 |  | 250 | 245552 |
|  Marriott International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/15/25 |  | 5000 | 4792524 |
|  McKesson Corp. |  |  |  |
|  # 0.900%, 12/03/25 |  | 2600 | 2270286 |
|  Micron Technology, Inc. |  |  |  |
|  # 4.975%, 02/06/26 |  | 1500 | 1458245 |
|  Molson Coors Beverage Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 07/15/26 |  | 5500 | 5010248 |
|  Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/27/26 |  | 6000 | 5676963 |
|  MPLX LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/01/26 |  | 3200 | 2789900 |

---

------

**DFA TARGETED CREDIT PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  NetApp, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 06/22/25 |  | 100 | $90399 |
|  Netflix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 02/15/25 |  | 3000 | 3015000 |
|  Newell Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/25 |  | 2000 | 1930920 |
|  NextEra Energy Operating Partners LP |  |  |  |
|  W 3.875%, 10/15/26 |  | 1000 | 926950 |
|  Nucor Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 06/01/25 |  | 2000 | 1838869 |
|  Nuveen Finance LLC |  |  |  |
|  W 4.125%, 11/01/24 |  | 2500 | 2421231 |
|  Omnicom Group, Inc./Omnicom Capital, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 11/01/24 |  | 500 | 482402 |
|  OneMain Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 03/15/25 |  | 3585 | 3477450 |
|  Oracle Corp. |  |  |  |
|  # 2.950%, 05/15/25 |  | 5000 | 4700772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 03/25/26 |  | 2700 | 2370210 |
|  Paramount Global |  |  |  |
|  # 4.750%, 05/15/25 |  | 2162 | 2111363 |
|  Penske Truck Leasing Co. LP/PTL Finance Corp. |  |  |  |
|  W 4.450%, 01/29/26 |  | 572 | 543404 |
|  W 1.700%, 06/15/26 |  | 5150 | 4404321 |
|  PerkinElmer, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 07/19/26 | EUR | 2000 | 1831049 |
|  Perrigo Finance Unlimited Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 12/15/24 |  | 4500 | 4286745 |
|  Philip Morris International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/25/26 |  | 2000 | 1833349 |
|  # 0.875%, 05/01/26 |  | 3000 | 2561557 |
|  Phillips 66 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 02/15/26 |  | 1500 | 1309738 |
|  Phillips 66 Co. |  |  |  |
|  W 2.450%, 12/15/24 |  | 130 | 121503 |
|  Plains All American Pipeline LP/PAA Finance Corp. |  |  |  |
|  # 3.600%, 11/01/24 |  | 1500 | 1436754 |
|  PNC Financial Services Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.150%, 08/13/26 |  | 372 | 319148 |
|  PPG Industries, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 03/15/26 |  | 6000 | 5197238 |
|  Public Storage |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 02/15/26 |  | 6500 | 5621701 |
|  PulteGroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 03/01/26 |  | 3186 | 3126144 |
|  # 5.000%, 01/15/27 |  | 2000 | 1920790 |
|  Qwest Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 09/15/25 |  | 2000 | 2019720 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Radian Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 10/01/24 |  | 3500 | $3313173 |
|  Realty Income Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 03/15/26 |  | 2000 | 1704261 |
|  Roper Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 09/15/25 |  | 1500 | 1327038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 12/15/26 |  | 479 | 448176 |
|  Ross Stores, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 04/15/26 |  | 2024 | 1740796 |
|  Royalty Pharma PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 09/02/25 |  | 3986 | 3515815 |
|  Ryder System, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/25 |  | 500 | 485275 |
|  Seagate HDD Cayman |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 01/01/25 |  | 1500 | 1447545 |
|  Sealed Air Corp. |  |  |  |
|  W 5.500%, 09/15/25 |  | 2500 | 2450000 |
|  Sempra Energy |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 04/01/25 |  | 1477 | 1398451 |
|  Sensata Technologies BV |  |  |  |
|  W 5.625%, 11/01/24 |  | 2000 | 1984358 |
|  Simon Property Group LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 09/01/25 |  | 2000 | 1899428 |
|  SLM Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 11/02/26 |  | 3000 | 2631210 |
|  Southwest Airlines Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/04/25 |  | 3500 | 3480845 |
|  Southwestern Electric Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 03/15/26 |  | 4600 | 4042715 |
|  Steel Dynamics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 06/15/25 |  | 100 | 92435 |
|  Stryker Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/26 |  | 3000 | 2839084 |
|  Sysco Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 06/23/23 | EUR | 225 | 219798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 07/15/26 |  | 4191 | 3873292 |
|  TRI Pointe Group, Inc./TRI Pointe Homes, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/15/24 |  | 250 | 245697 |
|  Trinity Industries, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 10/01/24 |  | 1000 | 948180 |
|  Truist Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 06/05/25 |  | 1500 | 1438120 |
|  UnitedHealth Group, Inc. |  |  |  |
|  # 3.100%, 03/15/26 |  | 500 | 470491 |
|  Utah Acquisition Sub, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 06/15/26 |  | 6000 | 5464543 |
|  Ventas Realty LP |  |  |  |
|  # 3.500%, 04/15/24 |  | 1000 | 969964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/15/25 |  | 500 | 467316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/15/26 |  | 2500 | 2356804 |
|  Verizon Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 03/20/26 |  | 5200 | 4578687 |

---

------

**DFA TARGETED CREDIT PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  VMware, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 08/15/26 |  | 7107 | $6063043 |
|  Vontier Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 04/01/26 |  | 3500 | 2899575 |
|  Vornado Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 06/01/26 |  | 6100 | 5035649 |
|  Walgreens Boots Alliance, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 11/20/25 | GBP | 1000 | 1082170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 06/01/26 |  | 5000 | 4681000 |
|  Walt Disney Co. |  |  |  |
|  # 1.750%, 01/13/26 |  | 7000 | 6332043 |
|  Waste Management, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 11/15/25 |  | 2000 | 1765406 |
|  Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 09/29/25 |  | 1000 | 947028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 04/22/26 |  | 2000 | 1830287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.975%, 05/19/26 | CAD | 2500 | 1691856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/23/26 |  | 1000 | 904922 |
|  Western Digital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/15/26 |  | 3000 | 2771640 |
|  Western Union Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.350%, 03/15/26 |  | 6000 | 5136592 |
|  Williams Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 03/04/24 |  | 1000 | 984667 |
|  Williams Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 01/15/25 |  | 1596 | 1540181 |
|  WRKCo, Inc. |  |  |  |
|  # 4.650%, 03/15/26 |  | 5500 | 5325046 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
|  Xerox Holdings Corp. |  |  |
|  W 5.000%, 08/15/25 | 3500 | $3159905 |
|  TOTAL UNITED STATES |  | 466884652 |
|  TOTAL BONDS |  | 751826215 |
|  U.S. TREASURY OBLIGATIONS — (5.3%) |  |  |
|  U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/15/23 | 7000 | 6658477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/31/24 | 7000 | 6678711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 05/15/24 | 32500 | 30395117 |
|  TOTAL U.S. TREASURY OBLIGATIONS |  | 43732305 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $887,312,500) |  | 795558520 |
|  | **Shares** |  |
|  SECURITIES LENDING COLLATERAL — (3.3%) |  |  |
|  @§ The DFA Short Term Investment Fund | 2316550 | 26781638 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $914,102,205) |  | $822340158 |

---

As of October 31, 2022, DFA Targeted Credit Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
| GBP | 137993 | USD | 149280 | Bank of New York Mellon | 11/04/22 | $8978 |
| USD | 1367063 | GBP | 1182008 | Citibank, N.A. | 11/04/22 | 11466 |
| GBP | 80269 | USD | 85563 | Citibank, N.A. | 11/04/22 | 6494 |
| USD | 4448189 | GBP | 3861302 | Societe Generale | 11/04/22 | 19819 |
| USD | 4986745 | CAD | 6507276 | Morgan Stanley and Co. International | 11/28/22 | 209555 |
| USD | 13804526 | EUR | 13804001 | Bank of New York Mellon | 12/28/22 | 97096 |
| USD | 1222050 | GBP | 1050925 | Societe Generale | 12/28/22 | 14395 |
| USD | 82006 | CAD | 111483 | Citibank, N.A. | 01/20/23 | 85 |
| USD | 7832632 | EUR | 7805838 | HSBC Bank | 01/25/23 | 64176 |
| USD | 823226 | GBP | 709689 | State Street Bank and Trust | 01/25/23 | 6994 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  | $**439058** |
| GBP | 67619 | USD | 77913 | Citibank, N.A. | 11/04/22 | $(363) |
| USD | 175554 | GBP | 155287 | Morgan Stanley and Co. International | 11/04/22 | (2538) |
| USD | 8906460 | GBP | 8072422 | State Street Bank and Trust | 11/04/22 | (351471) |
| USD | 26490521 | EUR | 26987454 | HSBC Bank | 12/29/22 | (310890) |

---

------

**DFA TARGETED CREDIT PORTFOLIO** 

**CONTINUED** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
| USD | 1061432 | CAD | 1469120 | Citibank, N.A. | 01/20/23 | $(18114) |
|  **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  | $**(683376)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  |  | $**(244318)** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | $18246791 |  | $18246791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 1609414 |  | 1609414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada |  | 40850826 |  | 40850826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 10013586 |  | 10013586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 14174737 |  | 14174737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 45212647 |  | 45212647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 5790671 |  | 5790671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 10456533 |  | 10456533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 46037720 |  | 46037720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Luxembourg |  | 497742 |  | 497742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 10855523 |  | 10855523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 4885166 |  | 4885166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 2877882 |  | 2877882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 10078041 |  | 10078041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 11021177 |  | 11021177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 52333107 |  | 52333107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 466884652 |  | 466884652 |
|  U.S. Treasury Obligations |  | 43732305 |  | 43732305 |
|  Securities Lending Collateral |  | 26781638 |  | 26781638 |
|  Forward Currency Contracts\*\* |  | (244318) |  | (244318) |
|  TOTAL |  | $822095840 |  | $822095840 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  AGENCY OBLIGATIONS — (9.5%) |  |  |  |
|  Federal Farm Credit Banks Funding Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.630%, 08/03/26 |  | 67 | $62593 |
|  Federal Home Loan Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 03/10/23 |  | 170 | 170198 |
|  Federal National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/01/37 TBA |  | 59244 | 51876049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/01/37 TBA |  | 41664 | 37534156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/01/52 TBA |  | 24811 | 19546416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/01/52 TBA |  | 36086 | 29528748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/01/52 TBA |  | 54268 | 46115081 |
|  Government National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/01/52 TBA |  | 47902 | 40582308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/01/52 TBA |  | 13186 | 11476971 |
|  Tennessee Valley Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/07/32 | GBP | 1941 | 2428592 |
|  TOTAL AGENCY OBLIGATIONS |  |  | 239321112 |
|  BONDS — (88.0%) |  |  |  |
|  AUSTRALIA — (5.9%) |  |  |  |
|  ANZ New Zealand International Ltd. |  |  |  |
|  W 0.200%, 09/23/27 | EUR | 1678 | 1377759 |
|  W 0.375%, 09/17/29 | EUR | 1745 | 1333838 |
|  APA Infrastructure Ltd. |  |  |  |
|  W 3.500%, 03/22/30 | GBP | 1400 | 1317513 |
|  W 2.000%, 07/15/30 | EUR | 1367 | 1100230 |
|  ASB Finance Ltd. |  |  |  |
|  W 0.500%, 09/24/29 | EUR | 2000 | 1529771 |
|  Australia Government Bond |  |  |  |
|  W 1.000%, 12/21/30 | AUD | 1700 | 882655 |
|  BHP Billiton Finance Ltd. |  |  |  |
|  W 1.500%, 04/29/30 | EUR | 1000 | 816828 |
|  Buckeye Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 07/01/23 |  | 22 | 21742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 12/01/26 |  | 87 | 76316 |
|  Commonwealth Bank of Australia |  |  |  |
|  W 3.150%, 09/19/27 |  | 1810 | 1641459 |
|  FMG Resources August 2006 Pty Ltd. |  |  |  |
|  W 4.500%, 09/15/27 |  | 5800 | 5189840 |
|  #W 5.875%, 04/15/30 |  | 2000 | 1794600 |
|  W 4.375%, 04/01/31 |  | 2100 | 1669080 |
|  Glencore Funding LLC |  |  |  |
|  #W 2.500%, 09/01/30 |  | 3310 | 2546566 |
|  W 2.850%, 04/27/31 |  | 3000 | 2322318 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  AUSTRALIA — (Continued) |  |  |  |
|  Macquarie Group Ltd. |  |  |  |
|  W 0.950%, 05/21/31 | EUR | 1971 | $1402612 |
|  National Australia Bank Ltd. |  |  |  |
|  W 1.250%, 05/18/26 | EUR | 1000 | 923704 |
|  New South Wales Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 03/20/31 | AUD | 8000 | 4260772 |
|  W 1.500%, 02/20/32 | AUD | 14820 | 7316224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 03/08/33 | AUD | 8000 | 4025770 |
|  Queensland Treasury Corp. |  |  |  |
|  W 1.750%, 08/21/31 | AUD | 4000 | 2068475 |
|  W 1.500%, 08/20/32 | AUD | 9700 | 4738268 |
|  W 1.750%, 07/20/34 | AUD | 34000 | 16001466 |
|  Rio Tinto Finance PLC |  |  |  |
|  W 4.000%, 12/11/29 | GBP | 3500 | 3713748 |
|  South Australian Government Financing Authority |  |  |  |
|  W 1.750%, 05/24/32 | AUD | 29500 | 14794010 |
|  Telstra Corp. Ltd. |  |  |  |
|  W 1.375%, 03/26/29 | EUR | 3000 | 2603910 |
|  Treasury Corp. of Victoria |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 09/10/31 | AUD | 5000 | 2510271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 12/20/32 | AUD | 2500 | 1558250 |
|  W 2.250%, 09/15/33 | AUD | 3000 | 1528318 |
|  W 2.250%, 09/15/33 | AUD | 3000 | 1528318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 11/20/34 | AUD | 55600 | 27400625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/17/35 | AUD | 12900 | 6014449 |
|  Western Australian Treasury Corp. |  |  |  |
|  W 2.000%, 10/24/34 | AUD | 15500 | 7498976 |
|  Westpac Banking Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 05/13/26 |  | 104 | 96206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 08/19/26 |  | 23 | 20990 |
|  W 0.875%, 04/17/27 | EUR | 5700 | 4988098 |
|  W 1.125%, 09/05/27 | EUR | 2000 | 1763626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 06/03/31 |  | 117 | 92664 |
|  Westpac Securities NZ Ltd. |  |  |  |
|  W 0.100%, 07/13/27 | EUR | 9600 | 7869061 |
|  TOTAL AUSTRALIA |  |  | 148339326 |
|  BELGIUM — (0.1%) |  |  |  |
|  Anheuser-Busch InBev SA/NV |  |  |  |
|  W 2.000%, 03/17/28 | EUR | 1000 | 916722 |
|  W 2.250%, 05/24/29 | GBP | 600 | 572534 |
|  W 1.650%, 03/28/31 | EUR | 1500 | 1264080 |
|  TOTAL BELGIUM |  |  | 2753336 |
|  CANADA — (8.8%) |  |  |  |
|  Alimentation Couche-Tard, Inc. |  |  |  |
|  W 1.875%, 05/06/26 | EUR | 700 | 637947 |
|  W 3.550%, 07/26/27 |  | 1620 | 1450277 |
|  Bank of Nova Scotia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 08/01/31 |  | 1000 | 741212 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  CANADA — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 02/02/32 |  | 15000 | $11233562 |
|  Canadian Imperial Bank of Commerce |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 04/07/32 |  | 1500 | 1238202 |
|  Canadian Natural Resources Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.420%, 12/01/26 | CAD | 1000 | 696935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 03/15/38 |  | 7295 | 7014355 |
|  Canadian Pacific Railway Co. |  |  |  |
|  # 3.700%, 02/01/26 |  | 45 | 42787 |
|  CDP Financial, Inc. |  |  |  |
|  W 1.125%, 04/06/27 | EUR | 9000 | 8182032 |
|  Cenovus Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 03/10/27 | CAD | 4000 | 2775939 |
|  CI Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 12/17/30 |  | 7053 | 5102679 |
|  CPPIB Capital, Inc. |  |  |  |
|  W 0.875%, 02/06/29 | EUR | 5700 | 4930585 |
|  W 1.125%, 12/14/29 | GBP | 22550 | 20744121 |
|  W 0.050%, 02/24/31 | EUR | 24593 | 18756388 |
|  Enbridge, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/01/23 |  | 34 | 33533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/10/24 |  | 15 | 14537 |
|  Fairfax Financial Holdings Ltd. |  |  |  |
|  W 2.750%, 03/29/28 | EUR | 461 | 396571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 04/17/28 |  | 1000 | 919671 |
|  ITC Holdings Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 06/15/24 |  | 113 | 109604 |
|  Methanex Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 12/15/29 |  | 7600 | 6503785 |
|  Nutrien Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 04/01/25 |  | 40 | 37835 |
|  Ontario Teachers' Finance Trust |  |  |  |
|  W 0.100%, 05/19/28 | EUR | 9000 | 7518094 |
|  W 0.050%, 11/25/30 | EUR | 7325 | 5586064 |
|  Province of Alberta Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 04/11/28 | AUD | 2500 | 1493650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 06/01/30 | CAD | 19000 | 12205270 |
|  Province of British Columbia Canada |  |  |  |
|  # 6.500%, 01/15/26 |  | 93 | 97021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 12/18/28 | CAD | 5000 | 3484053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 06/18/30 | CAD | 9300 | 6044471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 06/18/35 | CAD | 6800 | 5542024 |
|  Province of Manitoba Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 06/02/30 | CAD | 13000 | 8327214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 06/02/31 | CAD | 6100 | 3830281 |
|  Province of Nova Scotia Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/01/30 | CAD | 1400 | 889378 |
|  Province of Ontario Canada |  |  |  |
|  W 0.010%, 11/25/30 | EUR | 1000 | 766392 |
|  Province of Quebec Canada |  |  |  |
|  W 0.875%, 05/04/27 | EUR | 190 | 171369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 10/01/29 | CAD | 4000 | 3297948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 09/01/30 | CAD | 16700 | 10570027 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  CANADA — (Continued) |  |  |  |
|  W 0.000%, 10/29/30 | EUR | 6500 | $4995163 |
|  W 0.250%, 05/05/31 | EUR | 5650 | 4363447 |
|  Province of Saskatchewan Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 06/02/30 | CAD | 10000 | 6487687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.400%, 09/05/31 | CAD | 20000 | 17207766 |
|  Royal Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 11/03/31 |  | 700 | 532686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 05/04/32 |  | 8000 | 6911823 |
|  Spectra Energy Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 03/15/24 |  | 22 | 21796 |
|  Suncor Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 12/01/34 |  | 1700 | 1617076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.800%, 05/15/38 |  | 734 | 732647 |
|  TC PipeLines LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 05/25/27 |  | 2000 | 1861824 |
|  Thomson Reuters Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 11/23/23 |  | 60 | 59442 |
|  Toronto-Dominion Bank |  |  |  |
|  # 3.200%, 03/10/32 |  | 4000 | 3248622 |
|  W 3.129%, 08/03/32 | EUR | 2000 | 1781237 |
|  Toronto-Dominion Bank |  |  |  |
|  W 1.952%, 04/08/30 | EUR | 13200 | 11098363 |
|  TransCanada PipeLines Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 03/31/34 |  | 1000 | 934552 |
|  TOTAL CANADA |  |  | 223239944 |
|  DENMARK — (0.7%) |  |  |  |
|  AP Moller—Maersk AS |  |  |  |
|  W 1.750%, 03/16/26 | EUR | 4500 | 4181719 |
|  Denmark Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/15/31 | DKK | 135000 | 14270871 |
|  DSV Finance BV |  |  |  |
|  W 1.375%, 03/16/30 | EUR | 400 | 328153 |
|  TOTAL DENMARK |  |  | 18780743 |
|  FINLAND — (1.1%) |  |  |  |
|  Nokia Oyj |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 06/12/27 |  | 7350 | 6759280 |
|  Nordea Bank Abp |  |  |  |
|  W 0.500%, 05/14/27 | EUR | 13460 | 11644581 |
|  W 0.500%, 11/02/28 | EUR | 1000 | 799682 |
|  OP Corporate Bank PLC |  |  |  |
|  W 0.100%, 11/16/27 | EUR | 8350 | 6840846 |
|  W 0.625%, 11/12/29 | EUR | 2750 | 2052941 |
|  TOTAL FINLAND |  |  | 28097330 |
|  FRANCE — (4.3%) |  |  |  |
|  Action Logement Services |  |  |  |
|  W 1.375%, 04/13/32 | EUR | 3000 | 2551558 |
|  Airbus SE |  |  |  |
|  W 2.375%, 04/07/32 | EUR | 1000 | 883143 |
|  Banque Federative du Credit Mutuel SA |  |  |  |
|  W 2.625%, 11/06/29 | EUR | 4500 | 3937074 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  FRANCE — (Continued) |  |  |  |
|  W 0.750%, 01/17/30 | EUR | 1200 | $912166 |
|  W 1.250%, 06/03/30 | EUR | 1700 | 1332327 |
|  W 0.625%, 02/21/31 | EUR | 9900 | 7179219 |
|  W 1.125%, 01/19/32 | EUR | 2700 | 2003533 |
|  BNP Paribas SA |  |  |  |
|  W 1.500%, 11/17/25 | EUR | 1200 | 1104969 |
|  W 2.100%, 04/07/32 | EUR | 500 | 394123 |
|  BPCE SA |  |  |  |
|  W 0.010%, 01/14/27 | EUR | 3500 | 2963978 |
|  W 3.500%, 10/23/27 |  | 5000 | 4302340 |
|  #W 2.700%, 10/01/29 |  | 6626 | 5366265 |
|  W 0.625%, 01/15/30 | EUR | 500 | 390193 |
|  W 0.250%, 01/14/31 | EUR | 5300 | 3836259 |
|  W 2.375%, 04/26/32 | EUR | 1400 | 1188951 |
|  Credit Agricole SA |  |  |  |
|  W 1.375%, 05/03/27 | EUR | 2000 | 1790871 |
|  Electricite de France SA |  |  |  |
|  W 3.625%, 10/13/25 |  | 40 | 37763 |
|  W 6.250%, 05/30/28 | GBP | 1000 | 1152417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/18/31 | GBP | 3200 | 3602661 |
|  W 6.125%, 06/02/34 | GBP | 1500 | 1706799 |
|  Ile-de-France Mobilites |  |  |  |
|  W 0.400%, 05/28/31 | EUR | 4000 | 3228809 |
|  La Poste SA |  |  |  |
|  W 1.450%, 11/30/28 | EUR | 4700 | 4140844 |
|  W 1.375%, 04/21/32 | EUR | 10500 | 8490443 |
|  MMS USA Holdings, Inc. |  |  |  |
|  W 1.750%, 06/13/31 | EUR | 2500 | 1981979 |
|  Orange SA |  |  |  |
|  W 8.125%, 11/20/28 | GBP | 1964 | 2573228 |
|  W 2.000%, 01/15/29 | EUR | 1200 | 1100384 |
|  W 3.250%, 01/15/32 | GBP | 600 | 592486 |
|  Pernod Ricard SA |  |  |  |
|  W 3.250%, 06/08/26 |  | 173 | 162030 |
|  Sanofi |  |  |  |
|  W 1.375%, 03/21/30 | EUR | 2700 | 2342192 |
|  SNCF Reseau |  |  |  |
|  W 5.250%, 12/07/28 | GBP | 280 | 332231 |
|  W 5.250%, 01/31/35 | GBP | 5050 | 6056419 |
|  Societe Generale SA |  |  |  |
|  #W 4.750%, 09/14/28 |  | 1000 | 886879 |
|  W 2.125%, 09/27/28 | EUR | 2000 | 1710079 |
|  W 3.000%, 01/22/30 |  | 1400 | 1066102 |
|  TotalEnergies Capital Canada Ltd. |  |  |  |
|  W 2.125%, 09/18/29 | EUR | 8400 | 7583235 |
|  TotalEnergies Capital International SA |  |  |  |
|  W 0.696%, 05/31/28 | EUR | 2300 | 1968741 |
|  W 0.750%, 07/12/28 | EUR | 4600 | 3918799 |
|  W 1.405%, 09/03/31 | GBP | 3500 | 3032954 |
|  TotalEnergies Capital SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.883%, 10/11/28 |  | 2200 | 2051559 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  FRANCE — (Continued) |  |  |  |
|  Unibail-Rodamco-Westfield SE |  |  |  |
|  W 1.875%, 01/15/31 | EUR | 500 | $366822 |
|  WEA Finance LLC |  |  |  |
|  W 3.500%, 06/15/29 |  | 9550 | 7648328 |
|  TOTAL FRANCE |  |  | 107871152 |
|  GERMANY — (2.6%) |  |  |  |
|  Allianz Finance II BV |  |  |  |
|  W 0.500%, 01/14/31 | EUR | 1000 | 776231 |
|  BASF SE |  |  |  |
|  W 1.500%, 03/17/31 | EUR | 4900 | 3989847 |
|  W 3.750%, 06/29/32 | EUR | 8400 | 7984520 |
|  Bayer Capital Corp. BV |  |  |  |
|  W 1.500%, 06/26/26 | EUR | 5700 | 5175532 |
|  W 2.125%, 12/15/29 | EUR | 900 | 764649 |
|  Bayer U.S. Finance II LLC |  |  |  |
|  W 5.500%, 08/15/25 |  | 26 | 25690 |
|  BMW Finance NV |  |  |  |
|  W 1.500%, 02/06/29 | EUR | 2600 | 2320480 |
|  W 0.875%, 01/14/32 | EUR | 3000 | 2358509 |
|  BMW U.S. Capital LLC |  |  |  |
|  W 2.800%, 04/11/26 |  | 194 | 177789 |
|  #W 3.300%, 04/06/27 |  | 500 | 456659 |
|  W 3.300%, 04/06/27 |  | 58 | 52972 |
|  W 4.150%, 04/09/30 |  | 1500 | 1369953 |
|  Deutsche Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 05/30/24 |  | 113 | 108129 |
|  Deutsche Telekom AG |  |  |  |
|  W 3.125%, 02/06/34 | GBP | 3000 | 2865852 |
|  W 1.375%, 07/05/34 | EUR | 3000 | 2328804 |
|  Deutsche Telekom International Finance BV |  |  |  |
|  W 1.375%, 01/30/27 | EUR | 500 | 460030 |
|  W 2.250%, 04/13/29 | GBP | 1600 | 1534344 |
|  E.ON International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 06/07/32 | GBP | 2150 | 2551447 |
|  E.ON SE |  |  |  |
|  W 1.625%, 05/22/29 | EUR | 1200 | 1016741 |
|  Fresenius Medical Care AG & Co. KGaA |  |  |  |
|  W 1.500%, 05/29/30 | EUR | 3000 | 2317414 |
|  Fresenius Medical Care U.S. Finance III, Inc. |  |  |  |
|  W 2.375%, 02/16/31 |  | 8100 | 5643906 |
|  HOWOGE |  |  |  |
|  Wohnungs-baugesellschaftmbH |  |  |  |
|  W 1.125%, 11/01/33 | EUR | 200 | 138962 |
|  JAB Holdings BV |  |  |  |
|  W 1.000%, 07/14/31 | EUR | 800 | 550384 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  GERMANY — (Continued) |  |  |  |
|  Mercedes-Benz Finance North America LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.500%, 01/18/31 |  | 1304 | $1520401 |
|  Mercedes-Benz Finance North America LLC |  |  |  |
|  #W 2.625%, 03/10/30 |  | 170 | 138342 |
|  Mercedes-Benz Group AG |  |  |  |
|  W 1.000%, 11/15/27 | EUR | 4300 | 3825119 |
|  W 2.000%, 02/27/31 | EUR | 1000 | 883853 |
|  W 1.125%, 08/08/34 | EUR | 1900 | 1420262 |
|  Siemens |  |  |  |
|  Financieringsmaatschappij NV |  |  |  |
|  W 1.000%, 02/25/30 | EUR | 2000 | 1680424 |
|  Volkswagen International Finance NV |  |  |  |
|  W 1.875%, 03/30/27 | EUR | 5400 | 4858863 |
|  Volkswagen Leasing GmbH |  |  |  |
|  W 0.625%, 07/19/29 | EUR | 5000 | 3890413 |
|  ZF North America Capital, Inc. |  |  |  |
|  W 4.750%, 04/29/25 |  | 3010 | 2813981 |
|  TOTAL GERMANY |  |  | 66000502 |
|  HONG KONG — (0.6%) |  |  |  |
|  Prudential PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 04/14/30 |  | 100 | 82004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/24/32 |  | 19800 | 16235534 |
|  TOTAL HONG KONG |  |  | 16317538 |
|  ITALY — (1.0%) |  |  |  |
|  Eni SpA |  |  |  |
|  W 1.500%, 01/17/27 | EUR | 1000 | 907865 |
|  W 1.125%, 09/19/28 | EUR | 1700 | 1434593 |
|  W 3.625%, 01/29/29 | EUR | 312 | 296740 |
|  W 0.625%, 01/23/30 | EUR | 1000 | 767026 |
|  Intesa Sanpaolo SpA |  |  |  |
|  W 3.875%, 07/14/27 |  | 1500 | 1272971 |
|  W 1.750%, 07/04/29 | EUR | 3800 | 3104547 |
|  W 4.000%, 09/23/29 |  | 2000 | 1628624 |
|  W 2.500%, 01/15/30 | GBP | 3850 | 3291056 |
|  W 1.350%, 02/24/31 | EUR | 1400 | 986720 |
|  Italy Buoni Poliennali Del Tesoro |  |  |  |
|  W 1.250%, 12/01/26 | EUR | 2100 | 1912951 |
|  Snam SpA |  |  |  |
|  W 0.625%, 06/30/31 | EUR | 7000 | 4874522 |
|  UniCredit SpA |  |  |  |
|  W 1.625%, 01/18/32 | EUR | 7400 | 5295466 |
|  TOTAL ITALY |  |  | 25773081 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  JAPAN — (3.5%) |  |  |  |
|  7-Eleven, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 02/10/28 |  | 300 | $243211 |
|  W 1.800%, 02/10/31 |  | 209 | 154244 |
|  Aircastle Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 06/15/26 |  | 3500 | 3089088 |
|  W 2.850%, 01/26/28 |  | 1500 | 1132093 |
|  American Honda Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 09/09/26 |  | 130 | 116177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.300%, 07/07/28 | EUR | 333 | 272340 |
|  Japan Finance Organization for Municipalities |  |  |  |
|  W 0.100%, 09/03/31 | EUR | 3500 | 2629332 |
|  Japan Government Twenty Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 09/20/31 | JPY | 680000 | 5187609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/20/34 | JPY | 550000 | 4121366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 09/20/35 | JPY | 550000 | 3983658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.400%, 03/20/36 | JPY | 330000 | 2158122 |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |  |
|  # 3.677%, 02/22/27 |  | 35 | 32114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.195%, 07/18/29 |  | 4551 | 3813456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.559%, 02/25/30 |  | 5000 | 3939742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.048%, 07/17/30 |  | 5200 | 3878220 |
|  W 3.556%, 06/15/32 | EUR | 4069 | 3698375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.751%, 07/18/39 |  | 380 | 284255 |
|  Mizuho Financial Group, Inc. |  |  |  |
|  W 0.402%, 09/06/29 | EUR | 12784 | 9551722 |
|  W 0.797%, 04/15/30 | EUR | 923 | 702518 |
|  W 0.693%, 10/07/30 | EUR | 1620 | 1194319 |
|  W 2.096%, 04/08/32 | EUR | 2850 | 2282698 |
|  Nissan Motor Acceptance Co. LLC |  |  |  |
|  W 2.450%, 09/15/28 |  | 800 | 575950 |
|  Nissan Motor Co. Ltd. |  |  |  |
|  W 4.810%, 09/17/30 |  | 4300 | 3434423 |
|  Nomura Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.103%, 01/16/30 |  | 10168 | 8013365 |
|  NTT Finance Corp. |  |  |  |
|  W 0.342%, 03/03/30 | EUR | 3000 | 2351230 |
|  Sumitomo Mitsui Financial Group, |  |  |  |
|  Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.944%, 07/19/28 |  | 700 | 630173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.040%, 07/16/29 |  | 9750 | 8049360 |
|  W 0.632%, 10/23/29 | EUR | 2000 | 1522221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 01/15/30 |  | 790 | 631205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.130%, 07/08/30 |  | 4000 | 3000817 |
|  # 2.222%, 09/17/31 |  | 6000 | 4392412 |
|  Toyota Motor Corp. |  |  |  |
|  # 3.669%, 07/20/28 |  | 2215 | 2050126 |
|  Toyota Motor Credit Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 01/10/23 |  | 75 | 74730 |
|  TOTAL JAPAN |  |  | 87190671 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  LUXEMBOURG — (0.2%) |  |  |  |
|  ArcelorMittal SA |  |  |  |
|  # 4.250%, 07/16/29 |  | 1000 | $883522 |
|  Medtronic Global Holdings SCA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 07/02/31 | EUR | 4000 | 3182607 |
|  Prologis International Funding II SA |  |  |  |
|  W 3.125%, 06/01/31 | EUR | 2300 | 1985217 |
|  TOTAL LUXEMBOURG |  |  | 6051346 |
|  NETHERLANDS — (2.6%) |  |  |  |
|  BNG Bank NV |  |  |  |
|  W 3.300%, 04/26/29 | AUD | 5000 | 2920275 |
|  Cooperatieve Rabobank UA |  |  |  |
|  W 1.375%, 02/03/27 | EUR | 1000 | 912083 |
|  CTP NV |  |  |  |
|  W 1.250%, 06/21/29 | EUR | 2600 | 1538658 |
|  W 1.500%, 09/27/31 | EUR | 4396 | 2284735 |
|  Heineken NV |  |  |  |
|  W 2.750%, 04/01/23 |  | 26 | 25736 |
|  ING Groep NV |  |  |  |
|  W 1.375%, 01/11/28 | EUR | 3100 | 2649342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 04/09/29 |  | 300 | 260848 |
|  Koninklijke Ahold Delhaize NV |  |  |  |
|  W 1.125%, 03/19/26 | EUR | 520 | 476175 |
|  Koninklijke KPN NV |  |  |  |
|  W 5.750%, 09/17/29 | GBP | 1500 | 1684825 |
|  Koninklijke Philips NV |  |  |  |
|  W 1.375%, 05/02/28 | EUR | 2000 | 1714724 |
|  Nederlandse Waterschapsbank NV |  |  |  |
|  W 3.300%, 05/02/29 | AUD | 4500 | 2626748 |
|  Shell International Finance BV |  |  |  |
|  W 1.625%, 01/20/27 | EUR | 1408 | 1301417 |
|  W 0.125%, 11/08/27 | EUR | 5000 | 4236874 |
|  W 1.250%, 05/12/28 | EUR | 5600 | 4952167 |
|  W 0.750%, 08/15/28 | EUR | 2000 | 1708308 |
|  W 1.000%, 12/10/30 | GBP | 29953 | 25326318 |
|  W 0.500%, 11/08/31 | EUR | 1000 | 760336 |
|  TenneT Holding BV |  |  |  |
|  W 2.125%, 11/17/29 | EUR | 900 | 799801 |
|  W 2.375%, 05/17/33 | EUR | 11650 | 9882623 |
|  TOTAL NETHERLANDS |  |  | 66061993 |
|  NEW ZEALAND — (0.5%) |  |  |  |
|  New Zealand Government Bond |  |  |  |
|  W 3.500%, 04/14/33 | NZD | 23000 | 12605841 |
|  NORWAY — (0.8%) |  |  |  |
|  Aker BP ASA |  |  |  |
|  W 2.875%, 01/15/26 |  | 4000 | 3618641 |
|  Equinor ASA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/15/24 |  | 81 | 78788 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  NORWAY — (Continued) |  |  |  |
|  W 6.875%, 03/11/31 | GBP | 12814 | $16425877 |
|  Kommunalbanken AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 07/24/28 | AUD | 1000 | 595531 |
|  TOTAL NORWAY |  |  | 20718837 |
|  SPAIN — (1.3%) |  |  |  |
|  Autonomous Community of Madrid Spain |  |  |  |
|  W 1.723%, 04/30/32 | EUR | 6000 | 5140227 |
|  Banco Santander SA |  |  |  |
|  W 1.000%, 11/04/31 | EUR | 500 | 365524 |
|  Merlin Properties Socimi SA |  |  |  |
|  W 2.375%, 09/18/29 | EUR | 300 | 239166 |
|  Santander Holdings USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 07/17/25 |  | 206 | 196917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 07/13/27 |  | 2000 | 1807400 |
|  Santander UK PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/13/24 |  | 103 | 100898 |
|  W 3.875%, 10/15/29 | GBP | 1478 | 1532444 |
|  Spain Government Bond |  |  |  |
|  W 0.700%, 04/30/32 | EUR | 12000 | 9498819 |
|  W 2.550%, 10/31/32 | EUR | 2800 | 2607067 |
|  Telefonica Emisiones SA |  |  |  |
|  W 1.715%, 01/12/28 | EUR | 4300 | 3857375 |
|  W 5.445%, 10/08/29 | GBP | 650 | 715780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.045%, 06/20/36 |  | 4530 | 4397511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.665%, 03/06/38 |  | 700 | 527861 |
|  Telefonica Europe BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 09/15/30 |  | 500 | 541511 |
|  TOTAL SPAIN |  |  | 31528500 |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.1%) |  |  |  |
|  Asian Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.350%, 06/21/27 | JPY | 1780000 | 13135187 |
|  EUROFIMA |  |  |  |
|  W 3.350%, 05/21/29 | AUD | 8000 | 4632538 |
|  European Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 01/18/27 | JPY | 1009600 | 7349108 |
|  International Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 02/06/31 | AUD | 3000 | 1437436 |
|  TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS |  |  | 26554269 |
|  SWEDEN — (0.2%) |  |  |  |
|  Investor AB |  |  |  |
|  W 2.750%, 06/10/32 | EUR | 3909 | 3536979 |
|  Swedbank AB |  |  |  |
|  W 0.200%, 01/12/28 | EUR | 2000 | 1598102 |
|  TOTAL SWEDEN |  |  | 5135081 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  SWITZERLAND — (0.9%) |  |  |  |
|  Credit Suisse Group AG |  |  |  |
|  W 0.650%, 09/10/29 | EUR | 2000 | $1386048 |
|  Novartis Finance SA |  |  |  |
|  W 1.375%, 08/14/30 | EUR | 4000 | 3438081 |
|  UBS AG |  |  |  |
|  W 0.500%, 03/31/31 | EUR | 4000 | 2986469 |
|  UBS Group AG |  |  |  |
|  W 1.250%, 09/01/26 | EUR | 1800 | 1589950 |
|  W 0.875%, 11/03/31 | EUR | 17900 | 13012218 |
|  W 0.625%, 02/24/33 | EUR | 200 | 136734 |
|  TOTAL SWITZERLAND |  |  | 22549500 |
|  UNITED KINGDOM — (4.4%) |  |  |  |
|  Ashtead Capital, Inc. |  |  |  |
|  #W 2.450%, 08/12/31 |  | 300 | 215173 |
|  AstraZeneca PLC |  |  |  |
|  W 1.250%, 05/12/28 | EUR | 1200 | 1062134 |
|  W 5.750%, 11/13/31 | GBP | 450 | 548933 |
|  Barclays PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/12/26 |  | 2000 | 1856717 |
|  W 3.250%, 02/12/27 | GBP | 1657 | 1666209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/17/33 | GBP | 7500 | 6527520 |
|  BAT Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.726%, 03/25/31 |  | 3200 | 2343846 |
|  BAT International Finance PLC |  |  |  |
|  W 4.000%, 09/04/26 | GBP | 1220 | 1273375 |
|  W 1.250%, 03/13/27 | EUR | 1000 | 830699 |
|  W 3.125%, 03/06/29 | EUR | 3200 | 2675149 |
|  W 2.250%, 01/16/30 | EUR | 6500 | 4970869 |
|  BP Capital Markets America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.017%, 01/16/27 |  | 127 | 116082 |
|  # 4.234%, 11/06/28 |  | 230 | 216550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.633%, 04/06/30 |  | 800 | 714318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.721%, 01/12/32 |  | 7050 | 5717398 |
|  BP Capital Markets PLC |  |  |  |
|  W 1.573%, 02/16/27 | EUR | 2850 | 2585208 |
|  W 1.231%, 05/08/31 | EUR | 4750 | 3765047 |
|  W 2.822%, 04/07/32 | EUR | 4000 | 3572159 |
|  British Telecommunications PLC |  |  |  |
|  W 1.500%, 06/23/27 | EUR | 2500 | 2204069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/04/28 |  | 1000 | 916644 |
|  W 5.750%, 12/07/28 | GBP | 1000 | 1133978 |
|  W 3.250%, 11/08/29 |  | 4000 | 3198297 |
|  W 3.125%, 11/21/31 | GBP | 1500 | 1385052 |
|  Centrica PLC |  |  |  |
|  W 4.375%, 03/13/29 | GBP | 1000 | 1029023 |
|  CNH Industrial Finance Europe SA |  |  |  |
|  W 1.750%, 03/25/27 | EUR | 2000 | 1810940 |
|  W 1.625%, 07/03/29 | EUR | 2550 | 2136598 |
|  Coca-Cola Europacific Partners PLC |  |  |  |
|  W 1.750%, 05/26/28 | EUR | 1400 | 1239644 |
|  Diageo Finance PLC |  |  |  |
|  W 1.500%, 10/22/27 | EUR | 1000 | 908154 |
|  W 2.500%, 03/27/32 | EUR | 1800 | 1623591 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED KINGDOM — (Continued) |  |  |  |
|  HSBC Holdings PLC |  |  |  |
|  W 2.625%, 08/16/28 | GBP | 5164 | $4866663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 03/31/30 |  | 2000 | 1790553 |
|  Linde Finance BV |  |  |  |
|  W 0.550%, 05/19/32 | EUR | 5000 | 3681873 |
|  Lloyds Banking Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 01/11/27 |  | 3500 | 3141067 |
|  W 1.500%, 09/12/27 | EUR | 2100 | 1830274 |
|  LSEGA Financing PLC |  |  |  |
|  W 2.500%, 04/06/31 |  | 1500 | 1193933 |
|  W 3.200%, 04/06/41 |  | 450 | 310144 |
|  National Grid Electricity Distribution South West PLC |  |  |  |
|  W 5.875%, 03/25/27 | GBP | 900 | 1029738 |
|  W 2.375%, 05/16/29 | GBP | 1300 | 1206095 |
|  National Grid PLC |  |  |  |
|  W 0.750%, 09/01/33 | EUR | 5000 | 3334997 |
|  Nationwide Building Society |  |  |  |
|  W 3.250%, 01/20/28 | GBP | 1500 | 1528191 |
|  NatWest Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 04/05/26 |  | 3000 | 2827284 |
|  Rolls-Royce PLC |  |  |  |
|  W 3.625%, 10/14/25 |  | 5720 | 5031883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 06/18/26 | GBP | 800 | 746737 |
|  Smith & Nephew PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.032%, 10/14/30 |  | 600 | 440781 |
|  Southern Gas Networks PLC |  |  |  |
|  W 1.250%, 12/02/31 | GBP | 4200 | 3350956 |
|  Transport for London |  |  |  |
|  W 4.000%, 09/12/33 | GBP | 5900 | 5902422 |
|  Unilever Finance Netherlands BV |  |  |  |
|  W 1.375%, 07/31/29 | EUR | 700 | 613506 |
|  Vodafone Group PLC |  |  |  |
|  W 1.500%, 07/24/27 | EUR | 1750 | 1591978 |
|  W 4.200%, 12/13/27 | AUD | 1800 | 1079315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 02/15/30 |  | 77 | 83581 |
|  W 1.625%, 11/24/30 | EUR | 2500 | 2112043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.150%, 02/27/37 |  | 5000 | 4707224 |
|  TOTAL UNITED KINGDOM |  |  | 110644614 |
|  UNITED STATES — (47.4%) |  |  |  |
|  AbbVie, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 11/06/22 |  | 33 | 32988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 03/15/25 |  | 29 | 27974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 11/15/28 | EUR | 3416 | 3181584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 06/01/29 | EUR | 1500 | 1357035 |
|  Advance Auto Parts, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 04/15/30 |  | 1400 | 1183884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/32 |  | 2600 | 2049453 |
|  AECOM |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 03/15/27 |  | 5660 | 5358718 |
|  Aetna, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 12/15/37 |  | 700 | 706672 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | **Value†** |
|  UNITED STATES — (Continued) |  |  |  |
|  Affiliated Managers Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 06/15/30 |  | 3100 | $2525405 |
|  Aflac, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 04/01/30 |  | 4625 | 4101247 |
|  Alabama Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 04/01/25 |  | 30 | 28331 |
|  Allstate Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 04/01/36 |  | 600 | 605875 |
|  Ally Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 11/01/31 |  | 7775 | 7974126 |
|  Alphabet, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.998%, 08/15/26 |  | 86 | 78232 |
|  Altria Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 06/15/27 | EUR | 4700 | 4096226 |
|  # 4.800%, 02/14/29 |  | 598 | 550505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 05/06/30 |  | 400 | 324113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 06/15/31 | EUR | 3000 | 2427442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 02/04/32 |  | 212 | 150659 |
|  Amazon.com, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 06/03/27 |  | 471 | 400713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 05/12/28 |  | 6400 | 5406373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 06/03/30 |  | 4194 | 3274009 |
|  American Express Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 05/03/27 |  | 131 | 118664 |
|  American International Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 04/01/26 |  | 22 | 20960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 06/21/27 | EUR | 4075 | 3618333 |
|  American Medical Systems Europe BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 03/08/31 | EUR | 1000 | 828351 |
|  American Tower Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 05/21/29 | EUR | 1000 | 770868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.950%, 10/05/30 | EUR | 2000 | 1460688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 01/15/32 | EUR | 3247 | 2254857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 03/15/32 |  | 2725 | 2330140 |
|  American Water Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 03/01/24 |  | 25 | 24552 |
|  Ameriprise Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/15/23 |  | 43 | 42531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 09/15/26 |  | 65 | 59658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 05/13/32 |  | 3000 | 2777836 |
|  AmerisourceBergen Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 05/15/24 |  | 433 | 421237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 05/15/30 |  | 900 | 736455 |
|  Amgen, Inc. |  |  |  |
|  # 3.125%, 05/01/25 |  | 37 | 35367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 08/19/26 |  | 28 | 25573 |
|  W 4.000%, 09/13/29 | GBP | 1836 | 1956604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 02/21/30 |  | 350 | 288459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 02/25/31 |  | 2713 | 2171702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 02/22/32 |  | 6655 | 5658230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 02/21/40 |  | 2000 | 1424145 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | **Value†** |
|  UNITED STATES — (Continued) |  |  |  |
|  Amphenol Technologies Holding GmbH |  |  |  |
|  W 2.000%, 10/08/28 | EUR | 4000 | $3575013 |
|  Analog Devices, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 12/05/26 |  | 23 | 21670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 06/15/27 |  | 69 | 64118 |
|  Aon Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 12/15/28 |  | 960 | 896268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 05/02/29 |  | 5000 | 4452092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 05/15/30 |  | 4625 | 3790319 |
|  Aon Global Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/27/23 |  | 47 | 46458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/14/24 |  | 107 | 104017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/14/26 | EUR | 1400 | 1321185 |
|  Apache Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 01/15/37 |  | 500 | 450000 |
|  Apple, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 02/09/25 |  | 53 | 50556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 08/04/26 |  | 200 | 184105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 11/10/26 | EUR | 500 | 472086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/20/27 |  | 64 | 59585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/17/27 | EUR | 150 | 142166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 08/20/30 |  | 5400 | 4139536 |
|  Applied Materials, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 04/01/27 |  | 59 | 55376 |
|  Archer-Daniels-Midland Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 08/11/26 |  | 58 | 53032 |
|  Ares Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 06/10/24 |  | 6000 | 5772179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/15/26 |  | 4000 | 3586165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 11/15/31 |  | 3700 | 2590332 |
|  Arizona Public Service Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 08/15/29 |  | 3900 | 3181717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 12/15/31 |  | 500 | 368686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 09/01/41 |  | 700 | 580404 |
|  Arrow Electronics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/12/28 |  | 2203 | 1959769 |
|  Ashland LLC |  |  |  |
|  W 3.375%, 09/01/31 |  | 12270 | 9599803 |
|  Assurant, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/15/32 |  | 3750 | 2698235 |
|  AT&T, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 09/05/26 | EUR | 800 | 738729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 09/14/29 | GBP | 500 | 527058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 12/17/29 | EUR | 1463 | 1322352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 12/17/32 | EUR | 1500 | 1393397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 12/01/33 |  | 931 | 686096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 03/01/39 |  | 1700 | 1458329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/01/41 |  | 255 | 180161 |
|  Autodesk, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 06/15/25 |  | 35 | 34282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/15/27 |  | 3236 | 2974873 |
|  Automatic Data Processing, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 09/15/25 |  | 114 | 109745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.700%, 05/15/28 |  | 400 | 340067 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  AutoNation, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 08/01/31 |  | 7300 | $5055072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 03/01/32 |  | 8000 | 6227602 |
|  AutoZone, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 01/15/23 |  | 140 | 139551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 04/15/25 |  | 72 | 68393 |
|  AvalonBay Communities, Inc. |  |  |  |
|  # 2.050%, 01/15/32 |  | 4000 | 3039465 |
|  Avnet, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/15/26 |  | 65 | 61640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/15/31 |  | 555 | 412791 |
|  Baker Hughes a GE Co. LLC/Baker Hughes Co-Obligor, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.337%, 12/15/27 |  | 2000 | 1792104 |
|  Ball Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 08/15/30 |  | 8565 | 6651579 |
|  Baltimore Gas & Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 08/15/26 |  | 8 | 7235 |
|  Bank of America Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 01/11/23 |  | 52 | 51894 |
|  # 4.000%, 04/01/24 |  | 72 | 70953 |
|  W 7.000%, 07/31/28 | GBP | 1500 | 1814170 |
|  Bank of New York Mellon Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 05/04/26 |  | 64 | 59239 |
|  Bath & Body Works, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 02/01/28 |  | 2000 | 1769000 |
|  Baxter International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 08/15/26 |  | 49 | 44027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 05/15/29 | EUR | 1300 | 1074169 |
|  Belo Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 09/15/27 |  | 1000 | 965000 |
|  Berkshire Hathaway Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 10/15/30 |  | 100 | 76631 |
|  Berkshire Hathaway, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/16/27 | EUR | 4600 | 4074034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.440%, 09/13/29 | JPY | 1920000 | 12541798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.437%, 04/15/31 | JPY | 1700000 | 10754524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.472%, 01/23/32 | JPY | 1100000 | 6929296 |
|  Biogen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 05/01/30 |  | 2866 | 2253892 |
|  Black Hills Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 05/01/33 |  | 2250 | 1925279 |
|  BlackRock, Inc. |  |  |  |
|  # 3.250%, 04/30/29 |  | 7144 | 6372752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 04/30/30 |  | 54 | 44231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 01/28/31 |  | 900 | 693989 |
|  Block Financial LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 07/15/28 |  | 1500 | 1231114 |
|  Block, Inc. |  |  |  |
|  # 3.500%, 06/01/31 |  | 11932 | 9605260 |
|  Boardwalk Pipelines LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 09/01/32 |  | 1700 | 1347480 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face**<br>**Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 03/01/25 |  | 75 | $69445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 10/30/25 |  | 42 | 38350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 02/01/30 |  | 2000 | 1602158 |
|  Booking Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 06/01/26 |  | 108 | 101973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 03/03/27 | EUR | 800 | 725692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/13/30 |  | 5182 | 4876086 |
|  BorgWarner, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/19/31 | EUR | 1600 | 1132667 |
|  Boston Properties LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 06/21/29 |  | 200 | 165353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 10/01/33 |  | 3000 | 2068409 |
|  Brighthouse Financial, Inc. |  |  |  |
|  # 5.625%, 05/15/30 |  | 749 | 696765 |
|  Brixmor Operating Partnership LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 08/16/31 |  | 2550 | 1827160 |
|  Broadcom, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 11/15/32 |  | 2700 | 2270457 |
|  W 3.419%, 04/15/33 |  | 1000 | 759855 |
|  W 3.137%, 11/15/35 |  | 205 | 142203 |
|  W 3.500%, 02/15/41 |  | 5600 | 3690690 |
|  Broadstone Net Lease LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 09/15/31 |  | 6885 | 4965352 |
|  Brown & Brown, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 09/15/24 |  | 54 | 52568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 03/15/29 |  | 1500 | 1375783 |
|  Brown-Forman Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 07/07/26 | EUR | 2000 | 1826562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 07/07/28 | GBP | 1100 | 1096827 |
|  Brunswick Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 08/18/31 |  | 2700 | 1888605 |
|  # 4.400%, 09/15/32 |  | 10000 | 7946882 |
|  Bunge Ltd. Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 09/25/27 |  | 2900 | 2652762 |
|  Burlington Northern Santa Fe LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 12/15/25 |  | 10 | 10567 |
|  Camden Property Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 05/15/30 |  | 5788 | 4765987 |
|  Campbell Soup Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 03/19/25 |  | 47 | 44701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 04/24/30 |  | 1460 | 1167865 |
|  Capital One Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/24/24 |  | 54 | 52534 |
|  # 3.750%, 03/09/27 |  | 1800 | 1641034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 01/31/28 |  | 4400 | 3931384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 06/12/29 | EUR | 8515 | 6592505 |
|  Cardinal Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.410%, 06/15/27 |  | 2067 | 1891571 |
|  Cargill, Inc. |  |  |  |
|  W 2.125%, 04/23/30 |  | 2000 | 1599297 |
|  Cboe Global Markets, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 12/15/30 |  | 600 | 448054 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Celanese U.S. Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 09/10/28 | EUR | 2000 | $1348249 |
|  Charles Schwab Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 10/01/29 |  | 2000 | 1692928 |
|  Chemours Co. |  |  |  |
|  # 5.375%, 05/15/27 |  | 1600 | 1432672 |
|  Chevron Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.954%, 05/16/26 |  | 133 | 124758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.995%, 05/11/27 |  | 5200 | 4598772 |
|  Chevron USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 10/15/29 |  | 200 | 179296 |
|  Choice Hotels International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 12/01/29 |  | 1500 | 1256610 |
|  Chubb INA Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 05/15/24 |  | 60 | 58390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.550%, 03/15/28 | EUR | 4900 | 4257265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 12/15/29 | EUR | 4000 | 3123482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 06/15/31 | EUR | 1500 | 1168070 |
|  Cigna Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 03/01/27 |  | 174 | 159896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 10/15/28 |  | 3750 | 3529951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 03/15/31 |  | 2000 | 1585613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 08/15/38 |  | 2459 | 2166832 |
|  Citigroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 10/25/23 |  | 33 | 32588 |
|  W 1.500%, 10/26/28 | EUR | 1900 | 1606024 |
|  CME Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/15/25 |  | 33 | 31528 |
|  CMS Energy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 11/15/25 |  | 37 | 35038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/15/26 |  | 58 | 53237 |
|  CNO Financial Group, Inc. |  |  |  |
|  # 5.250%, 05/30/25 |  | 2220 | 2178519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/30/29 |  | 2000 | 1827988 |
|  Coca-Cola Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 05/25/27 |  | 275 | 253688 |
|  Coca-Cola Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/08/31 | EUR | 1500 | 1270588 |
|  Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 08/15/25 |  | 49 | 46843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/14/29 | EUR | 1000 | 794533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 02/20/32 | EUR | 4700 | 3588589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 01/15/33 |  | 3650 | 3294572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 08/15/35 |  | 1000 | 875672 |
|  Comerica, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 02/01/29 |  | 3500 | 3192483 |
|  Conagra Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 11/01/38 |  | 2000 | 1744349 |
|  ConocoPhillips Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.950%, 04/15/29 |  | 400 | 434287 |
|  Consolidated Edison Co. of New York, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 12/01/24 |  | 15 | 14382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 04/01/30 |  | 3200 | 2771937 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 12/01/39 |  | 755 | $691050 |
|  Continental Resources, Inc. |  |  |  |
|  W 5.750%, 01/15/31 |  | 3000 | 2719967 |
|  W 2.875%, 04/01/32 |  | 3000 | 2188532 |
|  Corporate Office Properties LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 04/15/31 |  | 2000 | 1445123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 12/01/33 |  | 2875 | 1937631 |
|  Cox Communications, Inc. |  |  |  |
|  W 3.850%, 02/01/25 |  | 79 | 75921 |
|  W 3.500%, 08/15/27 |  | 800 | 725519 |
|  W 4.800%, 02/01/35 |  | 8000 | 6920908 |
|  W 8.375%, 03/01/39 |  | 2225 | 2576028 |
|  CVS Health Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 08/12/24 |  | 174 | 169033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 08/15/29 |  | 800 | 693906 |
|  Darden Restaurants, Inc. |  |  |  |
|  # 3.850%, 05/01/27 |  | 4000 | 3726724 |
|  DCP Midstream Operating LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 07/15/25 |  | 6100 | 5965037 |
|  Deere & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 10/16/29 |  | 5 | 5078 |
|  Dentsply Sirona, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/01/30 |  | 5000 | 3902098 |
|  DH Europe Finance II Sarl |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 09/18/31 | EUR | 2335 | 1797153 |
|  DH Europe Finance Sarl |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 06/30/27 | EUR | 1300 | 1161406 |
|  Dick's Sporting Goods, Inc. |  |  |  |
|  # 3.150%, 01/15/32 |  | 12700 | 9639826 |
|  Digital Dutch Finco BV |  |  |  |
|  W 1.250%, 02/01/31 | EUR | 1050 | 727858 |
|  Discovery Communications LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 11/15/24 |  | 63 | 60443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 03/15/25 |  | 66 | 62017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 03/19/27 | EUR | 5700 | 4828301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 05/15/30 |  | 3000 | 2421815 |
|  Dollar General Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 11/01/25 |  | 13 | 12526 |
|  Dominion Energy, Inc. |  |  |  |
|  # 3.900%, 10/01/25 |  | 117 | 112165 |
|  Dover Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 11/09/26 | EUR | 3100 | 2767253 |
|  Dow Chemical Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/15/32 | EUR | 1932 | 1355182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/01/34 |  | 2405 | 2033916 |
|  DPL, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 07/01/25 |  | 940 | 887379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 04/15/29 |  | 6075 | 5194125 |
|  Duke Energy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 06/15/34 | EUR | 5000 | 4386089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 06/15/41 |  | 1250 | 846297 |
|  DXC Technology Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/15/26 | EUR | 2350 | 2145096 |
|  Eagle Materials, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 07/01/31 |  | 500 | 367052 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Eastman Chemical Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 03/15/25 |  | 51 | $48830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 11/23/26 | EUR | 5000 | 4352548 |
|  Eaton Capital UnLtd Co. |  |  |  |
|  W 0.577%, 03/08/30 | EUR | 1000 | 782496 |
|  Eaton Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/02/32 |  | 500 | 442623 |
|  eBay, Inc. |  |  |  |
|  # 3.600%, 06/05/27 |  | 815 | 751109 |
|  Ecolab, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 11/01/26 |  | 52 | 47619 |
|  Edison International |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/15/28 |  | 995 | 884913 |
|  EI du Pont de Nemours & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 07/15/30 |  | 600 | 483985 |
|  Elevance Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 08/15/24 |  | 58 | 56283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 05/15/30 |  | 1150 | 923441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 03/15/31 |  | 4000 | 3233526 |
|  Eli Lilly & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 06/03/30 | EUR | 3000 | 2709609 |
|  Emerson Electric Co. |  |  |  |
|  # 3.150%, 06/01/25 |  | 62 | 59254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/15/29 | EUR | 3000 | 2623922 |
|  Energy Transfer LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 01/15/26 |  | 2366 | 2267219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 05/15/30 |  | 4050 | 3442474 |
|  EnerSys |  |  |  |
|  #W 4.375%, 12/15/27 |  | 3700 | 3246750 |
|  Entergy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 06/15/30 |  | 2000 | 1606154 |
|  Enterprise Products Operating LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 02/15/24 |  | 24 | 23538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 02/15/26 |  | 62 | 58780 |
|  EOG Resources, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/15/30 |  | 100 | 94739 |
|  EPR Properties |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 04/15/28 |  | 1500 | 1231728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 08/15/29 |  | 7600 | 5588176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 11/15/31 |  | 6000 | 4050591 |
|  EQM Midstream Partners LP |  |  |  |
|  W 4.750%, 01/15/31 |  | 6000 | 5014200 |
|  Equifax, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/01/26 |  | 900 | 818779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 05/15/30 |  | 4000 | 3267041 |
|  Equinix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 05/15/31 |  | 1145 | 871900 |
|  Equitable Holdings, Inc. |  |  |  |
|  # 4.350%, 04/20/28 |  | 800 | 742446 |
|  Exelon Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 06/15/25 |  | 27 | 25999 |
|  Expedia Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 02/15/30 |  | 2500 | 2014793 |
|  Exxon Mobil Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.524%, 06/26/28 | EUR | 3000 | 2543310 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.835%, 06/26/32 | EUR | 3000 | $2272134 |
|  FedEx Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 01/11/27 | EUR | 2000 | 1796982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 02/15/28 |  | 1000 | 902861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 08/05/29 |  | 510 | 434616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.950%, 05/04/33 | EUR | 3900 | 2655757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 01/15/34 |  | 1300 | 1183315 |
|  Fidelity & Guaranty Life Holdings, Inc. |  |  |  |
|  W 5.500%, 05/01/25 |  | 8000 | 7820089 |
|  Fidelity National Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 06/15/30 |  | 2907 | 2331923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 03/15/31 |  | 2350 | 1709462 |
|  Fidelity National Information Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 05/21/30 | EUR | 3000 | 2518341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.360%, 05/21/31 | GBP | 3143 | 2992034 |
|  Fiserv, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 07/01/30 | EUR | 10300 | 8373507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 07/01/31 | GBP | 2000 | 1840852 |
|  Five Corners Funding Trust II |  |  |  |
|  W 2.850%, 05/15/30 |  | 1500 | 1220363 |
|  Flex Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/15/29 |  | 1944 | 1737951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/12/30 |  | 10200 | 9060535 |
|  Flowserve Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 10/01/30 |  | 300 | 238849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 01/15/32 |  | 13730 | 9839743 |
|  Ford Motor Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 02/12/32 |  | 2000 | 1501640 |
|  Ford Motor Credit Co. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.134%, 08/04/25 |  | 4000 | 3719200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.113%, 05/03/29 |  | 2601 | 2325294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/13/30 |  | 1113 | 900172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 06/17/31 |  | 1000 | 777675 |
|  Fortune Brands Home & Security, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/25/32 |  | 500 | 409402 |
|  Fox Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.709%, 01/25/29 |  | 279 | 259698 |
|  GATX Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 03/30/25 |  | 60 | 56578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 09/15/26 |  | 32 | 28892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/28 |  | 500 | 439255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/01/32 |  | 3065 | 2434810 |
|  General Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 03/15/32 |  | 120 | 130374 |
|  General Mills, Inc. |  |  |  |
|  # 3.200%, 02/10/27 |  | 1007 | 931909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 04/27/27 | EUR | 2000 | 1781269 |
|  General Motors Co. |  |  |  |
|  # 6.125%, 10/01/25 |  | 2000 | 1991594 |
|  # 4.200%, 10/01/27 |  | 1400 | 1277748 |
|  # 6.800%, 10/01/27 |  | 1035 | 1048651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 04/01/38 |  | 1000 | 813688 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  General Motors Financial Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 03/01/26 |  | 178 | $172483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 01/17/27 |  | 1058 | 973586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 06/21/30 |  | 1000 | 816184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 06/10/31 |  | 2500 | 1860239 |
|  # 3.100%, 01/12/32 |  | 1000 | 761076 |
|  Georgia Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 03/30/27 |  | 154 | 139117 |
|  Georgia-Pacific LLC |  |  |  |
|  W 2.300%, 04/30/30 |  | 1000 | 808462 |
|  Gilead Sciences, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.650%, 12/01/41 |  | 700 | 671045 |
|  GlaxoSmithKline Capital PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 12/19/33 | GBP | 1388 | 1639813 |
|  Global Payments, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 04/01/26 |  | 69 | 66258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 05/15/30 |  | 2900 | 2307748 |
|  GLP Capital LP/GLP Financing II, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 01/15/29 |  | 5500 | 4953514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/15/32 |  | 1000 | 745410 |
|  Goldman Sachs Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/03/24 |  | 250 | 245424 |
|  W 1.625%, 07/27/26 | EUR | 1175 | 1065546 |
|  W 2.000%, 03/22/28 | EUR | 2000 | 1756906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 03/15/30 |  | 950 | 818835 |
|  W 1.875%, 12/16/30 | GBP | 3000 | 2556524 |
|  W 3.000%, 02/12/31 | EUR | 500 | 440413 |
|  W 0.750%, 03/23/32 | EUR | 6379 | 4456960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 02/15/33 |  | 2484 | 2479517 |
|  Goodyear Tire & Rubber Co. |  |  |  |
|  # 4.875%, 03/15/27 |  | 2739 | 2492490 |
|  Graphic Packaging International LLC |  |  |  |
|  W 4.750%, 07/15/27 |  | 1151 | 1059454 |
|  W 3.500%, 03/15/28 |  | 2879 | 2489286 |
|  W 3.750%, 02/01/30 |  | 4540 | 3903310 |
|  Halliburton Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 11/15/25 |  | 48 | 46131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.920%, 03/01/30 |  | 300 | 252295 |
|  Hanesbrands, Inc. |  |  |  |
|  #W 4.875%, 05/15/26 |  | 7800 | 7156500 |
|  Harley-Davidson, Inc. |  |  |  |
|  # 3.500%, 07/28/25 |  | 42 | 39376 |
|  Hasbro, Inc. |  |  |  |
|  # 3.500%, 09/15/27 |  | 3135 | 2814488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.350%, 03/15/40 |  | 1350 | 1234700 |
|  HAT Holdings I LLC / HAT Holdings II LLC |  |  |  |
|  W 3.750%, 09/15/30 |  | 5400 | 3726000 |
|  HCA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 09/01/30 |  | 725 | 600590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 11/06/33 |  | 273 | 272756 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  Health Care Service Corp. A |  |  |  |
|  Mutual Legal Reserve Co. |  |  |  |
|  W 2.200%, 06/01/30 |  | 2800 | $2182157 |
|  Healthcare Reality |  |  |  |
|  Holdings LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 03/15/31 |  | 1600 | 1152361 |
|  Home Depot, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 12/16/36 |  | 2000 | 2056780 |
|  Honeywell International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/01/26 |  | 102 | 93200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 02/22/28 | EUR | 3905 | 3569805 |
|  Howmet Aerospace, Inc. |  |  |  |
|  # 6.875%, 05/01/25 |  | 32 | 32711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 01/15/28 |  | 700 | 698901 |
|  # 5.950%, 02/01/37 |  | 500 | 458029 |
|  HP, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 06/17/30 |  | 1601 | 1301792 |
|  # 6.000%, 09/15/41 |  | 8000 | 7088875 |
|  Humana, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 10/01/24 |  | 91 | 88700 |
|  Huntsman International LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 05/01/29 |  | 5550 | 4833997 |
|  Hyatt Hotels Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 09/15/28 |  | 5300 | 4729311 |
|  Intercontinental Exchange, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.850%, 09/15/32 |  | 2000 | 1451940 |
|  International Business Machines Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/07/28 | EUR | 1000 | 906490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 05/15/29 |  | 800 | 716198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 05/23/29 | EUR | 500 | 438323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 02/09/30 | EUR | 2900 | 2383669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 05/15/30 |  | 400 | 315110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/31/31 | EUR | 2123 | 1823331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.650%, 02/11/32 | EUR | 13860 | 10459904 |
|  International Flavors & Fragrances, Inc. |  |  |  |
|  W 3.268%, 11/15/40 |  | 1500 | 999757 |
|  Interpublic Group of Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 04/15/24 |  | 274 | 268389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 10/01/28 |  | 500 | 462996 |
|  Invitation Homes Operating Partnership LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 08/15/31 |  | 1000 | 701979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 01/15/34 |  | 2100 | 1451441 |
|  Jabil, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 01/15/30 |  | 1883 | 1578606 |
|  Jackson Financial, Inc. |  |  |  |
|  # 3.125%, 11/23/31 |  | 1671 | 1231833 |
|  Janus Henderson U.S. Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 08/01/25 |  | 106 | 103873 |
|  Jefferies Group LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 10/15/32 |  | 1000 | 691790 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  Jefferies Group LLC/Jefferies Group Capital Finance, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 01/15/27 |  | 57 | $53499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 10/15/31 |  | 1200 | 853452 |
|  JM Smucker Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/25 |  | 58 | 55613 |
|  John Deere Cash Management Sarl |  |  |  |
|  W 2.200%, 04/02/32 | EUR | 2000 | 1769837 |
|  Johnson & Johnson |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 03/01/26 |  | 38 | 35493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 03/03/27 |  | 100 | 93031 |
|  JPMorgan Chase & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 07/15/25 |  | 129 | 124579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 10/15/40 |  | 700 | 643351 |
|  Juniper Networks, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 08/15/29 |  | 4000 | 3429852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 12/10/30 |  | 750 | 543028 |
|  KB Home |  |  |  |
|  # 4.000%, 06/15/31 |  | 6540 | 4954050 |
|  Kellogg Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 04/01/26 |  | 661 | 619116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.450%, 04/01/31 |  | 61 | 65925 |
|  Kemper Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 09/30/30 |  | 4400 | 3314148 |
|  # 3.800%, 02/23/32 |  | 3500 | 2849511 |
|  Kilroy Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/15/32 |  | 10500 | 7287684 |
|  Kimco Realty Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 03/01/28 |  | 400 | 324945 |
|  Kinder Morgan Energy Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.950%, 01/15/38 |  | 3300 | 3279146 |
|  Kraft Heinz Foods Co. |  |  |  |
|  W 2.250%, 05/25/28 | EUR | 200 | 178082 |
|  Kroger Co. |  |  |  |
|  # 3.700%, 08/01/27 |  | 3394 | 3139762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 04/01/31 |  | 90 | 99043 |
|  Kroger Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.900%, 04/15/38 |  | 1500 | 1554167 |
|  Laboratory Corp. of America Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/01/23 |  | 45 | 44510 |
|  Las Vegas Sands Corp. |  |  |  |
|  # 3.900%, 08/08/29 |  | 9721 | 7857375 |
|  Lazard Group LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/19/28 |  | 1800 | 1632624 |
|  Lear Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 09/15/27 |  | 2076 | 1876737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 05/15/29 |  | 1000 | 875617 |
|  Legg Mason, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 07/15/24 |  | 55 | 53590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 03/15/26 |  | 23 | 22600 |
|  Liberty Mutual Group, Inc. |  |  |  |
|  W 2.750%, 05/04/26 | EUR | 5200 | 4927577 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  W 4.569%, 02/01/29 |  | 78 | $69999 |
|  Lincoln National Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 01/15/30 |  | 7900 | 6495199 |
|  # 3.400%, 01/15/31 |  | 127 | 104719 |
|  Lockheed Martin Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 01/15/26 |  | 28 | 26926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 05/15/36 |  | 700 | 636123 |
|  Loews Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 05/15/23 |  | 44 | 43426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 05/15/30 |  | 1000 | 841182 |
|  Lowe's Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 09/15/25 |  | 61 | 57938 |
|  LYB International Finance II BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 09/17/31 | EUR | 6500 | 4969700 |
|  Marathon Petroleum Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 09/15/24 |  | 96 | 92740 |
|  Markel Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 09/17/29 |  | 4300 | 3648546 |
|  Marriott International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/15/25 |  | 1500 | 1437757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 04/15/28 |  | 5901 | 5321239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 12/01/28 |  | 650 | 600650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 10/15/33 |  | 250 | 181507 |
|  Mars, Inc. |  |  |  |
|  W 3.600%, 04/01/34 |  | 595 | 499242 |
|  Marsh & McLennan Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/03/24 |  | 97 | 94281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.349%, 09/21/26 | EUR | 6000 | 5363468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/15/29 |  | 800 | 755548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 11/15/30 |  | 1650 | 1292797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 12/15/31 |  | 1900 | 1472407 |
|  Masonite International Corp. |  |  |  |
|  W 3.500%, 02/15/30 |  | 10200 | 8105940 |
|  McDonald's Corp. |  |  |  |
|  W 1.500%, 11/28/29 | EUR | 1000 | 849292 |
|  W 5.875%, 04/23/32 | GBP | 750 | 909776 |
|  McKesson Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 02/17/29 | GBP | 4420 | 4283167 |
|  Medtronic Global Holdings SCA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 03/07/31 | EUR | 4600 | 3909316 |
|  Merck & Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/10/25 |  | 136 | 129933 |
|  MetLife, Inc. |  |  |  |
|  # 3.600%, 04/10/24 |  | 189 | 184836 |
|  # 4.550%, 03/23/30 |  | 500 | 474728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/15/32 |  | 281 | 295801 |
|  MGM Resorts International |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 06/15/25 |  | 2928 | 2840160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 09/01/26 |  | 2693 | 2457362 |
|  Micron Technology, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.327%, 02/06/29 |  | 550 | 509883 |
|  Microsoft Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 11/03/35 |  | 900 | 837638 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  Molina Healthcare, Inc. |  |  |  |
|  W 3.875%, 11/15/30 |  | 6000 | $5098783 |
|  W 3.875%, 05/15/32 |  | 4850 | 4044900 |
|  Molson Coors Beverage Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 07/15/24 | EUR | 1200 | 1131803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 07/15/26 |  | 687 | 625826 |
|  Mondelez International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 03/08/27 | EUR | 2500 | 2256169 |
|  Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 10/27/26 | EUR | 2550 | 2271753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 04/27/27 | EUR | 1856 | 1657339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 04/01/32 |  | 1500 | 1610995 |
|  Morgan Stanley Domestic Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 08/24/27 |  | 200 | 183169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/20/28 |  | 3297 | 3077919 |
|  Mosaic Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 11/15/27 |  | 866 | 801403 |
|  Motorola Solutions, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 02/23/28 |  | 100 | 93696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 05/23/29 |  | 260 | 239017 |
|  MPLX LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/01/27 |  | 2876 | 2666351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/15/28 |  | 1500 | 1356973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 04/15/38 |  | 3500 | 2790220 |
|  Mylan, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 11/29/23 |  | 52 | 51018 |
|  Nasdaq, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/28/29 | EUR | 5924 | 4946068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 07/30/33 | EUR | 1000 | 669195 |
|  National Rural Utilities Cooperative Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 03/01/32 |  | 1232 | 1424524 |
|  Netflix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 04/15/28 |  | 3040 | 2884990 |
|  # 5.875%, 11/15/28 |  | 2800 | 2779000 |
|  W 5.375%, 11/15/29 |  | 1000 | 950000 |
|  Newell Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/25 |  | 2320 | 2239867 |
|  NewMarket Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 03/18/31 |  | 3255 | 2470309 |
|  NextEra Energy Capital Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 05/01/27 |  | 784 | 721754 |
|  NextEra Energy Operating Partners LP |  |  |  |
|  W 3.875%, 10/15/26 |  | 2980 | 2762311 |
|  W 4.500%, 09/15/27 |  | 4700 | 4371000 |
|  Nordstrom, Inc. |  |  |  |
|  # 4.000%, 03/15/27 |  | 1500 | 1271734 |
|  # 4.375%, 04/01/30 |  | 2300 | 1765250 |
|  Norfolk Southern Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 06/15/26 |  | 526 | 485828 |
|  NOV, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 12/01/29 |  | 5000 | 4254834 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  Nucor Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 06/01/30 |  | 400 | $326101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 04/01/32 |  | 7300 | 5915778 |
|  NuStar Logistics LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/28/27 |  | 432 | 400812 |
|  Nuveen Finance LLC |  |  |  |
|  W 4.125%, 11/01/24 |  | 32 | 30992 |
|  Omnicom Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 06/01/30 |  | 300 | 269458 |
|  OneMain Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 03/15/25 |  | 3500 | 3395000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 03/15/26 |  | 5000 | 4815000 |
|  ONEOK, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/13/27 |  | 77 | 69801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 07/15/28 |  | 1766 | 1602639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 03/15/29 |  | 3073 | 2730163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.350%, 01/15/31 |  | 2000 | 1973037 |
|  Oracle Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 07/08/34 |  | 500 | 411273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 11/15/37 |  | 2000 | 1453686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 07/15/40 |  | 1100 | 916367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/25/41 |  | 6000 | 4063198 |
|  O'Reilly Automotive, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 09/01/27 |  | 2200 | 2028803 |
|  Owens Corning |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 06/01/30 |  | 583 | 504512 |
|  Paramount Global |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 07/30/30 |  | 2013 | 2092323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 01/15/31 |  | 500 | 436394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 05/19/32 |  | 3000 | 2401936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 05/15/33 |  | 400 | 350246 |
|  Parker-Hannifin Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 11/21/24 |  | 71 | 68494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/14/29 |  | 2550 | 2211694 |
|  Penske Truck Leasing Co. LP/PTL Finance Corp. |  |  |  |
|  W 3.400%, 11/15/26 |  | 1589 | 1436869 |
|  PepsiCo, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 07/18/28 | EUR | 1500 | 1298101 |
|  PerkinElmer, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 09/15/29 |  | 1100 | 924135 |
|  Perrigo Finance Unlimited Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/15/26 |  | 2500 | 2342150 |
|  Pfizer, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.700%, 05/28/30 |  | 6200 | 4938537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 03/15/39 |  | 400 | 338192 |
|  Philip Morris International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 11/10/24 |  | 68 | 65430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 08/03/26 | EUR | 2500 | 2130049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/14/29 | EUR | 2650 | 2295500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 08/15/29 |  | 1600 | 1368605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.800%, 08/01/31 | EUR | 3200 | 2231136 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  Piedmont Operating Partnership LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 08/15/30 |  | 5300 | $3996908 |
|  Plains All American Pipeline LP / PAA Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 05/15/36 |  | 800 | 761466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.650%, 01/15/37 |  | 1700 | 1596155 |
|  Plains All American Pipeline LP/PAA Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 09/15/30 |  | 5000 | 4168643 |
|  PNC Financial Services Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 01/22/30 |  | 5000 | 4048333 |
|  PPG Industries, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 03/13/27 | EUR | 1800 | 1569756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 08/15/29 |  | 947 | 798176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 06/15/30 |  | 6000 | 4878150 |
|  Primerica, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 11/19/31 |  | 4350 | 3401841 |
|  Principal Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 05/15/23 |  | 52 | 51445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 11/15/26 |  | 53 | 48163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 05/15/29 |  | 3000 | 2656127 |
|  Procter & Gamble Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 11/03/26 |  | 13 | 11945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/11/27 | EUR | 1000 | 1063734 |
|  W 6.250%, 01/31/30 | GBP | 563 | 701232 |
|  Progress Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 03/01/31 |  | 1130 | 1239886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 10/30/31 |  | 630 | 662523 |
|  Prologis Euro Finance LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 09/10/31 | EUR | 1493 | 1051174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 02/16/32 | EUR | 11500 | 7838125 |
|  Prologis International Funding II SA |  |  |  |
|  W 2.375%, 11/14/30 | EUR | 4550 | 3783970 |
|  W 1.625%, 06/17/32 | EUR | 3000 | 2158693 |
|  Prologis LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 04/15/30 |  | 504 | 405814 |
|  Public Service Enterprise Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 04/15/31 |  | 575 | 651524 |
|  Public Storage |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/24/32 | EUR | 2400 | 1693642 |
|  PulteGroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 03/01/26 |  | 759 | 744741 |
|  # 5.000%, 01/15/27 |  | 2763 | 2653572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 02/15/35 |  | 800 | 710969 |
|  Quanta Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 10/01/30 |  | 301 | 237588 |
|  Quest Diagnostics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/30/25 |  | 4 | 3834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 06/30/29 |  | 925 | 849411 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  Radian Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 10/01/24 |  | 6000 | $5679725 |
|  Ralph Lauren Corp. |  |  |  |
|  # 2.950%, 06/15/30 |  | 4872 | 4082888 |
|  Rayonier LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 05/17/31 |  | 2385 | 1837972 |
|  Raytheon Technologies Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 07/01/30 |  | 400 | 322213 |
|  Realty Income Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 03/15/35 |  | 156 | 149861 |
|  Reinsurance Group of America, Inc. |  |  |  |
|  # 4.700%, 09/15/23 |  | 45 | 44783 |
|  Rockwell Automation, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 03/01/25 |  | 67 | 64005 |
|  Royalty Pharma PLC |  |  |  |
|  # 2.150%, 09/02/31 |  | 1600 | 1167177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 09/02/40 |  | 900 | 598346 |
|  Sabra Health Care LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 10/15/29 |  | 8230 | 6532509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 12/01/31 |  | 3658 | 2636891 |
|  Schlumberger Finance BV |  |  |  |
|  W 0.500%, 10/15/31 | EUR | 5600 | 4199460 |
|  W 2.000%, 05/06/32 | EUR | 2900 | 2457627 |
|  Seagate HDD Cayman |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.091%, 06/01/29 |  | 1900 | 1521577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/15/31 |  | 9500 | 7144000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 12/01/34 |  | 2800 | 2277037 |
|  Sealed Air Corp. |  |  |  |
|  W 4.000%, 12/01/27 |  | 1600 | 1425086 |
|  W 6.875%, 07/15/33 |  | 3492 | 3344603 |
|  Sempra Energy |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 02/01/38 |  | 1253 | 949833 |
|  Sensata Technologies BV |  |  |  |
|  W 5.000%, 10/01/25 |  | 5859 | 5676796 |
|  Sensata Technologies, Inc. |  |  |  |
|  W 4.375%, 02/15/30 |  | 5000 | 4301050 |
|  Simon Property Group LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 09/13/29 |  | 6500 | 5207199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 07/15/30 |  | 7264 | 5745096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 01/15/32 |  | 500 | 364559 |
|  Southern Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.850%, 06/20/26 | EUR | 1200 | 1108195 |
|  Southwest Airlines Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/15/26 |  | 1107 | 995292 |
|  Southwest Gas Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 06/15/30 |  | 900 | 672244 |
|  Steel Dynamics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/15/31 |  | 700 | 568646 |
|  Steelcase, Inc. |  |  |  |
|  # 5.125%, 01/18/29 |  | 5542 | 4850913 |
|  Stellantis Finance US, Inc. |  |  |  |
|  W 2.691%, 09/15/31 |  | 800 | 569847 |
|  STORE Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/15/29 |  | 1200 | 1109896 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  Stryker Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 05/15/24 |  | 6 | $5841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 11/30/27 | EUR | 7009 | 6412796 |
|  Sutter Health |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.294%, 08/15/30 |  | 2400 | 1890027 |
|  Tanger Properties LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 09/01/31 |  | 1000 | 683585 |
|  Tapestry, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 03/15/32 |  | 1800 | 1324328 |
|  Targa Resources Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 02/01/33 |  | 1500 | 1252215 |
|  Target Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 04/15/26 |  | 31 | 28652 |
|  Taylor Morrison Communities, Inc. |  |  |  |
|  W 5.875%, 06/15/27 |  | 100 | 93775 |
|  W 5.750%, 01/15/28 |  | 5000 | 4582875 |
|  W 5.125%, 08/01/30 |  | 2100 | 1742341 |
|  Teledyne FLIR LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 08/01/30 |  | 2000 | 1559468 |
|  Textron, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 03/15/31 |  | 1000 | 766428 |
|  Thermo Fisher Scientific Finance I BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.800%, 10/18/30 | EUR | 3000 | 2406433 |
|  Thermo Fisher Scientific, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 03/16/27 | EUR | 1000 | 910208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 09/12/28 | EUR | 1315 | 1154332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 10/01/31 | EUR | 8300 | 6516323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 04/15/32 | EUR | 4821 | 4280008 |
|  Timken Co. |  |  |  |
|  # 4.125%, 04/01/32 |  | 600 | 520907 |
|  Toll Brothers Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 03/15/27 |  | 1800 | 1638603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 02/15/28 |  | 4018 | 3482262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 11/01/29 |  | 4000 | 3247921 |
|  TRI Pointe Group, Inc./TRI Pointe Homes, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/15/24 |  | 3400 | 3341483 |
|  TWDC Enterprises 18 Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 12/01/41 |  | 545 | 441655 |
|  Twitter, Inc. |  |  |  |
|  #W 3.875%, 12/15/27 |  | 7300 | 7363875 |
|  Under Armour, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/15/26 |  | 6250 | 5390625 |
|  United States Cellular Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 12/15/33 |  | 800 | 761944 |
|  UnitedHealth Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/15/23 |  | 101 | 100464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 07/15/35 |  | 1000 | 918302 |
|  Unum Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 11/05/25 |  | 23 | 21924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/15/29 |  | 5100 | 4454934 |
|  Utah Acquisition Sub, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 06/15/26 |  | 2173 | 1979075 |
|  W 3.125%, 11/22/28 | EUR | 3400 | 2933457 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  Verizon Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 10/27/26 | EUR | 1500 | $1366904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.329%, 09/21/28 |  | 200 | 187493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 11/02/28 | EUR | 2000 | 1724555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.016%, 12/03/29 |  | 183 | 164937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 12/01/31 | EUR | 2500 | 2217365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.355%, 03/15/32 |  | 53 | 40149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/17/34 | GBP | 1500 | 1620858 |
|  VF Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 04/23/30 |  | 2166 | 1747377 |
|  Viatris, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 06/22/40 |  | 12500 | 7789680 |
|  VMware, Inc. |  |  |  |
|  # 3.900%, 08/21/27 |  | 3521 | 3223315 |
|  Vontier Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 04/01/31 |  | 13875 | 9736504 |
|  Vornado Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 06/01/31 |  | 4650 | 3450585 |
|  Walgreens Boots Alliance, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 06/01/26 |  | 1064 | 996117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 11/20/26 | EUR | 2700 | 2500562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 04/15/30 |  | 330 | 276433 |
|  Walmart, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 09/21/29 | EUR | 1166 | 1249553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 12/19/30 | GBP | 2119 | 2603390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 09/28/35 | GBP | 4886 | 5876769 |
|  Walt Disney Co. |  |  |  |
|  # 3.800%, 03/22/30 |  | 1496 | 1362839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/13/31 |  | 1000 | 828414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.400%, 12/15/35 |  | 300 | 318171 |
|  Waste Management, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 06/01/41 |  | 1000 | 702199 |
|  WEC Energy Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 06/15/25 |  | 12 | 11427 |
|  Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/19/25 |  | 190 | 179448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 04/22/26 |  | 32 | 29285 |
|  W 2.000%, 04/27/26 | EUR | 800 | 732024 |
|  W 1.375%, 10/26/26 | EUR | 3500 | 3084140 |
|  W 1.000%, 02/02/27 | EUR | 6900 | 5929449 |
|  W 1.000%, 02/02/27 | EUR | 800 | 687472 |
|  W 4.150%, 01/24/29 |  | 1000 | 910124 |
|  W 2.500%, 05/02/29 | GBP | 750 | 697491 |
|  W 0.625%, 03/25/30 | EUR | 1016 | 754297 |
|  W 0.625%, 08/14/30 | EUR | 3461 | 2532766 |
|  Welltower, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 01/15/30 |  | 1000 | 816379 |
|  Western Digital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/15/26 |  | 5980 | 5524802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 02/01/29 |  | 4800 | 3711264 |
|  Westlake Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 07/17/29 | EUR | 6000 | 4577964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 06/15/30 |  | 1100 | 917759 |
|  WestRock MWV LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.200%, 01/15/30 |  | 180 | 197760 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  Weyerhaeuser Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 03/15/32 |  | 254 | $270266 |
|  Whirlpool Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 05/01/25 |  | 145 | 139662 |
|  # 4.750%, 02/26/29 |  | 400 | 371974 |
|  Whirlpool Finance Luxembourg Sarl |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 11/02/26 | EUR | 1200 | 1074119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.100%, 11/09/27 | EUR | 500 | 423617 |
|  Williams Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 09/15/25 |  | 136 | 130440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 06/15/27 |  | 16 | 14705 |
|  Wisconsin Electric Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 06/01/25 |  | 37 | 35074 |
|  Wisconsin Power & Light Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 09/16/31 |  | 750 | 571159 |
|  Wisconsin Power and Light Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 07/01/29 |  | 1000 | 863379 |
|  WP Carey, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 02/01/32 |  | 1900 | 1394459 |
|  WRKCo, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 06/01/32 |  | 2200 | 1894494 |
|  Xerox Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 05/15/24 |  | 2050 | 1953568 |
|  Xerox Holdings Corp. |  |  |  |
|  W 5.000%, 08/15/25 |  | 5000 | 4514150 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |
|  W 5.500%, 08/15/28 | 1000 | $790000 |
|  Yum! Brands, Inc. |  |  |
|  W 4.750%, 01/15/30 | 3875 | 3463281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/15/31 | 5370 | 4309425 |
|  Zoetis, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 09/12/27 | 62 | 55547 |
|  TOTAL UNITED STATES |  | 1195496557 |
|  TOTAL BONDS |  | 2221710161 |
|  U.S. TREASURY OBLIGATIONS — (0.2%) |  |  |
|  U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 04/15/24 | 5000 | 4700586 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $3,036,661,314) |  | 2465731859 |
|  | **Shares** |  |
|  SECURITIES LENDING COLLATERAL — (2.3%) |  |  |
|  @§ The DFA Short Term Investment Fund | 4949707 | 57223560 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $3,093,907,433) |  | $2522955419 |

---

As of October 31, 2022, DFA Global Core Plus Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | <br>**Counterparty** |<br><br>**Settlement**<br>**Date** | **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)** |
|  USD | 12244653 | EUR | 11874230 | Bank of New York Mellon | 11/09/22 | $504344 |
|  USD | 147577 | EUR | 142935 | Citibank, N.A. | 11/09/22 | 6254 |
|  USD | 34411099 | EUR | 33503281 | HSBC Bank | 11/09/22 | 1285678 |
|  USD | 900215 | EUR | 891634 | Morgan Stanley and Co. International | 11/09/22 | 18637 |
|  USD | 22991314 | EUR | 22899685 | State Street Bank and Trust | 11/09/22 | 349898 |
|  DKK | 6438663 | USD | 841640 | Citibank, N.A. | 11/18/22 | 13977 |
|  USD | 453818 | DKK | 3366881 | Citibank, N.A. | 11/18/22 | 6402 |
|  USD | 357696 | DKK | 2655973 | Morgan Stanley and Co. International | 11/18/22 | 4751 |
|  USD | 15535537 | DKK | 115239544 | State Street Bank and Trust | 11/18/22 | 221665 |
|  NZD | 415034 | USD | 231825 | Australia & New Zealand Banking Group Ltd. | 11/22/22 | 9558 |
|  NZD | 411814 | USD | 230653 | Bank of New York Mellon | 11/22/22 | 8857 |
|  NZD | 678879 | USD | 387723 | Citibank, N.A. | 11/22/22 | 7112 |
|  USD | 8662604 | NZD | 14030578 | State Street Bank and Trust | 11/22/22 | 502447 |
|  USD | 2922520 | EUR | 2919762 | Morgan Stanley and Co. International | 11/23/22 | 32789 |
|  USD | 20090565 | EUR | 20042602 | State Street Bank and Trust | 11/23/22 | 254111 |
|  USD | 36574341 | EUR | 36599558 | UBS AG | 11/23/22 | 351229 |
|  CAD | 11778229 | USD | 8575089 | Citibank, N.A. | 11/30/22 | 71791 |
|  USD | 1766497 | CAD | 2394819 | Citibank, N.A. | 11/30/22 | 8363 |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | <br>**Counterparty** |<br><br>**Settlement**<br>**Date** | **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)** |
|  USD | 53982368 | CAD | 71092263 | HSBC Bank | 11/30/22 | $1790635 |
|  CAD | 23022244 | USD | 16790815 | HSBC Bank | 11/30/22 | 110754 |
|  USD | 182686 | NZD | 313899 | Citibank, N.A. | 12/01/22 | 98 |
|  USD | 205874 | NZD | 351966 | UBS AG | 12/01/22 | 1143 |
|  CAD | 9310783 | USD | 6771645 | Citibank, N.A. | 12/09/22 | 64949 |
|  CAD | 8872358 | USD | 6507435 | State Street Bank and Trust | 12/09/22 | 7238 |
|  USD | 58754469 | CAD | 76355428 | UBS AG | 12/09/22 | 2689252 |
|  USD | 68786231 | JPY | 9856217457 | Morgan Stanley and Co. International | 12/22/22 | 2077377 |
|  USD | 54273743 | AUD | 83683457 | Bank of New York Mellon | 12/28/22 | 645940 |
|  USD | 90810233 | EUR | 90914412 | HSBC Bank | 12/28/22 | 531852 |
|  AUD | 4170078 | USD | 2629956 | State Street Bank and Trust | 12/28/22 | 42402 |
|  USD | 16675865 | EUR | 16556383 | State Street Bank and Trust | 01/03/23 | 225150 |
|  EUR | 8817639 | USD | 8625663 | State Street Bank and Trust | 01/03/23 | 135699 |
|  USD | 8892445 | EUR | 8891885 | HSBC Bank | 01/04/23 | 56668 |
|  USD | 19677822 | AUD | 30674177 | Citibank, N.A. | 01/06/23 | 13904 |
|  USD | 1554696 | AUD | 2388076 | Morgan Stanley and Co. International | 01/06/23 | 23801 |
|  AUD | 2777558 | USD | 1760402 | Citibank, N.A. | 01/10/23 | 20424 |
|  EUR | 25753650 | USD | 25612674 | UBS AG | 01/18/23 | 4572 |
|  USD | 77806234 | EUR | 77122848 | UBS AG | 01/25/23 | 1052723 |
|  USD | 44536676 | GBP | 38378130 | State Street Bank and Trust | 01/26/23 | 395808 |
|  **Total Appreciation** | **Total Appreciation** |  |  |  |  | $**13548252** |
|  USD | 41785549 | GBP | 37853827 | State Street Bank and Trust | 11/14/22 | $(1639125) |
|  DKK | 2725141 | USD | 368237 | Citibank, N.A. | 11/18/22 | (6100) |
|  DKK | 1463083 | USD | 198225 | Morgan Stanley and Co. International | 11/18/22 | (3800) |
|  DKK | 1650168 | USD | 220126 | UBS AG | 11/18/22 | (840) |
|  NZD | 255967 | USD | 156491 | Citibank, N.A. | 11/22/22 | (7621) |
|  NZD | 294983 | USD | 181783 | State Street Bank and Trust | 11/22/22 | (10221) |
|  CAD | 11775801 | USD | 8764870 | Citibank, N.A. | 11/30/22 | (119774) |
|  USD | 157055 | NZD | 276859 | Morgan Stanley and Co. International | 12/01/22 | (3988) |
|  USD | 4874007 | NZD | 8561132 | UBS AG | 12/01/22 | (105825) |
|  CAD | 14352469 | USD | 10808578 | HSBC Bank | 12/09/22 | (270044) |
|  EUR | 4647642 | USD | 4707155 | UBS AG | 12/28/22 | (92028) |
|  USD | 1113725 | EUR | 1138884 | HSBC Bank | 01/03/23 | (17890) |
|  EUR | 18684759 | USD | 18720071 | HSBC Bank | 01/03/23 | (154564) |
|  USD | 94455793 | EUR | 95970183 | State Street Bank and Trust | 01/03/23 | (901880) |
|  USD | 5173055 | EUR | 5284322 | Bank of New York Mellon | 01/04/23 | (77923) |
|  USD | 6789392 | EUR | 6849688 | HSBC Bank | 01/04/23 | (17075) |
|  USD | 21651279 | EUR | 21983708 | State Street Bank and Trust | 01/04/23 | (193713) |
|  AUD | 10974911 | USD | 7065703 | Citibank, N.A. | 01/10/23 | (29160) |
|  USD | 53081599 | AUD | 83957857 | UBS AG | 01/10/23 | (747817) |
|  USD | 57098248 | EUR | 58664394 | Societe Generale | 01/12/23 | (1229935) |
|  USD | 105137463 | EUR | 106805834 | State Street Bank and Trust | 01/18/23 | (1102676) |
|  USD | 66425578 | EUR | 67092416 | Citibank, N.A. | 01/19/23 | (316347) |
|  USD | 34075968 | CAD | 47078257 | Citibank, N.A. | 01/20/23 | (518309) |
|  CAD | 6332528 | USD | 4653364 | State Street Bank and Trust | 01/20/23 | (64) |
|  USD | 37638752 | GBP | 33176292 | Citibank, N.A. | 01/23/23 | (516163) |
|  USD | 66763207 | EUR | 67167522 | State Street Bank and Trust | 01/24/23 | (77781) |
|  USD | 43661802 | GBP | 38483769 | State Street Bank and Trust | 01/24/23 | (598229) |
|  **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  | $**(8758892)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  |  | $**4789360** |

---

------

**DFA GLOBAL CORE PLUS FIXED INCOME PORTFOLIO** 

**CONTINUED** 

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Agency Obligations |  | $239321112 |  | $239321112 |
|  Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | 148339326 |  | 148339326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 2753336 |  | 2753336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada |  | 223239944 |  | 223239944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 18780743 |  | 18780743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 28097330 |  | 28097330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 107871152 |  | 107871152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 66000502 |  | 66000502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 16317538 |  | 16317538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 25773081 |  | 25773081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 87190671 |  | 87190671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Luxembourg |  | 6051346 |  | 6051346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 66061993 |  | 66061993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 12605841 |  | 12605841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 20718837 |  | 20718837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 31528500 |  | 31528500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations |  | 26554269 |  | 26554269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 5135081 |  | 5135081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 22549500 |  | 22549500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 110644614 |  | 110644614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 1195496557 |  | 1195496557 |
|  U.S. Treasury Obligations |  | 4700586 |  | 4700586 |
|  Securities Lending Collateral |  | 57223560 |  | 57223560 |
|  Forward Currency Contracts\*\* |  | 4789360 |  | 4789360 |
|  TOTAL |  | $2527744779 |  | $2527744779 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  AGENCY<br>OBLIGATIONS — (15.8%) |  |  |
|  Federal Farm Credit Banks Funding Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.630%, 08/03/26 | 5760 | $5381148 |
|  Federal Home Loan Bank |  |  |
|  # 2.750%, 12/13/24 | 37645 | 36204179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 09/12/25 | 10000 | 9601510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 06/12/26 | 11775 | 12247897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/10/27 | 4000 | 3647852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/10/28 | 30815 | 28601326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/09/28 | 109035 | 102487739 |
|  # 3.250%, 11/16/28 | 91250 | 86054051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 09/14/29 | 10000 | 8684472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 12/14/29 | 23735 | 20373528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 07/15/36 | 22355 | 23653546 |
|  Federal Home Loan Mortgage Corp. |  |  |
|  # 6.750%, 09/15/29 | 76476 | 87097466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 03/15/31 | 100575 | 115864750 |
|  # 6.250%, 07/15/32 | 105446 | 119177109 |
|  Federal National Mortgage Association |  |  |
|  # 2.125%, 04/24/26 | 86970 | 80522076 |
|  # 1.875%, 09/24/26 | 168929 | 153745996 |
|  # 0.750%, 10/08/27 | 73250 | 61689018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 05/15/29 | 102508 | 113227257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 01/15/30 | 72196 | 84154166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 05/15/30 | 72729 | 85785207 |
|  # 0.875%, 08/05/30 | 239600 | 183917691 |
|  # 6.625%, 11/15/30 | 103212 | 117981164 |
|  Tennessee Valley Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 02/01/27 | 31804 | 29809869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 05/01/30 | 70383 | 82058000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 09/15/31 | 10000 | 7664409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 06/15/35 | 5000 | 4818360 |
|  TOTAL AGENCY OBLIGATIONS |  | 1664449786 |
|  BONDS — (55.6%) |  |  |
|  AUSTRALIA — (2.0%) |  |  |
|  Commonwealth Bank of Australia |  |  |
|  W 3.150%, 09/19/27 | 290 | 262996 |
|  #W 1.875%, 09/15/31 | 2000 | 1511356 |
|  Glencore Funding LLC |  |  |
|  #W 2.500%, 09/01/30 | 4600 | 3539035 |
|  #W 2.850%, 04/27/31 | 33500 | 25932546 |
|  W 2.625%, 09/23/31 | 11000 | 8247553 |
|  Macquarie Bank Ltd. |  |  |
|  #W 3.900%, 01/15/26 | 24711 | 23544935 |
|  National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 01/14/26 | 3000 | 2831906 |
|  #W 3.500%, 01/10/27 | 15999 | 14911014 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  AUSTRALIA — (Continued) |  |  |  |
|  Westpac Banking Corp. |  |  |  |
|  # 3.350%, 03/08/27 |  | 34467 | $31892435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/16/30 |  | 8160 | 6857978 |
|  # 2.150%, 06/03/31 |  | 113030 | 89519383 |
|  TOTAL AUSTRALIA |  |  | 209051137 |
|  BELGIUM — (0.3%) |  |  |  |
|  Anheuser-Busch InBev Worldwide, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 04/13/28 |  | 12800 | 12094186 |
|  # 4.900%, 01/23/31 |  | 1600 | 1564300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/15/35 |  | 2846 | 2822203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/15/38 |  | 400 | 341561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 01/23/39 |  | 6000 | 5636801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 01/15/42 |  | 5000 | 4425320 |
|  Solvay Finance America LLC |  |  |  |
|  W 4.450%, 12/03/25 |  | 865 | 823672 |
|  TOTAL BELGIUM |  |  | 27708043 |
|  CANADA — (2.3%) |  |  |  |
|  Alimentation Couche-Tard, Inc. |  |  |  |
|  W 3.550%, 07/26/27 |  | 1380 | 1235421 |
|  W 3.439%, 05/13/41 |  | 15600 | 10405019 |
|  Bank of Montreal |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 06/15/27 | EUR | 1400 | 1296248 |
|  Bank of Nova Scotia |  |  |  |
|  # 2.450%, 02/02/32 |  | 25975 | 19452784 |
|  Barrick North America Finance LLC |  |  |  |
|  # 5.700%, 05/30/41 |  | 4500 | 4223971 |
|  Brookfield Finance, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 04/15/30 |  | 5500 | 4849644 |
|  Canadian Natural Resources Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 07/15/30 |  | 12722 | 10437395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 02/01/35 |  | 3000 | 2785137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 03/15/38 |  | 6000 | 5769175 |
|  Emera U.S. Finance LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.639%, 06/15/31 |  | 3000 | 2300539 |
|  Enbridge Energy Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 04/15/38 |  | 3000 | 3162328 |
|  Enbridge, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/10/24 |  | 1280 | 1240533 |
|  Fairfax Financial Holdings Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/03/31 |  | 3400 | 2664468 |
|  ITC Holdings Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 06/15/24 |  | 9714 | 9422057 |
|  Nutrien Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 04/01/25 |  | 3460 | 3272766 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  CANADA — (Continued) |  |  |  |
|  Ontario Teachers' Finance Trust |  |  |  |
|  W 2.000%, 04/16/31 |  | 36200 | $29167545 |
|  Province of Alberta Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 07/22/30 |  | 10000 | 7835600 |
|  Province of Ontario Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 10/07/30 |  | 21000 | 16098478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.600%, 02/25/31 |  | 5000 | 3958900 |
|  Royal Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 11/03/31 |  | 5000 | 3804896 |
|  Spectra Energy Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 03/15/24 |  | 1915 | 1897229 |
|  Suncor Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.800%, 05/15/38 |  | 7983 | 7968284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.850%, 06/01/39 |  | 3000 | 3022702 |
|  Thomson Reuters Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 11/23/23 |  | 5120 | 5072354 |
|  Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/10/31 |  | 7000 | 5190047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 03/10/32 |  | 45000 | 36547000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.456%, 06/08/32 |  | 21850 | 19636337 |
|  TransCanada PipeLines Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 01/15/26 |  | 4060 | 3965309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 05/15/28 |  | 300 | 278189 |
|  # 4.625%, 03/01/34 |  | 20566 | 17961392 |
|  TOTAL CANADA |  |  | 244921747 |
|  DENMARK — (0.0%) |  |  |  |
|  Danske Bank AS |  |  |  |
|  W 4.375%, 06/12/28 |  | 2000 | 1737147 |
|  FINLAND — (0.0%) |  |  |  |
|  OP Corporate Bank PLC |  |  |  |
|  W 1.375%, 09/04/26 | GBP | 1950 | 1890046 |
|  FRANCE — (0.6%) |  |  |  |
|  Airbus SE |  |  |  |
|  W 3.150%, 04/10/27 |  | 7500 | 6860299 |
|  Banque Federative du Credit Mutuel SA |  |  |  |
|  W 1.000%, 07/16/26 | GBP | 4700 | 4622568 |
|  BNP Paribas SA |  |  |  |
|  #W 3.500%, 11/16/27 |  | 500 | 434935 |
|  #W 4.400%, 08/14/28 |  | 2600 | 2301955 |
|  BPCE SA |  |  |  |
|  W 0.010%, 01/14/27 | EUR | 1700 | 1439647 |
|  Electricite de France SA |  |  |  |
|  #W 3.625%, 10/13/25 |  | 6638 | 6266816 |
|  Sanofi |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 06/19/28 |  | 18000 | 16702387 |
|  Societe Generale SA |  |  |  |
|  #W 3.000%, 01/22/30 |  | 5000 | 3807508 |
|  TotalEnergies Capital International SA |  |  |  |
|  # 3.750%, 04/10/24 |  | 4800 | 4729776 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  FRANCE — (Continued) |  |  |  |
|  # 2.829%, 01/10/30 |  | 5000 | $4291528 |
|  # 2.986%, 06/29/41 |  | 9127 | 6427722 |
|  TOTAL FRANCE |  |  | 57885141 |
|  GERMANY — (1.1%) |  |  |  |
|  Bayer U.S. Finance II LLC |  |  |  |
|  W 5.500%, 08/15/25 |  | 2240 | 2213289 |
|  W 4.375%, 12/15/28 |  | 14000 | 12745424 |
|  Bayer U.S. Finance LLC |  |  |  |
|  #W 3.375%, 10/08/24 |  | 9544 | 9175440 |
|  Bayer US Finance II LLC |  |  |  |
|  W 4.625%, 06/25/38 |  | 700 | 572377 |
|  BMW U.S. Capital LLC |  |  |  |
|  W 2.800%, 04/11/26 |  | 20330 | 18631159 |
|  W 3.300%, 04/06/27 |  | 6742 | 6157585 |
|  W 1.000%, 04/20/27 | EUR | 4800 | 4321345 |
|  W 4.150%, 04/09/30 |  | 1330 | 1214692 |
|  Fresenius Medical Care |  |  |  |
|  U.S. Finance III, Inc. |  |  |  |
|  #W 2.375%, 02/16/31 |  | 21000 | 14632349 |
|  W 3.000%, 12/01/31 |  | 9838 | 6996070 |
|  Mercedes-Benz Finance |  |  |  |
|  North America LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.500%, 01/18/31 |  | 28696 | 33458145 |
|  Siemens Financieringsmaatschappij NV |  |  |  |
|  W 2.875%, 03/11/41 |  | 10256 | 7015768 |
|  TOTAL GERMANY |  |  | 117133643 |
|  HONG KONG — (0.1%) |  |  |  |
|  Prudential PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 04/14/30 |  | 1500 | 1230058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/24/32 |  | 6000 | 4919859 |
|  TOTAL HONG KONG |  |  | 6149917 |
|  IRELAND — (0.0%) |  |  |  |
|  CRH America Finance, Inc. |  |  |  |
|  #W 3.950%, 04/04/28 |  | 1520 | 1391791 |
|  ITALY — (0.2%) |  |  |  |
|  Enel Finance International |  |  |  |
|  NV |  |  |  |
|  W 3.500%, 04/06/28 |  | 2800 | 2328117 |
|  Intesa Sanpaolo SpA |  |  |  |
|  W 4.000%, 09/23/29 |  | 15800 | 12866126 |
|  TOTAL ITALY |  |  | 15194243 |
|  JAPAN — (2.0%) |  |  |  |
|  7-Eleven, Inc. |  |  |  |
|  W 1.800%, 02/10/31 |  | 13880 | 10243594 |
|  W 2.500%, 02/10/41 |  | 30950 | 18814335 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  JAPAN — (Continued) |  |  |  |
|  American Honda Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 09/09/26 |  | 16110 | $14397007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 01/13/31 |  | 3500 | 2678521 |
|  Beam Suntory, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/15/23 |  | 764 | 755347 |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 03/01/26 |  | 1195 | 1124615 |
|  # 3.677%, 02/22/27 |  | 2865 | 2628744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.741%, 03/07/29 |  | 3500 | 3075407 |
|  # 3.195%, 07/18/29 |  | 5777 | 4840769 |
|  # 2.048%, 07/17/30 |  | 14450 | 10776976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.286%, 07/26/38 |  | 400 | 322555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.751%, 07/18/39 |  | 11191 | 8371304 |
|  Mizuho Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.839%, 09/13/26 |  | 11800 | 10490841 |
|  MUFG Bank Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 09/08/24 |  | 3237 | 3103571 |
|  Nomura Holdings, Inc. |  |  |  |
|  # 3.103%, 01/16/30 |  | 10062 | 7929827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.679%, 07/16/30 |  | 3600 | 2708837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.608%, 07/14/31 |  | 10000 | 7254195 |
|  ORIX Corp. |  |  |  |
|  # 2.250%, 03/09/31 |  | 10000 | 7533178 |
|  Sumitomo Mitsui Banking Corp. |  |  |  |
|  # 3.950%, 07/19/23 |  | 5931 | 5875818 |
|  Sumitomo Mitsui Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.784%, 03/09/26 |  | 3042 | 2866895 |
|  W 1.546%, 06/15/26 | EUR | 1900 | 1716852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.040%, 07/16/29 |  | 18167 | 14998228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.130%, 07/08/30 |  | 14250 | 10690409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.222%, 09/17/31 |  | 10157 | 7435621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.296%, 01/12/41 |  | 7700 | 4470054 |
|  Toyota Motor Credit Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 01/10/23 |  | 2999 | 2988200 |
|  # 3.200%, 01/11/27 |  | 23636 | 21858152 |
|  # 3.050%, 01/11/28 |  | 10750 | 9711737 |
|  # 3.650%, 01/08/29 |  | 11108 | 10180929 |
|  TOTAL JAPAN |  |  | 209842518 |
|  NETHERLANDS — (0.3%) |  |  |  |
|  Cooperatieve Rabobank UA |  |  |  |
|  # 3.375%, 05/21/25 |  | 17522 | 16744903 |
|  ING Groep NV |  |  |  |
|  # 3.950%, 03/29/27 |  | 4000 | 3642560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 04/09/29 |  | 4000 | 3477977 |
|  Shell International Finance BV |  |  |  |
|  # 3.875%, 11/13/28 |  | 2300 | 2148119 |
|  TOTAL NETHERLANDS |  |  | 26013559 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  NORWAY — (0.1%) |  |  |  |
|  Equinor ASA |  |  |  |
|  # 2.450%, 01/17/23 |  | 3586 | $3570512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/15/24 |  | 6950 | 6760189 |
|  # 1.750%, 01/22/26 |  | 3000 | 2699211 |
|  TOTAL NORWAY |  |  | 13029912 |
|  SPAIN — (0.7%) |  |  |  |
|  Banco Santander SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 02/23/28 |  | 7000 | 5954932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.490%, 05/28/30 |  | 4000 | 3157490 |
|  Santander Holdings USA, Inc. |  |  |  |
|  # 4.500%, 07/17/25 |  | 17590 | 16814416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 07/13/27 |  | 1200 | 1084440 |
|  Santander UK PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/13/24 |  | 8788 | 8608647 |
|  Telefonica Emisiones SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.045%, 06/20/36 |  | 13000 | 12619789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.665%, 03/06/38 |  | 6755 | 5093861 |
|  Telefonica Europe BV |  |  |  |
|  # 8.250%, 09/15/30 |  | 16567 | 17942427 |
|  TOTAL SPAIN |  |  | 71276002 |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.0%) |  |  |  |
|  Inter-American Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 07/15/27 |  | 1942 | 2103995 |
|  SWEDEN — (0.0%) |  |  |  |
|  Volvo Treasury AB |  |  |  |
|  W 2.000%, 08/19/27 | EUR | 1900 | 1746500 |
|  SWITZERLAND — (0.3%) |  |  |  |
|  Credit Suisse AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 09/09/24 |  | 11475 | 10664251 |
|  Novartis Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 08/14/30 |  | 6793 | 5619679 |
|  UBS Group AG |  |  |  |
|  W 4.125%, 09/24/25 |  | 20990 | 19872752 |
|  TOTAL SWITZERLAND |  |  | 36156682 |
|  UNITED<br> KINGDOM — (2.2%) |  |  |  |
|  Ashtead Capital, Inc. |  |  |  |
|  W 2.450%, 08/12/31 |  | 4750 | 3406901 |
|  AstraZeneca PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 11/16/25 |  | 6430 | 6120015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.450%, 09/15/37 |  | 4900 | 5260371 |
|  Barclays PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/16/25 |  | 14330 | 13311930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/12/26 |  | 9970 | 9255733 |
|  BAT Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.906%, 04/02/30 |  | 20600 | 17983714 |
|  BP Capital Markets America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.119%, 05/04/26 |  | 7615 | 7100077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.017%, 01/16/27 |  | 1773 | 1620573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.234%, 11/06/28 |  | 467 | 439691 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.721%, 01/12/32  |  | 7500 | $6082338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.060%, 06/17/41 |  | 50600 | 35403178 |
|  BP Capital Markets PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.279%, 09/19/27 |  | 9800 | 8953205 |
|  British Telecommunications PLC |  |  |  |
|  # 5.125%, 12/04/28 |  | 7200 | 6599835 |
|  W 3.250%, 11/08/29 |  | 3000 | 2398723 |
|  Diageo Capital PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 10/24/29 |  | 1350 | 1118868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 04/29/32 |  | 14300 | 10937473 |
|  GlaxoSmithKline Capital, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/15/38 |  | 957 | 1025660 |
|  HSBC Holdings PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 03/08/26 |  | 13770 | 12958026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 03/31/30 |  | 13500 | 12086233 |
|  HSBC USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/23/24 |  | 7593 | 7318140 |
|  Lloyds Banking Group PLC |  |  |  |
|  # 3.750%, 01/11/27 |  | 5250 | 4711600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/22/28 |  | 9000 | 8005936 |
|  LSEGA Financing PLC |  |  |  |
|  W 3.200%, 04/06/41 |  | 24202 | 16680218 |
|  Mead Johnson Nutrition Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/15/25 |  | 5531 | 5334586 |
|  Nationwide Building Society |  |  |  |
|  W 3.900%, 07/21/25 |  | 4600 | 4350055 |
|  W 2.000%, 04/28/27 | EUR | 4400 | 3987420 |
|  RELX Capital, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/22/30 |  | 900 | 750404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/20/32 |  | 4300 | 3984838 |
|  Unilever Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.900%, 11/15/32 |  | 4800 | 5015862 |
|  Vodafone Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 02/15/30 |  | 7107 | 7714443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 11/30/32 |  | 2500 | 2469910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 05/30/38 |  | 1400 | 1188766 |
|  TOTAL UNITED KINGDOM |  |  | 233574722 |
|  UNITED STATES — (43.4%) |  |  |  |
|  3M Co. |  |  |  |
|  # 2.875%, 10/15/27 |  | 12890 | 11627889 |
|  Abbott Laboratories |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 03/15/25 |  | 6000 | 5751351 |
|  AbbVie, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 05/14/25 |  | 2300 | 2207034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 11/14/28 |  | 25100 | 23627050 |
|  Activision Blizzard, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 06/15/27 |  | 5908 | 5473182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.350%, 09/15/30 |  | 8000 | 6067875 |
|  Acuity Brands Lighting, Inc. |  |  |  |
|  # 2.150%, 12/15/30 |  | 1642 | 1210339 |
|  Advance Auto Parts, Inc. |  |  |  |
|  # 3.900%, 04/15/30 |  | 6400 | 5412040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/32 |  | 7300 | 5754233 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
|  AEP Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 05/15/32 | 20000 | $18205436 |
|  Aetna, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 11/15/24 | 5359 | 5175876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 12/15/37 | 8500 | 8581016 |
|  Affiliated Managers Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 08/01/25 | 3410 | 3243527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 06/15/30 | 21400 | 17433441 |
|  Aflac, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 04/01/30 | 1600 | 1418810 |
|  Air Products and Chemicals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 05/15/40 | 400 | 276630 |
|  Allegion PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 10/01/29 | 10000 | 8370175 |
|  Allstate Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.350%, 06/01/33 | 7500 | 7248917 |
|  Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 11/02/28 | 400 | 305025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 11/01/31 | 5200 | 5333177 |
|  Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.100%, 08/15/30 | 6479 | 4975671 |
|  Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 02/14/29 | 60 | 55235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 05/06/30 | 10700 | 8670013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 02/04/32 | 27231 | 19351911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 02/04/41 | 5000 | 3059081 |
|  Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 08/22/27 | 7400 | 6846512 |
|  # 1.500%, 06/03/30 | 41316 | 32252966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.100%, 05/12/31 | 72400 | 57962686 |
|  Amcor Flexibles North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.630%, 06/19/30 | 2500 | 1955542 |
|  Amdocs Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.538%, 06/15/30 | 2000 | 1567913 |
|  American Electric Power Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 12/01/28 | 200 | 185306 |
|  American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 05/03/27 | 14929 | 13523193 |
|  American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 04/15/31 | 300 | 233954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 09/15/31 | 12575 | 9361572 |
|  # 4.050%, 03/15/32 | 3125 | 2672179 |
|  American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 03/01/24 | 2115 | 2077109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 09/01/27 | 184 | 165703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 06/01/29 | 75 | 66314 |
|  Ameriprise Financial, Inc. |  |  |
|  # 4.500%, 05/13/32 | 9800 | 9074265 |
|  AmerisourceBergen Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 12/15/27 | 2600 | 2370462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 05/15/30 | 29884 | 24453566 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
|  Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 08/19/26 | 9175 | $8379810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 02/25/31 | 5000 | 4002399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 01/15/32 | 10000 | 7607855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 02/22/32 | 15400 | 13093425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 02/21/40 | 26545 | 18901963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 08/15/41 | 26250 | 17565573 |
|  Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 02/15/30 | 400 | 332340 |
|  Analog Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 06/15/27 | 5531 | 5139700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 10/01/41 | 800 | 549675 |
|  Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 12/15/28 | 2300 | 2147309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 05/02/29 | 700 | 623293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 05/15/30 | 15600 | 12784643 |
|  Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/27/23 | 4000 | 3953836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/14/24 | 9147 | 8892031 |
|  Apple, Inc. |  |  |
|  # 2.900%, 09/12/27 | 2400 | 2205749 |
|  # 3.000%, 11/13/27 | 16220 | 14994646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 09/11/29 | 2000 | 1689098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 05/11/30 | 7900 | 6319857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 02/08/31 | 80300 | 62881943 |
|  Applied Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 04/01/27 | 13395 | 12572240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 06/15/41 | 400 | 406320 |
|  Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 05/15/25 | 9580 | 9045430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 08/15/29 | 5646 | 4606148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 12/15/31 | 31150 | 22969138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 09/01/41 | 400 | 331659 |
|  Arrow Electronics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/12/28 | 11938 | 10619939 |
|  Assurant, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/15/32 | 4000 | 2878118 |
|  Assured Guaranty U.S. Holdings, Inc. |  |  |
|  # 3.150%, 06/15/31 | 5000 | 3974294 |
|  AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 06/01/31 | 1000 | 800047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 12/01/33 | 18868 | 13904682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/01/41 | 27000 | 19075830 |
|  Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 01/15/31 | 750 | 559286 |
|  Autodesk, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 06/15/25 | 3015 | 2953181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/15/27 | 11209 | 10304496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 12/15/31 | 400 | 308385 |
|  Automatic Data Processing, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 09/01/30 | 12457 | 9512266 |
|  AutoNation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 08/01/31 | 16734 | 11587886 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 03/01/32 |  | 39470 | $30725432 |
|  AutoZone, Inc. |  |  |  |
|  # 2.875%, 01/15/23 |  | 11113 | 11077322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 04/15/25 |  | 5203 | 4942372 |
|  Avnet, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/15/26 |  | 4760 | 4513966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/15/31 |  | 17500 | 13015940 |
|  # 5.500%, 06/01/32 |  | 13180 | 11773500 |
|  AXIS Specialty Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/06/27 |  | 19920 | 18249715 |
|  Baker Hughes a GE Co. |  |  |  |
|  LLC/Baker Hughes Co-Obligor, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.337%, 12/15/27 |  | 1100 | 985657 |
|  Baker Hughes Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 09/15/40 |  | 2677 | 2296147 |
|  Bank of America Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 02/07/42 |  | 25700 | 24640601 |
|  Bank of New York Mellon Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.600%, 04/24/25 |  | 14650 | 13414648 |
|  # 2.800%, 05/04/26 |  | 1688 | 1562438 |
|  Berkshire Hathaway Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.850%, 03/12/30 |  | 31000 | 24833338 |
|  # 1.450%, 10/15/30 |  | 83203 | 63759140 |
|  Berkshire Hathaway, Inc. |  |  |  |
|  # 3.125%, 03/15/26 |  | 21800 | 20658979 |
|  Best Buy Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 10/01/28 |  | 19093 | 17705573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 10/01/30 |  | 13000 | 9675573 |
|  Biogen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 09/15/25 |  | 6550 | 6300814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 05/01/30 |  | 20387 | 16032829 |
|  Black Hills Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 06/15/30 |  | 2650 | 2057987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 05/01/33 |  | 5728 | 4901332 |
|  BlackRock, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 04/30/29 |  | 6942 | 6192560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 04/30/30 |  | 36100 | 29569292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 01/28/31 |  | 57317 | 44197087 |
|  Boardwalk Pipelines LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 09/01/32 |  | 9310 | 7379432 |
|  Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 03/01/25 |  | 6399 | 5925085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 10/30/25 |  | 2168 | 1979600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 03/01/29 |  | 4600 | 3832498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 02/01/30 |  | 5400 | 4325825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 05/01/34 |  | 2000 | 1492091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 02/01/35 |  | 2463 | 1740519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 03/01/38 |  | 2150 | 1453021 |
|  Booking Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 06/01/26 |  | 3694 | 3487868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 03/03/27 | EUR | 700 | 634980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/13/30 |  | 6810 | 6407979 |
|  Boston Properties LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/30/31 |  | 2300 | 1832230 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 04/01/32 | 1000 | $719083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 10/01/33 | 2000 | 1378939 |
|  Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 03/01/39 | 1264 | 1064357 |
|  Brighthouse Financial, Inc. |  |  |
|  # 5.625%, 05/15/30 | 3000 | 2790783 |
|  Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 06/15/39 | 19900 | 16875555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.350%, 11/13/40 | 400 | 260071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 03/15/42 | 800 | 610663 |
|  Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 07/01/30 | 5600 | 4645441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 08/16/31 | 1850 | 1325587 |
|  Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 11/15/32 | 31000 | 26068210 |
|  W 2.600%, 02/15/33 | 200 | 142167 |
|  W 3.419%, 04/15/33 | 200 | 151971 |
|  W 3.469%, 04/15/34 | 5000 | 3742534 |
|  W 3.137%, 11/15/35 | 17502 | 12140682 |
|  W 4.926%, 05/15/37 | 1000 | 824511 |
|  W 3.500%, 02/15/41 | 8150 | 5371272 |
|  Broadstone Net Lease LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 09/15/31 | 990 | 713972 |
|  Brown & Brown, Inc. |  |  |
|  # 4.200%, 09/15/24 | 4660 | 4536416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 03/15/31 | 3000 | 2214241 |
|  Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 09/25/27 | 15000 | 13721184 |
|  Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.150%, 05/01/37 | 400 | 417894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 05/01/40 | 400 | 396272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 03/01/41 | 400 | 365710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 06/01/41 | 400 | 380201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 09/15/41 | 400 | 361602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 03/15/42 | 400 | 337394 |
|  Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 05/15/30 | 1100 | 905768 |
|  Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 03/15/28 | 4228 | 3965764 |
|  Capital One Financial Corp. |  |  |
|  # 3.750%, 04/24/24 | 4607 | 4481920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 02/05/25 | 2300 | 2174391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/09/27 | 12965 | 11820000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 01/31/28 | 4800 | 4288782 |
|  Cargill, Inc. |  |  |
|  W 2.125%, 04/23/30 | 6060 | 4845870 |
|  Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 02/15/31 | 2500 | 1998318 |
|  Caterpillar, Inc. |  |  |
|  # 3.803%, 08/15/42 | 800 | 645235 |
|  CenterPoint Energy Resources Corp. |  |  |
|  # 4.000%, 04/01/28 | 4800 | 4435356 |
|  Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/10/25 | 12777 | 12176459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 04/01/25 | 7358 | 7132142 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 05/13/31 |  | 800 | $626315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 12/01/31 |  | 2700 | 2018403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 03/03/32 |  | 15900 | 12908302 |
|  Chevron Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.554%, 05/11/25 |  | 3654 | 3371003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.236%, 05/11/30 |  | 20000 | 16582864 |
|  Chevron USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 10/15/29 |  | 17685 | 15854212 |
|  Choice Hotels International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 12/01/29 |  | 2750 | 2303785 |
|  Chubb Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 05/11/37 |  | 400 | 409364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 05/15/38 |  | 400 | 421527 |
|  Chubb INA Holdings, Inc. |  |  |  |
|  # 3.350%, 05/15/24 |  | 4720 | 4593335 |
|  Cigna Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/15/24 |  | 1792 | 1745109 |
|  # 3.400%, 03/01/27 |  | 12920 | 11872747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 10/15/28 |  | 1300 | 1223716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 03/15/30 |  | 2700 | 2197776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 03/15/31 |  | 20500 | 16252530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 08/15/38 |  | 35497 | 31279399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 03/15/40 |  | 15445 | 10985238 |
|  Cincinnati Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.920%, 05/15/28 |  | 3600 | 3756581 |
|  Citigroup, Inc. |  |  |  |
|  W 2.125%, 09/10/26 | EUR | 4900 | 4459097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 07/15/39 |  | 16430 | 18950435 |
|  # 5.875%, 01/30/42 |  | 10525 | 9834810 |
|  Clorox Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 10/01/27 |  | 3877 | 3505510 |
|  # 3.900%, 05/15/28 |  | 14912 | 13886980 |
|  CMS Energy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 11/15/25 |  | 3163 | 2995261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/15/26 |  | 3742 | 3434674 |
|  CNA Financial Corp. |  |  |  |
|  # 4.500%, 03/01/26 |  | 21057 | 20310885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 05/01/29 |  | 2050 | 1806185 |
|  CNO Financial Group, Inc. |  |  |  |
|  # 5.250%, 05/30/29 |  | 4800 | 4387172 |
|  Coca-Cola Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 09/22/26 | EUR | 4800 | 4518799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 05/25/27 |  | 4735 | 4368043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/05/41 |  | 800 | 574293 |
|  Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 03/01/26 |  | 8798 | 8263983 |
|  # 3.150%, 02/15/28 |  | 5000 | 4504853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/15/30 |  | 10000 | 9178292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 01/15/33 |  | 22400 | 20218745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.050%, 03/15/33 |  | 14800 | 16089161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 11/15/35 |  | 400 | 420529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 07/15/36 |  | 400 | 304761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 03/01/38 |  | 800 | 647257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 10/15/38 |  | 800 | 694052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 11/01/39 |  | 2200 | 1592610 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/01/40 | 16200 | $12476382 |
|  Comerica, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 02/01/29 | 6065 | 5532116 |
|  Conagra Brands, Inc. |  |  |
|  # 4.850%, 11/01/28 | 170 | 160849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 11/01/38 | 25700 | 22414884 |
|  ConocoPhillips |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.900%, 05/15/38 | 400 | 401223 |
|  # 6.500%, 02/01/39 | 1200 | 1284956 |
|  Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 12/01/24 | 1280 | 1227237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 03/01/35 | 400 | 373171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 04/01/38 | 400 | 414816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 06/15/40 | 400 | 374375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 03/15/42 | 1174 | 916371 |
|  Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 02/15/28 | 8025 | 7265924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 08/01/29 | 7000 | 5988404 |
|  Corporate Office Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 12/01/33 | 9450 | 6368910 |
|  Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.600%, 04/20/30 | 64800 | 51720925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 04/20/32 | 3900 | 2992484 |
|  Cox Communications, Inc. |  |  |
|  W 3.850%, 02/01/25 | 6790 | 6525377 |
|  W 4.800%, 02/01/35 | 2381 | 2059835 |
|  Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 11/15/29 | 400 | 333075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.100%, 04/01/31 | 300 | 224046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 04/01/41 | 17205 | 10913345 |
|  CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 08/12/24 | 10857 | 10547056 |
|  # 3.875%, 07/20/25 | 1705 | 1645058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 08/15/29 | 3800 | 3296052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 08/21/40 | 4600 | 2971096 |
|  Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 06/09/42 | 400 | 331496 |
|  Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 07/15/41 | 4800 | 4384481 |
|  DH Europe Finance II Sarl |  |  |
|  3.250%, 11/15/39 | 400 | 297464 |
|  Dick's Sporting Goods, Inc. |  |  |
|  # 3.150%, 01/15/32 | 9525 | 7229869 |
|  Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 09/13/28 | 2800 | 2498166 |
|  Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 11/15/24 | 5376 | 5157842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 03/15/25 | 5671 | 5328770 |
|  # 3.625%, 05/15/30 | 9400 | 7588352 |
|  Dollar Tree, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 05/15/28 | 19841 | 18456502 |
|  Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 04/01/30 | 200 | 171665 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
|  Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/15/24 | 5205 | $5106809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 06/15/31 | 300 | 235106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 06/15/41 | 25250 | 17095208 |
|  Duquesne Light Holdings, Inc. |  |  |
|  W 2.532%, 10/01/30 | 1500 | 1126274 |
|  W 2.775%, 01/07/32 | 641 | 480641 |
|  Eagle Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 07/01/31 | 3400 | 2495951 |
|  Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 03/15/25 | 8527 | 8164253 |
|  Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/02/32 | 13775 | 12194274 |
|  Eaton Vance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/06/27 | 10062 | 9196411 |
|  eBay, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 06/05/27 | 6375 | 5875241 |
|  Ecolab, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 11/01/26 | 2959 | 2709723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 12/08/41 | 1000 | 970816 |
|  EI du Pont de Nemours & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 07/15/30 | 4000 | 3226565 |
|  Elevance Health, Inc. |  |  |
|  # 3.500%, 08/15/24 | 4586 | 4450211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.101%, 03/01/28 | 13400 | 12555130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 12/15/34 | 1300 | 1282986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 05/15/42 | 400 | 339225 |
|  Emerson Electric Co. |  |  |
|  # 3.150%, 06/01/25 | 5312 | 5076733 |
|  Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 02/15/24 | 1680 | 1647653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 03/01/33 | 1800 | 1889568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 10/15/39 | 4800 | 4622827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.450%, 09/01/40 | 5000 | 4905505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 02/15/42 | 400 | 367483 |
|  EOG Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/15/30 | 6000 | 5684344 |
|  Equifax, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 05/15/30 | 200 | 163352 |
|  Equinix, Inc. |  |  |
|  # 3.200%, 11/18/29 | 2500 | 2093957 |
|  # 2.500%, 05/15/31 | 6900 | 5254246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 04/15/32 | 75 | 63109 |
|  ERAC USA Finance LLC |  |  |
|  W 3.850%, 11/15/24 | 6590 | 6352876 |
|  ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 02/15/30 | 2800 | 2253539 |
|  Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 04/01/29 | 600 | 552646 |
|  Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 04/15/26 | 8140 | 7594548 |
|  Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.350%, 03/15/32 | 13100 | 9479866 |
|  Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.482%, 03/19/30 | 2000 | 1812481 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
|  FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 02/15/28 | 4850 | $4378877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 01/15/34 | 2075 | 1888752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 02/01/35 | 2800 | 2284000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 05/15/41 | 9750 | 6466452 |
|  Fidelity National Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 06/15/30 | 19454 | 15605516 |
|  # 2.450%, 03/15/31 | 1800 | 1309375 |
|  Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 03/01/41 | 10000 | 6521243 |
|  Fifth Third Bancorp |  |  |
|  # 3.950%, 03/14/28 | 24832 | 22739843 |
|  First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 08/15/31 | 17544 | 12232624 |
|  Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/15/29 | 2300 | 2056218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/12/30 | 4000 | 3553151 |
|  Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 01/15/32 | 29138 | 20882041 |
|  FMR LLC |  |  |
|  W 4.950%, 02/01/33 | 2400 | 2191125 |
|  Fortune Brands Home & Security, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 09/15/29 | 4300 | 3526450 |
|  # 4.000%, 03/25/32 | 8200 | 6714191 |
|  Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.476%, 01/25/39 | 2000 | 1717542 |
|  Franklin Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.600%, 10/30/30 | 1400 | 1028857 |
|  GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 03/30/25 | 3170 | 2989230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 09/15/26 | 7349 | 6635311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/01/32 | 6850 | 5441582 |
|  GE Capital Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 05/15/32 | 4000 | 3694103 |
|  GE Capital International Funding Co. Unlimited Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.418%, 11/15/35 | 271 | 239101 |
|  General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 04/01/40 | 5000 | 4294248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 06/01/41 | 400 | 277547 |
|  General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 03/15/32 | 15646 | 16998607 |
|  General Mills, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 04/17/28 | 7800 | 7373294 |
|  General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.800%, 10/01/27 | 1100 | 1114509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 04/01/38 | 3669 | 2985422 |
|  General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 03/01/26 | 13336 | 12922628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 01/17/27 | 663 | 610102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 06/21/30 | 6000 | 4897103 |
|  # 3.100%, 01/12/32 | 8400 | 6393038 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
|  Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 04/01/26 | 2600 | $2424078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 03/30/27 | 11466 | 10357919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 03/15/42 | 400 | 322907 |
|  Georgia-Pacific LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 11/15/29 | 1000 | 1109236 |
|  Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 04/01/24 | 1612 | 1582262 |
|  # 4.600%, 09/01/35 | 800 | 721026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 09/01/36 | 800 | 671366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 10/01/40 | 5800 | 3838244 |
|  # 5.650%, 12/01/41 | 9900 | 9490492 |
|  GlaxoSmithKline Capital, Inc. |  |  |
|  # 3.875%, 05/15/28 | 2100 | 1971717 |
|  Global Payments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 06/01/28 | 7220 | 6563060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 11/15/31 | 400 | 305262 |
|  Globe Life, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 06/15/32 | 10000 | 9035001 |
|  Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/03/24 | 15004 | 14729339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 05/22/25 | 6213 | 5916273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/25/26 | 6500 | 6107279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 02/07/30 | 5000 | 3976373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 03/15/30 | 12000 | 10343178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 02/15/33 | 2421 | 2416630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 02/01/41 | 750 | 734260 |
|  Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.920%, 03/01/30 | 800 | 672786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 09/15/38 | 2200 | 2208521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/15/41 | 3000 | 2346640 |
|  Harley-Davidson, Inc. |  |  |
|  # 3.500%, 07/28/25 | 5193 | 4868532 |
|  Health Care Service Corp. A Mutual Legal Reserve Co. |  |  |
|  W 2.200%, 06/01/30 | 27600 | 21509832 |
|  Healthcare Reality Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 03/15/31 | 2800 | 2016632 |
|  Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 12/16/36 | 1200 | 1234068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 04/15/40 | 1600 | 1197749 |
|  # 5.400%, 09/15/40 | 5600 | 5394262 |
|  # 5.950%, 04/01/41 | 1200 | 1219155 |
|  Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/01/26 | 18 | 16447 |
|  # 5.375%, 03/01/41 | 670 | 658770 |
|  HP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 06/17/30 | 50435 | 41009293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 06/17/31 | 1000 | 732741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 09/15/41 | 5000 | 4430547 |
|  Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 10/01/24 | 5825 | 5677802 |
|  Huntington Bancshares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 02/04/30 | 400 | 317496 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
|  Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/15/32 | 3200 | $2819089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 03/25/40 | 25324 | 21331541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 08/12/41 | 23576 | 15119040 |
|  Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 12/01/25 | 11500 | 11046440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 03/15/33 | 15000 | 13764900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 09/15/40 | 16100 | 10561761 |
|  International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 08/01/23 | 4409 | 4354880 |
|  # 3.300%, 01/27/27 | 26154 | 24267634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 05/15/30 | 22940 | 18071560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 05/15/39 | 8300 | 6756681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 05/15/40 | 31266 | 21114512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/20/42 | 400 | 309023 |
|  Interpublic Group of Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 04/15/24 | 1953 | 1913005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 03/30/30 | 1175 | 1066821 |
|  Interstate Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 06/01/30 | 3978 | 3169656 |
|  Intuit, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 07/15/30 | 1280 | 987732 |
|  Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 08/15/31 | 3000 | 2105938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 01/15/34 | 1500 | 1036744 |
|  Jabil, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 01/15/30 | 23950 | 20078396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 01/15/31 | 15033 | 11683953 |
|  Jackson Financial, Inc. |  |  |
|  # 3.125%, 11/23/31 | 6177 | 4553579 |
|  Janus Henderson U.S. Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 08/01/25 | 9046 | 8864474 |
|  Jefferies Group LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 10/15/32 | 6280 | 4344440 |
|  Jefferies Group LLC/Jefferies Group Capital Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 01/15/27 | 5394 | 5062733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 10/15/31 | 20514 | 14589758 |
|  JM Smucker Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/25 | 4000 | 3835360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 03/15/35 | 2000 | 1708274 |
|  Johnson & Johnson |  |  |
|  # 2.450%, 03/01/26 | 2412 | 2252895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 09/01/30 | 40000 | 31635875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 05/15/33 | 4000 | 4028333 |
|  # 4.375%, 12/05/33 | 10000 | 9528421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 03/01/36 | 9000 | 7689893 |
|  Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 07/02/24 | 165 | 160330 |
|  JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 05/13/24 | 11131 | 10903692 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 07/15/25 | 22416 | $21647707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 06/15/26 | 276 | 255508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.400%, 05/15/38 | 20400 | 21019220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 10/15/40 | 4000 | 3676289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 07/15/41 | 7100 | 6657992 |
|  # 5.400%, 01/06/42 | 10150 | 9286893 |
|  Juniper Networks, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 08/15/29 | 4000 | 3429852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 12/10/30 | 5000 | 3620186 |
|  Kellogg Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 04/01/26 | 8001 | 7494024 |
|  # 3.400%, 11/15/27 | 13000 | 11869738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.450%, 04/01/31 | 6959 | 7520898 |
|  Kemper Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 09/30/30 | 6265 | 4718894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 02/23/32 | 24700 | 20109403 |
|  Keurig Dr Pepper, Inc. |  |  |
|  # 4.050%, 04/15/32 | 200 | 175120 |
|  Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 02/15/30 | 8000 | 6239791 |
|  # 2.500%, 11/15/32 | 17100 | 11868514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 11/15/33 | 5000 | 3387391 |
|  Kimco Realty Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 12/01/31 | 10200 | 7509230 |
|  Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.950%, 01/15/38 | 5400 | 5365876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 09/01/39 | 1900 | 1795715 |
|  Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 04/01/31 | 16177 | 17802450 |
|  L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 05/28/24 | 2469 | 2417494 |
|  Lazard Group LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/19/28 | 18026 | 16349824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/11/29 | 400 | 357978 |
|  Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 09/15/27 | 223 | 201596 |
|  Legg Mason, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 07/15/24 | 4736 | 4614595 |
|  # 4.750%, 03/15/26 | 9317 | 9155116 |
|  Liberty Mutual Group, Inc. |  |  |
|  W 4.569%, 02/01/29 | 10065 | 9032582 |
|  W 6.500%, 03/15/35 | 4250 | 4202906 |
|  Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 01/15/30 | 400 | 328871 |
|  # 3.400%, 01/15/31 | 10680 | 8806258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 03/01/32 | 55500 | 45020776 |
|  Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 01/15/26 | 2400 | 2307948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 03/01/35 | 1071 | 918744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 05/15/36 | 1200 | 1090497 |
|  Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 05/15/23 | 2681 | 2646014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/01/26 | 11870 | 11375324 |
|  Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 09/15/41 | 25000 | 15915731 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face**<br>**Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  LYB International Finance III LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 10/01/40 |  | 8000 | $5342786 |
|  LyondellBasell Industries NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 04/15/24 |  | 1611 | 1615413 |
|  Manufacturers & Traders Trust Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 02/06/25 |  | 8028 | 7625653 |
|  Marathon Petroleum Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 09/15/24 |  | 7291 | 7043380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 03/01/41 |  | 4500 | 4382418 |
|  Marriott International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 10/15/33 |  | 7200 | 5227399 |
|  Mars, Inc. |  |  |  |
|  W 1.625%, 07/16/32 |  | 8550 | 6205179 |
|  W 3.600%, 04/01/34 |  | 400 | 335625 |
|  W 3.875%, 04/01/39 |  | 800 | 640184 |
|  Marsh & McLennan Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/03/24 |  | 8320 | 8086786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/14/26 |  | 2900 | 2760651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 12/15/31 |  | 3361 | 2604611 |
|  Medtronic Global Holdings SCA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/07/27 | EUR | 4800 | 4313971 |
|  Medtronic, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/15/35 |  | 9865 | 9032555 |
|  Merck & Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 03/07/29 |  | 13884 | 12665996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 06/24/30 |  | 57700 | 44780980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 03/07/39 |  | 400 | 332904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.350%, 06/24/40 |  | 800 | 530154 |
|  MetLife, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 06/15/34 |  | 19000 | 19764452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 06/15/35 |  | 8400 | 8308250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/13/42 |  | 5000 | 3914268 |
|  Micron Technology, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.663%, 02/15/30 |  | 330 | 294505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.703%, 04/15/32 |  | 1400 | 1025673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.366%, 11/01/41 |  | 22400 | 14198993 |
|  Microsoft Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 02/06/27 |  | 13492 | 12823646 |
|  Mohawk Industries, Inc. |  |  |  |
|  # 3.625%, 05/15/30 |  | 2800 | 2297894 |
|  Molson Coors Beverage Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 07/15/26 |  | 11249 | 10247324 |
|  Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 04/29/24 |  | 6982 | 6837976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/27/26 |  | 17083 | 16163258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 01/20/27 |  | 12926 | 11909042 |
|  # 7.250%, 04/01/32 |  | 16166 | 17362232 |
|  Morgan Stanley Domestic Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/20/28 |  | 8096 | 7558033 |
|  Mosaic Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 11/15/27 |  | 4667 | 4318878 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
|  Motorola Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 05/23/29 | 4300 | $3952980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 11/15/30 | 25444 | 19037079 |
|  MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/01/27 | 11620 | 10772950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 04/15/38 | 4700 | 3746867 |
|  Mylan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 11/29/23 | 3480 | 3414288 |
|  National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 03/01/31 | 5000 | 3749116 |
|  National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 03/01/32 | 2708 | 3131178 |
|  Nestle Holdings, Inc. |  |  |
|  #W 1.250%, 09/15/30 | 44000 | 33464365 |
|  NetApp, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 09/29/24 | 3451 | 3331848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 06/22/30 | 5000 | 4013794 |
|  NewMarket Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 03/18/31 | 4000 | 3035710 |
|  NIKE, Inc. |  |  |
|  # 2.850%, 03/27/30 | 52300 | 45365187 |
|  Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 05/01/30 | 23270 | 18210806 |
|  Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 05/01/28 | 5445 | 5005502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 06/01/30 | 9000 | 7337263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 04/01/32 | 8940 | 7244802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.400%, 12/01/37 | 6585 | 6691694 |
|  Nuveen Finance LLC |  |  |
|  W 4.125%, 11/01/24 | 2348 | 2274021 |
|  Omnicom Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 06/01/30 | 12855 | 11546268 |
|  ONE Gas, Inc. |  |  |
|  # 4.250%, 09/01/32 | 6700 | 6124897 |
|  Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 07/15/26 | 12652 | 11373871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 11/15/27 | 34794 | 30878860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 04/01/30 | 500 | 407150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 07/08/34 | 400 | 329018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 05/15/35 | 400 | 309509 |
|  O'Reilly Automotive, Inc. |  |  |
|  # 3.600%, 09/01/27 | 10780 | 9941133 |
|  Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 06/01/30 | 9226 | 7983926 |
|  Paramount Global |  |  |
|  # 2.900%, 01/15/27 | 14661 | 12897851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 07/30/30 | 1212 | 1259759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 01/15/31 | 3593 | 3135929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 05/19/32 | 22600 | 18094581 |
|  Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 11/21/24 | 3093 | 2983814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/14/29 | 6000 | 5203985 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face**<br>**Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  Penske Truck Leasing Co. LP/PTL Finance Corp. |  |  |  |
|  W 3.400%, 11/15/26 |  | 600 | $542556 |
|  PepsiCo, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 04/28/26 | EUR | 2800 | 2711962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/01/40 |  | 400 | 372657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 10/21/41 |  | 1200 | 827510 |
|  PerkinElmer, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 09/15/29 |  | 1300 | 1092160 |
|  Pfizer, Inc. |  |  |  |
|  # 3.000%, 12/15/26 |  | 26480 | 24738234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.700%, 05/28/30 |  | 5000 | 3982691 |
|  # 4.000%, 12/15/36 |  | 1200 | 1054902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.100%, 09/15/38 |  | 1600 | 1384117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 03/15/39 |  | 6200 | 5241980 |
|  # 7.200%, 03/15/39 |  | 1000 | 1172686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 05/28/40 |  | 2000 | 1383965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 09/15/40 |  | 400 | 400892 |
|  Philip Morris International, Inc. |  |  |  |
|  # 3.250%, 11/10/24 |  | 7098 | 6829696 |
|  # 3.125%, 08/17/27 |  | 2000 | 1797817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 08/15/29 |  | 6400 | 5474420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.100%, 05/01/30 |  | 10350 | 7889260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/16/38 |  | 10000 | 9316379 |
|  Phillips 66 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 12/15/30 |  | 400 | 310050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 05/01/42 |  | 800 | 775054 |
|  Piedmont Operating Partnership LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 08/15/30 |  | 6500 | 4901869 |
|  PNC Bank NA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 02/23/25 |  | 1093 | 1041663 |
|  # 3.250%, 06/01/25 |  | 4680 | 4450619 |
|  PPG Industries, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 08/15/29 |  | 2603 | 2193930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 06/15/30 |  | 9250 | 7520482 |
|  PPL Capital Funding, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 05/15/26 |  | 6200 | 5657814 |
|  Precision Castparts Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/15/25 |  | 26684 | 25620470 |
|  Primerica, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 11/19/31 |  | 15500 | 12121503 |
|  Principal Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 05/15/25 |  | 2700 | 2580639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 11/15/26 |  | 5472 | 4972575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 06/15/30 |  | 400 | 309269 |
|  Procter & Gamble Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 08/11/27 |  | 10850 | 9985528 |
|  # 3.000%, 03/25/30 |  | 1600 | 1428765 |
|  Progress Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 03/01/31 |  | 2500 | 2743111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 12/01/39 |  | 600 | 567934 |
|  Progressive Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/15/32 |  | 18900 | 15606207 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face**<br>**Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  Prologis Euro Finance LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/10/27  | EUR | 4600 | $3764045 |
|  Prologis LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/02/26 EUR | EUR | 2000 | 1894376 |
|  Prudential Financial, Inc. |  |  |  |
|  # 3.878%, 03/27/28 |  | 389 | 364651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/10/40 |  | 9850 | 6758810 |
|  Public Service Enterprise Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 04/15/31 |  | 1000 | 1133086 |
|  PulteGroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 06/15/32 |  | 3895 | 4057644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/15/33 |  | 11000 | 10228036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 02/15/35 |  | 6449 | 5731300 |
|  QUALCOMM, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 05/20/30 |  | 5000 | 4097560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 05/20/32 |  | 17843 | 13399741 |
|  Quanta Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 10/01/30 |  | 302 | 238377 |
|  Quest Diagnostics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 06/30/31 |  | 1000 | 800254 |
|  Raytheon Technologies Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 11/16/38 |  | 1200 | 1027591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 12/15/41 |  | 6000 | 5085465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/01/42 |  | 28924 | 24583688 |
|  Realty Income Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 12/15/32 |  | 9500 | 7433887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 03/15/33 |  | 3000 | 2052920 |
|  Reinsurance Group of America, Inc. |  |  |  |
|  # 4.700%, 09/15/23 |  | 3840 | 3821447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 09/15/26 |  | 15789 | 14967818 |
|  # 3.900%, 05/15/29 |  | 4725 | 4203288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 06/15/30 |  | 15855 | 12991766 |
|  Roche Holdings, Inc. |  |  |  |
|  W 2.625%, 05/15/26 |  | 1000 | 923501 |
|  Ross Stores, Inc. |  |  |  |
|  # 1.875%, 04/15/31 |  | 9000 | 6691925 |
|  Royalty Pharma PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 09/02/30 |  | 10000 | 7580891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 09/02/40 |  | 45745 | 30412575 |
|  Salesforce, Inc. |  |  |  |
|  # 3.700%, 04/11/28 |  | 11600 | 10930447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 07/15/41 |  | 1200 | 823012 |
|  Schlumberger Finance BV |  |  |  |
|  W 1.375%, 10/28/26 | EUR | 4800 | 4403966 |
|  Schlumberger Investment SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 06/26/30 |  | 9852 | 8230960 |
|  Sherwin-Williams Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 08/15/29 |  | 6000 | 5084195 |
|  Simon Property Group LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 09/13/29 |  | 400 | 320443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 07/15/30 |  | 21000 | 16608895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 02/01/31 |  | 14208 | 10692512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 01/15/32 |  | 7910 | 5767328 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 02/01/40 | 800 | $794736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 03/15/42 | 400 | 318579 |
|  Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.650%, 04/01/29 | 400 | 400532 |
|  Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 09/15/41 | 3000 | 2524445 |
|  Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 04/01/28 | 2900 | 2559838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 06/15/30 | 13700 | 10233042 |
|  Spirit Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 02/15/32 | 14491 | 10243457 |
|  Stanley Black & Decker, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 03/15/30 | 3000 | 2405843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 09/01/40 | 400 | 359073 |
|  State Street Corp. |  |  |
|  # 3.550%, 08/18/25 | 2254 | 2166337 |
|  Steel Dynamics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/15/31 | 20925 | 16998444 |
|  Stellantis Finance US, Inc. |  |  |
|  W 2.691%, 09/15/31 | 11500 | 8191556 |
|  Stryker Corp. |  |  |
|  # 3.650%, 03/07/28 | 24856 | 23112838 |
|  Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.161%, 08/15/40 | 2000 | 1366979 |
|  Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 07/15/27 | 2508 | 2264403 |
|  Tanger Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 09/01/31 | 10000 | 6835853 |
|  Tapestry, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 03/15/32 | 16062 | 11817416 |
|  Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 02/01/33 | 3000 | 2504430 |
|  Target Corp. |  |  |
|  # 2.500%, 04/15/26 | 1721 | 1590655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/01/42 | 2700 | 2224832 |
|  TCI Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 02/15/26 | 1120 | 1206850 |
|  Texas Instruments, Inc. |  |  |
|  # 2.900%, 11/03/27 | 2700 | 2463676 |
|  Textron, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 03/15/31 | 15590 | 11948615 |
|  Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 10/15/41 | 2700 | 1864859 |
|  Travelers Cos., Inc. |  |  |
|  # 6.250%, 06/15/37 | 935 | 971456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.350%, 11/01/40 | 1200 | 1124924 |
|  Travelers Property Casualty Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/15/33 | 800 | 849932 |
|  Truist Financial Corp. |  |  |
|  # 3.700%, 06/05/25 | 7945 | 7617240 |
|  TWDC Enterprises 18 Corp. |  |  |
|  # 7.000%, 03/01/32 | 1340 | 1470322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 08/16/41 | 10000 | 8446462 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
|  Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/15/25 | 9515 | $9177129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.891%, 04/06/36 | 22950 | 17343632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 09/15/37 | 1000 | 803646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 08/15/39 | 400 | 311022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 05/20/41 | 15400 | 11282761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 02/14/42 | 5150 | 3846627 |
|  United Parcel Service, Inc. |  |  |
|  # 4.875%, 11/15/40 | 1020 | 939253 |
|  UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/15/23 | 6672 | 6636618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 05/15/31 | 750 | 601079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 05/15/32 | 20000 | 18410064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.800%, 03/15/36 | 400 | 404108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 11/15/37 | 400 | 432657 |
|  # 6.875%, 02/15/38 | 1550 | 1692561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 08/15/39 | 16638 | 12782205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 05/15/40 | 11200 | 7679297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 10/15/40 | 2400 | 2341032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 02/15/41 | 1000 | 1000353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 05/15/41 | 28172 | 19972053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/15/41 | 1200 | 1042054 |
|  Unum Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 11/05/25 | 1977 | 1884554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/15/29 | 10963 | 9576361 |
|  Utah Acquisition Sub, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 06/15/26 | 17367 | 15817118 |
|  Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 04/15/32 | 580 | 628261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/15/37 | 11550 | 11567992 |
|  Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 01/15/30 | 1100 | 896584 |
|  VeriSign, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 06/15/31 | 5106 | 3960080 |
|  Verizon Communications, Inc. |  |  |
|  # 4.329%, 09/21/28 | 1600 | 1499947 |
|  # 4.016%, 12/03/29 | 17153 | 15459911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.355%, 03/15/32 | 2733 | 2070318 |
|  VF Corp. |  |  |
|  # 2.800%, 04/23/27 | 200 | 177525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 04/23/30 | 6516 | 5256653 |
|  Viatris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 06/22/30 | 1000 | 747953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 06/22/40 | 10000 | 6231744 |
|  Visa, Inc. |  |  |
|  # 2.050%, 04/15/30 | 85659 | 70577975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 04/15/40 | 5000 | 3548416 |
|  VMware, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 08/21/27 | 224 | 205062 |
|  Vornado Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 06/01/31 | 21000 | 15583287 |
|  Walgreens Boots Alliance, Inc. |  |  |
|  # 3.200%, 04/15/30 | 23552 | 19728936 |
|  Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 09/15/24 | 3814 | 3725150 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  UNITED STATES — (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/13/26 | 3400 | $3075564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/13/31 | 24750 | 20503245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.200%, 12/15/34 | 1700 | 1773733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/23/40 | 6500 | 5720795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 05/13/40 | 27491 | 20994182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.150%, 02/15/41 | 400 | 410564 |
|  Waste Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/15/31 | 12700 | 9643926 |
|  WEC Energy Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 06/15/25 | 1757 | 1673077 |
|  Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/19/25 | 5264 | 4971661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 04/22/26 | 7473 | 6838866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/23/26 | 290 | 262427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 01/24/29 | 1200 | 1092149 |
|  Welltower, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/15/29 | 1550 | 1377316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 01/15/31 | 17596 | 13608641 |
|  Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 06/15/30 | 11785 | 9832532 |
|  WestRock MWV LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.200%, 01/15/30 | 19367 | 21277909 |
|  Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 03/15/32 | 1213 | 1290680 |
|  Whirlpool Corp. |  |  |
|  # 3.700%, 05/01/25 | 15463 | 14893710 |
|  # 4.750%, 02/26/29 | 700 | 650954 |
|  Williams Cos., Inc. |  |  |
|  # 4.000%, 09/15/25 | 9758 | 9359052 |
|  # 3.500%, 11/15/30 | 14800 | 12466401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 03/15/32 | 1000 | 1149697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.300%, 04/15/40 | 20000 | 19269429 |
|  WP Carey, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 02/01/31 | 2300 | 1727130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 02/01/32 | 9800 | 7192471 |
|  WRKCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 06/01/32 | 1800 | 1550040 |
|  # 3.000%, 06/15/33 | 19705 | 14959362 |
|  Zoetis, Inc. |  |  |
|  # 3.000%, 09/12/27 | 25475 | 22823396 |
|  TOTAL UNITED STATES |  | 4563636389 |
|  TOTAL BONDS |  | 5840443134 |
|  U.S. TREASURY OBLIGATIONS — (22.4%) |  |  |
|  U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 08/15/26 | 38863 | 42046534 |
|  # 6.625%, 02/15/27 | 34651 | 37655674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 05/15/40 | 75000 | 44768555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 08/15/41 | 195000 | 127267969 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
|  U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/31/23 | 35000 | $33840625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/30/23 | 100000 | 95683594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/15/23 | 65000 | 61828711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/31/23 | 69000 | 65956992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 04/15/24 | 20000 | 18802344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 06/15/24 | 82000 | 76436172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 11/15/25 | 39895 | 37418705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 05/15/26 | 65000 | 59139844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 08/15/26 | 78788 | 70902415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 09/30/26 | 50000 | 45177735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/15/26 | 70000 | 63929688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 11/30/26 | 39750 | 35759473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 01/31/27 | 59500 | 53024727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 02/15/27 | 60000 | 55143750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/15/27 | 91200 | 83978812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 06/30/27 | 45000 | 37868555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 08/15/27 | 60000 | 54759375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 10/31/27 | 65000 | 54066797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 11/15/27 | 39018 | 35456356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 11/30/27 | 35000 | 29230469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 12/31/27 | 115000 | 95777930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/15/28 | 47000 | 43620039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 02/29/28 | 115000 | 97875781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/31/28 | 85000 | 72661719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 04/30/28 | 80000 | 68240625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/28 | 69000 | 64226601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 08/15/28 | 90000 | 83591015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 11/15/28 | 75000 | 70488281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 02/15/29 | 25000 | 22769531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 08/15/29 | 15000 | 12784570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 05/15/30 | 85000 | 66047656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 08/15/30 | 120000 | 92690626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 11/15/30 | 94000 | 73922188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 05/15/31 | 96000 | 79335000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 08/15/31 | 115000 | 91402539 |
|  TOTAL U.S. TREASURY OBLIGATIONS |  | 2355577972 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $11,561,922,048) |  | 9860470892 |
|  | **Shares** |  |
|  SECURITIES LENDING COLLATERAL — (6.2%) |  |  |
|  @§ The DFA Short Term Investment Fund | 56411291 | 652170940 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $12,214,396,351) |  | $10512641832 |

---

------

**DFA INVESTMENT GRADE PORTFOLIO** 

**CONTINUED** 

As of October 31, 2022, DFA Investment Grade Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | <br>**Counterparty** |<br><br>**Settlement**<br>**Date** | **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)** |
|  USD | 12016357 | EUR | 12022545 | Bank of America Corp. | 12/28/22 | $77921 |
|  USD | 3221750 | GBP | 2764048 | HSBC Bank | 01/13/23 | 43752 |
|  USD | 8842844 | EUR | 8812438 | Bank of America Corp. | 01/23/23 | 73887 |
|  USD | 10928177 | EUR | 10890829 | HSBC Bank | 01/23/23 | 91084 |
|  USD | 9279989 | EUR | 9138485 | State Street Bank and Trust | 01/23/23 | 186593 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  | $**473237** |
|  USD | 260405 | GBP | 226507 | Bank of America Corp. | 01/13/23 | $(24) |
|  USD | 3097022 | GBP | 2740195 | Citibank, N.A. | 01/13/23 | (53551) |
|  USD | 1420512 | EUR | 1440257 | Citibank, N.A. | 01/23/23 | (12638) |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  |  | $**(66213)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  | $**407024** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Agency Obligations |  | $1664449786 |  | $1664449786 |
|  Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | 209051137 |  | 209051137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 27708043 |  | 27708043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada |  | 244921747 |  | 244921747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 1737147 |  | 1737147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 1890046 |  | 1890046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 57885141 |  | 57885141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 117133643 |  | 117133643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 6149917 |  | 6149917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 1391791 |  | 1391791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 15194243 |  | 15194243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 209842518 |  | 209842518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 26013559 |  | 26013559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 13029912 |  | 13029912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 71276002 |  | 71276002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations |  | 2103995 |  | 2103995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 1746500 |  | 1746500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 36156682 |  | 36156682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 233574722 |  | 233574722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 4563636389 |  | 4563636389 |
|  U.S. Treasury Obligations |  | 2355577972 |  | 2355577972 |
|  Securities Lending Collateral |  | 652170940 |  | 652170940 |
|  Forward Currency Contracts\*\* |  | 407024 |  | 407024 |
|  TOTAL |  | $10513048856 |  | $10513048856 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA DIVERSIFIED FIXED INCOME PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount±** | **Value†** |
|  | **(000)** | |
|  U.S. TREASURY OBLIGATIONS — (19.0%) |  |  |
|  Treasury Inflation Protected Security |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/15/23 | 73138 | $72985086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 01/15/24 | 101864 | 100192531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/15/24 | 17463 | 17025713 |
|  U.S. Treasury Inflation Indexed Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 04/15/24 | 96177 | 94164046 |
|  # 0.125%, 10/15/24 | 42193 | 40954006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 01/15/25 | 31618 | 31968479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 04/15/25 | 17142 | 16439191 |
|  TOTAL U.S. TREASURY OBLIGATIONS |  | 373729052 |
|  | **Shares** |  |
|  AFFILIATED INVESTMENT COMPANIES — (79.5%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment in DFA Intermediate Government Fixed Income Portfolio of DFA Investment Dimensions Group Inc. | 91238224 | 974424228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment in DFA Two-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group, Inc. | 61239353 | 585448215 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES |  | 1559872443 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $2,149,434,448) |  | 1933601495 |
|  TEMPORARY CASH INVESTMENTS — (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund 3.010% | 2137965 | 2137965 |
|  SECURITIES LENDING COLLATERAL — (1.4%) |  |  |
|  @§ The DFA Short Term Investment Fund | 2349439 | 27161865 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $2,178,736,628) |  | $1962901325 |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  U.S. Treasury Obligations |  | $373729052 |  | $373729052 |
|  Affiliated Investment Companies | $1559872443 |  |  | 1559872443 |
|  Temporary Cash Investments | 2137965 |  |  | 2137965 |
|  Securities Lending Collateral |  | 27161865 |  | 27161865 |
|  TOTAL | $1562010408 | $400890917 |  | $1962901325 |

---

See accompanying Notes to Financial Statements.

------

**DFA LTIP PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount±** | **Value†** |
|  | **(000)** | |
|  U.S. TREASURY OBLIGATIONS — (100.0%) |  |  |
|  Treasury Inflation Protected Security |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 02/15/49 | 84244 | $69328340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 02/15/50 | 77461 | 51470370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 02/15/51 | 135845 | 86836638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 02/15/52 | 135801 | 86995056 |
|  TOTAL U.S. TREASURY OBLIGATIONS<br>Cost ($431,566,200) |  | 294630404 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $431,566,200) |  | $294630404 |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  U.S. Treasury Obligations |  | $294630404 |  | $294630404 |
|  TOTAL |  | $294630404 |  | $294630404 |

---

See accompanying Notes to Financial Statements.

------

**DFA INFLATION-PROTECTED SECURITIES PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount±** | **Value†** |
|  | **(000)** | |
|  U.S. TREASURY OBLIGATIONS — (100.0%) |  |  |
|  Treasury Inflation Protected Security |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/15/23 | 0 | $125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 01/15/27 | 532123 | 502877076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 01/15/27 | 268029 | 274700549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 07/15/27 | 555134 | 524113207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 01/15/28 | 274482 | 258214404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/15/28 | 398251 | 399129509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 04/15/28 | 456879 | 500394497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 07/15/28 | 107371 | 102169073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/15/29 | 543667 | 517619789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 01/15/29 | 465575 | 486857256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 04/15/29 | 458053 | 516074398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 07/15/29 | 204362 | 186426705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/15/30 | 240592 | 215313787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/15/30 | 40431 | 36075673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/15/31 | 108086 | 95705589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/15/31 | 54147 | 47713484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/15/32 | 82270 | 71835102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 04/15/32 | 284495 | 325861148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 02/15/40 | 398754 | 416859295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 02/15/41 | 310813 | 324229261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 02/15/42 | 86508 | 71024567 |
|  TOTAL U.S. TREASURY OBLIGATIONS<br>Cost ($6568063230) |  | 5873194494 |
|  | **Shares** |  |
|  TEMPORARY CASH INVESTMENTS — (0.0%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund 3.010% | 1879163 | 1879163 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $6,569,942,393) |  | $5875073657 |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  U.S. Treasury Obligations |  | $5873194494 |  | $5873194494 |
|  Temporary Cash Investments | $1879163 |  |  | 1879163 |
|  TOTAL | $1879163 | $5873194494 |  | $5875073657 |

---

See accompanying Notes to Financial Statements.

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  BONDS — (86.2%) |  |  |  |
|  AUSTRALIA — (4.8%) |  |  |  |
|  APA Infrastructure Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 03/23/25 |  | 4000 | $3814172 |
|  W 4.200%, 03/23/25 |  | 2300 | 2193149 |
|  Australia Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/21/25 | AUD | 33650 | 19631479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 04/21/26 | AUD | 8000 | 5270912 |
|  Bank of New Zealand |  |  |  |
|  W 1.000%, 03/03/26 |  | 750 | 648949 |
|  Commonwealth Bank of Australia |  |  |  |
|  W 1.125%, 06/15/26 |  | 14375 | 12427816 |
|  Glencore Funding LLC |  |  |  |
|  W 4.625%, 04/29/24 |  | 9283 | 9124736 |
|  W 1.625%, 04/27/26 |  | 2300 | 1975512 |
|  W 4.000%, 03/27/27 |  | 3000 | 2758029 |
|  Macquarie Bank Ltd. |  |  |  |
|  #W 3.900%, 01/15/26 |  | 2631 | 2506848 |
|  New South Wales Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 05/20/26 | AUD | 14700 | 9445967 |
|  Queensland Treasury Corp. |  |  |  |
|  W 3.250%, 07/21/26 | AUD | 1500 | 938810 |
|  South Australian Government Financing Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 07/20/26 | AUD | 2000 | 1239300 |
|  Stockland Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 04/27/26 | EUR | 750 | 652034 |
|  Telstra Corp. Ltd. |  |  |  |
|  # 3.125%, 04/07/25 |  | 192 | 183212 |
|  Treasury Corp. of Victoria |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/20/25 | AUD | 15950 | 9245027 |
|  Westpac Banking Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 05/13/26 |  | 8700 | 8047970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.150%, 06/03/26 |  | 9800 | 8501509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 06/04/26 | AUD | 500 | 311674 |
|  Westpac Securities NZ Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.099%, 03/24/26 | EUR | 1750 | 1574459 |
|  TOTAL AUSTRALIA |  |  | 100491564 |
|  AUSTRIA — (0.1%) |  |  |  |
|  Erste Group Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 04/07/26 | EUR | 600 | 549166 |
|  HYPO NOE Landesbank fuer Niederoesterreich und Wien AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 04/14/25 | EUR | 1600 | 1492570 |
|  TOTAL AUSTRIA |  |  | 2041736 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  BELGIUM — (0.2%) |  |  |  |
|  Belfius Bank SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 10/15/25 | EUR | 2500 | $2236429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 08/28/26 | EUR | 500 | 432494 |
|  Solvay Finance America LLC |  |  |  |
|  W 4.450%, 12/03/25 |  | 2000 | 1904443 |
|  TOTAL BELGIUM |  |  | 4573366 |
|  CANADA — (6.2%) |  |  |  |
|  Bank of Montreal |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 07/09/24 |  | 3150 | 2911231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.280%, 07/29/24 | CAD | 5750 | 4021223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 09/15/26 |  | 2000 | 1698778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 06/15/27 | EUR | 300 | 277767 |
|  Bank of Nova Scotia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 09/04/26 | EUR | 1000 | 850687 |
|  Bank of Nova Scotia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 12/23/22 | GBP | 3500 | 3998345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 08/03/26 |  | 2000 | 1800954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 09/15/26 |  | 9182 | 7819567 |
|  Canada Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 05/19/26 |  | 4000 | 3511869 |
|  Canadian Imperial Bank of Commerce |  |  |  |
|  # 0.950%, 10/23/25 |  | 6000 | 5259820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 06/22/26 |  | 12500 | 10685014 |
|  Canadian Natural Resources Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 01/15/23 |  | 1568 | 1561824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 02/01/25 |  | 559 | 539057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 07/15/25 |  | 555 | 506972 |
|  CPPIB Capital, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/04/25 |  | 5000 | 4617892 |
|  W 0.875%, 09/09/26 |  | 25000 | 21584346 |
|  Enbridge Pipelines, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 08/10/26 | CAD | 3000 | 2040841 |
|  National Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.534%, 06/15/26 | CAD | 3880 | 2510017 |
|  Province of British Columbia Canada |  |  |  |
|  # 0.900%, 07/20/26 |  | 17100 | 14912315 |
|  Province of Ontario Canada |  |  |  |
|  # 0.625%, 01/21/26 |  | 1900 | 1665609 |
|  PSP Capital, Inc. |  |  |  |
|  W 1.000%, 06/29/26 |  | 4469 | 3893421 |
|  Royal Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.352%, 07/02/24 | CAD | 6500 | 4561761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/20/26 |  | 2000 | 1726881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 04/27/26 |  | 10000 | 8627277 |
|  Thomson Reuters Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.239%, 05/14/25 | CAD | 750 | 513624 |
|  Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 01/06/26 |  | 7500 | 6470726 |

---

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  CANADA — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 06/03/26 |  | 6300 | $5428357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.551%, 08/03/27 | EUR | 2000 | 1837261 |
|  Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.005%, 05/30/23 | CAD | 5000 | 3631703 |
|  TOTAL CANADA |  |  | 129465139 |
|  DENMARK — (0.1%) |  |  |  |
|  Danske Bank AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 05/26/25 | EUR | 660 | 605649 |
|  Kommunekredit |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 01/28/26 |  | 1425 | 1248616 |
|  TOTAL DENMARK |  |  | 1854265 |
|  FINLAND — (0.4%) |  |  |  |
|  Nordea Bank Abp |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 09/30/26 |  | 2447 | 2061327 |
|  W 1.500%, 09/30/26 |  | 1500 | 1263584 |
|  OP Corporate Bank PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 06/19/24 | EUR | 1200 | 1120590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/24/26 | EUR | 1624 | 1403163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 09/04/26 | GBP | 2487 | 2410536 |
|  TOTAL FINLAND |  |  | 8259200 |
|  FRANCE — (4.1%) |  |  |  |
|  Airbus SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 04/07/25 | EUR | 500 | 475872 |
|  Banque Federative du Credit Mutuel SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 03/07/25 | EUR | 8700 | 7911670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/23/25 | EUR | 600 | 555416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 07/16/26 | GBP | 1000 | 983525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 05/26/27 | EUR | 1000 | 884393 |
|  BNP Paribas SA |  |  |  |
|  # 3.375%, 01/09/25 |  | 5000 | 4726625 |
|  BPCE SA |  |  |  |
|  W 2.375%, 01/14/25 |  | 7200 | 6605455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 01/14/25 |  | 5500 | 5045834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/15/26 | EUR | 3000 | 2673961 |
|  W 1.000%, 01/20/26 |  | 2600 | 2231706 |
|  Credit Agricole SA |  |  |  |
|  W 3.250%, 10/04/24 |  | 8000 | 7598782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 02/05/26 | EUR | 700 | 675843 |
|  # 4.125%, 01/10/27 |  | 1000 | 911641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 05/03/27 | EUR | 1200 | 1074522 |
|  EssilorLuxottica SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 05/27/25 | EUR | 300 | 276323 |
|  LVMH Moet Hennessy Louis Vuitton SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/11/26 | EUR | 1600 | 1442203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 02/11/27 | GBP | 700 | 685717 |
|  PSA Banque France SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/22/25 | EUR | 3700 | 3364177 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  FRANCE — (Continued) |  |  |  |
|  Societe Generale SA |  |  |  |
|  W 4.250%, 09/14/23 |  | 5000 | $4923395 |
|  W 2.625%, 10/16/24 |  | 1700 | 1585616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 01/22/25 |  | 5000 | 4585550 |
|  W 2.625%, 01/22/25 |  | 4420 | 4053626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 02/24/26 | EUR | 2300 | 2025902 |
|  TotalEnergies Capital International SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 07/12/23 | EUR | 1500 | 1460996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 07/07/25 | GBP | 500 | 529961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 11/19/25 | EUR | 1500 | 1467148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.660%, 07/22/26 | GBP | 100 | 101738 |
|  Vinci SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/15/27 | GBP | 400 | 407406 |
|  WEA Finance LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 01/15/27 |  | 14903 | 12401512 |
|  #W 2.875%, 01/15/27 |  | 3000 | 2496446 |
|  TOTAL FRANCE |  |  | 84162961 |
|  GERMANY — (4.1%) |  |  |  |
|  Bayer U.S. Finance II LLC |  |  |  |
|  W 3.375%, 07/15/24 |  | 5000 | 4830137 |
|  W 4.250%, 12/15/25 |  | 7700 | 7362081 |
|  BMW Finance NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 10/06/23 | EUR | 2200 | 2136711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 02/22/25 | EUR | 580 | 543120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/11/26 | EUR | 580 | 522745 |
|  BMW U.S. Capital LLC |  |  |  |
|  #W 3.450%, 04/12/23 |  | 2000 | 1985240 |
|  #W 3.450%, 04/01/27 |  | 10000 | 9227335 |
|  Daimler Trucks Finance North America LLC |  |  |  |
|  W 3.650%, 04/07/27 |  | 5000 | 4518505 |
|  Deutsche Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.686%, 03/19/26 |  | 3110 | 2668257 |
|  HOWOGE Wohnungs-baugesellschaftm bH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/01/24 | EUR | 3500 | 3191441 |
|  Kreditanstalt fuer Wiederaufbau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 04/03/24 | NOK | 86330 | 8074927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 01/22/26 |  | 7700 | 6806273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 09/11/26 | AUD | 600 | 369269 |
|  Landeskreditbank Baden-Wuerttemberg Foerderbank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 08/07/25 | AUD | 4200 | 2675526 |
|  Landwirtschaftliche Rentenbank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/06/26 | AUD | 2000 | 1298673 |
|  Mercedes-Benz Finance North America LLC |  |  |  |
|  W 3.300%, 05/19/25 |  | 2231 | 2110290 |
|  W 1.450%, 03/02/26 |  | 11333 | 9927810 |

---

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  GERMANY — (Continued) |  |  |  |
|  Mercedes-Benz International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 04/07/25 | EUR | 998 | $979419 |
|  Merck Financial Services GmbH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/16/25 | EUR | 400 | 367291 |
|  NRW Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 03/31/26 | AUD | 580 | 330520 |
|  Siemens Financieringsmaatschappij NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 09/05/24 | EUR | 580 | 545509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 02/20/25 | GBP | 500 | 528357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/10/25 | EUR | 300 | 291510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 03/11/26 |  | 4000 | 3488560 |
|  W 2.350%, 10/15/26 |  | 3500 | 3124751 |
|  Volkswagen Group of America Finance LLC |  |  |  |
|  W 2.850%, 09/26/24 |  | 500 | 474560 |
|  W 3.350%, 05/13/25 |  | 1000 | 941485 |
|  W 4.350%, 06/08/27 |  | 5000 | 4635961 |
|  TOTAL GERMANY |  |  | 83956263 |
|  IRELAND — (0.7%) |  |  |  |
|  AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 01/15/25 |  | 3000 | 2815001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/30/26 |  | 12800 | 10899665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 04/03/26 |  | 150 | 138691 |
|  GAS Networks Ireland |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/04/24 | EUR | 800 | 737032 |
|  TOTAL IRELAND |  |  | 14590389 |
|  ITALY — (0.8%) |  |  |  |
|  Intesa Sanpaolo SpA |  |  |  |
|  W 3.250%, 09/23/24 |  | 5900 | 5507422 |
|  Republic of Italy Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 09/27/23 |  | 5500 | 5540645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 10/17/24 |  | 3961 | 3691660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 02/17/26 |  | 2686 | 2286833 |
|  TOTAL ITALY |  |  | 17026560 |
|  JAPAN — (6.1%) |  |  |  |
|  7-Eleven, Inc. |  |  |  |
|  W 0.950%, 02/10/26 |  | 17500 | 15050883 |
|  American Honda Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.550%, 03/17/23 | EUR | 3000 | 2947109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 10/18/24 | EUR | 440 | 425345 |
|  Development Bank of Japan, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 10/10/25 | EUR | 900 | 835529 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  JAPAN — (Continued) |  |  |  |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.407%, 03/07/24 |  | 1000 | $972659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.339%, 07/19/24 | EUR | 5800 | 5392523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.193%, 02/25/25 |  | 8500 | 7840655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.412%, 07/17/25 |  | 2500 | 2231625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.757%, 09/13/26 |  | 786 | 700751 |
|  Mizuho Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.214%, 10/07/25 | EUR | 250 | 223191 |
|  W 3.477%, 04/12/26 |  | 950 | 873226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.184%, 04/13/26 | EUR | 4000 | 3446960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.631%, 04/08/27 | EUR | 9574 | 8466266 |
|  Nissan Motor Acceptance Co. LLC |  |  |  |
|  W 2.000%, 03/09/26 |  | 5700 | 4644655 |
|  Nomura Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.648%, 01/16/25 |  | 600 | 561624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.851%, 07/16/25 |  | 6215 | 5587744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.653%, 07/14/26 |  | 5528 | 4696356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.329%, 01/22/27 |  | 2000 | 1706189 |
|  NTT Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 03/03/25 | EUR | 800 | 735786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.082%, 12/13/25 | EUR | 300 | 269543 |
|  W 1.162%, 04/03/26 |  | 12437 | 10777704 |
|  Shire Acquisitions Investments Ireland DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 09/23/23 |  | 1988 | 1943315 |
|  Sumitomo Mitsui Financial Group, Inc. |  |  |  |
|  # 3.102%, 01/17/23 |  | 3750 | 3737439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.696%, 07/16/24 |  | 6500 | 6190337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.934%, 10/11/24 | EUR | 800 | 752117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.948%, 01/12/26 |  | 3500 | 3007969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.546%, 06/15/26 | EUR | 6080 | 5493925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.632%, 07/14/26 |  | 3000 | 2687528 |
|  Sumitomo Mitsui Trust Bank Ltd. |  |  |  |
|  W 2.550%, 03/10/25 |  | 3200 | 2981820 |
|  # 2.800%, 03/10/27 |  | 11500 | 10289293 |
|  Toyota Credit Canada, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 01/25/23 | CAD | 4000 | 2923654 |
|  Toyota Finance Australia Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.004%, 10/21/24 | EUR | 970 | 941401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.064%, 01/13/25 | EUR | 1950 | 1798454 |
|  Toyota Motor Credit Corp. |  |  |  |
|  # 1.125%, 06/18/26 |  | 360 | 312822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 11/19/26 | GBP | 1049 | 1017535 |
|  Toyota Motor Finance Netherlands BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 09/26/23 | EUR | 1500 | 1454728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/27/25 | EUR | 800 | 715943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/19/25 | GBP | 1500 | 1529092 |
|  TOTAL JAPAN |  |  | 126163695 |

---

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  LUXEMBOURG — (0.1%) |  |  |  |
|  Prologis International Funding II SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.876%, 04/17/25 | EUR | 2650 | $2480193 |
|  NETHERLANDS — (0.9 |  |  |  |
|  BNG Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 07/15/25 | AUD | 1500 | 932139 |
|  Cooperatieve Rabobank UA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 01/10/23 | GBP | 350 | 401713 |
|  W 2.625%, 07/22/24 |  | 1000 | 952474 |
|  Enexis Holding NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 04/28/26 | EUR | 600 | 550211 |
|  ING Groep NV |  |  |  |
|  W 4.625%, 01/06/26 |  | 8525 | 8111259 |
|  LeasePlan Corp. NV |  |  |  |
|  W 2.875%, 10/24/24 |  | 1000 | 929116 |
|  Royal Schiphol Group NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/05/26 | EUR | 700 | 645910 |
|  Shell International Finance BV |  |  |  |
|  # 3.250%, 05/11/25 |  | 4000 | 3841388 |
|  TenneT Holding BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 11/17/26 | EUR | 2500 | 2305340 |
|  TOTAL NETHERLANDS |  |  | 18669550 |
|  NEW ZEALAND — (0.8%) |  |  |  |
|  New Zealand Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/15/24 | NZD | 31000 | 17010487 |
|  NORWAY — (1.5%) |  |  |  |
|  Aker BP ASA |  |  |  |
|  W 2.875%, 01/15/26 |  | 3000 | 2713981 |
|  Equinor ASA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/22/26 |  | 6500 | 5848291 |
|  Kommunalbanken AS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 07/16/25 | AUD | 90 | 57483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 01/13/26 |  | 2500 | 2192625 |
|  Norway Government Bond |  |  |  |
|  W 3.000%, 03/14/24 | NOK | 214700 | 20511418 |
|  TOTAL NORWAY |  |  | 31323798 |
|  SPAIN — (1.7%) |  |  |  |
|  Banco Bilbao Vizcaya Argentaria SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 11/26/25 | EUR | 8300 | 7747810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 11/15/26 | EUR | 700 | 602965 |
|  Banco Santander SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.848%, 04/12/23 |  | 2000 | 1981832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.746%, 05/28/25 |  | 2000 | 1814105 |
|  # 1.849%, 03/25/26 |  | 1000 | 853390 |
|  Santander Holdings USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 01/18/23 |  | 3650 | 3633779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/07/24 |  | 1550 | 1486373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 07/17/25 |  | 1000 | 955908 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  SPAIN — (Continued) |  |  |  |
|  # 3.244%, 10/05/26 |  | 6000 | $5314411 |
|  Telefonica Emisiones SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.103%, 03/08/27 |  | 12200 | 11169834 |
|  TOTAL SPAIN |  |  | 35560407 |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS — (5.7%) |  |  |  |
|  African Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 03/23/26 |  | 10500 | 9279367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 07/22/26 |  | 22400 | 19579930 |
|  Asian Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 01/28/25 | NZD | 667 | 358874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.800%, 11/06/25 | AUD | 15650 | 9060470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 02/04/26 |  | 9102 | 7990319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 04/14/26 |  | 2000 | 1775856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/05/26 | AUD | 10700 | 6016138 |
|  Asian Infrastructure Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/06/26 | AUD | 17500 | 9923903 |
|  European Bank for Reconstruction & Development |  |  |  |
|  # 0.500%, 01/28/26 |  | 20000 | 17546631 |
|  European Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 01/26/24 | NOK | 50000 | 4687610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 03/26/26 |  | 3000 | 2615908 |
|  Inter-American Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 10/30/25 | AUD | 1000 | 614183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 04/20/26 |  | 3650 | 3224659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 06/11/26 | AUD | 21500 | 13701417 |
|  International Bank for Reconstruction & Development |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/18/26 | AUD | 1572 | 880917 |
|  International Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 09/10/25 | NZD | 2000 | 1017340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 07/22/26 | AUD | 2500 | 1541442 |
|  Nordic Investment Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 04/10/24 | NOK | 75000 | 7037028 |
|  # 0.500%, 01/21/26 |  | 2000 | 1770849 |
|  TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS SWEDEN — (1.6%) |  |  | 118622841 |
|  Kommuninvest I Sverige AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 11/13/23 | SEK | 10000 | 889159 |
|  SBAB Bank AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 12/10/25 | EUR | 2200 | 2076943 |
|  Skandinaviska Enskilda Banken AB |  |  |  |
|  #W 1.200%, 09/09/26 |  | 5250 | 4487441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 11/11/26 | EUR | 1900 | 1755731 |

---

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  SWEDEN — (Continued) |  |  |  |
|  Svenska Handelsbanken AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 12/05/22 | GBP | 2000 | $2290269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 04/15/25 | EUR | 660 | 619372 |
|  Swedbank AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/07/22 | EUR | 4400 | 4347516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 12/28/22 | GBP | 5000 | 5710282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.400%, 08/29/23 | EUR | 250 | 241832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 10/09/24 | EUR | 1200 | 1111496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 05/05/25 | EUR | 750 | 693790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/02/26 | EUR | 2200 | 1901573 |
|  Volvo Treasury AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 02/14/25 | EUR | 1141 | 1061764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 09/18/25 | EUR | 1780 | 1673388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 02/20/26 | EUR | 1500 | 1444094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 08/19/27 | EUR | 2918 | 2682256 |
|  TOTAL SWEDEN |  |  | 32986906 |
|  SWITZERLAND — (1.0%) |  |  |  |
|  Credit Suisse AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 04/09/25 |  | 3000 | 2684986 |
|  Credit Suisse Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 04/17/26 |  | 3950 | 3464881 |
|  UBS AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.010%, 03/31/26 | EUR | 4410 | 3840909 |
|  #W 1.250%, 06/01/26 |  | 4000 | 3401396 |
|  UBS Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 09/24/25 |  | 3000 | 2840317 |
|  # 4.125%, 04/15/26 |  | 5000 | 4661520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 09/01/26 | EUR | 580 | 512317 |
|  TOTAL SWITZERLAND |  |  | 21406326 |
|  UNITED KINGDOM — (5.4%) |  |  |  |
|  AstraZeneca PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.700%, 04/08/26 |  | 4000 | 3448607 |
|  Barclays PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/12/26 |  | 11400 | 10583286 |
|  BAT Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.222%, 08/15/24 |  | 1500 | 1433637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.215%, 09/06/26 |  | 6900 | 6132139 |
|  BAT International Finance PLC |  |  |  |
|  #W 3.950%, 06/15/25 |  | 2000 | 1901725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.668%, 03/25/26 |  | 6000 | 5153101 |
|  BP Capital Markets America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.119%, 05/04/26 |  | 1244 | 1159881 |
|  # 3.588%, 04/14/27 |  | 2150 | 2002143 |
|  BP Capital Markets PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.972%, 02/27/26 | EUR | 2662 | 2571559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.213%, 09/25/26 | EUR | 3000 | 2817413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.573%, 02/16/27 | EUR | 338 | 306597 |
|  CNH Industrial Capital LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 01/15/24 |  | 210 | 206404 |
|  Diageo Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 09/23/24 | EUR | 1200 | 1156217 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED KINGDOM — (Continued) |  |  |  |
|  Experian Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.739%, 10/29/25 | GBP | 750 | $757644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 06/25/26 | EUR | 2547 | 2341788 |
|  HSBC Holdings PLC |  |  |  |
|  # 3.600%, 05/25/23 |  | 775 | 766934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 03/08/26 |  | 500 | 470517 |
|  # 3.900%, 05/25/26 |  | 9500 | 8674563 |
|  Linde, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 02/12/24 | EUR | 6625 | 6406398 |
|  Lloyds Bank Corporate Markets PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 01/28/25 | EUR | 855 | 781967 |
|  Lloyds Bank PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 01/13/25 | EUR | 800 | 752104 |
|  Lloyds Banking Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 05/08/25 |  | 5000 | 4792261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 01/11/27 |  | 3570 | 3203888 |
|  Lseg Netherlands BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 04/06/25 | EUR | 1980 | 1798513 |
|  LSEGA Financing PLC |  |  |  |
|  W 1.375%, 04/06/26 |  | 4064 | 3530406 |
|  Mead Johnson Nutrition Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/15/25 |  | 5873 | 5664441 |
|  Motability Operations Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 03/14/25 | EUR | 1000 | 927071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 01/03/26 | EUR | 1200 | 1067884 |
|  Nationwide Building Society |  |  |  |
|  W 3.900%, 07/21/25 |  | 1000 | 945664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 07/22/25 | EUR | 4150 | 3742124 |
|  W 1.500%, 10/13/26 |  | 10021 | 8400181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 10/13/26 |  | 1500 | 1257387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 04/28/27 | EUR | 1280 | 1159977 |
|  NatWest Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 04/05/26 |  | 8282 | 7805188 |
|  NatWest Markets PLC |  |  |  |
|  W 0.800%, 08/12/24 |  | 700 | 639455 |
|  Reckitt Benckiser Treasury Services Nederland BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/19/26 | EUR | 600 | 538423 |
|  Reynolds American, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 06/12/25 |  | 1500 | 1447715 |
|  Sky Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 11/17/25 | EUR | 1080 | 1032167 |
|  Standard Chartered PLC |  |  |  |
|  #W 3.200%, 04/17/25 |  | 2000 | 1867916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 04/12/26 |  | 1800 | 1675800 |
|  Unilever Finance Netherlands BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 02/28/26 | EUR | 930 | 854688 |
|  TOTAL UNITED KINGDOM |  |  | 112175773 |
|  UNITED STATES — (39.9%) |  |  |  |
|  AbbVie, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 11/06/22 |  | 1000 | 999640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 05/14/25 |  | 800 | 767664 |

---

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  AES Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 01/15/26 |  | 3000 | $2590960 |
|  Aflac, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/15/26 |  | 603 | 527568 |
|  Ally Financial, Inc. |  |  |  |
|  # 5.800%, 05/01/25 |  | 10000 | 10000700 |
|  American Express Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 03/04/27 |  | 3000 | 2635886 |
|  American Tower Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/01/25 |  | 700 | 669535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.600%, 04/15/26 |  | 7500 | 6475558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 10/15/26 |  | 3000 | 2714691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 01/15/27 |  | 6600 | 5880746 |
|  Ameriprise Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 09/15/26 |  | 1000 | 917812 |
|  AmerisourceBergen Corp. |  |  |  |
|  # 3.400%, 05/15/24 |  | 4000 | 3891334 |
|  Amgen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 02/25/26 | EUR | 600 | 569765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 08/19/26 |  | 7480 | 6831714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 12/07/26 | GBP | 500 | 578853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 02/21/27 |  | 10000 | 8877822 |
|  Aon Global Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/14/24 |  | 200 | 194425 |
|  Ares Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/15/26 |  | 8650 | 7755083 |
|  Arizona Public Service Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 05/15/25 |  | 3842 | 3627614 |
|  Arrow Electronics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 09/08/24 |  | 1400 | 1335770 |
|  Autodesk, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 12/15/22 |  | 1000 | 998966 |
|  Avnet, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/15/26 |  | 5000 | 4741561 |
|  Baltimore Gas & Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 07/01/23 |  | 610 | 602907 |
|  Bank of America Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 01/11/23 |  | 500 | 498981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 03/26/25 | EUR | 750 | 705899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/19/26 |  | 4000 | 3734816 |
|  Berkshire Hathaway, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 03/16/23 | EUR | 600 | 590408 |
|  Boardwalk Pipelines LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 06/01/26 |  | 1600 | 1602465 |
|  Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 10/30/25 |  | 7882 | 7197052 |
|  Boeing Co. |  |  |  |
|  # 2.800%, 03/01/23 |  | 3300 | 3273207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 05/01/26 |  | 4500 | 4063353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 06/15/26 |  | 154 | 134770 |
|  Booking Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 03/15/23 |  | 4500 | 4470871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.100%, 03/08/25 | EUR | 1470 | 1344638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/15/25 |  | 1697 | 1636417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 03/03/27 | EUR | 2100 | 1904940 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Brown & Brown, Inc. |  |  |  |
|  # 4.200%, 09/15/24 |  | 10428 | $10151449 |
|  Bunge Ltd. Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.630%, 08/17/25 |  | 400 | 358071 |
|  Campbell Soup Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/15/23 |  | 3143 | 3127152 |
|  Capital One Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 01/30/23 |  | 6000 | 5972499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 02/05/25 |  | 1900 | 1796236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 04/30/25 |  | 1500 | 1444077 |
|  # 3.750%, 03/09/27 |  | 5000 | 4558427 |
|  Cargill, Inc. |  |  |  |
|  W 0.750%, 02/02/26 |  | 900 | 779813 |
|  Caterpillar Financial Services Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 03/01/23 |  | 500 | 496800 |
|  Celanese U.S. Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 08/05/26 |  | 15673 | 12635945 |
|  CenterPoint Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 06/01/26 |  | 500 | 434707 |
|  Chubb INA Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.300%, 12/15/24 | EUR | 2350 | 2166007 |
|  Cigna Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 07/15/23 |  | 1084 | 1072816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 03/15/26 |  | 11000 | 9601334 |
|  Citigroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 10/25/23 |  | 530 | 523386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 01/12/26 |  | 2000 | 1880195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 05/01/26 |  | 6000 | 5557954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 09/10/26 | EUR | 800 | 728016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 10/21/26 |  | 4000 | 3642639 |
|  Citizens Bank NA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 03/29/23 |  | 8178 | 8134084 |
|  CNA Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 05/15/24 |  | 3000 | 2928181 |
|  CNO Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/30/25 |  | 5600 | 5495364 |
|  Comcast Cable Communications Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.455%, 11/15/22 |  | 1159 | 1160982 |
|  Comcast Corp. |  |  |  |
|  # 3.375%, 08/15/25 |  | 15000 | 14339762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 09/14/26 | EUR | 1850 | 1602190 |
|  Conagra Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 01/25/23 |  | 1083 | 1078073 |
|  Constellation Energy Generation LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/01/25 |  | 9272 | 8791347 |
|  Cox Communications, Inc. |  |  |  |
|  W 3.350%, 09/15/26 |  | 3000 | 2752576 |
|  Crown Castle, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 07/15/26 |  | 4000 | 3366401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 03/15/27 |  | 10000 | 8818002 |

---

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Discover Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 07/27/26 |  | 7000 | $6267879 |
|  Discover Financial Services |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 11/06/24 |  | 3022 | 2912460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/04/25 |  | 250 | 236217 |
|  # 4.500%, 01/30/26 |  | 3838 | 3598018 |
|  Discovery Communications LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 03/15/25 |  | 200 | 187931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 03/11/26 |  | 4000 | 3795812 |
|  Dominion Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 03/15/25 |  | 1400 | 1339149 |
|  Duke Energy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 09/01/26 |  | 2900 | 2622299 |
|  DXC Technology Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 09/15/26 |  | 15069 | 12943054 |
|  Eaton Capital UnLtd Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.128%, 03/08/26 | EUR | 1800 | 1583091 |
|  eBay, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 01/30/23 |  | 417 | 414746 |
|  Edison International |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 03/15/23 |  | 2998 | 2974354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 11/15/24 |  | 1000 | 958821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 04/15/25 |  | 8017 | 7884331 |
|  Elevance Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/15/26 |  | 3000 | 2649365 |
|  Emerson Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 10/15/25 | EUR | 800 | 740041 |
|  Energy Transfer LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 01/15/23 |  | 53 | 52831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 03/15/25 |  | 3241 | 3102799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 05/15/25 |  | 2000 | 1856560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 01/15/26 |  | 10000 | 9582499 |
|  Enterprise Products Operating LLC |  |  |  |
|  # 3.350%, 03/15/23 |  | 1200 | 1193390 |
|  # 3.700%, 02/15/26 |  | 357 | 338459 |
|  EOG Resources, Inc. |  |  |  |
|  # 4.150%, 01/15/26 |  | 2723 | 2641388 |
|  Equifax, Inc. |  |  |  |
|  # 3.950%, 06/15/23 |  | 5000 | 4956149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 12/01/24 |  | 5000 | 4721000 |
|  Equinix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 11/18/24 |  | 5000 | 4709500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 05/15/26 |  | 8900 | 7649764 |
|  ERAC USA Finance LLC |  |  |  |
|  W 3.850%, 11/15/24 |  | 1600 | 1542428 |
|  Expedia Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/15/26 |  | 4800 | 4638370 |
|  Exxon Mobil Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.043%, 03/01/26 |  | 2149 | 2023189 |
|  Fidelity & Guaranty Life Holdings, Inc. |  |  |  |
|  W 5.500%, 05/01/25 |  | 4000 | 3910045 |
|  Fidelity National Information Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.150%, 03/01/26 |  | 1600 | 1377952 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Fiserv, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 07/01/26 |  | 850 | $779874 |
|  Flex Ltd. |  |  |  |
|  # 5.000%, 02/15/23 |  | 8000 | 7998747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/01/26 |  | 7937 | 7347201 |
|  Fortune Brands Home & Security, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/15/25 |  | 1000 | 957641 |
|  Franklin Resources, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 03/30/25 |  | 1700 | 1616135 |
|  GATX Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 03/30/27 |  | 850 | 771342 |
|  General Dynamics Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/01/27 |  | 13000 | 12201210 |
|  General Motors Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 10/01/25 |  | 2200 | 2190754 |
|  General Motors Financial Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/05/23 |  | 500 | 498540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 06/20/25 |  | 6300 | 5796621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 01/08/26 |  | 7290 | 6218847 |
|  Gilead Sciences, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 03/01/26 |  | 12700 | 12024586 |
|  Global Payments, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 06/01/23 |  | 4480 | 4434179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 02/15/25 |  | 2500 | 2319652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 03/01/26 |  | 700 | 597219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 01/15/27 |  | 5000 | 4267095 |
|  Goldman Sachs Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 05/22/25 |  | 7300 | 6951359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/25/26 |  | 1800 | 1691246 |
|  Harley-Davidson Financial Services, Inc. |  |  |  |
|  W 3.350%, 02/15/23 |  | 500 | 497020 |
|  Hewlett Packard Enterprise Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 10/02/23 |  | 921 | 913664 |
|  # 1.750%, 04/01/26 |  | 3300 | 2920783 |
|  HP, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 06/17/25 |  | 5500 | 5056389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 06/17/26 |  | 415 | 354505 |
|  # 3.000%, 06/17/27 |  | 5000 | 4404053 |
|  International Business Machines Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/31/25 | EUR | 800 | 751386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 05/15/26 |  | 11000 | 10294523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 01/29/27 | EUR | 500 | 452741 |
|  Jabil, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.700%, 04/15/26 |  | 12174 | 10555649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 05/15/27 |  | 5000 | 4636558 |
|  Jefferies Group LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.450%, 06/08/27 |  | 5000 | 5029702 |
|  Jefferies Group LLC/Jefferies Group Capital Finance, Inc. |  |  |  |
|  # 4.850%, 01/15/27 |  | 2000 | 1877172 |
|  JM Smucker Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/25 |  | 1000 | 958840 |

---

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  John Deere Capital Corp. |  |  |  |
|  # 2.700%, 01/06/23 |  | 2000 | $1993166 |
|  JPMorgan Chase & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 04/01/26 |  | 1500 | 1399765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 06/15/26 |  | 9500 | 8794671 |
|  Kellogg Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 04/01/26 |  | 545 | 510467 |
|  Laboratory Corp. of America Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/01/23 |  | 5000 | 4945609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.550%, 06/01/26 |  | 2000 | 1736324 |
|  Lazard Group LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/13/25 |  | 1000 | 961856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/01/27 |  | 6000 | 5486123 |
|  Legg Mason, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 03/15/26 |  | 17000 | 16704624 |
|  Lennar Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/30/25 |  | 3900 | 3791624 |
|  Manufacturers & Traders Trust Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 02/06/25 |  | 1500 | 1424823 |
|  Marathon Petroleum Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 05/01/25 |  | 3200 | 3131697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/15/26 |  | 1034 | 1015602 |
|  McDonald's Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 01/30/26 |  | 1800 | 1726999 |
|  McKesson Corp. |  |  |  |
|  # 2.700%, 12/15/22 |  | 2451 | 2444082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 03/15/23 |  | 1220 | 1211479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 08/15/26 |  | 4391 | 3771658 |
|  Medtronic Global Holdings SCA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 07/02/25 | EUR | 1250 | 1141984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/07/27 | EUR | 1000 | 898744 |
|  Merck & Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/02/24 | EUR | 300 | 283362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 02/24/26 |  | 4000 | 3506994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 10/15/26 | EUR | 750 | 706156 |
|  MetLife, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 12/09/24 | GBP | 1300 | 1499528 |
|  Micron Technology, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.185%, 02/15/27 |  | 5000 | 4638409 |
|  Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 01/23/23 |  | 5400 | 5381653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/30/25 | EUR | 1000 | 946059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/23/25 |  | 1000 | 961111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 08/09/26 |  | 6000 | 6086626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 10/27/26 | EUR | 1004 | 894447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 04/27/27 | EUR | 2750 | 2455647 |
|  Mosaic Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 11/15/22 |  | 1000 | 999341 |
|  MPLX LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 12/01/24 |  | 1330 | 1305600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/01/26 |  | 6900 | 6015722 |
|  Mylan, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 11/29/23 |  | 200 | 196223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  National Rural Utilities Cooperative Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 06/15/26 |  | 1800 | $1558379 |
|  National Securities Clearing Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/07/25 |  | 500 | 437783 |
|  Nestle Holdings, Inc. |  |  |  |
|  W 0.625%, 01/15/26 |  | 4877 | 4255750 |
|  NetApp, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 06/22/25 |  | 275 | 248596 |
|  Nucor Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 06/01/25 |  | 2000 | 1838869 |
|  Omnicom Group, Inc./Omnicom Capital, Inc. |  |  |  |
|  # 3.600%, 04/15/26 |  | 2250 | 2112213 |
|  ONEOK, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 01/15/26 |  | 12938 | 12866015 |
|  Oracle Corp. |  |  |  |
|  # 2.500%, 04/01/25 |  | 5200 | 4858377 |
|  # 2.950%, 05/15/25 |  | 1000 | 940154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 03/25/26 |  | 10000 | 8778555 |
|  Ovintiv Exploration, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 01/01/26 |  | 6174 | 6037033 |
|  Paramount Global |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/15/25 |  | 3654 | 3568419 |
|  Penske Truck Leasing Co. LP/PTL Finance Corp. |  |  |  |
|  W 4.250%, 01/17/23 |  | 822 | 820488 |
|  W 4.125%, 08/01/23 |  | 700 | 690923 |
|  W 4.000%, 07/15/25 |  | 341 | 323957 |
|  W 1.200%, 11/15/25 |  | 4000 | 3452054 |
|  W 4.450%, 01/29/26 |  | 1572 | 1493411 |
|  Philip Morris International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 03/19/25 | EUR | 636 | 613767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/25/26 |  | 3736 | 3424696 |
|  # 0.875%, 05/01/26 |  | 1000 | 853852 |
|  Phillips 66 Co. |  |  |  |
|  W 2.450%, 12/15/24 |  | 403 | 376660 |
|  PPG Industries, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 03/15/26 |  | 5374 | 4654992 |
|  Principal Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 05/15/23 |  | 890 | 880507 |
|  Prologis Euro Finance LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/10/27 | EUR | 200 | 163654 |
|  Prologis LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/02/26 | EUR | 2100 | 1989095 |
|  Public Storage |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 02/15/26 |  | 1000 | 864877 |
|  PulteGroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 03/01/26 |  | 1000 | 981213 |
|  # 5.000%, 01/15/27 |  | 1500 | 1440593 |
|  PVH Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 07/10/25 |  | 4003 | 3818644 |

---

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Raytheon Technologies Corp. |  |  |  |
|  # 3.950%, 08/16/25 |  | 1000 | $969860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/27 |  | 2755 | 2566829 |
|  Realty Income Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 10/15/26 |  | 2000 | 1890405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 01/14/27 | GBP | 1700 | 1649968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 01/15/27 |  | 2500 | 2247308 |
|  Reinsurance Group of America, Inc. |  |  |  |
|  # 4.700%, 09/15/23 |  | 4600 | 4577775 |
|  Roper Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 12/15/26 |  | 116 | 108535 |
|  Ross Stores, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 04/15/25 |  | 1000 | 979184 |
|  Royalty Pharma PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 09/02/25 |  | 5372 | 4738324 |
|  Ryder System, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 03/01/23 |  | 1200 | 1193763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/25 |  | 1000 | 970551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 06/15/27 |  | 3023 | 2831740 |
|  Schlumberger Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/15/24 | EUR | 1080 | 1003378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 10/28/26 | EUR | 600 | 550496 |
|  Schlumberger Holdings Corp. |  |  |  |
|  #W 4.000%, 12/21/25 |  | 10000 | 9621869 |
|  Simon Property Group LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 01/15/26 |  | 600 | 559500 |
|  # 1.375%, 01/15/27 |  | 5000 | 4236625 |
|  Sky Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 09/15/26 | EUR | 1767 | 1680149 |
|  Southwest Airlines Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/04/25 |  | 8152 | 8107386 |
|  Southwestern Electric Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 03/15/26 |  | 7381 | 6486800 |
|  Spirit Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 01/15/27 |  | 15000 | 12990746 |
|  Steel Dynamics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 06/15/25 |  | 100 | 92435 |
|  Sysco Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 07/15/26 |  | 5029 | 4647765 |
|  Thermo Fisher Scientific Finance I BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/18/25 | EUR | 580 | 520047 |
|  Thermo Fisher Scientific, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 03/01/25 | EUR | 2250 | 2077363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 01/23/26 | EUR | 800 | 744465 |
|  Truist Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/10/25 |  | 2000 | 1827689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 11/03/25 |  | 10000 | 9624394 |
|  UnitedHealth Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.150%, 05/15/26 |  | 500 | 440080 |
|  Utah Acquisition Sub, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 06/15/26 |  | 17900 | 16302552 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Ventas Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/15/25 |  | 800 | $747706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 02/01/25 |  | 3000 | 2848232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/15/26 |  | 2000 | 1885443 |
|  Verizon Communications, Inc. |  |  |  |
|  # 3.376%, 02/15/25 |  | 1000 | 965280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 03/20/26 |  | 5800 | 5106997 |
|  VF Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 04/23/25 |  | 6253 | 5811272 |
|  VMware, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 08/15/26 |  | 12325 | 10514563 |
|  Vornado Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 06/01/26 |  | 11500 | 9493436 |
|  Walgreens Boots Alliance, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 06/01/26 |  | 677 | 633807 |
|  Walt Disney Co. |  |  |  |
|  # 1.750%, 01/13/26 |  | 2638 | 2386276 |
|  Walt Disney Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.430%, 10/01/26 |  | 7392 | 7975700 |
|  Waste Management, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 05/15/23 |  | 200 | 197569 |
|  Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 06/02/25 | EUR | 4000 | 3731109 |
|  # 3.550%, 09/29/25 |  | 800 | 757623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 04/22/26 |  | 12563 | 11496945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.975%, 05/19/26 | CAD | 1000 | 676742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 02/02/27 | EUR | 2650 | 2277252 |
|  Western Union Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.350%, 03/15/26 |  | 11347 | 9714152 |
|  Whirlpool Corp. |  |  |  |
|  3.700%, 03/01/23 |  | 2170 | 2155257 |
|  Williams Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 09/15/25 |  | 1615 | 1548972 |
|  Williams Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 01/15/25 |  | 2277 | 2197364 |
|  Zimmer Biomet Holdings, Inc. |  |  |  |
|  # 3.050%, 01/15/26 |  | 2000 | 1855926 |
|  Zoetis, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 02/01/23 |  | 2476 | 2464462 |
|  TOTAL UNITED STATES |  |  | 830499767 |
|  TOTAL BONDS |  |  | 1793321186 |
|  U.S. TREASURY OBLIGATIONS — (10.4%) |  |  |  |
|  U.S. Treasury Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/15/23 |  | 20000 | 19024219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/31/23 |  | 25000 | 23897461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/15/24 |  | 10000 | 9420312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 05/15/24 |  | 15000 | 14028516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 06/15/24 |  | 35000 | 32625195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 10/15/24 |  | 13000 | 12065117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 11/15/24 |  | 7000 | 6489766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 01/15/25 |  | 7000 | 6507539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 02/15/25 |  | 5000 | 4675195 |

---

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount^** | **Value†** |
|  | **(000)** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/15/25 | 16000 | $15030625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 06/30/25 | 75000 | 67277344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 08/31/25 | 4000 | 3557969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 10/31/25 | 2000 | 1767422 |
|  TOTAL U.S. TREASURY OBLIGATIONS |  | 216366680 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $2,215,748,743) |  | 2009687866 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  SECURITIES LENDING COLLATERAL — (3.4%) |  |  |
|  @§ The DFA Short Term Investment Fund  | 6087546 | $70378122 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $2,286,155,769) |  | $2080065988 |

---

As of October 31, 2022, DFA Short-Duration Real Return Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
| USD | 919418 | SEK | 9816122 | Societe Generale | 11/16/22 | $29575 |
| USD | 1456316 | EUR | 1454816 | Citibank, N.A. | 11/23/22 | 16464 |
| USD | 3840479 | EUR | 3830907 | HSBC Bank | 11/23/22 | 48975 |
| USD | 1825968 | EUR | 1820754 | Morgan Stanley and Co. International | 11/23/22 | 23941 |
| USD | 38337765 | EUR | 38144071 | State Street Bank and Trust | 11/23/22 | 586027 |
| USD | 17460889 | CAD | 22991243 | HSBC Bank | 11/30/22 | 582079 |
| NOK | 89333097 | USD | 8339204 | Bank of New York Mellon | 12/21/22 | 268393 |
| NOK | 4063466 | USD | 384602 | Citibank, N.A. | 12/21/22 | 6929 |
| NOK | 6131097 | USD | 578044 | HSBC Bank | 12/21/22 | 12712 |
| NOK | 11285201 | USD | 1073560 | Morgan Stanley and Co. International | 12/21/22 | 13814 |
| USD | 57137424 | NOK | 589209050 | Societe Generale | 12/21/22 | 364799 |
| USD | 1365372 | EUR | 1365349 | Barclays Capital | 12/28/22 | 9575 |
| AUD | 33132318 | USD | 20970099 | Citibank, N.A. | 12/28/22 | 262454 |
| USD | 744992 | GBP | 640637 | Societe Generale | 12/28/22 | 8813 |
| USD | 108013775 | AUD | 166429214 | State Street Bank and Trust | 12/28/22 | 1359087 |
| USD | 4305907 | EUR | 4313113 | Bank of New York Mellon | 12/29/22 | 22527 |
| USD | 21740642 | AUD | 33843106 | Citibank, N.A. | 01/06/23 | 45258 |
| USD | 884159 | GBP | 764990 | HSBC Bank | 01/17/23 | 4509 |
| USD | 782684 | EUR | 780014 | HSBC Bank | 01/25/23 | 6406 |
| USD | 7760696 | EUR | 7715742 | State Street Bank and Trust | 01/25/23 | 81905 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  | $**3754242** |
| NOK | 26179923 | USD | 2553566 | Barclays Capital | 12/21/22 | $(31027) |
| NOK | 25619517 | USD | 2472875 | Citibank, N.A. | 12/21/22 | (4333) |
| USD | 1588524 | EUR | 1622276 | HSBC Bank | 12/27/22 | (22237) |
| USD | 42287832 | EUR | 43841646 | State Street Bank and Trust | 12/27/22 | (1242620) |
| USD | 7611316 | EUR | 7665171 | Bank of New York Mellon | 12/28/22 | (230) |
| AUD | 14124015 | USD | 9163818 | Citibank, N.A. | 12/28/22 | (112568) |
| AUD | 7434999 | USD | 4789877 | State Street Bank and Trust | 12/28/22 | (25224) |
| USD | 12111565 | EUR | 12351960 | Bank of New York Mellon | 12/29/22 | (155244) |
| USD | 16461904 | EUR | 16748976 | HSBC Bank | 12/29/22 | (171611) |
| USD | 44293979 | EUR | 44615658 | State Street Bank and Trust | 01/05/23 | (43382) |
| USD | 17894192 | NZD | 31736351 | Morgan Stanley and Co. International | 01/06/23 | (575271) |
| USD | 4077863 | CAD | 5582951 | HSBC Bank | 01/17/23 | (24449) |

---

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
| USD | 23625939 | GBP | 20785939 | State Street Bank and Trust | 01/17/23 | $(275469) |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  |  | $**(2683665)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  | $**1070577** |

---

As of October 31, 2022, DFA Short-Duration Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments<br>received**<br>**by Fund** | **Payment<br>Frequency** | **Notional<br>Amount** | **Expiration<br>Date** | **Upfront<br>Premiums<br>Paid** | **Upfront<br>Premiums<br>Received** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Bank of America Corp. | 3.243% | Fixed | CPI | Maturity | USD 26,000,000 | 01/14/25 | – |  | $892625 | $892625 |
|  Bank of America Corp. | 3.175% | Fixed | CPI | Maturity | USD 37,000,000 | 05/27/27 | – |  | 182284 | 182284 |
|  Bank of America Corp. | 3.070% | Fixed | CPI | Maturity | USD 18,000,000 | 01/25/25 | – |  | 670622 | 670622 |
|  Bank of America Corp. | 2.933% | Fixed | CPI | Maturity | USD 48,000,000 | 08/17/23 | – |  | 3060499 | 3060499 |
|  Bank of America Corp. | 2.905% | Fixed | CPI | Maturity | USD 21,000,000 | 10/08/24 | – |  | 1174758 | 1174758 |
|  Bank of America Corp. | 2.889% | Fixed | CPI | Maturity | USD 20,000,000 | 08/04/24 | – |  | 1343517 | 1343517 |
|  Bank of America Corp. | 2.820% | Fixed | CPI | Maturity | USD 44,000,000 | 09/03/24 | – |  | 2722709 | 2722709 |
|  Bank of America Corp. | 2.736% | Fixed | CPI | Maturity | USD 54,000,000 | 07/29/26 | – |  | 3901645 | 3901645 |
|  Bank of America Corp. | 2.712% | Fixed | CPI | Maturity | USD 25,000,000 | 06/07/26 | – |  | 2064165 | 2064165 |
|  Bank of America Corp. | 2.699% | Fixed | CPI | Maturity | USD 24,000,000 | 07/27/26 | – |  | 1785427 | 1785427 |
|  Bank of America Corp. | 2.608% | Fixed | CPI | Maturity | USD 44,000,000 | 06/17/26 | – |  | 3770946 | 3770946 |
|  Bank of America Corp. | 2.602% | Fixed | CPI | Maturity | USD 60,000,000 | 07/09/26 | – |  | 4929275 | 4929275 |
|  Bank of America Corp. | 2.581% | Fixed | CPI | Maturity | USD 31,000,000 | 04/16/26 | – |  | 2888267 | 2888267 |
|  Bank of America Corp. | 2.580% | Fixed | CPI | Maturity | USD 29,000,000 | 06/15/26 | – |  | 2533972 | 2533972 |
|  Bank of America Corp. | 2.495% | Fixed | CPI | Maturity | USD 43,000,000 | 03/16/26 | – |  | 4230346 | 4230346 |
|  Bank of America Corp. | 2.340% | Fixed | CPI | Maturity | USD 21,000,000 | 09/26/23 | – |  | 1790679 | 1790679 |
|  Bank of America Corp. | 2.208% | Fixed | CPI | Maturity | USD 26,000,000 | 02/01/23 | – |  | 2403975 | 2403975 |
|  Bank of America Corp. | 1.310% | Fixed | CPI | Maturity | USD 38,000,000 | 06/24/24 | – |  | 5662129 | 5662129 |
|  Citibank, N.A. | 5.640% | Fixed | CPI | Maturity | USD 40,000,000 | 03/15/23 | – |  | 457166 | 457166 |
|  Citibank, N.A. | 4.010% | Fixed | CPI | Maturity | USD 35,000,000 | 11/18/23 | – |  | 1213236 | 1213236 |
|  Citibank, N.A. | 3.859% | Fixed | CPI | Maturity | USD 39,000,000 | 03/09/25 | – |  | 354838 | 354838 |
|  Citibank, N.A. | 3.774% | Fixed | CPI | Maturity | USD 22,000,000 | 03/04/25 | – |  | 266630 | 266630 |
|  Citibank, N.A. | 3.726% | Fixed | CPI | Maturity | USD 33,000,000 | 02/24/24 | – |  | 766654 | 766654 |
|  Citibank, N.A. | 3.590% | Fixed | CPI | Maturity | USD 28,000,000 | 10/29/23 | – |  | 1213603 | 1213603 |
|  Citibank, N.A. | 3.546% | Fixed | CPI | Maturity | USD 30,000,000 | 11/01/23 | – |  | 1324162 | 1324162 |

---

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments<br>received<br>by Fund** | **Payment<br>Frequency** | **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration<br>Date** | **Upfront<br>Premiums<br>Paid** | **Upfront<br>Premiums<br>Received** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Citibank, N.A. | 3.361% | Fixed | CPI | Maturity | USD | 48000000 | 01/18/24 |  |  | $1706943 | $1706943 |
|  Citibank, N.A. | 3.299% | Fixed | CPI | Maturity | USD | 21000000 | 02/01/24 |  |  | 720719 | 720719 |
|  Citibank, N.A. | 3.255% | Fixed | CPI | Maturity | USD | 57000000 | 10/19/23 |  |  | 2852676 | 2852676 |
|  Citibank, N.A. | 3.125% | Fixed | CPI | Maturity | USD | 42000000 | 01/31/25 |  |  | 1455606 | 1455606 |
|  Citibank, N.A. | 2.965% | Fixed | CPI | Maturity | USD | 20000000 | 09/01/23 |  |  | 1196294 | 1196294 |
|  Citibank, N.A. | 2.539% | Fixed | CPI | Maturity | USD | 30000000 | 04/07/26 |  |  | 2869147 | 2869147 |
|  Citibank, N.A. | 2.196% | Fixed | CPI | Maturity | USD | 24000000 | 05/31/23 |  |  | 2206504 | 2206504 |
|  Citibank, N.A. | 1.998% | Fixed | CPI | Maturity | USD | 23000000 | 12/10/23 |  |  | 2404418 | 2404418 |
|  Citibank, N.A. | 1.303% | Fixed | CPI | Maturity | USD | 25000000 | 06/22/25 |  |  | 4026809 | 4026809 |
|  Deutsche Bank AG | 3.345% | Fixed | CPI | Maturity | USD | 30000000 | 11/01/24 |  |  | 1293565 | 1293565 |
|  Deutsche Bank AG | 3.318% | Fixed | CPI | Maturity | USD | 25000000 | 11/29/25 |  |  | 937031 | 937031 |
|  Deutsche Bank AG | 3.280% | Fixed | CPI | Maturity | USD | 20000000 | 01/05/25 |  |  | 697608 | 697608 |
|  Deutsche Bank AG | 3.275% | Fixed | CPI | Maturity | USD | 43000000 | 11/08/24 |  |  | 1931258 | 1931258 |
|  Deutsche Bank AG | 3.223% | Fixed | CPI | Maturity | USD | 20000000 | 12/01/25 |  |  | 820076 | 820076 |
|  Deutsche Bank AG | 2.902% | Fixed | CPI | Maturity | USD | 35000000 | 07/12/27 |  |  | 405039 | 405039 |
|  Deutsche Bank AG | 2.860% | Fixed | CPI | Maturity | USD | 30000000 | 09/24/23 |  |  | 1770409 | 1770409 |
|  Deutsche Bank AG | 2.748% | Fixed | CPI | Maturity | USD | 25000000 | 05/17/26 |  |  | 2083324 | 2083324 |
|  Deutsche Bank AG | 2.735% | Fixed | CPI | Maturity | USD | 31000000 | 05/27/26 |  |  | 2571288 | 2571288 |
|  Deutsche Bank AG | 2.710% | Fixed | CPI | Maturity | USD | 27000000 | 05/25/26 |  |  | 2280667 | 2280667 |
|  Deutsche Bank AG | 2.698% | Fixed | CPI | Maturity | USD | 32000000 | 06/08/26 |  |  | 2655010 | 2655010 |
|  Deutsche Bank AG | 2.695% | Fixed | CPI | Maturity | USD | 32000000 | 09/24/25 |  |  | 2026106 | 2026106 |
|  Deutsche Bank AG | 2.623% | Fixed | CPI | Maturity | USD | 40000000 | 07/14/26 |  |  | 3212049 | 3212049 |
|  Deutsche Bank AG | 2.588% | Fixed | CPI | Maturity | USD | 40000000 | 06/24/26 |  |  | 3419495 | 3419495 |
|  Deutsche Bank AG | 2.423% | Fixed | CPI | Maturity | USD | 45000000 | 03/08/26 |  |  | 4598208 | 4598208 |
|  Deutsche Bank AG | 2.420% | Fixed | CPI | Maturity | USD | 20000000 | 03/05/26 |  |  | 2045237 | 2045237 |
|  Deutsche Bank AG | 2.325% | Fixed | CPI | Maturity | USD | 42000000 | 03/02/26 |  |  | 4488744 | 4488744 |
|  Deutsche Bank AG | 1.540% | Fixed | CPI | Maturity | USD | 20000000 | 07/15/25 |  |  | 3089337 | 3089337 |
|  Deutsche Bank AG | 1.518% | Fixed | CPI | Maturity | USD | 34000000 | 07/20/24 |  |  | 4947650 | 4947650 |
|  Intercontinental Exchange, Inc. | 2.970% | Fixed | CPI | Maturity | USD | 32000000 | 10/28/25 |  |  | 22259 | 22259 |
|  Morgan Stanley and Co. International | 3.665% | Fixed | CPI | Maturity | USD | 42000000 | 02/22/24 |  |  | 1036065 | 1036065 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  | $**117373670** | $**117373670** |
|  Bank of America Corp. | 3.645% | Fixed | CPI | Maturity | USD | 24000000 | 03/28/27 |  |  | (119217) | (119217) |
|  Bank of America Corp. | 3.390% | Fixed | CPI | Maturity | USD | 40000000 | 06/08/27 |  |  | (283599) | (283599) |
|  Bank of America Corp. | 2.878% | Fixed | CPI | Maturity | USD | 34000000 | 09/15/27 |  |  | (95142) | (95142) |

---

------

**DFA SHORT-DURATION REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments<br>made**<br>**by Fund** | **Payments<br>made**<br>**by Fund** | **Payments<br>received<br>by Fund** | **Payment<br>Frequency** | **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration<br>Date** | **Upfront<br>Premiums<br>Paid** | **Upfront<br>Premiums<br>Received** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Citibank, N.A | 3.849% | Fixed | CPI | Maturity | USD | 40000000 | 03/15/26 |  |  | $(82198) | (82198) |
|  Deutsche Bank AG | 3.959% | Fixed | CPI | Maturity | USD | 30000000 | 05/04/25 |  |  | (72300) | (72300) |
|  Deutsche Bank AG | 3.488% | Fixed | CPI | Maturity | USD | 59000000 | 04/22/27 |  |  | (91285) | (91285) |
|  Deutsche Bank AG | 3.407% | Fixed | CPI | Maturity | USD | 35000000 | 06/13/27 |  |  | (282458) | (282458) |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  | $**(1026199** | $**(1026199)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  |  |  |  |  |  | $**116347471** | $**116347471** |

---

\* As of October 31, 2022, the counterparties had deposited in segregated accounts securities with a value of $46,314,820 in connection with open inflation swap contracts. 

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | $100491564 |  | $100491564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 2041736 |  | 2041736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 4573366 |  | 4573366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada |  | 129465139 |  | 129465139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 1854265 |  | 1854265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 8259200 |  | 8259200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 84162961 |  | 84162961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 83956263 |  | 83956263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 14590389 |  | 14590389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 17026560 |  | 17026560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 126163695 |  | 126163695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Luxembourg |  | 2480193 |  | 2480193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 18669550 |  | 18669550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 17010487 |  | 17010487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 31323798 |  | 31323798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 35560407 |  | 35560407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations |  | 118622841 |  | 118622841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 32986906 |  | 32986906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 21406326 |  | 21406326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 112175773 |  | 112175773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 830499767 |  | 830499767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations |  | 216366680 |  | 216366680 |
|  Securities Lending Collateral |  | 70378122 |  | 70378122 |
|  Forward Currency Contracts\*\* |  | 1070577 |  | 1070577 |
|  Swap Agreements\*\* |  | 116347471 |  | 116347471 |
|  TOTAL |  | $2197484036 |  | $2197484036 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA GLOBAL CORE PLUS REAL RETURN PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  AGENCY OBLIGATIONS — (11.2%) |  |  |  |
|  Federal National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/01/37 TBA |  | 6725 | $5888637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/01/37 TBA |  | 4784 | 4309798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/01/52 TBA |  | 2815 | 2217692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/01/52 TBA |  | 4130 | 3379530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/01/52 TBA |  | 6220 | 5285542 |
|  Government National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/01/52 TBA |  | 4092 | 3466720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/01/52 TBA |  | 2816 | 2451020 |
|  TOTAL AGENCY OBLIGATIONS |  |  | 26998939 |
|  BONDS — (87.1%) |  |  |  |
|  AUSTRALIA — (6.2%) |  |  |  |
|  ANZ New Zealand International Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 09/17/29 | EUR | 255 | 194916 |
|  APA Infrastructure Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 03/15/29 | EUR | 1500 | 1158823 |
|  ASB Finance Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 09/24/29 | EUR | 300 | 229466 |
|  Australia Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 11/21/31 | AUD | 650 | 328993 |
|  FMG Resources August 2006 Pty Ltd. |  |  |  |
|  W 4.500%, 09/15/27 |  | 1150 | 1029020 |
|  W 4.375%, 04/01/31 |  | 200 | 158960 |
|  Glencore Funding LLC |  |  |  |
|  W 2.850%, 04/27/31 |  | 500 | 387053 |
|  Macquarie Group Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.350%, 03/03/28 | EUR | 500 | 392271 |
|  New South Wales Treasury Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 03/20/31 | AUD | 900 | 479337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 02/20/32 | AUD | 5860 | 2892920 |
|  Queensland Treasury Corp. |  |  |  |
|  W 1.500%, 08/20/32 | AUD | 1700 | 830418 |
|  South Australian Government Financing Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 05/24/32 | AUD | 1200 | 601790 |
|  Telstra Corp. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 03/26/29 | EUR | 2000 | 1735940 |
|  Treasury Corp. of Victoria |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 12/20/32 | AUD | 900 | 560970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 09/15/33 | AUD | 500 | 254720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 11/20/34 | AUD | 4090 | 2015621 |
|  Westpac Securities NZ Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.100%, 07/13/27 | EUR | 1880 | 1541024 |
|  TOTAL AUSTRALIA |  |  | 14792242 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  BELGIUM — (0.5%) |  |  |  |
|  Anheuser-Busch InBev SA/NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 03/17/28 | EUR | 470 | $430860 |
|  Solvay SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 09/06/29 | EUR | 1200 | 885499 |
|  TOTAL BELGIUM |  |  | 1316359 |
|  CANADA — (7.3%) |  |  |  |
|  Bank of Nova Scotia |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 02/02/32 |  | 200 | 149781 |
|  Brookfield Finance, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 03/29/29 |  | 600 | 554114 |
|  Canadian Imperial Bank of Commerce |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 04/07/32 |  | 300 | 247640 |
|  Canadian Natural Resources Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 07/15/30 |  | 500 | 410210 |
|  CI Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 12/17/30 |  | 1500 | 1085215 |
|  CPPIB Capital, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 12/14/29 | GBP | 2350 | 2161804 |
|  Fairfax Financial Holdings Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/29/30 |  | 500 | 439593 |
|  Ontario Teachers' Finance Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.050%, 11/25/30 | EUR | 1600 | 1220164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.850%, 05/03/32 | EUR | 1800 | 1548876 |
|  Province of Alberta Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 04/11/28 | AUD | 500 | 298730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 06/01/30 | CAD | 3000 | 1927148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 06/01/31 | CAD | 2400 | 1461986 |
|  Province of Manitoba Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 06/02/31 | CAD | 1790 | 1123968 |
|  Province of Nova Scotia Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/01/30 | CAD | 1250 | 794087 |
|  Province of Quebec Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 09/01/30 | CAD | 700 | 443055 |
|  Province of Saskatchewan Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 06/02/30 | CAD | 3000 | 1946306 |
|  Royal Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 04/26/29 | EUR | 500 | 435259 |
|  Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.129%, 08/03/32 | EUR | 500 | 445309 |
|  Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.952%, 04/08/30 | EUR | 880 | 739891 |
|  TransCanada PipeLines Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/01/34 |  | 200 | 174671 |
|  TOTAL CANADA |  |  | 17607807 |

---

------

**DFA GLOBAL CORE PLUS REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  DENMARK — (0.9%) |  |  |  |
|  Denmark Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/15/31 | DKK | 15000 | $1585652 |
|  DSV Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 03/16/30 | EUR | 700 | 574269 |
|  TOTAL DENMARK |  |  | 2159921 |
|  FINLAND — (1.1%) |  |  |  |
|  Nokia Oyj |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 06/12/27 |  | 900 | 827667 |
|  OP Corporate Bank PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.100%, 11/16/27 | EUR | 2100 | 1720452 |
|  TOTAL FINLAND |  |  | 2548119 |
|  FRANCE — (5.8%) |  |  |  |
|  Airbus SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 06/09/30 | EUR | 2000 | 1716238 |
|  Banque Federative du Credit Mutuel SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 07/19/28 | EUR | 500 | 390293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 06/03/30 | EUR | 1300 | 1018838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 02/21/31 | EUR | 600 | 435104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 01/19/32 | EUR | 400 | 296820 |
|  BNP Paribas SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 05/28/29 | EUR | 500 | 402954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 07/13/31 | GBP | 400 | 315053 |
|  BPCE SA |  |  |  |
|  W 2.700%, 10/01/29 |  | 1500 | 1214820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/14/31 | EUR | 1200 | 868587 |
|  Electricite de France SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/02/34 | GBP | 300 | 341360 |
|  JCDecaux SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 02/07/30 | EUR | 1200 | 904770 |
|  La Poste SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 04/21/32 | EUR | 1100 | 889475 |
|  Societe Generale SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 01/25/27 | EUR | 500 | 421580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 09/24/29 | EUR | 1000 | 762286 |
|  Societe Nationale SNCF SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 02/02/29 | EUR | 900 | 817380 |
|  TotalEnergies Capital Canada Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 09/18/29 | EUR | 200 | 180553 |
|  TotalEnergies Capital International SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.405%, 09/03/31 | GBP | 1000 | 866558 |
|  Vinci SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 09/15/34 | GBP | 700 | 633798 |
|  WEA Finance LLC |  |  |  |
|  W 3.500%, 06/15/29 |  | 1800 | 1441570 |
|  TOTAL FRANCE |  |  | 13918037 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  GERMANY — (2.6%) |  |  |  |
|  BASF SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 06/29/32 | EUR | 500 | $475269 |
|  Bayer Capital Corp. BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 12/15/29 | EUR | 500 | 424805 |
|  Deutsche Bank AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/17/28 | EUR | 400 | 321790 |
|  Deutsche Telekom AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 02/06/34 | GBP | 320 | 305691 |
|  E.ON International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 06/07/32 | GBP | 250 | 296680 |
|  Fresenius Medical Care U.S. Finance III, Inc. |  |  |  |
|  W 2.375%, 02/16/31 |  | 750 | 522584 |
|  Grand City Properties SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/11/28 | EUR | 900 | 613995 |
|  Mercedes-Benz International Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 05/06/27 | EUR | 500 | 442122 |
|  Volkswagen Financial Services AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 02/12/30 | EUR | 900 | 669477 |
|  Vonovia SE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 03/25/32 | EUR | 800 | 615608 |
|  Wintershall Dea Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.332%, 09/25/28 | EUR | 1000 | 809710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.823%, 09/25/31 | EUR | 1000 | 732056 |
|  TOTAL GERMANY |  |  | 6229787 |
|  HONG KONG — (0.7%) |  |  |  |
|  Prudential PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 04/14/30 |  | 1000 | 820039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/24/32 |  | 1000 | 819976 |
|  TOTAL HONG KONG |  |  | 1640015 |
|  ITALY — (2.1%) |  |  |  |
|  Eni SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 01/29/29 | EUR | 200 | 190218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 01/23/30 | EUR | 1000 | 767026 |
|  Holding d'Infrastructures de Transport SASU |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 09/18/29 | EUR | 1100 | 875515 |
|  Intesa Sanpaolo SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 01/15/30 | GBP | 400 | 341928 |
|  Snam SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/07/28 | EUR | 2000 | 1499234 |
|  UniCredit SpA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 01/20/30 | EUR | 800 | 616963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 01/18/32 | EUR | 1000 | 715604 |
|  TOTAL ITALY |  |  | 5006488 |

---

------

**DFA GLOBAL CORE PLUS REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  JAPAN — (4.2%) |  |  |  |
|  7-Eleven, Inc. |  |  |  |
|  W 1.800%, 02/10/31 |  | 300 | $221403 |
|  Aircastle Ltd. |  |  |  |
|  W 2.850%, 01/26/28 |  | 400 | 301892 |
|  American Honda Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.300%, 07/07/28 | EUR | 370 | 302600 |
|  Japan Government Twenty Year Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.100%, 09/20/28 | JPY | 106000 | 795205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/20/34 | JPY | 70000 | 524537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 09/20/35 | JPY | 104000 | 753273 |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.195%, 07/18/29 |  | 1000 | 837938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.556%, 06/15/32 | EUR | 1480 | 1345194 |
|  Mizuho Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.402%, 09/06/29 | EUR | 1700 | 1270176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.693%, 10/07/30 | EUR | 600 | 442341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.096%, 04/08/32 | EUR | 400 | 320379 |
|  Nissan Motor Co. Ltd. |  |  |  |
|  W 4.810%, 09/17/30 |  | 1450 | 1158119 |
|  Nomura Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.172%, 07/14/28 |  | 300 | 237418 |
|  NTT Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.342%, 03/03/30 | EUR | 138 | 108157 |
|  Sumitomo Mitsui Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.724%, 09/27/29 |  | 1000 | 802732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.222%, 09/17/31 |  | 1000 | 732069 |
|  TOTAL JAPAN |  |  | 10153433 |
|  LUXEMBOURG — (0.2%) |  |  |  |
|  Prologis International Funding II SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 06/01/31 | EUR | 700 | 604197 |
|  NETHERLANDS — (1.4%) |  |  |  |
|  Cooperatieve Rabobank UA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 08/30/29 | GBP | 700 | 764548 |
|  CTP NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 06/21/29 | EUR | 260 | 153866 |
|  ING Groep NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/20/28 | EUR | 500 | 431783 |
|  Nederlandse Waterschapsbank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 05/02/29 | AUD | 500 | 291861 |
|  TenneT Holding BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 11/17/29 | EUR | 1000 | 888668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/17/33 | EUR | 1000 | 848294 |
|  TOTAL NETHERLANDS |  |  | 3379020 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  NEW ZEALAND — (0.4%) |  |  |  |
|  New Zealand Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/14/33 | NZD | 1650 | $904332 |
|  NORWAY — (0.1%) |  |  |  |
|  Aker BP ASA |  |  |  |
|  W 4.000%, 01/15/31 |  | 300 | 254378 |
|  SPAIN — (1.0%) |  |  |  |
|  Merlin Properties Socimi SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 09/18/29 | EUR | 900 | 717499 |
|  SP Transmission PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/13/31 | GBP | 435 | 381519 |
|  Spain Government Bond |  |  |  |
|  W 2.550%, 10/31/32 | EUR | 1300 | 1210424 |
|  TOTAL SPAIN |  |  | 2309442 |
|  SUPRANATIONAL ORGANIZATION OBLIGATIONS — (2.4%) |  |  |  |
|  Asian Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.350%, 06/21/27 | JPY | 420000 | 3099314 |
|  Inter-American Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 08/04/28 | AUD | 2000 | 1040196 |
|  International Bank for Reconstruction & Development |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.100%, 11/18/30 | AUD | 1000 | 478315 |
|  International Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 06/26/29 | AUD | 300 | 174745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 04/15/35 | AUD | 2500 | 1058454 |
|  TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS |  |  | 5851024 |
|  SWEDEN — (0.1%) |  |  |  |
|  Skandinaviska Enskilda Banken AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 11/12/29 | EUR | 200 | 154871 |
|  Svenska Handelsbanken AB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 02/23/29 | EUR | 140 | 116695 |
|  TOTAL SWEDEN |  |  | 271566 |
|  SWITZERLAND — (1.2%) |  |  |  |
|  Credit Suisse Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 04/17/26 |  | 700 | 614030 |
|  UBS AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 03/31/31 | EUR | 500 | 373308 |
|  UBS Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 11/03/31 | EUR | 2270 | 1650153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 02/24/33 | EUR | 200 | 136734 |
|  TOTAL SWITZERLAND |  |  | 2774225 |

---

------

**DFA GLOBAL CORE PLUS REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED KINGDOM — (4.7%) |  |  |  |
|  Ashtead Capital, Inc. |  |  |  |
|  W 2.450%, 08/12/31 |  | 200 | $143448 |
|  Barclays PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/17/33 | GBP | 600 | 522202 |
|  BAT International Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 06/26/28 | GBP | 400 | 354660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 01/16/30 | EUR | 500 | 382375 |
|  BAT Netherlands Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 04/07/28 | EUR | 100 | 87901 |
|  BP Capital Markets PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.231%, 05/08/31 | EUR | 2300 | 1823075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.822%, 04/07/32 | EUR | 300 | 267912 |
|  British Telecommunications PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 11/21/31 | GBP | 560 | 517086 |
|  Centrica PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/13/29 | GBP | 400 | 411609 |
|  CK Hutchison Europe Finance 21 Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 11/02/29 | EUR | 1000 | 768522 |
|  CNH Industrial Finance Europe SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/25/27 | EUR | 500 | 452735 |
|  Diageo Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 03/27/32 | EUR | 400 | 360798 |
|  Experian Finance PLC |  |  |  |
|  W 2.750%, 03/08/30 |  | 602 | 482188 |
|  HSBC Holdings PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 08/16/28 | GBP | 400 | 376969 |
|  Lloyds Banking Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 08/16/28 |  | 300 | 267687 |
|  London Stock Exchange Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 09/19/29 | EUR | 1200 | 1014312 |
|  National Grid Electricity Distribution West Midlands PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 04/16/32 | GBP | 300 | 342133 |
|  National Grid Gas PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 01/14/33 | GBP | 656 | 476471 |
|  Nationwide Building Society |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/14/28 | EUR | 1000 | 783954 |
|  Southern Gas Networks PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 12/02/31 | GBP | 1250 | 997308 |
|  Vodafone Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 11/24/30 | EUR | 470 | 397064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.150%, 02/27/37 |  | 200 | 188289 |
|  TOTAL UNITED KINGDOM |  |  | 11418698 |
|  UNITED STATES — (44.2%) |  |  |  |
|  AbbVie, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 11/15/28 | EUR | 450 | 419120 |
|  Advance Auto Parts, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 04/15/30 |  | 150 | 126845 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/32 |  | 270 | $212828 |
|  AECOM |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 03/15/27 |  | 750 | 710077 |
|  Allstate Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 04/01/36 |  | 1400 | 1413709 |
|  Ally Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 11/01/31 |  | 300 | 307683 |
|  Altria Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 05/06/30 |  | 200 | 162056 |
|  American Tower Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 01/15/32 | EUR | 500 | 347222 |
|  American Water Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 06/01/29 |  | 600 | 530509 |
|  Amgen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 09/13/29 | GBP | 356 | 379385 |
|  Aon Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 05/15/30 |  | 2000 | 1639057 |
|  Apple, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 05/11/27 |  | 1375 | 1287691 |
|  Ares Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 11/15/31 |  | 800 | 560072 |
|  Arrow Electronics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/12/28 |  | 1000 | 889591 |
|  Ashland LLC |  |  |  |
|  W 3.375%, 09/01/31 |  | 400 | 312952 |
|  Assurant, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/15/32 |  | 1000 | 719529 |
|  Assured Guaranty U.S. Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 06/15/31 |  | 1000 | 794859 |
|  AT&T, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 03/01/29 |  | 100 | 92950 |
|  Atmos Energy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 01/15/31 |  | 150 | 111857 |
|  AutoNation, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 08/01/31 |  | 1500 | 1038713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 03/01/32 |  | 500 | 389225 |
|  Bath & Body Works, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 02/01/28 |  | 600 | 530700 |
|  Berkshire Hathaway, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.437%, 04/15/31 | JPY | 310000 | 1961119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.472%, 01/23/32 | JPY | 200000 | 1259872 |
|  Biogen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 05/01/30 |  | 567 | 445902 |
|  Black Hills Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 06/15/30 |  | 800 | 621279 |
|  Block, Inc. |  |  |  |
|  # 3500%, 06/01/31 |  | 1500 | 1207500 |
|  Boardwalk Pipelines LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 09/01/32 |  | 100 | 79264 |
|  Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 03/01/29 |  | 200 | 166630 |
|  Boston Scientific Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 12/01/27 | EUR | 800 | 682581 |

---

------

**DFA GLOBAL CORE PLUS REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Brixmor Operating Partnership LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 07/01/30 |  | 300 | $248863 |
|  Broadcom, Inc. |  |  |  |
|  W 3.187%, 11/15/36 |  | 150 | 102310 |
|  Broadstone Net Lease LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 09/15/31 |  | 1904 | 1373134 |
|  Capital One Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 06/12/29 | EUR | 1173 | 908163 |
|  Celanese U.S. Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 09/10/28 | EUR | 1000 | 674125 |
|  Centene Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/15/30 |  | 800 | 644000 |
|  Chevron Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.236%, 05/11/30 |  | 600 | 497486 |
|  Chevron USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 10/15/29 |  | 1100 | 986126 |
|  Chubb INA Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 12/15/29 | EUR | 1000 | 780870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 06/15/31 | EUR | 700 | 545099 |
|  Cigna Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 10/15/28 |  | 100 | 94132 |
|  Citigroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 03/21/28 | EUR | 1000 | 868889 |
|  Clorox Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 05/15/30 |  | 300 | 230013 |
|  Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/14/29 | EUR | 300 | 238360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 11/23/29 | GBP | 350 | 406833 |
|  Conagra Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 11/01/38 |  | 200 | 174435 |
|  ConocoPhillips |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 02/01/39 |  | 300 | 321239 |
|  Continental Resources, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/15/28 |  | 1000 | 896620 |
|  Cox Communications, Inc. |  |  |  |
|  W 3.500%, 08/15/27 |  | 650 | 589485 |
|  Crown Castle, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 02/15/28 |  | 600 | 540864 |
|  Dentsply Sirona, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/01/30 |  | 650 | 507273 |
|  DH Europe Finance II Sarl |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 09/18/31 | EUR | 400 | 307863 |
|  Dick's Sporting Goods, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 01/15/32 |  | 500 | 379521 |
|  Digital Dutch Finco BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 01/15/32 | EUR | 1000 | 660758 |
|  Discover Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 09/13/28 |  | 200 | 178440 |
|  Discovery Communications LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 03/19/27 | EUR | 900 | 762363 |
|  Dow Chemical Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/15/32 | EUR | 267 | 187284 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  DPL, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 04/15/29 |  | 1500 | $1282500 |
|  Duquesne Light Holdings, Inc. |  |  |  |
|  W 2.775%, 01/07/32 |  | 1000 | 749831 |
|  DXC Technology Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 09/15/28 |  | 400 | 329159 |
|  Edison International |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 03/15/28 |  | 650 | 578084 |
|  Elevance Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 09/15/29 |  | 650 | 552025 |
|  Energy Transfer LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 05/15/30 |  | 350 | 297498 |
|  EnerSys |  |  |  |
|  W 4.375%, 12/15/27 |  | 1000 | 877500 |
|  EPR Properties |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 04/15/28 |  | 500 | 410576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 08/15/29 |  | 1200 | 882344 |
|  Equinix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 07/15/30 |  | 300 | 228375 |
|  ERP Operating LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 12/01/28 |  | 600 | 546149 |
|  Expedia Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 02/15/30 |  | 650 | 523846 |
|  Fidelity National Information Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 05/21/27 | EUR | 500 | 443851 |
|  First American Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 08/15/31 |  | 300 | 209176 |
|  FirstEnergy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 03/01/30 |  | 600 | 485052 |
|  Five Corners Funding Trust II |  |  |  |
|  W 2.850%, 05/15/30 |  | 500 | 406788 |
|  Flowserve Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 01/15/32 |  | 2000 | 1433320 |
|  Fluor Corp. |  |  |  |
|  # 4.250%, 09/15/28 |  | 600 | 523026 |
|  Ford Motor Credit Co. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.134%, 08/04/25 |  | 350 | 325430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 02/16/28 |  | 250 | 202946 |
|  Fox Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.709%, 01/25/29 |  | 300 | 279245 |
|  GATX Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 04/01/29 |  | 200 | 184064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/01/32 |  | 500 | 397196 |
|  General Motors Financial Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.650%, 01/17/29 |  | 600 | 566068 |
|  Global Payments, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 08/15/29 |  | 250 | 207798 |
|  GLP Capital LP/GLP Financing II, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 06/01/28 |  | 200 | 185531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 01/15/30 |  | 200 | 164934 |

---

------

**DFA GLOBAL CORE PLUS REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Goldman Sachs Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 07/25/29 | GBP | 400 | $383415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 12/16/30 | GBP | 331 | 282070 |
|  Graphic Packaging International LLC |  |  |  |
|  W 4.750%, 07/15/27 |  | 500 | 460232 |
|  HAT Holdings I LLC / HAT Holdings II LLC |  |  |  |
|  W 3.750%, 09/15/30 |  | 600 | 414000 |
|  HCA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 11/06/33 |  | 117 | 116896 |
|  Honeywell International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 02/22/28 | EUR | 450 | 411373 |
|  Howmet Aerospace, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 05/01/25 |  | 10 | 10222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 01/15/29 |  | 500 | 416190 |
|  HP, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 06/17/31 |  | 200 | 146548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 04/15/32 |  | 172 | 140854 |
|  Humana, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 08/15/29 |  | 150 | 128112 |
|  Huntsman International LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 06/15/31 |  | 1000 | 747390 |
|  Hyatt Hotels Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 09/15/28 |  | 1000 | 892323 |
|  Illinois Tool Works, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 05/22/30 | EUR | 100 | 86769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 06/05/31 | EUR | 300 | 231850 |
|  Indiana Michigan Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.050%, 03/15/37 |  | 500 | 492047 |
|  International Business Machines Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/07/28 | EUR | 500 | 453245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 02/09/30 | EUR | 1000 | 821955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 02/09/34 | EUR | 1000 | 758946 |
|  Invitation Homes Operating Partnership LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 01/15/34 |  | 900 | 622046 |
|  JAB Holdings BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 05/18/28 | EUR | 500 | 423104 |
|  Jackson Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 11/23/31 |  | 1000 | 737183 |
|  Jefferies Group LLC/Jefferies Group Capital Finance, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 10/15/31 |  | 300 | 213363 |
|  JPMorgan Chase & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.400%, 05/15/38 |  | 500 | 515177 |
|  Juniper Networks, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 12/10/30 |  | 1200 | 868845 |
|  KB Home |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/15/31 |  | 1500 | 1136250 |
|  Kemper Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 02/23/32 |  | 1000 | 814146 |
|  Kilroy Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/15/32 |  | 1600 | 1110504 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Kimco Realty Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 03/01/28 |  | 700 | $568654 |
|  Kinder Morgan Energy Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.950%, 01/15/38 |  | 100 | 99368 |
|  Las Vegas Sands Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 08/08/29 |  | 1000 | 808289 |
|  Lazard Group LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/19/28 |  | 500 | 453507 |
|  Lear Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 09/15/27 |  | 265 | 239564 |
|  Lennar Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/30/25 |  | 500 | 486106 |
|  Lincoln National Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 01/15/31 |  | 700 | 577189 |
|  LYB International Finance III LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 10/01/40 |  | 500 | 333924 |
|  Marriott International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 04/15/28 |  | 650 | 586139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 10/15/33 |  | 100 | 72603 |
|  Marsh & McLennan Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.979%, 03/21/30 | EUR | 300 | 251361 |
|  Masonite International Corp. |  |  |  |
|  W 3.500%, 02/15/30 |  | 1500 | 1192050 |
|  MGM Resorts International |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 09/01/26 |  | 350 | 319375 |
|  Micron Technology, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.366%, 11/01/41 |  | 500 | 316942 |
|  Molina Healthcare, Inc. |  |  |  |
|  W 3.875%, 11/15/30 |  | 1000 | 849797 |
|  W 3.875%, 05/15/32 |  | 250 | 208500 |
|  Motorola Solutions, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 11/15/30 |  | 200 | 149639 |
|  Nasdaq, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/28/29 | EUR | 500 | 417460 |
|  National Fuel Gas Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 03/01/31 |  | 1000 | 749823 |
|  Netflix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/15/28 |  | 200 | 198500 |
|  NewMarket Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 03/18/31 |  | 1000 | 758927 |
|  NextEra Energy Operating Partners LP |  |  |  |
|  W 4.500%, 09/15/27 |  | 300 | 279000 |
|  Nordstrom, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/15/27 |  | 885 | 750323 |
|  NOV, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 12/01/29 |  | 400 | 340387 |
|  OneMain Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 03/15/26 |  | 450 | 433350 |
|  ONEOK, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.350%, 01/15/31 |  | 300 | 295956 |
|  Ovintiv, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 09/15/30 |  | 400 | 428529 |

---

------

**DFA GLOBAL CORE PLUS REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Paramount Global |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 01/15/31 |  | 200 | $174558 |
|  Philip Morris International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.800%, 08/01/31 | EUR | 800 | 557784 |
|  Piedmont Operating Partnership LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 08/15/30 |  | 1000 | 754134 |
|  Plains All American Pipeline LP / PAA Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 05/15/36 |  | 200 | 190367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.650%, 01/15/37 |  | 500 | 469457 |
|  Plains All American Pipeline LP/PAA Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 12/15/29 |  | 200 | 166657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 09/15/30 |  | 50 | 41686 |
|  Primerica, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 11/19/31 |  | 1000 | 782032 |
|  Principal Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 05/15/29 |  | 177 | 156712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.050%, 10/15/36 |  | 147 | 143601 |
|  Progress Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 10/30/31 |  | 290 | 304971 |
|  Prologis Euro Finance LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 02/16/32 | EUR | 2100 | 1431310 |
|  Public Storage |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.850%, 05/01/28 |  | 200 | 165939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 09/09/30 | EUR | 1000 | 716560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/24/32 | EUR | 200 | 141137 |
|  PulteGroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 03/01/26 |  | 450 | 441546 |
|  Ralph Lauren Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 06/15/30 |  | 1000 | 838031 |
|  Reinsurance Group of America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 06/15/30 |  | 258 | 211408 |
|  Ross Stores, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 04/15/31 |  | 99 | 73611 |
|  Royalty Pharma PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 09/02/30 |  | 150 | 113713 |
|  Sabra Health Care LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 10/15/29 |  | 500 | 396872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 12/01/31 |  | 1200 | 865027 |
|  Seagate HDD Cayman |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/27 |  | 600 | 554826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.091%, 06/01/29 |  | 400 | 320332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/15/31 |  | 500 | 376000 |
|  Sealed Air Corp. |  |  |  |
|  W 4.000%, 12/01/27 |  | 400 | 356272 |
|  Sensata Technologies BV |  |  |  |
|  W 5.000%, 10/01/25 |  | 150 | 145335 |
|  Sensata Technologies, Inc. |  |  |  |
|  W 4.375%, 02/15/30 |  | 850 | 731178 |
|  Simon Property Group LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 09/13/29 |  | 500 | 400554 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) |  |  |  |
|  Southwest Airlines Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 06/15/27 |  | 600 | $585434 |
|  Spirit Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.100%, 03/15/28 |  | 800 | 629476 |
|  Steelcase, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 01/18/29 |  | 700 | 612710 |
|  Stellantis NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 07/07/28 | EUR | 600 | 584357 |
|  STORE Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/15/29 |  | 900 | 832422 |
|  Stryker Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 11/30/27 | EUR | 500 | 457469 |
|  Tapestry, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 03/15/32 |  | 300 | 220721 |
|  Taylor Morrison Communities, Inc. |  |  |  |
|  W 5.750%, 01/15/28 |  | 1000 | 916575 |
|  Thermo Fisher Scientific, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 07/24/29 | EUR | 500 | 448430 |
|  Toll Brothers Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 02/15/28 |  | 900 | 779999 |
|  #@ 3.800%, 11/01/29 |  | 350 | 284193 |
|  Truist Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.950%, 06/05/30 |  | 200 | 153763 |
|  Twitter, Inc. |  |  |  |
|  W 3.875%, 12/15/27 |  | 1300 | 1311375 |
|  United States Cellular Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 12/15/33 |  | 200 | 190486 |
|  Utah Acquisition Sub, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 11/22/28 | EUR | 550 | 474530 |
|  Valero Energy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 06/01/28 |  | 547 | 515393 |
|  Verizon Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 11/02/28 | EUR | 500 | 431139 |
|  Vontier Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 04/01/26 |  | 500 | 414225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 04/01/28 |  | 400 | 308780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 04/01/31 |  | 665 | 466650 |
|  Vornado Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 06/01/31 |  | 1350 | 1001783 |
|  Walmart, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 03/27/34 | GBP | 850 | 1057252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 09/28/35 | GBP | 1580 | 1900388 |
|  Walt Disney Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.400%, 12/15/35 |  | 700 | 742400 |
|  Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 01/24/29 |  | 500 | 455062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 09/12/29 | GBP | 400 | 393726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 08/14/30 | EUR | 278 | 203441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 09/24/31 | GBP | 1000 | 856400 |
|  Welltower, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 01/15/29 |  | 1000 | 786602 |
|  Western Digital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 02/01/29 |  | 1200 | 927816 |
|  Western Union Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.350%, 03/15/26 |  | 600 | 513659 |

---

------

**DFA GLOBAL CORE PLUS REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  | | **Face<br>Amount^** | **Value†** |
|  | | **(000)** | |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |
|  Westlake Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 07/17/29 | EUR | 500 | $381497 |
|  WPC Eurobond BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.350%, 04/15/28 | EUR | 600 | 475600 |
|  Yum! Brands, Inc. |  |  |  |
|  W 4.750%, 01/15/30 |  | 200 | 178750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/15/31 |  | 500 | 401250 |
|  Zimmer Biomet Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.164%, 11/15/27 | EUR | 600 | 508515 |
|  TOTAL UNITED STATES |  |  | 106201832 |
|  TOTAL BONDS |  |  | 209340922 |
|  U.S. TREASURY OBLIGATIONS — (0.8%) |  |  |  |
|  U.S. Treasury Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 04/15/24 |  | 2000 | 1880235 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $298,327,465) |  |  | 238220096 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  SECURITIES LENDING COLLATERAL — (0.9%) |  |  |
|  @§ The DFA Short Term Investment Fund | 178777 | $2066845 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $300,394,709) |  | $240286941 |

---

As of October 31, 2022, DFA Global Core Plus Real Return Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
| USD | 2103988 | EUR | 2112013 | Citibank, N.A. | 11/01/22 | $16791 |
| USD | 4296341 | EUR | 4272091 | Morgan Stanley and Co. International | 11/01/22 | 74449 |
| USD | 1201510 | EUR | 1197607 | State Street Bank and Trust | 11/01/22 | 17975 |
| USD | 10135539 | EUR | 10211087 | Morgan Stanley and Co. International | 11/08/22 | 40305 |
| USD | 1463061 | EUR | 1416782 | Bank of New York Mellon | 11/10/22 | 62158 |
| USD | 92534 | EUR | 91629 | Citibank, N.A. | 11/10/22 | 1932 |
| USD | 5226492 | EUR | 5087116 | HSBC Bank | 11/10/22 | 196390 |
| USD | 2133149 | EUR | 2055792 | State Street Bank and Trust | 11/10/22 | 100397 |
| DKK | 715407 | USD | 93530 | Citibank, N.A. | 11/18/22 | 1539 |
| USD | 90168 | DKK | 669206 | Citibank, N.A. | 11/18/22 | 1239 |
| USD | 1726201 | DKK | 12804394 | State Street Bank and Trust | 11/18/22 | 24660 |
| USD | 2606309 | EUR | 2583356 | Citibank, N.A. | 11/28/22 | 48607 |
| USD | 3045851 | EUR | 3013851 | HSBC Bank | 11/28/22 | 61929 |
| USD | 3209131 | EUR | 3193669 | State Street Bank and Trust | 11/28/22 | 47176 |
| CAD | 2466748 | USD | 1783426 | Citibank, N.A. | 11/30/22 | 27513 |
| USD | 196434 | CAD | 266296 | Citibank, N.A. | 11/30/22 | 936 |
| USD | 21333558 | CAD | 28092640 | HSBC Bank | 11/30/22 | 709604 |
| CAD | 6297581 | USD | 4593212 | HSBC Bank | 11/30/22 | 30100 |
| CAD | 2430371 | USD | 1782088 | State Street Bank and Trust | 11/30/22 | 2146 |
| NZD | 17423 | USD | 9913 | Citibank, N.A. | 12/01/22 | 222 |
| USD | 27861 | NZD | 47768 | Citibank, N.A. | 12/01/22 | 75 |
| NZD | 59318 | USD | 33180 | State Street Bank and Trust | 12/01/22 | 1324 |
| USD | 21040 | JPY | 2924637 | Citibank, N.A. | 12/02/22 | 1305 |
| USD | 8803156 | JPY | 1256451859 | State Street Bank and Trust | 12/20/22 | 301825 |
| USD | 8263480 | EUR | 8259629 | Morgan Stanley and Co. International | 12/29/22 | 60791 |

---

------

**DFA GLOBAL CORE PLUS REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
| USD | 8479614 | EUR | 8493505 | State Street Bank and Trust | 01/04/23 | $39703 |
| EUR | 7087421 | USD | 7049851 | UBS AG | 01/19/23 | 546 |
| USD | 16375851 | GBP | 14130543 | State Street Bank and Trust | 01/26/23 | 123511 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  | $**1995148** |
| EUR | 7581711 | USD | 7553355 | Morgan Stanley and Co. International | 11/01/22 | $(60732) |
| DKK | 465358 | USD | 62948 | Citibank, N.A. | 11/18/22 | (1108) |
| DKK | 183352 | USD | 24471 | Morgan Stanley and Co. International | 11/18/22 | (106) |
| CAD | 2940211 | USD | 2177206 | Citibank, N.A. | 11/30/22 | (18677) |
| CAD | 3628235 | USD | 2747009 | UBS AG | 11/30/22 | (83374) |
| USD | 11228 | NZD | 19793 | Citibank, N.A. | 12/01/22 | (285) |
| USD | 882073 | NZD | 1550766 | UBS AG | 12/01/22 | (19976) |
| USD | 190681 | EUR | 193019 | Bank of New York Mellon | 01/04/23 | (1120) |
| USD | 314184 | EUR | 321693 | HSBC Bank | 01/04/23 | (5479) |
| USD | 661523 | EUR | 675773 | Morgan Stanley and Co. International | 01/04/23 | (9986) |
| USD | 30515249 | EUR | 30828482 | Citibank, N.A. | 01/19/23 | (152185) |
| EUR | 162608 | USD | 163092 | Citibank, N.A. | 01/19/23 | (1334) |
| EUR | 9250930 | USD | 9292257 | UBS AG | 01/19/23 | (89654) |
| USD | 9945622 | EUR | 10166860 | Morgan Stanley and Co. International | 01/20/23 | (168863) |
| USD | 11697486 | AUD | 18457464 | Citibank, N.A. | 01/24/23 | (142320) |
| AUD | 639791 | USD | 415491 | State Street Bank and Trust | 01/24/23 | (5088) |
| USD | 179238 | GBP | 155858 | Morgan Stanley and Co. International | 01/26/23 | (23) |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  |  | $**(760310)** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  | $**1234838** |

---

As of October 31, 2022, DFA Global Core Plus Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**received<br>by Fund** | **Payment**<br>**Frequency** | **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration**<br>**Date** | **Upfront**<br>**Premiums**<br>**Paid** | **Upfront<br>Premiums**<br>**Received** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Bank of America Corp. | 3.090% | Fixed | CPI | Maturity | USD | 10000000 | 03/22/32 | – |  | $11438 | $11438 |
| Bank of America Corp. | 2.770% | Fixed | CPI | Maturity | USD | 4000000 | 05/04/24 | – |  | 339212 | 339212 |
| Bank of America Corp. | 2.745% | Fixed | CPI | Maturity | USD | 8000000 | 12/30/31 | – |  | 354756 | 354756 |
| Bank of America Corp. | 2.725% | Fixed | CPI | Maturity | USD | 11000000 | 04/29/24 | – |  | 945012 | 945012 |
| Bank of America Corp. | 2.664% | Fixed | CPI | Maturity | USD | 11000000 | 12/20/31 | – |  | 595783 | 595783 |
| Bank of America Corp. | 2.657% | Fixed | CPI | Maturity | USD | 11000000 | 01/20/32 | – |  | 532407 | 532407 |
| Bank of America Corp. | 2.648% | Fixed | CPI | Maturity | USD | 5000000 | 04/29/26 | – |  | 446765 | 446765 |
| Bank of America Corp. | 2.635% | Fixed | CPI | Maturity | USD | 7000000 | 05/03/28 | – |  | 623875 | 623875 |
| Bank of America Corp. | 2.620% | Fixed | CPI | Maturity | USD | 6000000 | 08/20/27 | – |  | 434472 | 434472 |
| Bank of America Corp. | 2.595% | Fixed | CPI | Maturity | USD | 13000000 | 04/29/28 | – |  | 1194315 | 1194315 |
| Bank of America Corp. | 2.585% | Fixed | CPI | Maturity | USD | 7000000 | 08/26/28 | – |  | 512852 | 512852 |

---

------

**DFA GLOBAL CORE PLUS REAL RETURN PORTFOLIO** 

**CONTINUED** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payment<br>received<br>by Fund** | **Payment<br>Frequency** | **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration<br>Date** | **Upfront<br>Premiums<br>Paid** | **Upfront<br>Premiums<br>Received** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Bank of America Corp. | 2.570% | Fixed | CPI | Maturity | USD | 3000000 | 07/19/28 |  |  | $247885 | $247885 |
| Bank of America Corp. | 2.546% | Fixed | CPI | Maturity | USD | 40000000 | 04/29/31 |  |  | 3811494 | 3811494 |
| Bank of America Corp. | 2.533% | Fixed | CPI | Maturity | USD | 3000000 | 05/03/36 |  |  | 279718 | 279718 |
| Citibank, N.A | 2.807% | Fixed | CPI | Maturity | USD | 11000000 | 05/03/24 |  |  | 916035 | 916035 |
| Deutsche Bank AG | 3.120% | Fixed | CPI | Maturity | USD | 7000000 | 11/22/28 |  |  | 222596 | 222596 |
| Deutsche Bank AG | 3.089% | Fixed | CPI | Maturity | USD | 4000000 | 11/03/26 |  |  | 172587 | 172587 |
| Deutsche Bank AG | 2.833% | Fixed | CPI | Maturity | USD | 15000000 | 07/12/28 |  |  | 197240 | 197240 |
| Deutsche Bank AG | 2.816% | Fixed | CPI | Maturity | USD | 6000000 | 12/30/28 |  |  | 263115 | 263115 |
| Deutsche Bank AG | 2.783% | Fixed | CPI | Maturity | USD | 7000000 | 11/03/31 |  |  | 345789 | 345789 |
| Deutsche Bank AG | 2.678% | Fixed | CPI | Maturity | USD | 7000000 | 08/03/28 |  |  | 508885 | 508885 |
| Deutsche Bank AG | 2.678% | Fixed | CPI | Maturity | USD | 7000000 | 10/12/31 |  |  | 414754 | 414754 |
| Deutsche Bank AG | 2.658% | Fixed | CPI | Maturity | USD | 3000000 | 06/03/28 |  |  | 254685 | 254685 |
| Deutsche Bank AG | 2.600% | Fixed | CPI | Maturity | USD | 5000000 | 06/14/26 |  |  | 433582 | 433582 |
| Deutsche Bank AG | 2.596% | Fixed | CPI | Maturity | USD | 4000000 | 06/09/28 |  |  | 350774 | 350774 |
| Deutsche Bank AG | 2.553% | Fixed | CPI | Maturity | USD | 3000000 | 06/03/36 |  |  | 262223 | 262223 |
| Deutsche Bank AG | 2.550% | Fixed | CPI | Maturity | USD | 7000000 | 08/23/28 |  |  | 532696 | 532696 |
| Deutsche Bank AG | 2.529% | Fixed | CPI | Maturity | USD | 4000000 | 07/02/29 |  |  | 353815 | 353815 |
| Deutsche Bank AG | 2.528% | Fixed | CPI | Maturity | USD | 6000000 | 07/27/30 |  |  | 507080 | 507080 |
| Deutsche Bank AG | 2.515% | Fixed | CPI | Maturity | USD | 4000000 | 06/09/36 |  |  | 364817 | 364817 |
| Deutsche Bank AG | 2.514% | Fixed | CPI | Maturity | USD | 5000000 | 06/16/28 |  |  | 459680 | 459680 |
| Deutsche Bank AG | 2.468% | Fixed | CPI | Maturity | USD | 5000000 | 06/21/29 |  |  | 474365 | 474365 |
| Deutsche Bank AG | 2.465% | Fixed | CPI | Maturity | USD | 5000000 | 07/19/31 |  |  | 459360 | 459360 |
| Deutsche Bank AG | 2.456% | Fixed | CPI | Maturity | USD | 5000000 | 07/14/31 |  |  | 466508 | 466508 |
| Deutsche Bank AG | 2.430% | Fixed | CPI | Maturity | USD | 3000000 | 08/23/33 |  |  | 265786 | 265786 |
| Morgan Stanley and<br>Co. International | 2.815% | Fixed | CPI | Maturity | USD | 10000000 | 08/01/29 |  |  | 72393 | 72393 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  | $**18628749** | $**18628749** |
|  **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** | **Total Appreciation (Depreciation)** |  |  |  |  |  |  |  | $**18628749** | $**18628749** |

---

------

**DFA GLOBAL CORE PLUS REAL RETURN PORTFOLIO** 

**CONTINUED** 

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Agency Obligations |  | $26998939 |  | $26998939 |
|  Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | 14792242 |  | 14792242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 1316359 |  | 1316359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada |  | 17607807 |  | 17607807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 2159921 |  | 2159921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 2548119 |  | 2548119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 13918037 |  | 13918037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 6229787 |  | 6229787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 1640015 |  | 1640015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 5006488 |  | 5006488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 10153433 |  | 10153433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Luxembourg |  | 604197 |  | 604197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 3379020 |  | 3379020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 904332 |  | 904332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 254378 |  | 254378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 2309442 |  | 2309442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations |  | 5851024 |  | 5851024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 271566 |  | 271566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 2774225 |  | 2774225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 11418698 |  | 11418698 |
|  United States |  | 106201832 |  | 106201832 |
|  U.S. Treasury Obligations |  | 1880235 |  | 1880235 |
|  Securities Lending Collateral |  | 2066845 |  | 2066845 |
|  Forward Currency Contracts\*\* |  | 1234838 |  | 1234838 |
|  Swap Agreements\*\* |  | 18628749 |  | 18628749 |
|  TOTAL |  | $260150528 |  | $260150528 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA One-Year<br>Fixed Income<br>Portfolio\*** | **DFA Two-Year<br>Global Fixed<br>Income**<br>**Portfolio\*** | **DFA**<br>**Selectively<br>Hedged Global<br>Fixed Income<br>Portfolio\*** | **DFA Five-Year<br>Global Fixed<br>Income**<br>**Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investment Securities at Value (including $652,448, $33,230, $22,816 and $31,102 of securities on loan, respectively) | $5318289 | $4978439 | $997068 | $10366878 |
|  Temporary Cash Investments at Value & Cost | 21572 |  |  |  |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $665,861, $33,945, $23,297 and $31,709, respectively) | 665832 | 33936 | 23288 | 31698 |
|  Foreign Currencies at Value | 1 | 416 | 313 | 1437 |
|  Cash | 248 | 59954 | 19827 | 56886 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold |  | 15857 |  | 28016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 12952 | 25684 | 6833 | 52562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 47 | 7 | 7 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 8936 | 7262 | 1020 | 11991 |
|  Unrealized Gain on Forward Currency Contracts |  | 21623 | 3193 | 33013 |
|  Prepaid Expenses and Other Assets | 99 | 92 | 7 | 117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 6027976 | 5143270 | 1051556 | 10582610 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 153569 | 33875 | 23112 | 22320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased | 512507 | 41099 | 7505 | 39321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 11494 | 5856 | 651 | 14747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 461 | 604 | 121 | 1792 |
|  Unrealized Loss on Forward Currency Contracts |  | 22368 | 955 | 42926 |
|  Unrealized Loss on Foreign Currency Contracts |  | 165 | 13 | 111 |
|  Accrued Expenses and Other Liabilities | 487 | 355 | 57 | 676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 678518 | 104322 | 32414 | 121893 |
|  **NET ASSETS** | $5349458 | $5038948 | $1019142 | $10460717 |
|  Institutional Class Shares — based on net assets of $5,349,458; $5,038,948; $1,019,142 and $10,460,717 and shares outstanding of 534,370,625, 527,192,964, 115,554,626 and 1,057,108,401, respectively | $**10.01** | $**9.56** | $**8.82** | $**9.90** |
|  NUMBER OF SHARES AUTHORIZED | 4000000000 | 4000000000 | 1000000000 | 6600000000 |
|  Investment Securities at Cost | $5458797 | $5283304 | $1096617 | $11071210 |
|  Foreign Currencies at Cost | $1 | $421 | $316 | $1460 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $5531463 | $5271370 | $1190870 | $11667366 |
|  Total Distributable Earnings (Loss) | (182005) | (232422) | (171728) | (1206649) |
|  **NET ASSETS** | $5349458 | $5038948 | $1019142 | $10460717 |

---

------

\* See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA World ex<br>U.S.**<br>**Government<br>Fixed Income<br>Portfolio** | **DFA Short-**<br>**Term<br>Government<br>Portfolio** | **DFA<br>Intermediate<br>Government<br>Fixed Income<br>Portfolio** | **DFA Short-**<br>**Term Extended<br>Quality**<br>**Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investment Securities at Value (including $0, $0, $0 and $75,466 of securities on loan, respectively) | $1097321 | $1566962 | $4741195 | $6402030 |
|  Temporary Cash Investments at Value & Cost |  | 2793 | 1845 |  |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $0, $0, $0 and $77,131, respectively) |  |  |  | 77101 |
|  Foreign Currencies at Value | 463 |  |  | 642 |
|  Cash | 30927 |  |  | 55714 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold |  |  |  | 3190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 8742 | 1479 | 45701 | 43334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income |  |  |  | 33 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 2252 | 2233 | 4905 | 8685 |
|  Unrealized Gain on Forward Currency Contracts | 7150 |  |  | 12945 |
|  Prepaid Expenses and Other Assets | 21 | 36 | 59 | 108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 1146876 | 1573503 | 4793705 | 6603782 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned |  |  |  | 80339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased | 17056 |  |  | 8840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 1839 | 1378 | 5330 | 9034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 235 | 214 | 371 | 1123 |
|  Unrealized Loss on Forward Currency Contracts | 8753 |  |  | 6984 |
|  Unrealized Loss on Foreign Currency Contracts | 6 |  |  | 87 |
|  Accrued Expenses and Other Liabilities | 72 | 127 | 291 | 314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 27961 | 1719 | 5992 | 106721 |
|  **NET ASSETS** | $1118915 | $1571784 | $4787713 | $6497061 |
|  Institutional Class Shares — based on net assets of $1,118,915; $1,571,784; $4,787,713 and $6,497,061 and shares outstanding of 136,371,947, 160,980,267, 448,354,367 and 645,744,598, respectively | $**8.20** | $**9.76** | $**10.68** | $**10.06** |
|  NUMBER OF SHARES AUTHORIZED | 1000000000 | 1500000000 | 1700000000 | 3000000000 |
|  Investment Securities at Cost | $1509888 | $1599588 | $5502191 | $6962898 |
|  Foreign Currencies at Cost | $463 | $— | $— | $648 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $1425092 | $1732287 | $5677640 | $7059751 |
|  Total Distributable Earnings (Loss) | (306177) | (160503) | (889927) | (562690) |
|  **NET ASSETS** | $1118915 | $1571784 | $4787713 | $6497061 |

---

------

\* See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA<br>Intermediate-<br>Term Extended<br>Quality**<br>**Portfolio\*** | **DFA Targeted<br>Credit**<br>**Portfolio\*** | **DFA**<br>**Global Core**<br>**Plus Fixed<br>Income Portfolio\*** | **DFA**<br>**Investment**<br>**Grade Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investment Securities at Value (including $44,109, $26,170, $56,053 and $639,318 of securities on loan, respectively) | $1216045 | $795559 | $2465731 | $9860471 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $44,998, $26,790, $57,246 and $652,474, respectively) | 44981 | 26782 | 57224 | 652171 |
|  Segregated Cash for Futures Contracts |  |  | 3381 |  |
|  Foreign Currencies at Value |  | 16 | 484 | 2 |
|  Segregated Cash for Swaps Contracts |  |  | 3225 |  |
|  Cash | 58560 | 73138 | 136600 | 67744 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 4887 |  | 9369 | 2820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 13548 | 6195 | 23918 | 95312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 25 | 8 | 39 | 309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 3159 | 8034 | 4043 | 16902 |
|  Unrealized Gain on Forward Currency Contracts |  | 439 | 13548 | 473 |
|  Unrealized Gain on Foreign Currency Contracts |  |  | 37 |  |
|  Prepaid Expenses and Other Assets | 31 | 32 | 29 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 1341236 | 910203 | 2717628 | 10696304 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 47645 | 24363 | 57631 | 655631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  | 16963 | 240868 | 22275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 2475 | 1819 | 8719 | 18655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 247 | 134 | 465 | 1618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Segregated Cash for Swap Contracts |  |  | 485 |  |
|  Unrealized Loss on Forward Currency Contracts | 1 | 683 | 8759 | 66 |
|  Unrealized Loss on Foreign Currency Contracts |  | 118 |  | 84 |
|  Accrued Expenses and Other Liabilities | 97 | 49 | 127 | 505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 50465 | 44129 | 317054 | 698834 |
|  **NET ASSETS** | $1290771 | $866074 | $2400574 | $9997470 |
|  Institutional Class Shares — based on net assets of $1,290,771; $866,074; $2,400,574 and $9,997,470 and shares outstanding of 146,565,560, 96,390,293, 281,210,454 and 1,056,108,064, respectively | $**8.81** | $**8.99** | $**8.54** | $**9.47** |
|  NUMBER OF SHARES AUTHORIZED | 2000000000 | 1000000000 | 2000000000 | 2000000000 |
|  Investment Securities at Cost | $1502466 | $887313 | $3036661 | $11561922 |
|  Foreign Currencies at Cost | $— | $16 | $486 | $2 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $1654921 | $966645 | $3008157 | $11963266 |
|  Total Distributable Earnings (Loss) | (364150) | (100571) | (607583) | (1965796) |
|  **NET ASSETS** | $1290771 | $866074 | $2400574 | $9997470 |

---

------

\* See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br>**Diversified**<br>**Fixed Income<br>Portfolio\*** | **DFA LTIP<br>Portfolio** | **DFA Inflation-<br>Protected<br>Securities<br>Portfolio** | **DFA Short-<br>Duration Real<br>Return**<br>**Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value | $1559872 |  |  |  |
|  Investment Securities at Value (including $26,553, $0, $0 and $68,908 of securities on loan, respectively) | 373729 | $294630 | $5873194 | $2009688 |
|  Temporary Cash Investments at Value & Cost | 2138 |  | 1879 |  |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $27,164, $0, $0 and $70,407, respectively) | 27162 |  |  | 70378 |
|  Foreign Currencies at Value |  |  |  | 220 |
|  Segregated Cash for Swaps Contracts |  |  |  | 69882 |
|  Cash |  | 1436 |  | 36334 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities/Affiliated Investment Companies Sold | 22233 |  |  | 2720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 479 | 292 | 16402 | 13810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income |  |  |  | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 1337 | 379 | 8986 | 3784 |
|  Unrealized Gain on Swap Contracts |  |  |  | 117374 |
|  Unrealized Gain on Forward Currency Contracts |  |  |  | 3754 |
|  Prepaid Expenses and Other Assets | 50 | 11 | 52 | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 1987000 | 296748 | 5900513 | 2328019 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 49399 |  |  | 68577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities/Affiliated Investment Companies Purchased |  | 487 |  | 11004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 5899 | 1 | 7342 | 2957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 88 | 24 | 452 | 331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Segregated Cash for Swap Contracts |  |  |  | 69882 |
|  Unrealized Loss on Swap Contracts |  |  |  | 1026 |
|  Unrealized Loss on Forward Currency Contracts |  |  |  | 2684 |
|  Unrealized Loss on Foreign Currency Contracts |  |  |  | 18 |
|  Accrued Expenses and Other Liabilities | 71 | 18 | 287 | 116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 55457 | 530 | 8081 | 156595 |
|  **NET ASSETS.** | $1931543 | $296218 | $5892432 | $2171424 |
|  Institutional Class Shares — based on net assets of $1,931,543; $296,218; $5,892,432 and $2,171,424 and shares outstanding of 215,129,747, 45,125,013, 545,667,566 and 214,163,236, respectively | $**8.98** | $**6.56** | $**10.80** | $**10.14** |
|  NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1500000000 | 1500000000 |
|  Investments in Affiliated Investment Companies at Cost | $1768581 | $— | $— | $— |
|  Investment Securities at Cost | $380853 | $431566 | $6568063 | $2215749 |
|  Foreign Currencies at Cost | $— | $— | $— | $219 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $2177274 | $439636 | $6649304 | $2196353 |
|  Total Distributable Earnings (Loss) | (245731) | (143418) | (756872) | (24929) |
|  **NET ASSETS** | $1931543 | $296218 | $5892432 | $2171424 |

---

------

\* See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | |
|:---|:---|
|  | **DFA Global<br>Core Plus**<br>**Real Return<br>Portfolio\*** |
|  **ASSETS:** |  |
|  Investment Securities at Value (including $2,024 of securities on loan, respectively) | $238220 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $2,067) | 2067 |
|  Segregated Cash for Futures Contracts | 772 |
|  Foreign Currencies at Value | 14 |
|  Segregated Cash for Swaps Contracts | 8372 |
|  Cash | 52478 |
|  Receivables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 1720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 2034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 1037 |
|  Unrealized Gain on Swap Contracts | 18629 |
|  Unrealized Gain on Forward Currency Contracts | 1995 |
|  Prepaid Expenses and Other Assets | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 327358 |
|  **LIABILITIES:** |  |
|  Payables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 2048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased | 29216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 3728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 41 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Segregated Cash for Swap Contracts | 7599 |
|  Unrealized Loss on Forward Currency Contracts | 760 |
|  Accrued Expenses and Other Liabilities | 54 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 43446 |
|  **NET ASSETS** | $283912 |
|  Institutional Class Shares — based on net assets of $283,912 and shares outstanding of 31,771,630 | $**8.94** |
|  NUMBER OF SHARES AUTHORIZED | 500000000 |
|  Investment Securities at Cost | $298327 |
|  Foreign Currencies at Cost | $14 |
|  **NET ASSETS CONSIST OF:** |  |
|  Paid-In Capital | $329638 |
|  Total Distributable Earnings (Loss) | (45726) |
|  **NET ASSETS** | $283912 |

---

------

\* See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA One-Year<br>Fixed Income<br>Portfolio<sup>#</sup>** | **DFA Two-Year<br>Global Fixed<br>Income<br>Portfolio<sup>#</sup>** | **DFA<br>Selectively<br>Hedged Global<br>Fixed Income<br>Portfolio<sup>#</sup>** | **DFA Five-Year<br>Global Fixed<br>Income<br>Portfolio<sup>#</sup>** |
|  **Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest | $53611 | $55212 | $17759 | $169558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 386 | 127 | 33 | 264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 53997 | 55339 | 17792 | 169822 |
|  **Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 6612 | 7679 | 1580 | 25041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 689 | 649 | 93 | 2012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 86 | 110 | 19 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 171 | 133 | 45 | 231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 80 | 84 | 32 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 32 | 29 | 5 | 58 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 63 | 68 | 15 | 148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 128 | 126 | 27 | 272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 7861 | 8878 | 1816 | 28141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) |  | 69 | 14 | 145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 7861 | 8809 | 1802 | 27996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 46136 | 46530 | 15990 | 141826 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | (30143) | (137602) | (36009) | (832549) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (226) | (41) | (5) | (72) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions |  | (339) | (91) | (324) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | 213512 | 14368 | 303472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (139475) | (331711) | (96918) | (550339) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (37) | (17) | (9) | (12) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts |  | (719) | (101) | (861) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | 21548 | 6949 | 23390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (169881) | (235369) | (111816) | (1057295) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(123745) | $(188839) | $(95826) | $(915469) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA World ex<br>U.S.<br>Government<br>Fixed Income<br>Portfolio** | **DFA Short-<br>Term**<br>**Government<br>Portfolio** | **DFA**<br>**Intermediate<br>Government<br>Fixed Income<br>Portfolio** | **DFA Short-<br>Term Extended**<br>**Quality<br>Portfolio<sup>#</sup>** |
|  **Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest | $14637 | $28684 | $93835 | $118806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending |  |  |  | 219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 14637 | 28684 | 93835 | 119025 |
|  **Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 2429 | 2672 | 4874 | 11727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 165 | 229 | 687 | 988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 84 | 14 | 59 | 107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 64 | 66 | 131 | 191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 84 | 44 | 110 | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 8 | 9 | 24 | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 17 | 16 | 62 | 92 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) | 123 |  |  | 876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 39 | 37 | 123 | 151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 3013 | 3087 | 6070 | 14340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 155 |  |  | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) | 41 |  |  | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 2817 | 3087 | 6070 | 14164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 11820 | 25597 | 87765 | 104861 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | (73691) | (103726) | (136576) | (210311) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold |  |  |  | (39) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (1621) |  |  | (525) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 218171 |  |  | 153469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (424788) | (11471) | (782211) | (548914) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares |  |  |  | (30) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (269) |  |  | (355) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 5493 |  |  | 13469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (276705) | (115197) | (918787) | (593236) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(264885) | $(89600) | $(831022) | $(488375) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA<br>Intermediate-<br>Term Extended<br>Quality<br>Portfolio<sup>#</sup>** | **DFA Targeted<br>Credit<br>Portfolio<sup>#</sup>** | **DFA**<br>**Global Core**<br>**Plus Fixed<br>Income Portfolio<sup>#</sup>** | **DFA<br>Investment**<br>**Grade Portfolio<sup>#</sup>** |
|  **Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest | $50950 | $15851 | $74389 | $310992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 140 | 47 | 209 | 1328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 51090 | 15898 | 74598 | 312320 |
|  **Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 2987 | 1566 | 6691 | 21341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 265 | 141 | 321 | 2140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 11 | 3 | 105 | 73 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 64 | 67 | 102 | 278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 82 | 55 | 142 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 7 | 6 | 35 | 84 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 20 | 12 | 42 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) | 139 | 22 |  | 1139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 41 | 22 | 74 | 269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 3616 | 1894 | 7512 | 25841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 23 | 154 |  | 125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) | 12 | 13 | 77 | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 3581 | 1727 | 7435 | 25627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 47509 | 14171 | 67163 | 286693 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | (77254) | (9702) | (242243) | (284930) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (16) | (7) | (21) | (160) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions |  | (41) | (1066) | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | 3284 | 198392 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (335984) | (91977) | (612544) | (2038092) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (19) | (9) | (24) | (327) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts |  | 8 | (425) | 11 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | (1) | (115) | 13136 | 407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (413274) | (98559) | (644795) | (2323082) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(365765) | $(84388) | $(577632) | $(2036389) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA<br>Diversified<br>Fixed Income<br>Portfolio<sup>#</sup>** | **DFA LTIP<br>Portfolio** | **DFA Inflation-<br>Protected**<br>**Securities<br>Portfolio** | **DFA Short-<br>Duration Real<br>Return<br>Portfolio<sup>#</sup>** |
|  **Investment Income** |  |  |  |  |
|  Income Distributions | $17984 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 17984 |  |  |  |
|  **Fund Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest | 31457 | $30888 | $535128 | $39639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 2 |  |  | 87 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Investment Income | 31459 | 30888 | 535128 | 39726 |
|  **Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 2674 | 349 | 6254 | 3794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 427 | 19 | 721 | 376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 6 | 2 | 83 | 82 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 135 | 41 | 150 | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 69 | 24 | 213 | 66 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 25 | 4 | 33 | 17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 26 | 5 | 84 | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 19 | 11 | 178 | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 3381 | 455 | 7716 | 4538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 2361 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) |  | 3 |  | 21 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 1020 | 452 | 7716 | 4517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 48423 | 30436 | 527412 | 35209 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities | 12140 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | (12934) | (5549) | (53868) | (38676) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (28718) |  |  | (9) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swap Contracts |  |  |  | 34935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions |  |  |  | (229) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  |  |  | 50889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (25114) | (184077) | (1345892) | (208259) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (194304) |  |  | (29) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swap Contracts |  |  |  | 41372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts |  |  |  | (183) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  |  |  | 9191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (248930) | (189626) | (1399760) | (110998) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(200507) | $(159190) | $(872348) | $(75789) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0, $0, $0 and $0, respectively. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **DFA Global<br>Core Plus<br>Real Return<br>Portfolio<sup>#</sup>** |
|  **Investment Income** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest | $7242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 7251 |
|  **Expenses** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Organizational & Offering Costs | 52 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) | 84 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 42 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 1151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 6282 |
|  **Realized and Unrealized Gain (Loss)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | (37220) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swap Contracts | 6497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (60) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 21153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (54424) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swap Contracts | 7713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (34) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 1316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (55059) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(48777) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA One-Year Fixed<br>Income Portfolio** | **DFA One-Year Fixed<br>Income Portfolio** | **DFA Two-Year Global**<br>**Fixed Income Portfolio** | **DFA Two-Year Global**<br>**Fixed Income Portfolio** | **DFA Selectively**<br>**Hedged Global Fixed**<br>**Income Portfolio** | **DFA Selectively**<br>**Hedged Global Fixed**<br>**Income Portfolio** | **DFA**<br>**Five-Year Global Fixed**<br>**Income Portfolio** | **DFA**<br>**Five-Year Global Fixed**<br>**Income Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $46136 | $(316) | $46530 | $5005 | $15990 | $9616 | $141826 | $53529 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | (30143) | 765 | (137602) | 134031 | (36009) | 32305 | (832549) | 538322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (226) | (6) | (41) |  | (5) |  | (72) | (5) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions |  |  | (339) | (1334) | (91) | 1318 | (324) | 1547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  |  | 213512 | (99208) | 14368 | (7462) | 303472 | (398032) |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (139475) | (2359) | (331711) | (2105) | (96918) | (25646) | (550339) | (212535) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (37) | 8 | (17) | 8 | (9) |  | (12) | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts |  |  | (719) | 8 | (101) | (17) | (861) | (126) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  |  | 21548 | (52963) | 6949 | (10471) | 23390 | (121361) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (123745) | (1908) | (188839) | (16558) | (95826) | (357) | (915469) | (138660) |
|  Distributions: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (41461) | (1592) | (13251) | (30532) | (21454) | (353) | (138146) | (3819) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 2559201 | 2590795 | 1551922 | 1679495 | 226931 | 272742 | 3036685 | 3889481 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 37969 | 1478 | 11517 | 27086 | 21423 | 352 | 136008 | 3763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (2940804) | (3386361) | (2016317) | (1287009) | (347902) | (167314) | (5279634) | (3417878) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (343634) | (794088) | (452878) | 419572 | (99548) | 105780 | (2106941) | 475366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (508840) | (797588) | (654968) | 372482 | (216828) | 105070 | (3160556) | 332887 |
|  **Net Assets** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 5858298 | 6655886 | 5693916 | 5321434 | 1235970 | 1130900 | 13621273 | 13288386 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $5349458 | $5858298 | $5038948 | $5693916 | $1019142 | $1235970 | $10460717 | $13621273 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 251248 | 251534 | 159778 | 168729 | 24726 | 27823 | 295268 | 356554 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 3766 | 143 | 1165 | 2725 | 2250 | 37 | 13016 | 346 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (289589) | (328773) | (208199) | (129291) | (38058) | (17077) | (515126) | (313455) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (34575) | (77096) | (47256) | 42163 | (11082) | 10783 | (206842) | 43445 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0, $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA World ex U.S.<br>Government Fixed**<br>**Income Portfolio** | **DFA World ex U.S.<br>Government Fixed**<br>**Income Portfolio** | **DFA Short-Term<br>Government Portfolio** | **DFA Short-Term<br>Government Portfolio** | **DFA Intermediate<br>Government Fixed**<br>**Income Portfolio** | **DFA Intermediate<br>Government Fixed**<br>**Income Portfolio** | **DFA**<br>**Short-Term Extended**<br>**Quality Portfolio** | **DFA**<br>**Short-Term Extended**<br>**Quality Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $11820 | $12456 | $25597 | $2050 | $87765 | $87167 | $104861 | $55753 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | (73691) | 28889 | (103726) | (2098) | (136576) | 63442 | (210311) | 79667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold. |  |  |  |  |  |  | (39) | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (1621) | 911 |  |  |  |  | (525) | 1496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 218171 | (10452) |  |  |  |  | 153469 | (23515) |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency. | (424788) | (105179) | (11471) | (21819) | (782211) | (349602) | (548914) | (94157) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares |  |  |  |  |  |  | (30) | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (269) | (232) |  |  |  |  | (355) | (124) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 5493 | (25957) |  |  |  |  | 13469 | (29108) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (264885) | (99564) | (89600) | (21867) | (831022) | (198993) | (488375) | (9991) |
|  Distributions: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (30706) | (29683) | (21142) | (1444) | (141857) | (222349) | (84526) | (21477) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 467293 | 725829 | 514274 | 439716 | 1493542 | 2058069 | 2445018 | 2411769 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 29598 | 28857 | 20650 | 1429 | 139670 | 218843 | 83680 | 20971 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (805621) | (604660) | (600770) | (1188223) | (2072849) | (1494309) | (2739944) | (1366800) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (308730) | 150026 | (65846) | (747078) | (439637) | 782603 | (211246) | 1065940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (604321) | 20779 | (176588) | (770389) | (1412516) | 361261 | (784147) | 1034472 |
|  **Net Assets** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 1723236 | 1702457 | 1748372 | 2518761 | 6200229 | 5838968 | 7281208 | 6246736 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $1118915 | $1723236 | $1571784 | $1748372 | $4787713 | $6200229 | $6497061 | $7281208 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued. | 51008 | 69334 | 51108 | 41751 | 126998 | 156915 | 233008 | 219226 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 2902 | 2694 | 2090 | 136 | 11570 | 16534 | 7874 | 1908 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (88092) | (58363) | (59854) | (112763) | (175128) | (113961) | (261384) | (124232) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (34182) | 13665 | (6656) | (70876) | (36560) | 59488 | (20502) | 96902 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0, $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate-**<br>**Term Extended**<br>**Quality Portfolio** | **DFA Intermediate-**<br>**Term Extended**<br>**Quality Portfolio** | **DFA Targeted**<br>**Credit Portfolio** | **DFA Targeted**<br>**Credit Portfolio** | **DFA Global**<br>**Core Plus Fixed** <br>**Income Portfolio** | **DFA Global**<br>**Core Plus Fixed** <br>**Income Portfolio** | **DFA Investment Grad<br>Portfolio** | **DFA Investment Grad<br>Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $47509 | $53323 | $14171 | $12389 | $67163 | $51746 | $286693 | $257082 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | (77254) | 40461 | (9702) | 15989 | (242243) | 28593 | (284930) | 138850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (16) |  | (7) | (2) | (21) | (2) | (160) | (29) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions |  |  | (41) | 203 | (1066) | 755 | 9 | (58) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  |  | 3284 | (1588) | 198392 | (6483) |  | (4789) |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (335984) | (84316) | (91977) | (17991) | (612544) | (68149) | (2038092) | (522640) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (19) | (3) | (9) |  | (24) | (3) | (327) | (21) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts |  |  | 8 | (33) | (425) | (175) | 11 | (40) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | (1) |  | (115) | (2662) | 13136 | (18897) | 407 | (4064) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (365765) | 9465 | (84388) | 6305 | (577632) | (12615) | (2036389) | (135709) |
|  Distributions: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (81214) | (67923) | (24970) | (7208) | (83818) | (51221) | (391343) | (257741) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 494273 | 700308 | 399556 | 295455 | 1400607 | 1405734 | 4309196 | 5149011 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 78576 | 64600 | 24332 | 6981 | 83676 | 51177 | 384513 | 253417 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (908863) | (763707) | (385306) | (183594) | (1541734) | (642342) | (5891418) | (2548668) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (336014) | 1201 | 38582 | 118842 | (57451) | 814569 | (1197709) | 2853760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (782993) | (57257) | (70776) | 117939 | (718901) | 750733 | (3625441) | 2460310 |
|  **Net Assets** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 2073764 | 2131021 | 936850 | 818911 | 3119475 | 2368742 | 13622911 | 11162601 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $1290771 | $2073764 | $866074 | $936850 | $2400574 | $3119475 | $9997470 | $13622911 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 48577 | 60115 | 42301 | 28889 | 144573 | 130059 | 407498 | 435971 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 7469 | 5532 | 2521 | 685 | 8273 | 4692 | 36020 | 21558 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (89930) | (65924) | (40501) | (17965) | (164109) | (59402) | (562225) | (216147) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (33884) | (277) | 4321 | 11609 | (11263) | 75349 | (118707) | 241382 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0, $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Diversified**<br>**Fixed Income** <br>**Portfolio** | **DFA Diversified**<br>**Fixed Income** <br>**Portfolio** | **DFA LTIP**<br>**Portfolio** | **DFA LTIP**<br>**Portfolio** | **DFA Inflation-**<br>**Protected Securities**<br>**Portfolio** | **DFA Inflation-**<br>**Protected Securities**<br>**Portfolio** | **DFA Short-Duration**<br>**Real Return Portfolio** | **DFA Short-Duration**<br>**Real Return Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $48423 | $32127 | $30436 | $16465 | $527412 | $298499 | $35209 | $17849 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities | 12140 | 19554 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | (12934) | 280 | (5549) | 8757 | (53868) | 3677 | (38676) | 14388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (28718) | (6) |  |  |  |  | (9) | (6) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swap Contracts |  |  |  |  |  |  | 34935 | 12579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions |  |  |  |  |  |  | (229) | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  |  |  |  |  |  | 50889 | (7076) |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (25114) | 7015 | (184077) | 5336 | (1345892) | 131328 | (208259) | (22004) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (194304) | (67438) |  |  |  |  | (29) | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swap Contracts. |  |  |  |  |  |  | 41372 | 84073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts |  |  |  |  |  |  | (183) | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  |  |  |  |  |  | 9191 | (10062) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (200507) | (8468) | (159190) | 30558 | (872348) | 433504 | (75789) | 89808 |
|  Distributions: |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (66753) | (33400) | (37152) | (31821) | (527766) | (308232) | (18197) | (11481) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 865705 | 1250930 | 195066 | 162753 | 2167801 | 2516447 | 1212852 | 778490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 66747 | 33397 | 37152 | 31821 | 518667 | 303621 | 17868 | 11228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (1095570) | (408616) | (126880) | (96764) | (2617661) | (1344084) | (763275) | (463634) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (163118) | 875711 | 105338 | 97810 | 68807 | 1475984 | 467445 | 326084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (430378) | 833843 | (91004) | 96547 | (1331307) | 1601256 | 373459 | 404411 |
|  **Net Assets** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 2361921 | 1528078 | 387222 | 290675 | 7223739 | 5622483 | 1797965 | 1393554 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $1931543 | $2361921 | $296218 | $387222 | $5892432 | $7223739 | $2171424 | $1797965 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 89805 | 122222 | 20973 | 14170 | 171811 | 189749 | 116221 | 75414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 6963 | 3271 | 4337 | 2726 | 44626 | 23067 | 1712 | 1115 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (114776) | (39894) | (12606) | (8383) | (213035) | (101386) | (73758) | (45214) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (18008) | 85599 | 12704 | 8513 | 3402 | 111430 | 44175 | 31315 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0, $0, $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0, $0, $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **DFA Global**<br>**Core Plus Real**<br>**Return Portfolio** | **DFA Global**<br>**Core Plus Real**<br>**Return Portfolio** |
|  |<br>**Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Period**<br>**Apr 26,**<br>**2021** ʊ<br>**to**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |
|  Operations: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $6282 | $1439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | (37220) | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swap Contracts | 6497 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (60) | (87) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 21153 | 2390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (54424) | (5684) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swap Contracts | 7713 | 10916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (34) | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | 1316 | (81) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (48777) | 8989 |
|  Distributions: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (4464) | (950) |
|  Capital Share Transactions (1): |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 161089 | 280336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 4462 | 950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (111207) | (6516) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 54344 | 274770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 1103 | 282809 |
|  **Net Assets** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 282809 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $283912 | $282809 |
| **(1) Shares Issued and Redeemed:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 16083 | 27635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 462 | 92 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (11867) | (633) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 4678 | 27094 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0. 

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $10.30 | $10.30 | $10.31 | $10.24 | $10.29 | $9.91 | $10.00 | $10.03 | $9.95 | $9.99 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.08 | (—) | 0.10 | 0.23 | 0.18 | 0.08 | 0.01 | 0.08 | 0.18 | 0.17 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (0.30) |  | (0.01) | 0.06 | (0.06) | (0.41) | (0.04) | 0.04 | 0.15 | (0.08) |
|  Total from Investment Operations | (0.22) |  | 0.09 | 0.29 | 0.12 | (0.33) | (0.03) | 0.12 | 0.33 | 0.09 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.07) | (—) | (0.10) | (0.22) | (0.17) | (0.02) | (0.06) | (0.15) | (0.25) | (0.13) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.07) |  | (0.10) | (0.22) | (0.17) | (0.02) | (0.06) | (0.15) | (0.25) | (0.13) |
|  Net Asset Value, End of Year | $10.01 | $10.30 | $10.30 | $10.31 | $10.24 | $9.56 | $9.91 | $10.00 | $10.03 | $9.95 |
|  Total Return | (2.10%) | 0.02% | 0.84% | 2.90% | 1.22% | (3.31%) | (0.33%) | 1.23% | 3.42% | 0.87% |
|  Net Assets, End of Year (thousands) | $5349458 | $5858298 | $6655886 | $7418534 | $7970071 | $5038948 | $5693916 | $5321434 | $5518420 | $5590939 |
|  Ratio of Expenses to Average Net Assets | 0.13% | 0.17% | 0.17% | 0.18% | 0.17% | 0.16% | 0.17% | 0.17% | 0.18% | 0.17% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.13% | 0.17% | 0.17% | 0.18% | 0.17% | 0.16% | 0.17% | 0.18% | 0.18% | 0.17% |
|  Ratio of Net Investment Income to Average Net Assets | 0.79% |  | 0.95% | 2.22% | 1.76% | 0.85% | 0.09% | 0.80% | 1.83% | 1.73% |
|  Portfolio Turnover Rate | 67% | 96% | 83% | 30% | 68% | 111% | 93% | 51% | 59% | 81% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $9.76 | $9.76 | $9.79 | $9.60 | $9.66 | $10.78 | $10.89 | $10.96 | $10.90 | $11.03 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.13 | 0.08 | 0.10 | 0.15 | 0.15 | 0.12 | 0.04 | 0.04 | 0.07 | 0.11 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (0.90) | (0.08) | 0.11 | 0.34 | (0.04) | (0.88) | (0.15) | 0.14 | 0.44 | (0.07) |
|  Total from Investment Operations | (0.77) |  | 0.21 | 0.49 | 0.11 | (0.76) | (0.11) | 0.18 | 0.51 | 0.04 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.17) | (—) | (0.24) | (0.30) | (0.17) | (0.12) | (—) | (0.25) | (0.45) | (0.16) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  |  |  |  |  |  |  |  | (0.01) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.17) |  | (0.24) | (0.30) | (0.17) | (0.12) |  | (0.25) | (0.45) | (0.17) |
|  Net Asset Value, End of Year | $8.82 | $9.76 | $9.76 | $9.79 | $9.60 | $9.90 | $10.78 | $10.89 | $10.96 | $10.90 |
|  Total Return | (8.03%) | 0.03% | 2.20% | 5.29% | 1.12% | (7.15%) | (0.98%) | 1.64% | 4.88% | 0.38% |
|  Net Assets, End of Year (thousands) | $1019142 | $1235970 | $1130900 | $1235997 | $1210704 | $10460717 | $13621273 | $13288386 | $15555653 | $15130986 |
|  Ratio of Expenses to Average Net Assets | 0.16% | 0.17% | 0.17% | 0.18% | 0.17% | 0.23% | 0.26% | 0.26% | 0.28% | 0.27% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.16% | 0.17% | 0.17% | 0.18% | 0.17% | 0.23% | 0.26% | 0.27% | 0.29% | 0.27% |
|  Ratio of Net Investment Income to Average Net Assets | 1.42% | 0.80% | 1.01% | 1.60% | 1.62% | 1.17% | 0.39% | 0.38% | 0.63% | 1.03% |
|  Portfolio Turnover Rate | 62% | 94% | 45% | 62% | 63% | 111% | 126% | 47% | 46% | 67% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year**<br>**Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $10.10 | $10.85 | $10.85 | $10.45 | $10.22 | $10.43 | $10.56 | $10.57 | $10.38 | $10.59 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.08 | 0.07 | 0.07 | 0.09 | 0.10 | 0.15 | 0.01 | 0.06 | 0.20 | 0.16 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (1.79) | (0.64) | 0.37 | 1.08 | 0.15 | (0.69) | (0.13) | 0.01 | 0.19 | (0.22) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (1.71) | (0.57) | 0.44 | 1.17 | 0.25 | (0.54) | (0.12) | 0.07 | 0.39 | (0.06) |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.09) | (0.09) | (0.33) | (0.73) | (0.02) | (0.13) | (0.01) | (0.08) | (0.20) | (0.15) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.10) | (0.09) | (0.11) | (0.04) |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.19) | (0.18) | (0.44) | (0.77) | (0.02) | (0.13) | (0.01) | (0.08) | (0.20) | (0.15) |
|  Net Asset Value, End of Year | $8.20 | $10.10 | $10.85 | $10.85 | $10.45 | $9.76 | $10.43 | $10.56 | $10.57 | $10.38 |
|  Total Return | (17.33%) | (5.34%) | 4.28% | 11.92% | 2.42% | (5.19%) | (1.15%) | 0.63% | 3.75% | (0.60%) |
|  Net Assets, End of Year (thousands) | $1118915 | $1723236 | $1702457 | $1487373 | $1126037 | $1571784 | $1748372 | $2518761 | $2306858 | $2304374 |
|  Ratio of Expenses to Average Net Assets | 0.20% | 0.20% | 0.19% | 0.20% | 0.20% | 0.18% | 0.20% | 0.20% | 0.20% | 0.19% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.20% | 0.21% | 0.22% | 0.22% | 0.21% | 0.18% | 0.20% | 0.20% | 0.20% | 0.19% |
|  Ratio of Net Investment Income to Average Net Assets | 0.83% | 0.70% | 0.66% | 0.85% | 0.94% | 1.53% | 0.11% | 0.52% | 1.92% | 1.52% |
|  Portfolio Turnover Rate | 41% | 31% | 41% | 49% | 37% | 226% | 58% | 85% | 58% | 30% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $12.79 | $13.72 | $12.99 | $11.88 | $12.45 | $10.93 | $10.97 | $10.95 | $10.68 | $10.85 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.19 | 0.19 | 0.25 | 0.29 | 0.27 | 0.16 | 0.09 | 0.13 | 0.19 | 0.19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (2.00) | (0.61) | 0.74 | 1.10 | (0.57) | (0.90) | (0.10) | 0.10 | 0.35 | (0.16) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (1.81) | (0.42) | 0.99 | 1.39 | (0.30) | (0.74) | (0.01) | 0.23 | 0.54 | 0.03 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.17) | (0.17) | (0.26) | (0.28) | (0.26) | (0.12) | (0.03) | (0.21) | (0.27) | (0.19) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.13) | (0.34) |  |  | (0.01) | (0.01) |  |  |  | (0.01) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.30) | (0.51) | (0.26) | (0.28) | (0.27) | (0.13) | (0.03) | (0.21) | (0.27) | (0.20) |
|  Net Asset Value, End of Year | $10.68 | $12.79 | $13.72 | $12.99 | $11.88 | $10.06 | $10.93 | $10.97 | $10.95 | $10.68 |
|  Total Return | (14.37%) | (3.20%) | 7.67% | 11.81% | (2.44%) | (6.81%) | (0.05%) | 2.13% | 5.11% | 0.22% |
|  Net Assets, End of Year (thousands) | $4787713 | $6200229 | $5838968 | $5611187 | $4964670 | $6497061 | $7281208 | $6246736 | $6534046 | $5650059 |
|  Ratio of Expenses to Average Net Assets | 0.11% | 0.12% | 0.12% | 0.13% | 0.12% | 0.20% | 0.22% | 0.22% | 0.22% | 0.22% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.11% | 0.12% | 0.12% | 0.13% | 0.12% | 0.20% | 0.22% | 0.23% | 0.23% | 0.22% |
|  Ratio of Net Investment Income to Average Net Assets | 1.62% | 1.44% | 1.85% | 2.28% | 2.22% | 1.52% | 0.80% | 1.20% | 1.73% | 1.76% |
|  Portfolio Turnover Rate | 22% | 25% | 45% | 25% | 16% | 74% | 80% | 40% | 51% | 27% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $11.49 | $11.79 | $11.29 | $10.11 | $10.85 | $10.18 | $10.18 | $10.19 | $9.80 | $10.06 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.29 | 0.28 | 0.32 | 0.35 | 0.33 | 0.16 | 0.14 | 0.16 | 0.21 | 0.22 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (2.49) | (0.21) | 0.50 | 1.17 | (0.71) | (1.08) | (0.05) | 0.07 | 0.42 | (0.24) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (2.20) | 0.07 | 0.82 | 1.52 | (0.38) | (0.92) | 0.09 | 0.23 | 0.63 | (0.02) |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.29) | (0.28) | (0.32) | (0.34) | (0.33) | (0.25) | (0.09) | (0.24) | (0.24) | (0.22) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.19) | (0.09) |  |  | (0.03) | (0.02) |  | (—) |  | (0.02) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.48) | (0.37) | (0.32) | (0.34) | (0.36) | (0.27) | (0.09) | (0.24) | (0.24) | (0.24) |
|  Net Asset Value, End of Year | $8.81 | $11.49 | $11.79 | $11.29 | $10.11 | $8.99 | $10.18 | $10.18 | $10.19 | $9.80 |
|  Total Return | (19.74%) | 0.52% | 7.37% | 15.27% | (3.53%) | (9.17%) | 0.85% | 2.32% | 6.51% | (0.18%) |
|  Net Assets, End of Year (thousands) | $1290771 | $2073764 | $2131021 | $1712376 | $1782191 | $866074 | $936850 | $818911 | $766607 | $651780 |
|  Ratio of Expenses to Average Net Assets | 0.21% | 0.22% | 0.22% | 0.22% | 0.22% | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.21% | 0.22% | 0.23% | 0.23% | 0.22% | 0.22% | 0.22% | 0.23% | 0.24% | 0.23% |
|  Ratio of Net Investment Income to Average Net Assets | 2.83% | 2.44% | 2.80% | 3.25% | 3.21% | 1.63% | 1.41% | 1.61% | 2.12% | 2.25% |
|  Portfolio Turnover Rate | 21% | 43% | 42% | 19% | 24% | 39% | 65% | 35% | 17% | 19% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Period<br>Jan 11,<br>2018** ʊ **to<br>Oct 31,<br>2018** | **Year**<br>**Ended**<br>**Oct 31,<br>2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,<br>2019** | **Year**<br>**Ended**<br>**Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Period | $10.67 | $10.91 | $10.50 | $9.89 | $10.00 | $11.60 | $11.96 | $11.38 | $10.38 | $10.90 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.22 | 0.20 | 0.20 | 0.20 | 0.15 | 0.25 | 0.24 | 0.28 | 0.29 | 0.27 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (2.07) | (0.22) | 0.39 | 0.96 | (0.21) | (2.04) | (0.36) | 0.57 | 1.00 | (0.53) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (1.85) | (0.02) | 0.59 | 1.16 | (0.06) | (1.79) | (0.12) | 0.85 | 1.29 | (0.26) |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.20) | (0.19) | (0.18) | (0.55) | (0.05) | (0.24) | (0.24) | (0.27) | (0.29) | (0.26) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.08) | (0.03) |  |  |  | (0.10) | (—) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.28) | (0.22) | (0.18) | (0.55) | (0.05) | (0.34) | (0.24) | (0.27) | (0.29) | (0.26) |
|  Net Asset Value, End of Period | $8.54 | $10.67 | $10.91 | $10.50 | $9.89 | $9.47 | $11.60 | $11.96 | $11.38 | $10.38 |
|  Total Return | (17.71%) | (0.22%) | 5.69% | 12.33% | (0.56 %)(B) | (15.69%) | (1.01%) | 7.54% | 12.60% | (2.38%) |
|  Net Assets, End of Period (thousands) | $2400574 | $3119475 | $2368742 | $1521379 | $592325 | $9997470 | $13622911 | $11162601 | $9843294 | $8638793 |
|  Ratio of Expenses to Average Net Assets \*\* | 0.25% | 0.28% | 0.29% | 0.30% | 0.30 %(C)(D)(E) | 0.21% | 0.22% | 0.22% | 0.22% | 0.22% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) \* | 0.25% | 0.28% | 0.29% | 0.30% | 0.31 %(C)(D)(E) | 0.21% | 0.22% | 0.23% | 0.23% | 0.22% |
|  Ratio of Net Investment Income to Average Net Assets | 2.28% | 1.87% | 1.90% | 1.99% | 1.82 %(D)(E) | 2.38% | 2.02% | 2.38% | 2.69% | 2.55% |
|  Portfolio Turnover Rate | 45% | 17% | 32% | 14% | 68 %(B) | 25% | 17% | 22% | 21% | 15% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fundfees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | N/A | N/A | N/A | N/A | 0.01% | N/A | N/A | N/A | N/A | N/A |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** |
|  | **Year Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $10.13 | $10.36 | $10.00 | $9.47 | $9.76 | $11.94 | $12.16 | $10.11 | $8.47 | $9.31 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.21 | 0.17 | 0.17 | 0.22 | 0.19 | 0.83 | 0.56 | 0.20 | 0.24 | 0.33 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (1.07) | (0.22) | 0.35 | 0.53 | (0.29) | (5.17) | 0.39 | 1.99 | 1.66 | (0.83) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (0.86) | (0.05) | 0.52 | 0.75 | (0.10) | (4.34) | 0.95 | 2.19 | 1.90 | (0.50) |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.21) | (0.17) | (0.16) | (0.22) | (0.19) | (0.77) | (0.52) | (0.14) | (0.22) | (0.34) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.08) | (0.01) |  |  | (—) | (0.27) | (0.65) |  | (0.04) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.29) | (0.18) | (0.16) | (0.22) | (0.19) | (1.04) | (1.17) | (0.14) | (0.26) | (0.34) |
|  Net Asset Value, End of Year | $8.98 | $10.13 | $10.36 | $10.00 | $9.47 | $6.56 | $11.94 | $12.16 | $10.11 | $8.47 |
|  Total Return | (8.63 %) | (0.54 %) | 5.26% | 7.97% | (1.05 %) | (38.26%) | 8.30% | 21.75% | 22.69% | (5.73%) |
|  Net Assets, End of Year (thousands) | $1931543 | $2361921 | $1528078 | $1064950 | $796296 | $296218 | $387222 | $290675 | $215040 | $168648 |
|  Ratio of Expenses to Average Net Assets \*\* | 0.15 %(C) | 0.15 %(C) | 0.15 %(C) | 0.15 %(C) | 0.15 %(C) | 0.13% | 0.13% | 0.14% | 0.15% | 0.15% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) \* | 0.26 %(C) | 0.26 %(C) | 0.27 %(C) | 0.27 %(C) | 0.26 %(C) | 0.13% | 0.13% | 0.14% | 0.15% | 0.14% |
|  Ratio of Net Investment Income to Average Net Assets | 2.17% | 1.63% | 1.61% | 2.21% | 1.93% | 8.72% | 4.86% | 1.71% | 2.52% | 3.52% |
|  Portfolio Turnover Rate | 43% | 2% | 12% | 3% | 3% | 60% | 39% | 65% | 38% | 53% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.10% | 0.11% | 0.11% | 0.12% | 0.11% |  | N/A | N/A | N/A | N/A |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year**<br>**Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $13.32 | $13.05 | $12.03 | $11.25 | $11.79 | $10.58 | $10.05 | $10.06 | $9.92 | $10.02 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.94 | 0.61 | 0.19 | 0.25 | 0.35 | 0.17 | 0.12 | 0.17 | 0.20 | 0.18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (2.50) | 0.27 | 0.97 | 0.78 | (0.52) | (0.51) | 0.49 | 0.07 | 0.20 | (0.11) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (1.56) | 0.88 | 1.16 | 1.03 | (0.17) | (0.34) | 0.61 | 0.24 | 0.40 | 0.07 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.95) | (0.57) | (0.13) | (0.25) | (0.37) | (0.10) | (0.08) | (0.25) | (0.26) | (0.17) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.01) | (0.04) | (0.01) |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.96) | (0.61) | (0.14) | (0.25) | (0.37) | (0.10) | (0.08) | (0.25) | (0.26) | (0.17) |
|  Net Asset Value, End of Year | $10.80 | $13.32 | $13.05 | $12.03 | $11.25 | $10.14 | $10.58 | $10.05 | $10.06 | $9.92 |
|  Total Return | (12.04%) | 6.91% | 9.69% | 9.16% | (1.53%) | (3.21%) | 6.13% | 2.43% | 4.16% | 0.70% |
|  Net Assets, End of Year (thousands) | $5892432 | $7223739 | $5622483 | $4887736 | $4491326 | $2171424 | $1797965 | $1393554 | $1484797 | $1441718 |
|  Ratio of Expenses to Average Net Assets | 0.11% | 0.11% | 0.12% | 0.12% | 0.12% | 0.22% | 0.22% | 0.23% | 0.24% | 0.23% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisorand Fees Paid Indirectly) | 0.11% | 0.11% | 0.12% | 0.12% | 0.12% | 0.22% | 0.22% | 0.23% | 0.24% | 0.23% |
|  Ratio of Net Investment Income to Average Net Assets | 7.59% | 4.58% | 1.49% | 2.13% | 3.01% | 1.67% | 1.17% | 1.68% | 1.98% | 1.78% |
|  Portfolio Turnover Rate | 13% | 1% | 15% | 28% | 24% | 56% | 72% | 44% | 42% | 39% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | |
|:---|:---|:---|
|  | **DFA Global<br>Core Plus<br>Real Return<br>Portfolio** | **DFA Global<br>Core Plus<br>Real Return<br>Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2022** | **Period<br>Apr 26,<br>2021** ʊ **to<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Period | $10.44 | $10.00 |
|  <u>Income from Investment Operations (A)</u> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.19 | 0.08 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (1.55) | 0.40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (1.36) | 0.48 |
|  <u>Less Distributions:</u> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.13) | (0.04) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.01) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.14) | (0.04) |
|  Net Asset Value, End of Period | $8.94 | $10.44 |
|  Total Return | (13.16%) | 4.78 %(B) |
|  Net Assets, End of Period (thousands) | $283912 | $282809 |
|  Ratio of Expenses to Average Net Assets | 0.29% | 0.30 %(D)(E) |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.35% | 0.38 %(D)(E) |
|  Ratio of Net Investment Income to Average Net Assets | 1.90% | 1.34 %(D)(E) |
|  Portfolio Turnover Rate | 80% | 27 %(B) |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and two operational portfolios, of which seventeen (the "Portfolios") are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

The DFA Diversified Fixed Income Portfolio achieves its investment objective by investing directly in securities as listed on its Schedule of Investments and/or in other series of the Fund as indicated below (collectively, the Underlying Funds). The Underlying Funds' shareholder reports are included in this report. As of October 31, 2022, the Portfolio was the owner of record of the following approximate percentages of the total outstanding shares of the following Underlying Funds as detailed below:

---

| | | |
|:---|:---|:---|
| **Fund of Funds** | **Underlying Funds** | **Percentage<br>Ownership<br>at 10/31/22** |
|  DFA Diversified Fixed Income Portfolio | DFA Two-Year Global Fixed Income Portfolio | 12% |
|  | DFA Intermediate Government Fixed Income Portfolio | 20% |

---

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation:* The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities,
open-end investment companies, and futures contracts)

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

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

Debt securities held by the Portfolios are valued on the basis of evaluated 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 that 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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

------

Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy. Swap agreements will be valued at the price provided by an independent third-party pricing service or source. If a price is not available from an independent third-party pricing service or source, the swap agreement will be valued in good faith at fair value in accordance with procedures approved by the Board. These securities are generally categorized as Level 2 in the hierarchy.

Shares held by the Portfolios in other investment companies (such as the Underlying Funds shares held by the DFA Diversified Fixed Income Portfolio) are valued at their respective daily net asset values as reported by their administrator. These valuations are classified as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables have been included at the end of the Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Foreign Currency Translation*: Securities and other assets and liabilities of DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Five-Year Global Fixed Income Portfolio, DFA World ex U.S. Government Fixed Income Portfolio, DFA Short-Term Extended Quality Portfolio, DFA Intermediate-Term Extended Quality Portfolio, DFA Targeted Credit Portfolio, DFA Global Core Plus Fixed Income Portfolio, DFA Global Core Plus Real Return Portfolio (the "International Fixed Income Portfolios"), DFA Investment Grade Portfolio, DFA Diversified Fixed Income Portfolio, DFA LTIP Portfolio and DFA Short-Duration Real Return Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. 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. The International Fixed Income Portfolios, DFA Investment Grade Portfolio, DFA Diversified Fixed Income Portfolio, DFA LTIP Portfolio and DFA Short-Duration Real Return Portfolio may also enter into foreign currency forward contracts to attempt to protect against uncertainty in the level of future foreign currency rates, to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another. DFA Selectively Hedged Global Fixed Income Portfolio may hedge the currency exposure of its foreign securities or leave some or all of the currency exposure unhedged. The DFA Selectively Hedged Global Fixed Income Portfolio may also enter into foreign currency forward contracts in order to gain exposure to foreign currencies in a more efficient manner. Forward currency contracts are marked-to-market daily based on daily forward exchange rates.

The International Fixed Income Portfolios, DFA Investment Grade Portfolio, DFA Diversified Fixed Income Portfolio and DFA Short-Duration Real Return Portfolio isolate the effect of foreign currency rate fluctuations when determining the realized 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 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 of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Fixed Income Portfolios, DFA Investment Grade Portfolio, DFA Diversified Fixed Income Portfolio and DFA Short-Duration Real Return Portfolio and the U.S. dollar equivalent amounts actually received or paid.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Treasury Inflation-Protected Securities (TIPS)*: Inflation-protected securities (also known as inflation indexed securities) are securities whose principal and/or interest payments are adjusted for inflation, unlike conventional debt securities that make fixed principal and interest payments. Inflation-protected securities include Treasury Inflation-Protected Securities ("TIPS"), which are securities issued by the U.S. Treasury. The principal value of TIPS is adjusted for inflation (payable at maturity) and the semi-annual interest payments by TIPS equal a fixed percentage

------

of the inflation-adjusted principal amount. These inflation adjustments are based upon the Consumer Price Index for Urban Consumers (CPI-U). The original principal value of TIPS is guaranteed, even during period of deflation. At maturity, TIPS are redeemed at the greater of their inflation-adjusted principal or par amount at original issue. Other types of inflation-protected securities may use other methods to adjust for inflation and other measures of inflation. Additionally, inflation-protected securities issued by entities other than the U.S. Treasury may not provide a guarantee of principal value at maturity.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. *To-Be-Announced (TBA) Commitments*: TBA commitments are commitments to purchase or sell mortgage-backed securities for a fixed price at a future date, typically not exceeding 90 days. TBA's may be considered securities in themselves and involve a risk of loss if the value of the security to be purchased declines prior to the settlement date. This risk is in addition to the risk of decline in each Portfolio's other assets. Unsettled TBA securities are valued by an independent pricing service based on the characteristics of the securities to be delivered or received.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. *Deferred Compensation Plan*: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (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: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6. *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/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received on securities and from the investment in affiliated investment companies that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

The Portfolios may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers 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 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. Additionally, 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.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

------

**C. Investment Advisor**:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolios. For the year ended October 31, 2022, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

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| | | |
|:---|:---|:---|
|  DFA One-Year Fixed Income Portfolio | 0.11 | %\* |
|  DFA Two-Year Global Fixed Income Portfolio | 0.14 | % |
|  DFA Selectively Hedged Global Fixed Income Portfolio | 0.14 | % |
|  DFA Five-Year Global Fixed Income Portfolio | 0.21 | %\* |
|  DFA World ex U.S. Government Fixed Income Portfolio | 0.17 | % |
|  DFA Short-Term Government Portfolio | 0.16 | % |
|  DFA Intermediate Government Fixed Income Portfolio | 0.09 | % |
|  DFA Short-Term Extended Quality Portfolio | 0.17 | %\* |
|  DFA Intermediate-Term Extended Quality Portfolio | 0.18 | %\* |
|  DFA Targeted Credit Portfolio | 0.18 | % |
|  DFA Global Core Plus Fixed Income Portfolio | 0.23 | %\* |
|  DFA Investment Grade Portfolio | 0.18 | %\* |
|  DFA Diversified Fixed Income Portfolio | 0.12 | % |
|  DFA LTIP Portfolio | 0.1 | % |
|  DFA Inflation-Protected Securities Portfolio | 0.09 | % |
|  DFA Short-Duration Real Return Portfolio | 0.18 | % |
|  DFA Global Core Plus Real Return Portfolio | 0.23 | %\* |

---

\* Effective as of February 28, 2022, the management fees payable by the following Portfolios were reduced as follows:

---

| | | |
|:---|:---|:---|
| **Portfolio** | **Management Fee Prior to<br>February 28, 2022** | **Management Fee Effective<br>February 28, 2022** |
|  DFA One-Year Fixed Income Portfolio | 0.14% | 0.10% |
|  DFA Five-Year Global Fixed Income Portfolio | 0.22% | 0.20% |
|  DFA Short-Term Extended Quality Portfolio | 0.19% | 0.16% |
|  DFA Intermediate-Term Extended Quality Portfolio | 0.19% | 0.17% |
|  DFA Global Core Plus Fixed Income Portfolio | 0.24% | 0.22% |
|  DFA Investment Grade Portfolio | 0.19% | 0.17% |
|  DFA Global Core Plus Real Return Portfolio | 0.24% | 0.22% |

---

Pursuant to Amended and Restated Fee Waiver and/or Expense Assumption Agreements (each, a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for each of the Portfolios will remain in effect through February 28, 2023. The Fee Waiver Agreements may only be terminated by the Fund's Board of Directors prior to such applicable date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the year ended October 31, 2022, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, and the Advisor recovered previously waived fees and/or assumed expenses (amounts in thousands), as listed below. The net amount of waived fees/expenses assumed (recovered previously waived fees/expenses assumed) during the year ended October 31, 2022, and the previously waived fees/expenses assumed subject to future recovery by the Advisor as of October 31, 2022, are also reflected below (amounts in thousands). At any time that the Portfolio Expenses (defined below) of the Institutional Class of a Portfolio are less than the Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery. With respect to the DFA Short-Duration Real Return Portfolio, the Advisor shall also not be reimbursed for any management fees previously waived to offset the Portfolio's proportionate share of the management fees paid by such Portfolio through its investment in other funds managed by the Advisor.

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Institutional Class Shares** | **Expense<br>Limitation<br>Amount** | **Recovery<br>of Previously<br>Waived Fees/**<br>**Expenses Assumed** | **Waived Fees/<br>Expenses**<br>**Assumed** | **Previously<br>Waived Fees/<br>Expenses Assumed<br>Subject to Future<br>Recovery** |
|  DFA Selectively Hedged Global Fixed Income Portfolio (1) | 0.25% |  |  |  |
|  DFA World ex U.S. Government Fixed Income Portfolio (1) | 0.20% | $123 | $155 | $530 |
|  DFA Short-Term Government Portfolio (2) | 0.20% |  |  |  |
|  DFA Short-Term Extended Quality Portfolio (1) | 0.20% | 876 | 77 | 774 |
|  DFA Intermediate-Term Extended Quality Portfolio (1) | 0.21% | 139 | 23 | 229 |
|  DFA Targeted Credit Portfolio (1) | 0.20% | 22 | 154 | 619 |
|  DFA Global Core Plus Fixed Income Portfolio (3) | 0.30% |  |  |  |
|  DFA Investment Grade Portfolio (4) | 0.21% | 1139 | 125 | 856 |
|  DFA Diversified Fixed Income Portfolio (3) | 0.15% |  | 2361 | 5983 |
|  DFA LTIP Portfolio (1) | 0.15% |  |  |  |
|  DFA Inflation-Protected Securities Portfolio (1) | 0.20% |  |  |  |
|  DFA Short-Duration Real Return Portfolio (5)  | 0.24% |  |  |  |
|  DFA Global Core Plus Real Return Portfolio (3) | 0.29% | 84 | 182 | 182 |

---

(1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the ordinary
operating expenses of a class of each of the Portfolios listed above (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment companies) ("Portfolio Expenses") to the extent necessary to limit
the Portfolio Expenses of a class of each Portfolio, on an annualized basis, to the rates listed above as a percentage of a class of the respective Portfolio's average net assets (the "Expense Limitation Amount"). Prior to
February 28, 2022, the Expense Limitation Amounts for each of DFA Short-Term Extended Quality Portfolio and DFA Intermediate-Term Extended Quality Portfolio was 0.22%.

(2) The Advisor has contractually agreed to waive all or a portion of its management fee to the extent necessary to
reduce the ordinary operating expenses (excluding expenses incurred through its investment in other investment companies) ("Portfolio Expenses") of a class of the Portfolio so that such Portfolio Expenses, on an annualized basis, do not
exceed the rate reflected above for a class of the Portfolio (the "Expense Limitation Amount").

(3) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary
operating expenses of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding money market funds, but excluding the expenses that the Portfolio incurs indirectly
through its investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets of a
class of the Portfolio on an annualized basis (the "Expense Limitation Amount"). Prior to February 28, 2022, the Expense Limitation Amount for the Portfolio was 0.30% of the average net assets of such class of the Portfolio on an
annualized basis.

(4) The Advisor has agreed to waive all or a portion of its management fee and to assume the expenses of a class of
the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in The
DFA Short Term Investment Fund (the "Money Market Series") and its investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit Portfolio Expenses of a class of the Portfolio, on an
annualized basis, to the rate listed above as a percentage of the average net assets of a class of the Portfolio (the "Expense Limitation Amount"). Prior to February 28, 2022, the Expense Limitation Amount for the Portfolio was 0.22%
of the average net assets of such class of the Portfolio on an annualized basis.

(5) The Advisor has contractually agreed to waive up to the full amount of the Portfolio's management fee of
0.18% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in other funds managed by the Advisor, except for the fees paid through its investment of securities lending cash
collateral in the Money Market Series (the "Underlying Funds"). In addition, under the Fee Waiver Agreement, the Advisor has also agreed to waive all or a portion of the management fee and to assume the ordinary operating expenses of a
class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash
collateral in the Money Market Series and the expenses that the Portfolio incurs indirectly through its investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a
class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

------

**Earned Income Credit:** 

Additionally, the Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolios' custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the year ended October 31, 2022, expenses reduced were as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Fees Paid<br>Indirectly** |
|  DFA Two-Year Global Fixed Income Portfolio | $69 |
|  DFA Selectively Hedged Global Fixed Income Portfolio | 14 |
|  DFA Five-Year Global Fixed Income Portfolio | 145 |
|  DFA World ex U.S. Government Fixed Income Portfolio | 41 |
|  DFA Short-Term Extended Quality Portfolio | 99 |
|  DFA Intermediate-Term Extended Quality Portfolio | 12 |
|  DFA Targeted Credit Portfolio | 13 |
|  DFA Global Core Plus Fixed Income Portfolio | 77 |
|  DFA Investment Grade Portfolio | 89 |
|  DFA LTIP Portfolio | 3 |
|  DFA Short-Duration Real Return Portfolio | 21 |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2022, the total related amount paid by the Fund to the CCO was $166 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  DFA One-Year Fixed Income Portfolio | $190 |
|  DFA Two-Year Global Fixed Income Portfolio | 139 |
|  DFA Selectively Hedged Global Fixed Income Portfolio | 11 |
|  DFA Five-Year Global Fixed Income Portfolio | 119 |
|  DFA World ex U.S. Government Fixed Income Portfolio |  |
|  DFA Short-Term Government Portfolio | 38 |
|  DFA Intermediate Government Fixed Income Portfolio | 40 |
|  DFA Short-Term Extended Quality Portfolio | 20 |
|  DFA Intermediate-Term Extended Quality Portfolio | 7 |
|  DFA Targeted Credit Portfolio |  |
|  DFA Global Core Plus Fixed Income Portfolio |  |
|  DFA Investment Grade Portfolio |  |
|  DFA Diversified Fixed Income Portfolio |  |
|  DFA LTIP Portfolio |  |
|  DFA Inflation-Protected Securities Portfolio | 7 |
|  DFA Short-Duration Real Return Portfolio |  |
|  DFA Global Core Plus Real Return Portfolio |  |

---

------

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2022, the Portfolios made the following purchases and sales of investment securities, other than short-term securities and in-kind redemptions (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Securities** | **U.S. Government Securities** | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases** | **Sales** | **Purchases** | **Sales** |
|  DFA One-Year Fixed Income Portfolio | $3066538 | $1944612 | $2119578 | $1220336 |
|  DFA Two-Year Global Fixed Income Portfolio | 3305605 | 3239067 | 3039192 | 2663729 |
|  DFA Selectively Hedged Global Fixed Income Portfolio | 251595 | 146295 | 436950 | 624963 |
|  DFA Five-Year Global Fixed Income Portfolio | 5814231 | 6796738 | 7397538 | 8528712 |
|  DFA World ex U.S. Government Fixed Income Portfolio | 250505 | 207559 | 325208 | 451902 |
|  DFA Short-Term Government Portfolio | 3736785 | 3798133 |  |  |
|  DFA Intermediate Government Fixed Income Portfolio | 1158595 | 1615857 |  |  |
|  DFA Short-Term Extended Quality Portfolio | 2097092 | 1317032 | 3014215 | 3663818 |
|  DFA Intermediate-Term Extended Quality Portfolio | 92871 | 132008 | 257749 | 639543 |
|  DFA Targeted Credit Portfolio | 107161 | 105547 | 242235 | 226897 |
|  DFA Global Core Plus Fixed Income Portfolio | 33743 | 48866 | 1252321 | 1258221 |
|  DFA Investment Grade Portfolio | 692046 | 2437386 | 2225489 | 1773109 |
|  DFA Diversified Fixed Income Portfolio | 538379 | 690368 | 118160 | 123825 |
|  DFA LTIP Portfolio | 276173 | 208474 |  |  |
|  DFA Inflation-Protected Securities Portfolio | 910387 | 1201916 |  |  |
|  DFA Short-Duration Real Return Portfolio | 601046 | 547435 | 1067801 | 543986 |
|  DFA Global Core Plus Real Return Portfolio | 61188 | 66701 | 208698 | 169931 |

---

For the year ended October 31, 2022, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

------

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases** <br>**at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2022** | **Shares as of<br>October 31, 2022** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **DFA One-Year Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $464510 | $5449175 | $5247590 | $(226) | $(37) | $665832 | 57593 | $1438 |  |
|  **Total** | $**464510** | $**5449175** | $**5247590** | $**(226)** | $**(37)** | $**665832** | **57593** | $**1438** |  |
|  **DFA Two-Year Global Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $191506 | $1518318 | $1675830 | $(41) | $(17) | $33936 | 2935 | $203 |  |
|  **Total** | $**191506** | $**1518318** | $**1675830** | $**(41)** | $**(17)** | $**33936** | **2935** | $**203** |  |
|  **DFA Selectively Hedged Global Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $11410 | $205716 | $193824 | $(5) | $(9) | $23288 | 2014 | $262 |  |
|  **Total** | $**11410** | $**205716** | $**193824** | $**(5)** | $**(9)** | $**23288** | **2014** | $**262** |  |
|  **DFA Five-Year Global Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $210450 | $1297481 | $1476149 | $(72) | $(12) | $31698 | 2742 | $907 |  |
|  **Total** | $**210450** | $**1297481** | $**1476149** | $**(72)** | $**(12)** | $**31698** | **2742** | $**907** |  |
|  **DFA Short-Term Extended Quality Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $90204 | $931737 | $944771 | $(39) | $(30) | $77101 | 6669 | $1365 |  |
|  **Total** | $**90204** | $**931737** | $**944771** | $**(39)** | $**(30)** | $**77101** | **6669** | $**1365** |  |
|  **DFA Intermediate-Term Extended Quality Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $51656 | $475806 | $482446 | $(16) | $(19) | $44981 | 3891 | $580 |  |
|  **Total** | $**51656** | $**475806** | $**482446** | $**(16)** | $**(19)** | $**44981** | **3891** | $**580** |  |
|  **DFA Targeted Credit Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $10645 | $236100 | $219947 | $(7) | $(9) | $26782 | 2317 | $305 |  |
|  **Total** | $**10645** | $**236100** | $**219947** | $**(7)** | $**(9)** | $**26782** | **2317** | $**305** |  |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases** <br>**at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2022** | **Shares as of<br>October 31, 2022** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **DFA Global Core Plus Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $95339 | $557463 | $595533 | $(21) | $(24) | $57224 | 4950 |  |  |
|  **Total** | $**95339** | $**557463** | $**595533** | $**(21)** | $**(24)** | $**57224** | **4950** | **—** | **—** |
|  **DFA Investment Grade Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $490081 | $2410861 | $2248284 | $(160) | $(327) | $652171 | 56411 | $6517 |  |
|  **Total** | $**490081** | $**2410861** | $**2248284** | $**(160)** | $**(327)** | $**652171** | **56411** | $**6517** | **—** |
|  **DFA Diversified Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |
|  DFA Intermediate Government Fixed Income | $1178300 | $118160 | $123825 | $(24141) | $(174070) | $974424 | 91238 | $16320 | $12140 |
|  DFA Two-Year Global Fixed Income | 703291 | 29863 | 122900 | (4574) | (20232) | 585448 | 61239 | 1663 |  |
|  The DFA Short Term Investment Fund | 114 | 381581 | 354528 | (3) | (2) | 27162 | 2349 |  |  |
|  **Total** | $**1881705** | $**529604** | $**601253** | $**(28718)** | $**(194304)** | $**1587034** | **154826** | $**17983** | $**12140** |
|  **DFA Short-Duration Real Return Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $17050 | $412429 | $359063 | $(9) | $(29) | $70378 | 6088 | $682 |  |
|  **Total** | $**17050** | $**412429** | $**359063** | $**(9)** | $**(29)** | $**70378** | **6088** | $**682** | **—** |
|  **DFA Global Core Plus Real Return Portfolio** |  |  |  |  |  |  |  |  |  |
|  DFA Short Term Investment Fund |  | $23201 | $21134 |  |  | $2067 | 179 | $13 |  |
|  **Total** | **—** | $**23201** | $**21134** | **—** | **—** | $**2067** | **179** | $**13** | **—** |

---

**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 its shareholders. Accordingly, no provision has been made for federal income taxes.

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 GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2022, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains

------

tax, net foreign currency gains/losses, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2021, and October 31, 2022, were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Tax Exempt<br>Income** | **Total** |
|  DFA One-Year Fixed Income Portfolio |  |  |  |  |
| 2021 | $1592 |  |  | $1592 |
| 2022 | 41461 |  |  | 41461 |
|  DFA Two-Year Global Fixed Income Portfolio |  |  |  |  |
| 2021 | 30533 |  |  | 30533 |
| 2022 | 13251 |  |  | 13251 |
|  DFA Selectively Hedged Global Fixed Income Portfolio |  |  |  |  |
| 2021 | 353 |  |  | 353 |
| 2022 | 21454 |  |  | 21454 |
|  DFA Five-Year Global Fixed Income Portfolio |  |  |  |  |
| 2021 | 3819 |  |  | 3819 |
| 2022 | 138146 |  |  | 138146 |
|  DFA World ex U.S. Government Fixed Income Portfolio |  |  |  |  |
| 2021 | 18746 | $10937 |  | 29683 |
| 2022 | 14658 | 16048 |  | 30706 |
|  DFA Short-Term Government Portfolio |  |  |  |  |
| 2021 | 1444 |  |  | 1444 |
| 2022 | 21142 |  |  | 21142 |
|  DFA Intermediate Government Fixed Income Portfolio |  |  |  |  |
| 2021 | 91121 | 131228 |  | 222349 |
| 2022 | 78465 | 63393 |  | 141858 |
|  DFA Short-Term Extended Quality Portfolio |  |  |  |  |
| 2021 | 21477 |  |  | 21477 |
| 2022 | 75449 | 9077 |  | 84526 |
|  DFA Intermediate-Term Extended Quality Portfolio |  |  |  |  |
| 2021 | 52008 | 15915 |  | 67923 |
| 2022 | 46253 | 34961 |  | 81214 |
|  DFA Targeted Credit Portfolio |  |  |  |  |
| 2021 | 7207 |  |  | 7207 |
| 2022 | 23056 | 1914 |  | 24970 |
|  DFA Global Core Plus Fixed Income Portfolio |  |  |  |  |
| 2021 | 48617 | 2604 |  | 51221 |
| 2022 | 62263 | 21555 |  | 83818 |
|  DFA Investment Grade Portfolio |  |  |  |  |
| 2021 | 257741 |  |  | 257741 |
| 2022 | 274726 | 116617 |  | 391343 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Tax Exempt<br>Income** | **Total** |
|  DFA Diversified Fixed Income Portfolio |  |  |  |  |
| 2021 | $31946 | $1454 |  | $33400 |
| 2022 | 48872 | 17880 |  | 66752 |
|  DFA LTIP Portfolio |  |  |  |  |
| 2021 | 16485 | 15336 |  | 31821 |
| 2022 | 28431 | 8721 |  | 37152 |
|  DFA Inflation-Protected Securities Portfolio |  |  |  |  |
| 2021 | 290081 | 18151 |  | 308232 |
| 2022 | 524096 | 3670 |  | 527766 |
|  DFA Short-Duration Real Return Portfolio |  |  |  |  |
| 2021 | 11480 |  |  | 11480 |
| 2022 | 18197 |  |  | 18197 |
|  DFA Global Core Plus Real Return Portfolio |  |  |  |  |
| 2021 | 950 |  |  | 950 |
| 2022 | 4464 |  |  | 4464 |

---

As of October 31, 2022, 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 use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Total** |
|  DFA One-Year Fixed Income Portfolio | $(3587) | – $| (3587) |
|  DFA Short-Term Government Portfolio | (2433) | – | (2433) |
|  DFA Intermediate Government Fixed Income Portfolio | (3619) | – | (3619) |
|  DFA Short-Term Extended Quality Portfolio | (10749) | – | (10749) |
|  DFA Intermediate-Term Extended Quality Portfolio | (948) | – | (948) |
|  DFA Targeted Credit Portfolio | (869) | – | (869) |
|  DFA Global Core Plus Fixed Income Portfolio | (5653) | – | (5653) |
|  DFA Investment Grade Portfolio | (16025) | – | (16025) |
|  DFA Diversified Fixed Income Portfolio | (327) | – | (327) |
|  DFA LTIP Portfolio | (1786) | – | (1786) |
|  DFA Inflation-Protected Securities Portfolio | (13688) | – | (13688) |
|  DFA Short-Duration Real Return Portfolio | (3464) | – | (3464) |
|  DFA Global Core Plus Real Return Portfolio | (503) | – | (503) |

---

As of October 31, 2022, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss<br>Carryforwards** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  DFA One-Year Fixed Income Portfolio |  | – $| (40629) | $(141186) | $(181815) |
|  DFA Two-Year Global Fixed Income Portfolio | $43690 | – | (114648) | (161643) | (232601) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss<br>Carryforwards** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  DFA Selectively Hedged Global Fixed Income Portfolio |  | – $| (92562) | $(79213) | $(171775) |
|  DFA Five-Year Global Fixed Income Portfolio | $86766 | – | (828027) | (465793) | (1207054) |
|  DFA World ex U.S. Government Fixed Income Portfolio |  | – | (56846) | (249720) | (306566) |
|  DFA Short-Term Government Portfolio | 2371 | – | (130007) | (32831) | (160467) |
|  DFA Intermediate Government Fixed Income Portfolio | 7684 | – | (136576) | (760995) | (889887) |
|  DFA Short-Term Extended Quality Portfolio | 63779 | – | (143822) | (482793) | (562836) |
|  DFA Intermediate-Term Extended Quality Portfolio | 394 | – | (77554) | (286983) | (364143) |
|  DFA Targeted Credit Portfolio | 118 | – | (9223) | (91338) | (100443) |
|  DFA Global Core Plus Fixed Income Portfolio | 26331 | – | (216687) | (417770) | (608126) |
|  DFA Investment Grade Portfolio | 22165 | – | (284253) | (1703614) | (1965702) |
|  DFA Diversified Fixed Income Portfolio |  | – | (17487) | (228242) | (245729) |
|  DFA LTIP Portfolio | 215 | – | (3949) | (139685) | (143419) |
|  DFA Inflation-Protected Securities Portfolio |  | – | (53673) | (703192) | (756865) |
|  DFA Short-Duration Real Return Portfolio | 27521 | – | (2543) | (50018) | (25040) |
|  DFA Global Core Plus Real Return Portfolio | 1667 | – | (24260) | (23078) | (45671) |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2022, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Unlimited** | **Total** |
|  DFA One-Year Fixed Income Portfolio | $40629 | $40629 |
|  DFA Two-Year Global Fixed Income Portfolio | 114648 | 114648 |
|  DFA Selectively Hedged Global Fixed Income Portfolio | 92562 | 92562 |
|  DFA Five-Year Global Fixed Income Portfolio | 828027 | 828027 |
|  DFA World ex U.S. Government Fixed Income Portfolio | 56846 | 56846 |
|  DFA Short-Term Government Portfolio | 130007 | 130007 |
|  DFA Intermediate Government Fixed Income Portfolio | 136576 | 136576 |
|  DFA Short-Term Extended Quality Portfolio | 143822 | 143822 |
|  DFA Intermediate-Term Extended Quality Portfolio | 77554 | 77554 |
|  DFA Targeted Credit Portfolio | 9223 | 9223 |
|  DFA Global Core Plus Fixed Income Portfolio | 216687 | 216687 |
|  DFA Investment Grade Portfolio | 284253 | 284253 |
|  DFA Diversified Fixed Income Portfolio | 17487 | 17487 |
|  DFA LTIP Portfolio | 3949 | 3949 |

---

------

---

| | | |
|:---|:---|:---|
|  | **Unlimited** | **Total** |
|  DFA Inflation-Protected Securities Portfolio | $53673 | $53673 |
|  DFA Short-Duration Real Return Portfolio | 2543 | 2543 |
|  DFA Global Core Plus Real Return Portfolio | 24260 | 24260 |

---

During the year ended October 31, 2022, the following Portfolio used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amount in thousands):

---

| | |
|:---|:---|
|  DFA Short-Duration Real Return Portfolio | $8130 |

---

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br>**Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized**<br>**(Depreciation)** | **Net<br>Unrealized<br>Appreciation**<br>**(Depreciation)** |
|  DFA One-Year Fixed Income Portfolio | $6146876 | $23 | $(141207) | $(141184) |
|  DFA Two-Year Global Fixed Income Portfolio | 5173697 | 4528 | (165685) | (161157) |
|  DFA Selectively Hedged Global Fixed Income Portfolio | 1099513 | 2549 | (81761) | (79212) |
|  DFA Five-Year Global Fixed Income Portfolio | 10853929 | 20216 | (475458) | (455242) |
|  DFA World ex U.S. Government Fixed Income Portfolio | 1346651 | 485 | (249815) | (249330) |
|  DFA Short-Term Government Portfolio | 1602585 |  | (32831) | (32831) |
|  DFA Intermediate Government Fixed Income Portfolio | 5504036 |  | (760997) | (760997) |
|  DFA Short-Term Extended Quality Portfolio | 6961761 | 4034 | (486577) | (482543) |
|  DFA Intermediate-Term Extended Quality Portfolio | 1548009 | 2 | (286986) | (286984) |
|  DFA Targeted Credit Portfolio | 913687 | 503 | (91731) | (91228) |
|  DFA Global Core Plus Fixed Income Portfolio | 2940182 | 527 | (417753) | (417226) |
|  DFA Investment Grade Portfolio | 12216352 | 215 | (1703926) | (1703711) |
|  DFA Diversified Fixed Income Portfolio | 2191144 | 274 | (228516) | (228242) |
|  DFA LTIP Portfolio | 434315 |  | (139685) | (139685) |
|  DFA Inflation-Protected Securities Portfolio | 6578265 |  | (703192) | (703192) |
|  DFA Short-Duration Real Return Portfolio | 2247390 | 1916 | (52874) | (50958) |
|  DFA Global Core Plus Real Return Portfolio | 281979 | 19927 | (43138) | (23211) |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

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**G. Financial Instruments:** 

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *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 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 international securities held by the Portfolios may be inhibited.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Inflation Protection Risks*: Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the DFA Diversified Fixed Income Portfolio, DFA LTIP Portfolio, DFA Inflation-Protected Securities Portfolio, DFA Short-Duration Real Return Portfolio and DFA Global Core Plus Real Return Portfolio may be irregular. Although the U.S. Treasury guarantees to pay at maturity at least the original face value of any inflation-protected securities the Treasury issues, other issuers may not offer the same guarantee. Also, inflation-protected securities, including those issued by the U.S. Treasury, are not protected against deflation. As a result, in a period of deflation, the inflation-protected securities held by a Portfolio may not pay income and the Portfolio may suffer a loss during such periods. While inflation-protected securities are expected to be protected from long-term inflationary trends, short-term increases in inflation may lead to a decline in a Portfolio's value. For example, if interest rates rise due to reasons other than inflation, the Portfolio's investment in these securities may not be protected to the extent that the increase is not reflected in the securities' inflation measures. Additionally, positive adjustments to principal generally will result in taxable income to a Portfolio at the time of such adjustments (which generally would be distributed by the Portfolio as part of its taxable dividends), even though the principal amount is not paid until maturity. The current market value of inflation-protected securities is not guaranteed and will fluctuate.

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by Portfolios.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Forward Currency Contracts*: The Portfolios listed below may enter into foreign currency forward contracts to attempt to protect against uncertainty in the level of future foreign currency rates, to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another. The decision to hedge a Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. DFA Selectively Hedged Global Fixed Income Portfolio may hedge the currency exposure of its foreign securities or leave some or all of the currency exposure unhedged. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statements of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statements of Operations as a net realized gain or loss on forward currency contracts. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. *Swap Agreements*: The Portfolios noted below may enter into inflation swap agreements to seek inflation protection. Inflation swap agreements are contracts in which one party agrees to pay the cumulative percentage increase in a price index (the Consumer Price Index with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swap agreements may be used by the Portfolios to hedge the inflation risk in nominal bonds (i.e. non-inflation indexed bonds) thereby creating "synthetic" inflation-indexed bonds. Among other reasons, one factor that may lead to changes in the values of inflation swap agreements are changes in real interest rates. Real interest rates are tied to the relationship between nominal interest rates and the rate of inflation. If nominal interest rates increase at a faster rate than inflation, real

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interest rates may rise, which may lead to a change in the value of an inflation swap agreement. Additionally, payments received by the Portfolios from inflation swap agreements will result in taxable income, either as ordinary income or capital gains, which will increase the amount of taxable distributions received by shareholders.

Most swap agreements entered into by the Portfolio will calculate the obligations of the parties to the agreement on a "net" basis, which means that the two payment streams are netted out, with the Portfolio receiving or paying, as the case may be, only the net amount of the two payments. The Portfolio's current obligations under a swap agreement will be accrued daily (offset against any amounts owed to the Portfolio) and any accrued but unpaid net amounts owed to a swap counterparty will be covered by the segregation of assets determined to be liquid to avoid any potential leveraging of the Portfolio's portfolio. To the extent that a Portfolio reasonably expects a swap cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the investment, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio's net assets. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.

Uncleared swaps are typically executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap obligations is the responsibility only of the swap counterparty rather than a clearing house, as is the case with cleared swaps. As a result, a Portfolio bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio's rights as a creditor.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. *Repurchase Agreements*: The Portfolios may engage in repurchase agreement transactions with institutions that the Advisor has determined are creditworthy. The Portfolios, through their custodian, receive delivery of underlying securities collateralizing a repurchase agreement. Collateral for certain tri-party repurchase agreements is held at the counterparty's custodian in a segregated account for the benefit of the Portfolios and the counterparty. The counterparty will be required to maintain collateral with a value at least equal, at all times, to the value of the repurchase obligation including interest. A repurchase agreement transaction involves certain risks in the event of default or insolvency of the counterparty. These risks include possible delay or restrictions upon the Portfolios' ability to dispose of the collateral and a possible decline in the value of the collateral during the period while the Portfolios seek to assert its rights.

Repurchase agreements ("RA") permit the Portfolios, under certain circumstances including an event of default (such as bankruptcy or insolvency), to offset payables and/or receivables under the RA with collateral held and/or posted to the counterparty and create one single net payment due to or from the Portfolios. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of the RA counterparty's bankruptcy or insolvency. Pursuant to the terms of the RA, the Portfolios receive securities as collateral with a market value in excess of the repurchase price to be received by the Portfolios upon the maturity of the repurchase transaction. Upon a bankruptcy or insolvency of the RA counterparty, the Portfolios would recognize a liability with respect to such excess collateral to reflect the Portfolios' obligation under bankruptcy law to return the excess to the counterparty.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2022 was as follows (amounts in thousands):

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| | | |
|:---|:---|:---|
|  | **Forward<br>Currency<br>Contracts\*** | **Swap<br>Contracts\*\*** |
|  DFA Two-Year Global Fixed Income Portfolio | $2355660 | $— |
|  DFA Selectively Hedged Global Fixed Income Portfolio | 424011 |  |
|  DFA Five-Year Global Fixed Income Portfolio | 3092450 |  |
|  DFA World ex U.S. Government Fixed Income Portfolio | 1660594 |  |
|  DFA Short-Term Extended Quality Portfolio | 1473055 |  |

---

------

---

| | | |
|:---|:---|:---|
|  | **Forward<br>Currency<br>Contracts\*** | **Swap<br>Contracts\*\*** |
|  DFA Intermediate-Term Extended Quality Portfolio | $10 | $— |
|  DFA Targeted Credit Portfolio | 67079 |  |
|  DFA Global Core Plus Fixed Income Portfolio | 1655706 |  |
|  DFA Investment Grade Portfolio | 3774 |  |
|  DFA Short-Duration Real Return Portfolio | 532024 | 1962692 |
|  DFA Global Core Plus Real Return Portfolio | 174400 | 302231 |

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\* Average amount of Currency Purchased/Sold in USD. 

\*\* Average Notional Value of agreements.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of October 31, 2022 (amounts in thousands):

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| | | | |
|:---|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value**<br>**at<br>October 31, 2022** | **Forward<br>Currency<br>Contracts <sup>(1)</sup>** | **Swap<br>Contracts <sup>(2)</sup>** |
|  DFA Two-Year Global Fixed Income Portfolio | $21623 | $21623 |  |
|  DFA Selectively Hedged Global Fixed Income Portfolio | 3193 | 3193 |  |
|  DFA Five-Year Global Fixed Income Portfolio | 33013 | 33013 |  |
|  DFA World ex U.S. Government Fixed Income Portfolio | 7150 | 7150 |  |
|  DFA Short-Term Extended Quality Portfolio | 12945 | 12945 |  |
|  DFA Targeted Credit Portfolio | 439 | 439 |  |
|  DFA Global Core Plus Fixed Income Portfolio | 13548 | 13548 |  |
|  DFA Investment Grade Portfolio | 473 | 473 |  |
|  DFA Short-Duration Real Return Portfolio | 121128 | 3754 | $117374 |
|  DFA Global Core Plus Real Return Portfolio | 20624 | 1995 | 18629 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Liability Derivatives Value** | **Liability Derivatives Value** | **Liability Derivatives Value** |
|  | **Total Value**<br>**at**<br>**October 31, 2022** | **Forward<br>Currency<br>Contracts <sup>(3)</sup>** | **Swap<br>Contracts <sup>(4)</sup>** |
|  DFA Two-Year Global Fixed Income Portfolio | $(22368) | $(22368) |  |
|  DFA Selectively Hedged Global Fixed Income Portfolio | (955) | (955) |  |
|  DFA Five-Year Global Fixed Income Portfolio | (42926) | (42926) |  |
|  DFA World ex U.S. Government Fixed Income Portfolio | (8753) | (8753) |  |
|  DFA Short-Term Extended Quality Portfolio | (6984) | (6984) |  |
|  DFA Intermediate-Term Extended Quality Portfolio | (1) | (1) |  |
|  DFA Targeted Credit Portfolio | (683) | (683) |  |
|  DFA Global Core Plus Fixed Income Portfolio | (8759) | (8759) |  |
|  DFA Investment Grade Portfolio | (66) | (66) |  |
|  DFA Short-Duration Real Return Portfolio | (3710) | (2684) | $(1026) |
|  DFA Global Core Plus Real Return Portfolio | (760) | (760) |  |

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(1) Presented on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

(2) Presented on Statements of Assets and Liabilities as Unrealized Gain on Swap Contracts.

(3) Presented on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

(4) Presented on Statements of Assets and Liabilities as Unrealized Loss on Swap Contracts.

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The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure through the year ended October 31, 2022 (amounts in thousands):

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| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** |
|  | **Total** | **Forward<br>Currency<br>Contracts <sup>(1)</sup>** | **Swap<br>Contracts <sup>(2)</sup>** |
|  DFA Two-Year Global Fixed Income Portfolio | $213512 | $213512 |  |
|  DFA Selectively Hedged Global Fixed Income Portfolio | 14368 | 14368 |  |
|  DFA Five-Year Global Fixed Income Portfolio | 303472 | 303472 |  |
|  DFA World ex U.S. Government Fixed Income Portfolio | 218171 | 218171 |  |
|  DFA Short-Term Extended Quality Portfolio | 153469 | 153469 |  |
|  DFA Targeted Credit Portfolio | 3284 | 3284 |  |
|  DFA Global Core Plus Fixed Income Portfolio | 198392 | 198392 |  |
|  DFA Short-Duration Real Return Portfolio | 85824 | 50889 | $34935 |
|  DFA Global Core Plus Real Return Portfolio | 27650 | 21153 | 6497 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** |
|  | **Total** | **Forward<br>Currency<br>Contracts <sup>(3)</sup>** | **Swap<br>Contracts <sup>(4)</sup>** |
|  DFA Two-Year Global Fixed Income Portfolio | $21548 | $21548 |  |
|  DFA Selectively Hedged Global Fixed Income Portfolio | 6949 | 6949 |  |
|  DFA Five-Year Global Fixed Income Portfolio | 23390 | 23390 |  |
|  DFA World ex U.S. Government Fixed Income Portfolio | 5493 | 5493 |  |
|  DFA Short-Term Extended Quality Portfolio | 13469 | 13469 |  |
|  DFA Intermediate-Term Extended Quality Portfolio | (1) | (1) |  |
|  DFA Targeted Credit Portfolio | (115) | (115) |  |
|  DFA Global Core Plus Fixed Income Portfolio | 13136 | 13136 |  |
|  DFA Investment Grade Portfolio | 407 | 407 |  |
|  DFA Short-Duration Real Return Portfolio | 50563 | 9191 | $41372 |
|  DFA Global Core Plus Real Return Portfolio | 9029 | 1316 | 7713 |

---

(1) Presented on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

(2) Presented on Statements of Operations as Net Realized Gain (Loss) on: Swap Contracts.

(3) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency
Contracts.

(4) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Swap Contracts.

**Offsetting of Derivative Assets and Derivative Liabilities:** 

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs over-the-counter (OTC) derivatives and

------

forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The Portfolios are subject to master netting agreements ("MNA") with certain counterparties that govern the terms of derivative transactions and reduce the counterparty risk associated with such transactions by specifying offsetting mechanisms and collateral posting arrangements at pre-arranged exposure levels. Since different types of transactions have different mechanics and are sometimes traded out of different legal entities of a particular counterparty organization, each type of transaction may be covered by a different MNA, possibly resulting in the need for multiple agreements with a single counterparty. As the MNA's are specific to unique operations of different asset types, they allow each Portfolio to close out and net its total exposure to a counterparty in the event of a default with respect to all the transactions governed under a single MNA with a counterparty. Certain MNA's contain provisions which allow for the net settlement of receivable and payable positions with the same counterparty if defined conditions are met.

The following table presents the Portfolios' gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolios as of October 31, 2022 (amounts in thousands):

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | | | | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | |
| **Description** |<br>**Gross<br>Amounts of<br>Recognized<br>Assets**<br>**(a)** | **Net<br>Amounts<br>of**<br> **Assets**<br>**Presented<br>in the<br>Statements<br>of Assets<br>and<br>Liabilities** | **Financial<br>Instruments<br>(b)** | **Non-Cash**<br>**Collateral**<br>**Received** | **Cash<br>Collateral<br>Received** |<br>**Net<br>Amount**<br>**(c)** |<br>**Gross<br>Amounts of<br>Recognized<br>Liabilities<br>(a)** | **Net<br>Amounts<br>of<br>Liabilities**<br>**Presented<br>in the<br>Statements<br>of Assets<br>and<br>Liabilities** | **Financial<br>Instruments<br>(d)** | **Non-Cash<br>Collateral**<br>**Pledged** | **Cash<br>Collateral<br>Pledged** |<br>**Net<br>Amount<br>(e)** |
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
|  **DFA Two-Year Global Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
|  Bank of New York Mellon | $1122 | $1122 | $(461) |  |  | $661 | $461 | $461 | $(461) |  |  |  |
|  HSBC Bank | 1847 | 1847 | (1847) |  |  |  | 1986 | 1986 | (1847) |  |  | $139 |
|  State Street Bank and Trust | 1529 | 1529 | (1529) |  |  |  | 5208 | 5208 | (1529) |  |  | 3679 |
|  Bank of America Corp. | 6264 | 6264 | (3156) |  |  | 3108 | 3156 | 3156 | (3156) |  |  |  |
|  JP Morgan | 401 | 401 |  |  |  | 401 |  |  |  |  |  |  |
|  Barclays Capital | 3638 | 3638 |  |  |  | 3638 |  |  |  |  |  |  |
|  Citibank, N.A. | 2319 | 2319 | (1746) |  |  | 573 | 1746 | 1746 | (1746) |  |  |  |
|  Societe Generale | 288 | 288 | (41) |  |  | 247 | 41 | 41 | (41) |  |  |  |
|  UBS AG | 4214 | 4214 | (4214) |  |  |  | 6551 | 6551 | (4214) |  |  | 2337 |
|  Morgan Stanley and Co. International |  |  |  |  |  |  | 19 | 19 |  |  |  | 19 |
|  Royal Bank of Canada |  |  |  |  |  |  | 3199 | 3199 |  |  |  | 3199 |
|  Total | $21622 | $21622 | $(12994) |  |  | $8628 | $22367 | $22367 | $(12994) |  |  | $9373 |

---

------

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | | | | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | |
| **Description** |<br>**Gross<br>Amounts of<br>Recognized<br>Assets**<br>**(a)** | **Net<br>Amounts<br>of**<br> **Assets**<br>**Presented<br>in the<br>Statements<br>of Assets<br>and<br>Liabilities** | **Financial<br>Instruments<br>(b)** | **Non-Cash**<br>**Collateral**<br>**Received** | **Cash<br>Collateral<br>Received** |<br>**Net<br>Amount**<br>**(c)** |<br>**Gross<br>Amounts of<br>Recognized<br>Liabilities<br>(a)** | **Net<br>Amounts<br>of<br>Liabilities**<br>**Presented<br>in the<br>Statements<br>of Assets<br>and<br>Liabilities** | **Financial<br>Instruments<br>(d)** | **Non-Cash<br>Collateral**<br>**Pledged** | **Cash<br>Collateral<br>Pledged** |<br>**Net<br>Amount<br>(e)** |
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
|  **DFA Selectively Hedged Global Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
|  UBS AG | $85 | $85 | $(85) |  |  |  | $165 | $165 | $(85) |  |  | $80 |
|  Bank of America Corp. | 426 | 426 | (426) |  |  |  | 539 | 539 | (426) |  |  | 113 |
|  State Street Bank and Trust | 446 | 446 | (250) |  |  | $196 | 250 | 250 | (250) |  |  |  |
|  HSBC Bank | 1341 | 1341 |  |  |  | 1341 |  |  |  |  |  |  |
|  JP Morgan | 142 | 142 |  |  |  | 142 |  |  |  |  |  |  |
|  Citibank, N.A. | 6 | 6 |  |  |  | 6 |  |  |  |  |  |  |
|  NatWest Markets PLC | 747 | 747 |  |  |  | 747 |  |  |  |  |  |  |
|  Bank of New York Mellon |  |  |  |  |  |  | 1 | 1 |  |  |  | 1 |
|  Total | $3193 | $3193 | $(761) |  |  | $2432 | $955 | $955 | $(761) |  |  | $194 |
|  **DFA Five-Year Global Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
|  UBS AG | $2651 | $2651 | $(2651) |  |  |  | $7152 | $7152 | $(2651) |  |  | $4501 |
|  JP Morgan | 6846 | 6846 |  |  |  | $6846 |  |  |  |  |  |  |
|  HSBC Bank | 6681 | 6681 | (6681) |  |  |  | 11877 | 11877 | (6681) |  |  | 5196 |
|  Citibank, N.A. | 3019 | 3019 | (2843) |  |  | 176 | 2843 | 2843 | (2843) |  |  |  |
|  Bank of America Corp. | 6648 | 6648 | (2709) |  |  | 3939 | 2709 | 2709 | (2709) |  |  |  |
|  Morgan Stanley and Co. International | 2847 | 2847 | (1007) |  |  | 1840 | 1007 | 1007 | (1007) |  |  |  |
|  State Street Bank and Trust | 3438 | 3438 | (3438) |  |  |  | 12567 | 12567 | (3438) |  |  | 9129 |
|  Societe Generale |  |  |  |  |  |  | 2863 | 2863 |  |  |  | 2863 |
|  Bank of New York Mellon | 832 | 832 | (832) |  |  |  | 1909 | 1909 | (832) |  |  | 1077 |
|  Australia & New Zealand Banking Group Ltd. | 51 | 51 |  |  |  | 51 |  |  |  |  |  |  |
|  Total | $33013 | $33013 | $(20161) |  |  | $12852 | $42927 | $42927 | $(20161) |  |  | $22766 |
|  **DFA World ex U.S. Government Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
|  State Street Bank and Trust | $3436 | $3436 | $(400) |  |  | $3036 | $400 | $400 | $(400) |  |  |  |
|  Citibank, N.A. | 131 | 131 | (131) |  |  |  | 2789 | 2789 | (131) |  |  | $2658 |
|  Bank of America Corp. | 2005 | 2005 | (2005) |  |  |  | 2868 | 2868 | (2005) |  |  | 863 |
|  JP Morgan |  |  |  |  |  |  | 1622 | 1622 |  |  |  | 1622 |
|  HSBC Bank | 818 | 818 | (126) |  |  | 692 | 126 | 126 | (126) |  |  |  |
|  Morgan Stanley and Co. International | 587 | 587 | (1) |  |  | 586 | 1 | 1 | (1) |  |  |  |
|  UBS AG | 14 | 14 | (14) |  |  |  | 947 | 947 | (14) |  |  | 933 |
|  Royal Bank of Canada | 112 | 112 |  |  |  | 112 |  |  |  |  |  |  |
|  Australia & New Zealand Banking Group Ltd. | 47 | 47 |  |  |  | 47 |  |  |  |  |  |  |
|  Societe Generale |  |  |  |  |  |  | 1 | 1 |  |  |  | 1 |
|  Total | $7150 | $7150 | $(2677) |  |  | $4473 | $8754 | $8754 | $(2677) |  |  | $6077 |

---

------

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | | | | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | |
| **Description** |<br>**Gross<br>Amounts of<br>Recognized<br>Assets**<br>**(a)** | **Net<br>Amounts<br>of**<br> **Assets**<br>**Presented<br>in the<br>Statements<br>of Assets<br>and<br>Liabilities** | **Financial<br>Instruments<br>(b)** | **Non-Cash**<br>**Collateral**<br>**Received** | **Cash<br>Collateral<br>Received** |<br>**Net<br>Amount**<br>**(c)** |<br>**Gross<br>Amounts of<br>Recognized<br>Liabilities<br>(a)** | **Net<br>Amounts<br>of<br>Liabilities**<br>**Presented<br>in the<br>Statements<br>of Assets<br>and<br>Liabilities** | **Financial<br>Instruments<br>(d)** | **Non-Cash<br>Collateral**<br>**Pledged** | **Cash<br>Collateral<br>Pledged** |<br>**Net<br>Amount<br>(e)** |
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
|  **DFA Short-Term Extended Quality Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
|  Bank of New York Mellon | $166 | $166 | $(166) |  |  |  | $1601 | $1601 | $(166) |  |  | $1435 |
|  Bank of America Corp. | 1963 | 1963 |  |  |  | $1963 |  |  |  |  |  |  |
|  State Street Bank and Trust | 5676 | 5676 | (693) |  |  | 4983 | 693 | 693 | (693) |  |  |  |
|  UBS AG | 362 | 362 | (362) |  |  |  | 2711 | 2711 | (362) |  |  | 2349 |
|  HSBC Bank | 2592 | 2592 | (1527) |  |  | 1065 | 1527 | 1527 | (1527) |  |  |  |
|  Citibank, N.A. | 2086 | 2086 | (453) |  |  | 1633 | 453 | 453 | (453) |  |  |  |
|  JP Morgan | 101 | 101 |  |  |  | 101 |  |  |  |  |  |  |
|  Total | $12946 | $12946 | $(3201) |  |  | $9745 | $6985 | $6985 | $(3201) |  |  | $3784 |
|  **DFA Intermediate-Term Extended Quality Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
|  Citibank, N.A. |  |  |  |  |  |  | $1 | $1 |  |  |  | $1 |
|  Total |  |  |  |  |  |  | $1 | $1 |  |  |  | $1 |
|  **DFA Targeted Credit Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
|  Morgan Stanley and Co. International | $210 | $210 | $(3) |  |  | $207 | $3 | $3 | $(3) |  |  |  |
|  Societe Generale | 34 | 34 |  |  |  | 34 |  |  |  |  |  |  |
|  Citibank, N.A. | 18 | 18 | (18) |  |  |  | 18 | 18 | (18) |  |  |  |
|  Bank of New York Mellon | 106 | 106 |  |  |  | 106 |  |  |  |  |  |  |
|  State Street Bank and Trust | 7 | 7 | (7) |  |  |  | 351 | 351 | (7) |  |  | $344 |
|  HSBC Bank | 64 | 64 | (64) |  |  |  | 311 | 311 | (64) |  |  | 247 |
|  Total | $439 | $439 | $(92) |  |  | $347 | $683 | $683 | $(92) |  |  | $591 |
|  **DFA Global Core Plus Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
|  Bank of New York Mellon | $1159 | $1159 | $(78) |  |  | $1081 | $78 | $78 | $(78) |  |  |  |
|  Citibank, N.A. | 213 | 213 | (213) |  |  |  | 1513 | 1513 | (213) |  |  | $1300 |
|  HSBC Bank | 3776 | 3776 | (460) |  |  | 3316 | 460 | 460 | (460) |  |  |  |
|  Morgan Stanley and Co. International | 2157 | 2157 | (8) |  |  | 2149 | 8 | 8 | (8) |  |  |  |
|  State Street Bank and Trust | 2135 | 2135 | (2135) |  |  |  | 4524 | 4524 | (2135) |  |  | 2389 |
|  UBS AG | 4099 | 4099 | (947) |  |  | 3152 | 947 | 947 | (947) |  |  |  |
|  Australia & New Zealand Banking Group Ltd. | 10 | 10 |  |  |  | 10 |  |  |  |  |  |  |
|  Societe Generale |  |  |  |  |  |  | 1230 | 1230 |  |  |  | 1230 |
|  Total | $13549 | $13549 | $(3841) |  |  | $9708 | $8760 | $8760 | $(3841) |  |  | $4919 |

---

------

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | | | | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | |
| **Description** |<br>**Gross<br>Amounts of<br>Recognized<br>Assets**<br>**(a)** | **Net<br>Amounts<br>of**<br> **Assets**<br>**Presented<br>in the<br>Statements<br>of Assets<br>and<br>Liabilities** | **Financial<br>Instruments<br>(b)** | **Non-Cash**<br>**Collateral**<br>**Received** | **Cash<br>Collateral<br>Received** |<br>**Net<br>Amount**<br>**(c)** |<br>**Gross<br>Amounts of<br>Recognized<br>Liabilities<br>(a)** | **Net<br>Amounts<br>of<br>Liabilities**<br>**Presented<br>in the<br>Statements<br>of Assets<br>and<br>Liabilities** | **Financial<br>Instruments<br>(d)** | **Non-Cash<br>Collateral**<br>**Pledged** | **Cash<br>Collateral<br>Pledged** |<br>**Net<br>Amount<br>(e)** |
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
|  **DFA Investment Grade Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
|  Bank of America Corp. | $152 | $152 |  |  |  | $152 |  |  |  |  |  |  |
|  Citibank, N.A. |  |  |  |  |  |  | $66 | $66 |  |  |  | $66 |
|  HSBC Bank | 135 | 135 |  |  |  | 135 |  |  |  |  |  |  |
|  State Street Bank and Trust | 186 | 186 |  |  |  | 186 |  |  |  |  |  |  |
|  Total | $473 | $473 |  |  |  | $473 | $66 | $66 |  |  |  | $66 |
|  **DFA Short-Duration Real Return Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
|  Bank of America Corp | $46008 | $46008 | $(498) | $(45510) |  |  | $498 | $498 | $(498) |  |  |  |
|  Citibank, N.A. | 25366 | 25366 | (199) |  | $(24870) | $297 | 199 | 199 | (199) |  |  |  |
|  Deutsche Bank AG | 45272 | 45272 | (446) |  | (44170) | 656 | 446 | 446 | (446) |  |  |  |
|  Morgan Stanley and Co. International | 1074 | 1074 | (575) |  | (499) |  | 575 | 575 | (575) |  |  |  |
|  HSBC Bank | 654 | 654 | (218) |  |  | 436 | 218 | 218 | (218) |  |  |  |
|  State Street Bank and Trust | 2027 | 2027 | (1587) |  |  | 440 | 1587 | 1587 | (1587) |  |  |  |
|  Societe Generale | 403 | 403 |  |  |  | 403 |  |  |  |  |  |  |
|  Bank of New York Mellon | 291 | 291 | (155) |  |  | 136 | 155 | 155 | (155) |  |  |  |
|  Barclays Capital | 10 | 10 | (10) |  |  |  | 31 | 31 | (10) |  |  | $21 |
|  Intercontinental Exchange, Inc. | 22 | 22 |  |  |  | 22 |  |  |  |  |  |  |
|  Total | $121127 | $121127 | $(3688) | $(45510) | $(69539) | $2390 | $3709 | $3709 | $(3688) |  |  | $21 |
|  **DFA Global Core Plus Real Return Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
|  Bank of America Corp. | $10330 | $10330 |  |  |  | $10330 |  |  |  |  |  |  |
|  Citibank, N.A. | 1016 | 1016 | $(316) |  | $(700) |  | $316 | $316 | $(316) |  |  |  |
|  Deutsche Bank AG | 7310 | 7310 |  |  | (6749) | 561 |  |  |  |  |  |  |
|  Morgan Stanley and Co. International | 248 | 248 | (240) |  |  | 8 | 240 | 240 | (240) |  |  |  |
|  State Street Bank and Trust | 659 | 659 | (5) |  |  | 654 | 5 | 5 | (5) |  |  |  |
|  Bank of New York Mellon | 62 | 62 | (1) |  |  | 61 | 1 | 1 | (1) |  |  |  |
|  HSBC Bank | 998 | 998 | (5) |  |  | 993 | 5 | 5 | (5) |  |  |  |
|  UBS AG | 1 | 1 | (1) |  |  |  | 193 | 193 | (1) |  |  | $192 |
|  Total | $20624 | $20624 | $(568) |  | $(7449) | $12607 | $760 | $760 | $(568) |  |  | $192 |

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(a) No amounts have been netted against the gross amounts recognized in the Statements of Assets and Liabilities.

(b) Represents the amount of assets that could be offset by liabilities with the same counterparty under master
netting or similar agreements that management elects not to offset on the Statements of Assets and Liabilities.

(c) Represents the net amount due from counterparties in the event of default.

(d) Represents the amount of liabilities that could be offset by assets with the same counterparty under master
netting or similar agreements that management elects not to offset on the Statements of Assets and Liabilities.

(e) Represents the net amount due to counterparties in the event of default.

Note I contains information regarding securities lending amounts that are subject to netting arrangements.

------

**H. Line of Credit and Interfund Lending Program:** 

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit agreement expires on January 1, 2023.

For the year ended October 31, 2022, borrowings by the following Portfolio under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average<br>Loan Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense<br>Incurred** | **Maximum Amount<br>Borrowed During<br>the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  DFA World ex U.S. Government Fixed Income Portfolio | 0.98% | $29018 | 5 | $4 | $35355 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022, that the Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor. The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the year ended October 31, 2022.

**I. Securities Lending:** 

Each Portfolio with securities on loan 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 in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 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 collateralization. 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, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and 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. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Money Market Series, an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Such Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, 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 for taxation at qualified dividend income rates.

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2022 (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** |
|  | **Overnight and<br>Continuous** | **<30 days** | **Between<br>30 & 90 days** | **>90 days** | **Total** |
|  **Securities Lending Transactions** |  |  |  |  |  |
|  DFA One-Year Fixed Income Portfolio |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Agency Obligations, Bonds, U.S. Treasury Obligations | $153569 |  |  |  | $153569 |
|  DFA Two-Year Global Fixed Income Portfolio |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds | 33875 |  |  |  | 33875 |
|  DFA Selectively Hedged Global Fixed Income Portfolio |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds | 23112 |  |  |  | 23112 |
|  DFA Five-Year Global Fixed Income Portfolio |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds | 22320 |  |  |  | 22320 |
|  DFA Short-Term Extended Quality Portfolio |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds, U.S. Treasury Obligations | 80339 |  |  |  | 80339 |
|  DFA Intermediate-Term Extended Quality Portfolio |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Agency Obligations, Bonds | 47645 |  |  |  | 47645 |
|  DFA Targeted Credit Portfolio |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds | 24363 |  |  |  | 24363 |
|  DFA Global Core Plus Fixed Income Portfolio |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds | 57631 |  |  |  | 57631 |
|  DFA Investment Grade Portfolio |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Agency Obligations, Bonds | 655631 |  |  |  | 655631 |
|  DFA Diversified Fixed Income Portfolio |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | 49399 |  |  |  | 49399 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** | **Remaining Contractual Maturity of the Agreements**<br>**As of October 31, 2022** |
|  | **Overnight and<br>Continuous** | **<30 days** | **Between<br>30 & 90 days** | **>90 days** | **Total** |
|  **Securities Lending Transactions** |  |  |  |  |  |
|  DFA Short-Duration Real Return Portfolio |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds | $68577 |  |  |  | $68577 |
|  DFA Global Core Plus Real Return Portfolio |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds | 2048 |  |  |  | 2048 |

---

**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 that 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 Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Portfolios' financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Portfolios could enter, eliminates the asset segregation framework previously used by the Portfolios to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Portfolios began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Portfolios began complying with the Valuation Rule on August 1, 2022.

**L. Other:** 

As of October 31, 2022, the following number of shareholders held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

------

---

| | | |
|:---|:---|:---|
|  | **Number of<br>Shareholders** | **Approximate<br>Percentage<br>of Outstanding<br>Shares** |
|  DFA One-Year Fixed Income Portfolio | 4 | 75% |
|  DFA Two-Year Global Fixed Income Portfolio | 5 | 84% |
|  DFA Selectively Hedged Global Fixed Income Portfolio | 3 | 85% |
|  DFA Five-Year Global Fixed Income Portfolio | 3 | 78% |
|  DFA World ex U.S. Government Fixed Income Portfolio | 5 | 81% |
|  DFA Short-Term Government Portfolio | 5 | 91% |
|  DFA Intermediate Government Fixed Income Portfolio | 4 | 85% |
|  DFA Short-Term Extended Quality Portfolio | 4 | 82% |
|  DFA Intermediate-Term Extended Quality Portfolio | 3 | 79% |
|  DFA Targeted Credit Portfolio | 3 | 88% |
|  DFA Global Core Plus Fixed Income Portfolio | 5 | 93% |
|  DFA Investment Grade Portfolio | 4 | 82% |
|  DFA Diversified Fixed Income Portfolio | 3 | 94% |
|  DFA LTIP Portfolio | 6 | 79% |
|  DFA Inflation-Protected Securities Portfolio | 3 | 47% |
|  DFA Short-Duration Real Return Portfolio | 4 | 86% |
|  DFA Global Core Plus Real Return Portfolio | 3 | 93% |

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**M. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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![LOGO](g370499g19v20.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of each of the seventeen portfolios listed in the table below

***Opinions on the Financial Statements***

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of each of the portfolios indicated in the table below (seventeen of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2022, the related statements of operations and of changes in net assets for each of the periods indicated in the table below, including the related notes, and the financial highlights for each of the periods indicated in the table below (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2022, the results of each of their operations, the changes in each of their net assets, and each of the financial highlights for each of the periods indicated in the table below, in conformity with accounting principles generally accepted in the United States of America.

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Statement of**<br> **operations** | **Statement of**<br> **changes in**<br> **net assets** | **Financial**<br> **highlights** |
|  DFA One-Year Fixed Income Portfolio<br> DFA Two-Year Global Fixed Income Portfolio<br> DFA Selectively Hedged Global Fixed Income Portfolio<br> DFA Five-Year Global Fixed Income Portfolio<br> DFA World ex U.S. Government Fixed Income Portfolio<br> DFA Short-Term Government Portfolio<br> DFA Intermediate Government Fixed Income Portfolio<br> DFA Short-Term Extended Quality Portfolio<br> DFA Intermediate-Term Extended Quality Portfolio<br> DFA Targeted Credit Portfolio<br> DFA Global Core Plus Fixed Income Portfolio<br> DFA Investment Grade Portfolio<br> DFA Diversified Fixed Income Portfolio<br> DFA LTIP Portfolio<br> DFA Inflation-Protected Securities Portfolio<br> DFA Short-Duration Real Return Portfolio | For the year<br> ended October 31, 2022 | For the years<br> ended October 31, 2022 and<br> 2021 | For each of the<br> periods indicated<br> therein |
|  DFA Global Core Plus Real Return Portfolio | For the year<br> ended October 31, 2022 | For the year ended October 31, 2022<br> and the period from April 26, 2021<br> (commencement of operations)<br> through October 31, 2021 | For the year ended October 31, 2022<br> and the period from April 26, 2021<br> (commencement of operations)<br> through October 31, 2021 |

---

***Basis for Opinions***

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

------

![LOGO](g370499g19v20.jpg)

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodians, brokers and transfer agents of the investee funds; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

---

| |
|:---|
| /s/ PricewaterhouseCoopers LLP |
| Philadelphia, Pennsylvania |
| December 22, 2022 |

---

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

**DFA Two-Year Fixed Income Portfolio vs.** 

**ICE BofA 1-3 Year US Corporate & Government Index** 

October 31, 2012-October 31, 2022

![LOGO](g370499g20v11.jpg)

**DFA Two-Year Government Portfolio vs.** 

**ICE BofA 1-3 Year US Treasury & Agency Index** 

October 31, 2012-October 31, 2022

![LOGO](g370499g20v12.jpg)

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**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

---

| | |
|:---|:---|
| **Fixed Income Market Review** | **12 Months Ended October 31, 2022** |

---

Bond yields generally increased in the U.S. during the 12 months ended October 31, 2022. Longer-term government bonds generally underperformed shorter-term government bonds for the period. Bond yields also increased across global developed markets, resulting in the general underperformance of longer-term government bonds across global developed markets as well.

Long-term bond indices generally underperformed short-term bond indices in global developed fixed income markets for the 12 months ended October 31, 2022. For example, the FTSE World Government Bond Index 1-3 Years (hedged to USD) returned -3.35%, while the FTSE World Government Bond Index 20+ Years (hedged to USD) returned -29.51%. Within the U.S., the Bloomberg U.S. Treasury Bond Index 1-3 Years returned -4.85%, while the Bloomberg U.S. Treasury Bond Index 20+ Years returned -33.73%.

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| | | | |
|:---|:---|:---|:---|
|  | **October 31, 2021** | **October 31, 2022** | **Change** |
|  One-Month Treasury Bill (yield) | 0.06% | 3.73% | 3.67% |
|  Ten-Year U.S. Treasury Notes (yield) | 1.55% | 4.10% | 2.55% |

---

Source: Bloomberg

Many of Dimensional's fixed income strategies use a variable maturity approach that identifies a maturity range with higher expected returns. When the yield curve is flat or inverted, short-term securities are believed to offer higher expected returns. When the yield curve is upwardly sloped, portfolio maturities may be lengthened to seek the higher expected returns associated with longer maturities. These higher returns may be achieved by capital appreciation (from holding bonds through an upwardly sloped term structure) as well as by earning higher current yields.

During the period under review, within the taxable bond market, the ultra-short-term Portfolios employing a variable maturity approach generally focused on the longer end of their eligible maturity range, reflecting a generally upwardly sloped ultra-short-term segment of eligible yield curves. The short-term Portfolios employing a variable maturity approach typically shortened duration by focusing on the one- to three-year maturity range as higher expected returns generally resided within this segment, reflecting the flat to inverted nature of eligible yield curves beyond three-years. The intermediate-term Portfolios employing a variable maturity approach focused on a combination of short- and long-term securities as certain eligible yield curves were generally upwardly sloped in their long-term segments. Realized term premiums were generally negative during the period.

Some of Dimensional's fixed income strategies use a variable credit approach that varies exposure to lower credit quality securities. When credit spreads are narrow, higher-quality securities are emphasized. When credit spreads are wide, additional credit exposure may be taken in order to position a Portfolio to seek higher expected returns by capturing higher expected credit premiums.

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Credit spreads widened over the period, indicating larger expected credit premiums. As a result, the variable credit Portfolios generally increased their allocations to single-A, BBB, and where allowable and appropriate, BB rated bonds during the period. Realized credit premiums were generally negative, as corporate bonds underperformed their government bond counterparts. Corporate bonds also generally underperformed securitized bonds during the period.

For the tax-exempt market, Portfolios employing a variable maturity approach generally focused on the shorter-end of their eligible duration ranges, reflecting the relatively flat slope of eligible municipal curves during the period. Realized term premiums were generally negative for municipal securities during the period.

**DFA Two-Year Fixed Income Portfolio** 

The DFA Two-Year Fixed Income Portfolio is designed to maximize total returns consistent with preservation of capital by investing in high-quality fixed income securities maturing in three years or less. The weighted average maturity of the Portfolio will not exceed two years. The investment strategy uses a variable maturity approach and shifts maturities based on changes in the yield curve. The strategy uses current yields and identifies favorable maturity ranges of expected returns based on potential buy and sell strategies. Maturity targets are shifted based on Dimensional's expectations for term premiums. The weighted average duration of the Portfolio increased to 1.22 years as of October 31, 2022, from 1.06 years as of October 31, 2021.

For the 12 months ended October 31, 2022, total returns were -4.25% for the Portfolio and -4.98% for the ICE BofA 1-3 Year U.S. Corporate & Government Index, the Portfolio's benchmark. Credit spreads widened over the period, indicating larger expected credit premiums. As such, the Portfolio's allocation to corporate securities was increased, but remained underweight relative to the benchmark. Realized credit premiums were generally negative during the period. As a result, the Portfolio's underweight to corporate securities and exclusion of single-A and BBB rated corporate securities contributed positively to relative performance. During the period, the U.S. Treasury yield curve was generally upwardly sloped along the Portfolio's eligible maturity range but became flat to inverted beyond two-years later in the period, indicating smaller expected term premiums. As such, the Portfolio's duration was increased at the beginning of the period and then decreased later in the period. Over the full 12 months, the Portfolio's weighted average duration was shorter than that of the benchmark. Realized term premiums were generally negative during the period. As a result, the Portfolio's shorter weighted average duration, relative to the benchmark, contributed positively to relative performance.

**DFA Two-Year Government Portfolio** 

The DFA Two-Year Government Portfolio is designed to maximize total returns consistent with preservation of capital by investing in securities of the U.S. government and its agencies maturing in three years or less (under normal circumstances, the Portfolio will invest at least 80% of its net assets in fixed income securities that mature within two years). The Portfolio also maintains an average portfolio maturity of two years or less. The investment strategy uses a variable maturity approach and shifts maturities based on changes in the yield curve. The strategy uses current yields and identifies favorable maturity ranges of expected returns based on potential buy and sell strategies. Maturity targets are shifted based on Dimensional's expectations for term premiums. The weighted average duration of the Portfolio slightly decreased to 1.03 years as of October 31, 2022, from 1.05 years as of October 31, 2021.

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For the 12 months ended October 31, 2022, total returns were -4.06% for the Portfolio and -4.67% for the ICE BofA 1-3 Year U.S. Treasury & Agency Index, the Portfolio's benchmark. During the period, the U.S. Treasury yield curve was generally upwardly sloped along the Portfolio's eligible maturity range but became flat to inverted beyond two-years later in the period, indicating smaller expected term premiums. As such, the Portfolio's duration was increased at the beginning of the period and then decreased later in the period. Over the full 12 months, the Portfolio's weighted average duration was shorter than that of the benchmark. Realized term premiums were generally negative during the period. As a result, the Portfolio's shorter weighted average duration, relative to the benchmark, contributed positively to relative performance.

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**DIMENSIONAL INVESTMENT 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 and 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" reflects 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 costs 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 table 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 October 31, 2022** 

**EXPENSE TABLES** 

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>DFA Two-Year Fixed Income Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $988.30 | 0.21% | $1.05 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.15 | 0.21% | $1.07 |

---

------

**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
| **<u>DFA Two-Year Government Portfolio</u>** |  |  |  |  |
|  Actual Fund Return | $1000.00 | $989.80 | 0.17% | $0.85 |
|  Hypothetical 5% Annual Return | $1000.00 | $1024.35 | 0.17% | $0.87 |

---

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(1) 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 (184), then divided by the number of days in the year (365) to reflect the six-month period.

------

**DIMENSIONAL INVESTMENT 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 as an exhibit to their reports on Form N-PORT. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following tables, which present portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, are provided in compliance with this requirement. The categories shown below represent broad industry sectors. Each industry sector consists of one or more specific industry classifications.

**FIXED INCOME PORTFOLIOS** 

---

| | |
|:---|:---|
| **DFA Two-Year Fixed Income Portfolio** | **DFA Two-Year Fixed Income Portfolio** |
|  Communications | 1.4% |
|  Consumer, Non-cyclical | 0.7% |
|  Energy | 2.1% |
|  Financial | 20.6% |
|  Foreign Government | 22.7% |
|  Multi-National | 4.1% |
|  Supranational | 11.9% |
|  Technology | 1.5% |
|  U.S. Government | 35.0% |
|  | 100.0% |

---

---

| | |
|:---|:---|
| **DFA Two-Year Government Portfolio** | **DFA Two-Year Government Portfolio** |
|  U.S. Government | 100.0% |
|  | 100.0% |

---

------

**DFA TWO-YEAR FIXED INCOME PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount** | **Value†** |
|  | **(000)** | |
|  BONDS — (64.5%) |  |  |
|  Agence Francaise de Developpement EPIC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 06/30/24 | 3000 | $2917782 |
|  Alberta, Province of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 01/23/24 | 1350 | 1320260 |
|  Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.730%, 04/13/24 | 1000 | 973661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.450%, 05/12/24 | 927 | 869309 |
|  Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 05/11/24 | 2000 | 1944777 |
|  Asian Development Bank |  |  |
|  # 1.625%, 03/15/24 | 4050 | 3884031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 06/11/24 | 100 | 93379 |
|  Asian Infrastructure Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 05/16/24 | 1000 | 963100 |
|  BNG Bank NV |  |  |
|  W 2.625%, 02/27/24 | 398 | 387071 |
|  W 3.500%, 08/26/24 | 300 | 293661 |
|  Caisse d'Amortissement de la Dette Sociale |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 03/20/24 | 3025 | 2969201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/27/24 | 1050 | 981036 |
|  Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 09/13/23 | 3000 | 2959689 |
|  CDP Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 07/24/24 | 500 | 486582 |
|  Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 01/10/25 | 2230 | 2048044 |
|  CPPIB Capital, Inc. |  |  |
|  W 3.000%, 06/13/24 | 1500 | 1457042 |
|  Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 01/15/24 | 2812 | 2735202 |
|  Erste Abwicklungsanstalt |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/01/24 | 3800 | 3580573 |
|  European Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 07/10/23 | 2000 | 1939480 |
|  European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 12/14/23 | 1750 | 1721230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/29/24 | 234 | 230073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 03/15/24 | 1000 | 973770 |
|  Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 02/21/24 | 2225 | 2168428 |
|  FMS Wertmanagement |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 01/30/24 | 750 | 732682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/06/24 | 1000 | 937412 |
|  Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/21/24 | 628 | 615000 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount** | **Value†** |
|  | **(000)** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 07/01/24 | 993 | $969538 |
|  International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 03/19/24 | 1562 | 1517780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 03/28/24 | 2533 | 2452059 |
|  Kommunalbanken AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 12/08/23 | 950 | 904628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/05/24 | 3132 | 3056732 |
|  Kommunekredit |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 12/15/23 | 3190 | 3060218 |
|  Kommuninvest I Sverige AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 02/16/24 | 2500 | 2364250 |
|  W 1.375%, 05/08/24 | 1000 | 950840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 05/08/24 | 500 | 475275 |
|  Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/08/24 | 1900 | 1791559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 05/10/24 | 500 | 477791 |
|  Landeskreditbank Baden-Wuerttemberg Foerderbank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 02/12/24 | 1838 | 1737395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 07/23/24 | 900 | 859952 |
|  Manitoba, Province of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 04/16/24 | 750 | 727463 |
|  National Australia Bank Ltd. |  |  |
|  W 1.388%, 01/12/25 | 2760 | 2553300 |
|  Nederlandse Waterschapsbank NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/15/24 | 200 | 190654 |
|  Ontario, Province of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 01/29/24 | 4000 | 3917720 |
|  Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 11/01/23 | 2447 | 2414895 |
|  Roche Holdings, Inc. |  |  |
|  W 1.882%, 03/08/24 | 1000 | 961110 |
|  Skandinaviska Enskilda Banken AB |  |  |
|  W 0.650%, 09/09/24 | 261 | 238911 |
|  Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 12/12/23 | 1850 | 1790948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 03/11/24 | 1000 | 943230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 07/30/24 | 1000 | 928233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 09/03/24 | 300 | 293932 |
|  Svenska Handelsbanken AB |  |  |
|  # 3.900%, 11/20/23 | 2900 | 2854865 |
|  W 0.550%, 06/11/24 | 500 | 464119 |
|  Swedbank AB |  |  |
|  W 0.600%, 09/25/23 | 1322 | 1264942 |
|  Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 02/26/24 | 2500 | 2452683 |

---

------

**DFA TWO-YEAR FIXED INCOME PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Face<br><u>Amount</u><br> (000)** | **Value†** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.019%, 11/18/24 | 1300 | $1198370 |
|  TOTAL BONDS |  | 83995867 |
|  U.S. TREASURY OBLIGATIONS — (34.7%) |  |  |
|  U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 10/15/23 | 4650 | 4453465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 10/31/23 | 6250 | 5988769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/15/23 | 7250 | 6928564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/30/23 | 13100 | 12534551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/31/23 | 11450 | 10945037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/15/24 | 3750 | 3551514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 04/15/24 | 850 | 799100 |
|  TOTAL U.S. TREASURY OBLIGATIONS |  | 45201000 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $133,284,031) |  | 129196867 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  TEMPORARY CASH INVESTMENTS — (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund 3.010% | 201202 | $201202 |
|  SECURITIES LENDING COLLATERAL — (0.7%) |  |  |
|  @§ The DFA Short Term Investment Fund | 76601 | 885583 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $134,370,892) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $134,370,892) | $130283652 |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Bonds |  | $83995867 |  | $83995867 |
|  U.S. Treasury Obligations |  | 45201000 |  | 45201000 |
|  Temporary Cash Investments | $201202 |  |  | 201202 |
|  Securities Lending Collateral |  | 885583 |  | 885583 |
|  TOTAL | $201202 | $130082450 |  | $130283652 |

---

See accompanying Notes to Financial Statements.

------

**DFA TWO-YEAR GOVERNMENT PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Face<br>Amount** | **Value†** |
|  | **(000)** | |
|  U.S. TREASURY OBLIGATIONS — (99.6%) |  |  |
|  U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/31/23 | 13900 | $13439563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 08/15/23 | 2150 | 2075170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 08/31/23 | 2950 | 2839605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/30/23 | 17150 | 16480078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 10/15/23 | 17200 | 16473031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 10/31/23 | 17175 | 16457139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/15/23 | 17750 | 16963037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 11/30/23 | 8975 | 8587603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 11/30/23 | 8425 | 8204173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 12/15/23 | 17750 | 16883994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/31/23 | 16075 | 15366067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 12/31/23 | 1500 | 1466543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/15/24 | 17750 | 16810498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 01/31/24 | 17700 | 16887598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 02/15/24 | 450 | 424740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 04/15/24 | 3900 | 3666457 |
|  TOTAL U.S. TREASURY OBLIGATIONS<br>Cost ($177,991,415) |  | 173025296 |
|  | **Shares** |  |
|  TEMPORARY CASH INVESTMENTS — (0.4%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund 3.010% | 644348 | 644348 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $178,635,763) |  | $173669644 |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  U.S. Treasury Obligations |  | $173025296 |  | $173025296 |
|  Temporary Cash Investments | $644348 |  |  | 644348 |
|  TOTAL | $644348 | $173025296 |  | $173669644 |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | |
|:---|:---|:---|
|  | **DFA Two-Year<br>Fixed Income<br>Portfolio\*** | **DFA Two-Year<br>Government<br>Portfolio** |
|  **ASSETS:** |  |  |
|  Investment Securities at Value (including $871 and $0 of securities on loan, respectively) | $129197 | $173025 |
|  Temporary Cash Investments at Value & Cost | 201 | 644 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $886 and $0, respectively) | 886 |  |
|  Receivables: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 569 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 63 | 16 |
|  Prepaid Expenses and Other Assets | 11 | 14 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 130929 | 173936 |
|  **LIABILITIES:** |  |  |
|  Payables: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 891 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  | 289 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 228 | 1651 |
| &nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 25 | 14 |
|  Accrued Expenses and Other Liabilities | 16 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 1160 | 1972 |
|  **NET ASSETS.** | $129769 | $171964 |
|  Institutional Class Shares — based on net assets of $129,769 and $171,964 and shares outstanding of 13,744,191 and 18,503,431, respectively | $**9.44** | $**9.29** |
|  NUMBER OF SHARES AUTHORIZED | 300000000 | 300000000 |
|  Investment Securities at Cost | $133284 | $177991 |
|  **NET ASSETS CONSIST OF:** |  |  |
|  Paid-In Capital | $136250 | $181669 |
|  Total Distributable Earnings (Loss) | (6481) | (9705) |
|  **NET ASSETS** | $129769 | $171964 |

---

------

\* See Note H in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **DFA Two-Year<br>Fixed Income<br>Portfolio<sup>#</sup>** | **DFA Two-Year<br>Government<br>Portfolio** |
|  **Investment Income** | **Investment Income** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Interest | $1651 | $1758 |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending | 22 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 1673 | 1758 |
|  **Fund Expenses** | **Fund Expenses** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 169 | 189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 22 | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 4 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 27 | 25 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 10 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses |  | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) | 22 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other | 5 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 260 | 290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 6 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 254 | 290 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 1419 | 1468 |
|  **Realized and Unrealized Gain (Loss)** | **Realized and Unrealized Gain (Loss)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*\* | (2310) | (3566) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (6) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (3928) | (4647) |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (6244) | (8213) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(4825) | $(6745) |

---

------

\*\* Net of foreign capital gain taxes withheld of $0 and $0, respectively. 

# Portion of income is from investment in affiliated fund.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA Two-Year Fixed<br>Income Portfolio** | **DFA Two-Year Fixed<br>Income Portfolio** | **DFA Two-Year<br>Government Portfolio** | **DFA Two-Year<br>Government Portfolio** |
|  | **Year<br>Ended**<br>**Oct 31,<br>2022** | **Year<br>Ended**<br>**Oct 31,<br>2021** | **Year<br>Ended**<br>**Oct 31,<br>2022** | **Year<br>Ended**<br>**Oct 31,<br>2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |
|  Operations: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $1419 | $(4) | $1468 | $(128) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold\*,\*\* | (2310) | 20 | (3566) | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (6) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (3928) | (181) | (4647) | (378) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (4825) | (165) | (6745) | (478) |
|  Distributions: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (1088) | (21) | (1120) |  |
|  Capital Share Transactions (1): |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 95462 | 28935 | 70032 | 57744 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 1088 | 21 | 1120 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (57017) | (33068) | (56599) | (49714) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 39533 | (4112) | 14553 | 8030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 33620 | (4298) | 6688 | 7552 |
|  **Net Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 96149 | 100447 | 165276 | 157724 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $129769 | $96149 | $171964 | $165276 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 9875 | 2907 | 7401 | 5911 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 114 | 2 | 120 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (5922) | (3321) | (5975) | (5088) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 4067 | (412) | 1546 | 823 |

---

------

\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2022 of $0 and $0, respectively. 

\*\* Net of foreign capital gain taxes withheld for the fiscal year ended October 31, 2021 of $0 and $0, respectively. 

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Two-Year Fixed Income Portfolio** | **DFA Two-Year Fixed Income Portfolio** | **DFA Two-Year Fixed Income Portfolio** | **DFA Two-Year Fixed Income Portfolio** | **DFA Two-Year Fixed Income Portfolio** | **DFA Two-Year Government Portfolio** | **DFA Two-Year Government Portfolio** | **DFA Two-Year Government Portfolio** | **DFA Two-Year Government Portfolio** | **DFA Two-Year Government Portfolio** |
|  | **Year<br>Ended**<br>**Oct 31,<br>2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended**<br>**Oct 31,<br>2018** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended**<br>**Oct 31,<br>2019** | **Year<br>Ended**<br>**Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $9.94 | $9.96 | $9.97 | $9.91 | $9.98 | $9.75 | $9.78 | $9.77 | $9.72 | $9.81 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.11 | (—) | 0.10 | 0.23 | 0.19 | 0.08 | (0.01) | 0.04 | 0.20 | 0.17 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (0.53) | (0.02) |  | 0.07 | (0.10) | (0.48) | (0.02) | 0.03 | 0.05 | (0.11) |
|  Total from Investment Operations | (0.42) | (0.02) | 0.10 | 0.30 | 0.09 | (0.40) | (0.03) | 0.07 | 0.25 | 0.06 |
|  <u>Less Distributions:</u> |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.08) | (—) | (0.11) | (0.24) | (0.16) | (0.06) |  | (0.06) | (0.20) | (0.15) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.08) |  | (0.11) | (0.24) | (0.16) | (0.06) |  | (0.06) | (0.20) | (0.15) |
|  Net Asset Value, End of Year | $9.44 | $9.94 | $9.96 | $9.97 | $9.91 | $9.29 | $9.75 | $9.78 | $9.77 | $9.72 |
|  Total Return | (4.25%) | (0.18%) | 1.00% | 3.07% | 0.86% | (4.06%) | (0.31%) | 0.77% | 2.63% | 0.60% |
|  Net Assets, End of Year (thousands) | $129769 | $96149 | $100447 | $105173 | $128569 | $171964 | $165276 | $157724 | $121148 | $124210 |
|  Ratio of Expenses to Average Net Assets | 0.21% | 0.21% | 0.22% | 0.25% | 0.21% | 0.17% | 0.20% | 0.21% | 0.26% | 0.20% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.21% | 0.24% | 0.25% | 0.25% | 0.21% | 0.17% | 0.21% | 0.22% | 0.26% | 0.20% |
|  Ratio of Net Investment Income to Average Net Assets | 1.17% |  | 0.98% | 2.34% | 1.92% | 0.88% | (0.08%) | 0.45% | 2.06% | 1.76% |
|  Portfolio Turnover Rate | 108% | 186% | 65% | 50% | 89% | 121% | 108% | 103% | 57% | 115% |

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See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

Dimensional Investment Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of ten portfolios, two of which, DFA Two-Year Fixed Income Portfolio and DFA Two-Year Government Portfolio (the "Portfolios") are presented in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities,
open-end investment companies, and futures contracts)

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

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

Debt securities held by the Portfolios are valued on the basis of evaluated 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 that 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 Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. 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 Dimensional Fund Advisors LP) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables have been included at the end of the Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Deferred Compensation Plan*: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (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: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

**C. Investment Advisor:** 

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Portfolios. For the year ended October 31, 2022, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

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| | | |
|:---|:---|:---|
|  DFA Two-Year Fixed Income Portfolio | 0.14 | % |
|  DFA Two-Year Government Portfolio | 0.11 | %\* |

---

\* Effective as of February 28, 2022, the management fee payable by DFA Two-Year Government Portfolio was reduced from 0.14% to 0.10%. 

Pursuant to Fee Waiver and/or Expense Assumption Agreements (each, a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolios, as described below. The Fee Waiver Agreement for the Portfolios will remain in effect through February 28, 2023, may only be terminated by the Fund's Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the year ended October 31, 2022, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, and the Advisor recovered previously waived fees and/or assumed expenses (amounts in thousands), as listed below. The net amount of waived fees/expenses assumed (recovered previously waived fees/expenses assumed) during the year ended October 31, 2022, and the previously waived fees/expenses assumed subject to future recovery by the Advisor as of October 31, 2022, are also reflected below (amounts in thousands). At any time that the Portfolio Expenses (defined below) of the Institutional Class of a Portfolio are less than the Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Institutional Class Shares** | **Expense<br>Limitation<br>Amount** | **Recovery<br>of Previously<br>Waived Fees/<br>Expenses Assumed** | **Waived Fees/<br>Expenses<br>Assumed** | **Previously<br>Waived Fees/<br>Expenses Assumed<br>Subject to Future<br>Recovery** |
|  DFA Two-Year Fixed Income Portfolio (1) | 0.21% | $22 | $6 | $23 |
|  DFA Two-Year Government Portfolio (1) | 0.17% | 13 |  |  |

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(1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the ordinary
operating expenses of a class of a Portfolio (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses
of a class of the Portfolio, on an annualized basis, to the rates listed above as a percentage of a class of the Portfolio's average net assets (the "Expense Limitation Amount"). Prior to February 28, 2022, the Expense Limitation
Amount for the DFA Two-Year Government Portfolio was 0.20%.

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2022, the total related amount paid by the Fund to the CCO was $20 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

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| | |
|:---|:---|
|  DFA Two-Year Fixed Income Portfolio | $2.0 |
|  DFA Two-Year Government Portfolio | 3.0 |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2022, the Portfolios made the following purchases and sales of investment securities, other than short-term securities and in-kind redemptions (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government<br>Securities** | **U.S. Government<br>Securities** | **Other Investment<br>Securities** | **Other Investment<br>Securities** |
|  | **Purchases** | **Sales** | **Purchases** | **Sales** |
|  DFA Two-Year Fixed Income Portfolio | $113528 | $107802 | $80901 | $15873 |
|  DFA Two-Year Government Portfolio | 245859 | 197866 |  |  |

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For the year ended October 31, 2022, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases<br>at Cost** | **Proceeds<br>from Sales** | **Net<br>Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/**<br>**Depreciation** | **Balance at<br>October 31, 2022** | **Shares as of<br>October 31, 2022** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **DFA Two-Year Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $18891 | $293285 | $311284 | $(6) |  | $886 | 77 | $103 |  |
|  **Total** | $**18891** | $**293285** | $**311284** | $**(6)** |  | $**886** | **77** | $**103** |  |

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**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 its shareholders. Accordingly, no provision has been made for federal income taxes.

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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 GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2022, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, net foreign currency gains/losses, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2021, and October 31, 2022, were as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Tax Exempt<br>Income** | **Total** |
|  DFA Two-Year Fixed Income Portfolio |  |  |  |  |
| 2021 | $21 |  |  | $21 |
| 2022 | 1088 |  |  | 1088 |
|  DFA Two-Year Government Portfolio |  |  |  |  |
| 2021 |  |  |  |  |
| 2022 | 1120 |  |  | 1120 |

---

As of October 31, 2022, 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 use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

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| | | | |
|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Total** |
|  DFA Two-Year Fixed Income Portfolio | $(141) | – $| (141) |
|  DFA Two-Year Government Portfolio | (146) | – | (146) |

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As of October 31, 2022, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss<br>Carryforwards** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  DFA Two-Year Fixed Income Portfolio | $178 | – $| (2567) | $(4090) | $(6479) |
|  DFA Two-Year Government Portfolio | 197 | – | (4501) | (5398) | (9702) |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2022, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

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| | | |
|:---|:---|:---|
|  | **Unlimited** | **Total** |
|  DFA Two-Year Fixed Income Portfolio | $2567 | $2567 |
|  DFA Two-Year Government Portfolio | $4501 | $4501 |

---

------

During the year ended October 31, 2022, the Portfolios did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal<br>Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  DFA Two-Year Fixed Income Portfolio | $134374 | $1 | $(4091) | $(4090) |
|  DFA Two-Year Government Portfolio | 179068 |  | (5398) | (5398) |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Line of Credit and Interfund Lending Program:** 

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit agreement expires on January 1, 2023.

There were no borrowings by the Portfolios under the lines of credit during the year ended October 31, 2022.

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Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor. The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the year ended October 31, 2022.

**H. Securities Lending:** 

Each Portfolio with securities on loan 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 in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 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 collateralization. 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, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and 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. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Money Market Series, an affiliated registered money market fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Money Market Series. Income received from the Money Market Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Such Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, 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 for taxation at qualified dividend income rates.

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of October 31, 2022 (amounts in thousands):

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** | **Remaining Contractual Maturity of the Agreements As of<br>October 31, 2022** |
|  | **Overnight and<br>Continuous** | **<30 days** | **Between<br>30 & 90 days** | **>90 days** | **Total** |
|  **Securities Lending Transactions** |  |  |  |  |  |
|  DFA Two-Year Fixed Income Portfolio Bonds, U.S. Treasury Obligations | $891 |  |  |  | $891 |

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**I. 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 that 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.

**J. Recently Issued Accounting Standards and Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Portfolios' financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Portfolios could enter, eliminates the asset segregation framework previously used by the Portfolios to comply with Section 18 of the 1940 Act, and requires Portfolios whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Portfolios began complying with the Derivatives Rule on August 19, 2022.

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Portfolios began complying with the Valuation Rule on August 1, 2022.

**K. Other:** 

As of October 31, 2022, the following number of shareholders held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

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| | | |
|:---|:---|:---|
|  | **Number of<br>Shareholders** | **Approximate<br>Percentage<br>of Outstanding<br>Shares** |
|  DFA Two-Year Fixed Income Portfolio | 3 | 95% |
|  DFA Two-Year Government Portfolio | 4 | 98% |

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The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

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**L. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

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![LOGO](g370499g19v20.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of Dimensional Investment Group Inc. and Shareholders of DFA Two-Year Fixed Income Portfolio and DFA Two-Year Government Portfolio

***Opinions on the Financial Statements***

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of DFA Two-Year Fixed Income Portfolio and DFA Two-Year Government Portfolio (two of the portfolios constituting Dimensional Investment Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2022, the related statements of operations for the year ended October 31, 2022, the statements of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2022, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2022, and each of the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinions***

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodian, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

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| |
|:---|
| /s/ PricewaterhouseCoopers LLP |
| Philadelphia, Pennsylvania |
| December 22, 2022 |

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We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

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**FUND MANAGEMENT** 

**(Unaudited)** 

**Trustees/Directors** 

Each Board of Trustees/Directors (each, the "Board" and collectively, the "Boards") of The DFA Investment Trust Company ("DFAITC"), DFA Investment Dimensions Group Inc. ("DFAIDG"), Dimensional Investment Group Inc. ("DIG"), Dimensional ETF Trust ("ETF Trust"), and Dimensional Emerging Markets Value Fund ("DEM") (each, the "Fund" and collectively, the "Funds") is responsible for establishing the Funds' policies and for overseeing the management of the Funds. The Trustees/ Directors of the Funds, including all of the disinterested Trustees/Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the "Feeder Portfolios") that invest in certain series of DFAITC or DEM (the "Master Funds").

Each Board has four standing committees, an Audit Committee, a Nominating and Governance Committee (the "Nominating Committee"), a Mutual Funds-ETF Relations committee and an Investment Strategy Committee (the "Strategy Committee"). The Audit Committee is composed of Reena Aggarwal, George M. Constantinides, Francis A. Longstaff, Abbie J. Smith and Ingrid M. Werner. Each member of the Audit Committee is a disinterested Trustee/Director. The Audit Committee oversees the Fund's accounting and financial reporting policies and practices, the Fund's internal controls, the Fund's financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund's independent registered certified public accounting firm and acts as a liaison between the Fund's independent registered certified public accounting firm and the full Board. There were three Audit Committee meetings held during the fiscal year ended October 31, 2022.

Each Board's Nominating Committee is composed of Reena Aggarwal, George M. Constantinides, Douglas W. Diamond, Francis A. Longstaff, and Heather E. Tookes. Each member of the Nominating Committee is a disinterested Trustee/Director. The Nominating Committee for each Board makes recommendations for nominations of disinterested and interested members on the Board to the disinterested Board members and to the full Board. The Nominating Committee works closely with the other disinterested Trustees to evaluate a candidate's qualification for Board membership and the independence of such candidate from the Advisor and other principal service providers. The Nominating Committee also periodically reviews the Board governance practices, policies, procedures, and operations; reviews the membership of each committee of the Board; reviews and makes recommendations regarding the Independent Trustees' compensation; oversees the annual self-assessment of the Board and each committee; considers and recommends to the Board, the selection of "independent legal counsel" (as that term is defined in the 1940 Act); and monitors and considers corporate governance issues that may arise from time to time. There were three Nominating Committee meetings held during the fiscal year ended October 31, 2022.

Each Board's Strategy Committee is composed of Gerard K. O'Reilly, Douglas W. Diamond, Darrell Duffie, and Heather E. Tookes. The Strategy Committee assists the Board in carrying out its fiduciary duties with respect to the oversight of the Fund and its performance. At the request of the Board or the Advisor, the Strategy Committee (i) reviews the design of possible new series of the Fund, (ii) reviews performance of existing portfolios of the Funds and discusses and recommends possible enhancements to the portfolios' investment strategies, (iii) reviews proposals by the Advisor to modify or enhance the investment strategies or policies of each portfolio, and (iv) considers issues relating to investment services for each portfolio of the Fund. There were four Strategy Committee meetings held during the fiscal year ended October 31, 2022.

The Mutual Funds-ETF Relations Committee is comprised of George M. Constantinides, Darrell Duffie, and Ingrid M. Werner. At the request of the Board, the Mutual Funds-ETF Relations Committee (i) reviews any newly-proposed expenses to be borne by the ETFs in the Dimensional ETF Trust ("Dimensional ETFs"), portfolios in the DFA mutual fund complex ("Fund Complex") or changes to the existing expense allocations among the Dimensional ETFs, portfolios in the Fund Complex, and the Advisor, (ii) considers any conflicts of interest that may arise in the operations of the Dimensional ETFs and the portfolios in the Fund Complex, (iii) reviews and considers relevant information relating to the operations of the Dimensional ETFs, and (iv) considers asset flows and performance differences between the similarly managed mutual funds and ETFs of the Funds. There were two Mutual Funds-ETF Relations Committee meetings held for the Trust during the fiscal year ended October 31, 2022.

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Certain biographical information for each disinterested Trustee/Director and interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director's experience as a Trustee/ Director of the Funds and as a Director or Trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, "SAI") of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746. Prospectuses are also available at http://us.dimensional.com.

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**Disinterested Directors/Trustees** 

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br> **within the**<br> **DFA Fund<br>Complex<sup>2</sup>**<br> **Overseen** | **Other**<br> **Directorships of<br>Public Companies<br>Held During Past**<br> **5 Years** |
| Reena Aggarwal<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1957 | Director/ Trustee | Since December 2021 | Robert E. McDonough Professor of Business Administration and Finance, McDonough School of Business, Georgetown University (since 2003); Director, Georgetown Center for Financial Markets and Policy (since 2010); and Vice Provost of Faculty (2016-2020), Georgetown University. | 147 portfolios in 5 investment companies | Director, Cohen & Steers (asset management firm) (since 2017) and Director, Nuveen Churchill Direct Lending (private business development company) (since 2019). Formerly, Director, New York Life Investment Management IndexIQ (2008- 2021) (22 funds); Director, REAN Cloud (technology) (2015-2018); Director, FBR & Co. (investment banking) (2011- 2017); and Director, Brightwood Capital Advisors, L.P. (private equity) (2013- 2020). |
| George M. Constantinides University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637<br>1947 | Director/ Trustee | DFAIDG – Since 1983; DIG & DEM- Since 1993; DFAITC – Since 1992; ETF Trust – Since 2020 | Leo Melamed Professor of Finance, University of Chicago Booth School of Business (since 1978). | 147 portfolios in 5 investment companies |  |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br> **within the**<br> **DFA Fund<br>Complex<sup>2</sup>**<br> **Overseen** | **Other**<br> **Directorships of<br>Public Companies<br>Held During Past**<br> **5 Years** |
| Douglas W. Diamond c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1953 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2017; ETF Trust – Since 2020 | Merton H. Miller Distinguished Service Professor of Finance, University of Chicago Booth School of Business (since 1979). Formerly, Visiting Scholar, Federal Reserve Bank of Richmond (1990-2019). | 147 portfolios in 5 investment companies |  |
| Darrell Duffie<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1954 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2019; ETF Trust – Since 2020 | Adams Distinguished Professor of Management and Professor of Finance, Stanford University (since 1984) and Director, TNB Inc. (bank) (since 2020). | 147 portfolios in 5 investment companies | Formerly, Director, Moody's Corporation (financial information and information technology) (2008- 2018). |
| Francis A. Longstaff<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746 <br>1956 | Director/ Trustee | Since December 2021 | Allstate Professor of Insurance and Finance, UCLA, Anderson School of Management; Consultant, NERA Economic Consulting (since 2018); Consultant, Charles River Associates (economic consulting firm) (since 2013); Consultant, Simplex Holdings, Inc. (technology firm) (since 1998); and Expert Witness, Analysis Group (economic<br> consulting firm) (since 2012). | 147 portfolios in 5 investment companies |  |
| Abbie J. Smith University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637<br>1953 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2000; ETF Trust – Since 2020 | Boris and Irene Stern Distinguished Service Professor of Accounting and James S. Ely, III Faculty Fellow, University of Chicago Booth School of Business (since 1980). | 147 portfolios in 5 investment companies | Director (since 2000) and formerly, Lead Director (2014- 2017), HNI Corporation (office furniture); Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003); and Trustee, UBS Funds (2 investment companies within the fund complex) (13 portfolios) (since 2009). |
| Heather E. Tookes Yale School of Management 165 Whitney Avenue New Haven, CT 06511<br>1974 | Director/ Trustee | Since December 2021 | Professor of Finance, Yale School of Management (since 2004). | 147 portfolios in 5 investment companies | Director, Payoneer Inc. (digital payments) (since 2021); Director, Ariel Investments LLC (since 2017); and Director, Community Foundation of Greater New Haven (community foundation and grant-making) (since 2022). Formerly, Director, KCG Holdings (trading company) (January 2017-July 2017). |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and**<br> **Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup> and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br> **within the**<br> **DFA Fund<br>Complex<sup>2</sup>**<br> **Overseen** | **Other**<br> **Directorships of<br>Public Companies<br>Held During Past**<br> **5 Years** |
| Ingrid M. Werner<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1961 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2019; ETF Trust – Since 2020 | Martin and Andrew Murrer Professor of Finance, Fisher College of Business, The Ohio State University (since 1998). Adjunct Member, the Prize Committee for the Swedish Riksbank Prize in Economic Sciences in Memory of Alfred Nobel (annual award for significant scientific research contribution) (since 2018). Director, American Finance Association (global association of academic researchers and practitioners in finance) (since January 2019). Member, Scientific Board, Leibniz Institute for Financial Research (institute supporting academic research in finance) (since 2020). Chair, Economic Advisory Committee, FINRA (since 2017). Chairman, Scientific Advisory Board, Swedish House of Finance (institute supporting academic research in finance) (since 2014). Member, Scientific Board, Danish Finance Institute (institute supporting academic research in finance) (since 2017). Fellow, Center for Analytical Finance (academic research) (since 2015). Associate Editor, Journal of Finance (since 2016). Formerly, President, Western Finance Association (global association of academic researchers and practitioners in finance) (2018-2019). Formerly, Member, Academic Board, Mistra Financial Systems (organization funding academic research on environment, governance and climate/sustainability in finance) (2016-2021). | 147 portfolios in 5 investment companies | Director, Fourth Swedish AP Fund (pension fund asset management) (since 2017). |

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**Interested Directors/Trustees** 

The following interested Directors are described as such because each is deemed to be an "interested person," as that term is defined under the 1940 Act, due to his position with the Advisor.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address**<br> **and Year of Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br> **within the**<br> **DFA Fund<br>Complex<sup>2</sup>**<br> **Overseen** | **Other<br>Directorships of<br>Public Companies**<br> **Held During Past<br>5 Years** |
| David P. Butler<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One, Austin, TX 78746<br>1964 | Director<br>Co-Chief Executive Officer | Director since December 2021<br>Co-Chief Executive Officer since 2017 (DFAIDG, DIG, DEM & DFAITC); 2020 (ETF Trust) | Co-Chief Executive Officer of Dimensional Emerging Markets Value Fund ("DEM"), DFAIDG, Dimensional Investment Group Inc. ("DIG"), The DFA Investment Trust Company ("DFAITC"), Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Investment LLC, and DFA Securities LLC (collectively with DEM, DFAIDG, DIG and DFAITC, the "DFA Entities") (since 2017), DFA Canada LLC (since 2018), Dimensional Holdings LLC (since 2017), and Dimensional ETF Trust (since 2020); Chief Executive Officer of Dimensional Fund Advisors Canada ULC (since 2018); Director (since 2017) of Dimensional Holdings Inc., Dimensional Fund Advisors Canada ULC, Dimensional Japan Ltd., Dimensional Advisors Ltd., Dimensional Fund Advisors Ltd., and DFA Australia Limited; Director and Co-Chief Executive Officer (since 2017) of Dimensional Cayman Commodity Fund I Ltd.; Chief Executive Officer of Dimensional Fund Advisors Canada ULC (since 2018); Head of Global Financial Advisor Services for Dimensional Fund Advisors LP (since 2007) and Dimensional Investment LLC (since 2017); Formerly, Vice President (2007 – 2017) of all the DFA Entities; Formerly, Head of Global Advisor Services for Dimensional Investment LLC (2011-2017). | 147 portfolios in 5 investment companies |  |
| Gerard K. O'Reilly<br>c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One, Austin, TX 78746<br>1976  | Chairman and Director<br>Co-Chief Executive Officer and Chief Investment Officer | Chairman and Director since December 2021<br>Co-Chief Executive Officer and Chief Investment Officer since 2017 (DFAIDG, DIG, DEM & DFAITC); 2020 (ETF Trust) | Co-Chief Executive Officer and Chief Investment Officer of the DFA Entities (since 2017) and Dimensional ETF Trust (since 2020); Co-Chief Executive Officer of Dimensional Canada LLC (since 2018); Chief Investment Officer of Dimensional Fund Advisors Canada ULC (since 2017); Director, Chief Investment Officer (since 2017) and Vice President (since 2014) of DFA Australia Limited; Chief Investment Officer (since 2018) and Vice President (since 2016) of Dimensional Japan Ltd.; Director, Co-Chief Executive Officer and Chief Investment Officer (since 2017) of Dimensional Cayman Commodity Fund I Ltd.; Director of Dimensional Funds plc (since 2014), Dimensional Fund II plc (since 2014), Dimensional Holdings Inc. (since 2017), Dimensional Advisors Ltd. (since 2017), and Dimensional Ireland Limited (since 2018). Formerly, Executive Vice President (2017) and Co-Chief Investment Officer (2014 – 2017) of the DFA Entities; Formerly, Vice President (2007 – 2017) of the DFA Entities; Formerly, Vice President and Co-Chief Investment Officer (2014 – 2017) of Dimensional Fund Advisors Canada ULC. Formerly, Director of Dimensional Fund Advisors Pte. Ltd. (2017-2018) and Dimensional Fund Advisors Ltd. (2018-2021). | 147 portfolios in 5 investment companies |  |

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1 Each Director/Trustee holds office for an indefinite term until his or her successor is elected and qualified.

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| | |
|:---|:---|
| 2 | Each Director/Trustee is a director or trustee of each of the five registered investment companies within the DFA Fund Complex, which include: the Fund; DIG; DFAITC; DEM; and Dimensional ETF Trust. Each disinterested Director/Trustee also serves on the Independent Review Committee of the Dimensional Funds, mutual funds registered in the provinces of Canada and managed by the Advisor's affiliate, Dimensional Fund Advisors Canada ULC.  |

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**Officers** 

Below is the name, year of birth, information regarding positions with the Funds and the principal occupation for each officer of the Funds. The address of each officer is 6300 Bee Cave Road, Building One, Austin, TX 78746. Each of the officers listed below holds the same office (except as otherwise noted) in the DFA Entities.

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
| Valerie A. Brown<br> 1967 | Vice President and Assistant Secretary | Since 2001 | Vice President and Assistant Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2001)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Director, Vice President and Assistant Secretary (since 2003) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
| Ryan P. Buechner<br> 1982 | Vice President and Assistant Secretary | Since 2019 | Vice President and Assistant Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2019)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Vice President (since January 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
| Stephen A. Clark<br> 1972  | Executive Vice<br> President | Since 2017 | Executive Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Director and Vice President (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd.<br>Chairman (since 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>President and Director (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>Vice President (since 2008) and Director (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>Director (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited<br>Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2019)<br>Formerly, Director (2016-2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>Formerly, Vice President (2004 – 2017) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities<br>Formerly, Vice President (2010 – 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>|
|  |  |  | Formerly, Vice President (2016-2019) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>Formerly, Interim Chief Executive Officer (2019-2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>Formerly, Head of Institutional, North America (2012 – 2013) and Head of Global Institutional Services (2014-2018) for<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
| Lisa M. Dallmer<br> 1972  | Chief Operating<br> Officer | Since June 2021 | Chief Operating Officer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Executive Vice President (since January 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>Chief Operating Officer (since December 2019)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>Vice President (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd. |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Formerly, Vice President, Chief Financial Officer, and Treasurer (June 2020-June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Senior Vice President, Business Operations (March 2019 – October 2019) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Delphix Inc.<br>Formerly, Chief Operating Officer Global Technology & Operations, Managing Director (2014 – 2018) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• BlackRock Inc. |
| Bernard J. Grzelak 1971 | Vice President | Since June 2021 | Vice President (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President, Chief Financial Officer and Treasurer (since September 2020)of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Vice President (since March 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited<br>Formerly, Partner (2008 – 2020), Chief Operating Officer, Global Funds and Risk (2018 – 2020), Chief Operations Officer (2016 – 2018), and Director of Fund Administration (2003 – 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Lord Abbett & Co. LLC<br>Formerly, Chief Financial Officer (2017—2020), and Treasurer (2003—2017)of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Lord Abbett Family of Funds |
|  Eric Hall<br> 1978  | Vice President and<br> Assistant<br> Treasurer | Since June 2021 | Vice President and Assistant Treasurer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Data Integrity Team Lead (December 2019 – April 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Clearwater Analytics<br>Formerly, Assistant Vice President and Assistant Treasurer (March 2015 – November 2019) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• INVESCO, U.S. (formerly, OppenheimerFunds, Inc.) |
|  Jeff J. Jeon<br> 1973  | Vice President | Since 2004 | Vice President (since 2004) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities<br>Vice President (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust<br>Vice President and Assistant Secretary (since 2010) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd.<br>Formerly, Assistant Secretary (2017-2019) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities |
|  Joy Lopez<br> 1971  | Vice President and<br> Assistant<br> Treasurer | Vice<br> President<br> since 2015<br> and<br> Assistant<br> Treasurer<br> since 2017 | Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2015)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. (since 2015)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited (since 2020) |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Assistant Treasurer of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
|  Kenneth M. Manell<br> 1972 | Vice President | Since 2010 | Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
|  Jan Miller<br> 1963  | Vice President,<br> Chief Financial<br> Officer, and<br> Treasurer | Since June 2021 | Vice President, Chief Financial Officer, and Treasurer (since June 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Formerly, Director (May 2019 – January 2021) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• INVESCO, U.S. (formerly, OppenheimerFunds, Inc.)<br>Formerly, Vice President and Assistant Treasurer (September 2012 – May 2019) at<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• OppenheimerFunds, Inc. |
|  Catherine L. Newell<br> 1964  | President and<br> General<br> Counsel | President<br> since 2017<br> and<br> General<br> Counsel<br> since 2001 | President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>General Counsel of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2001)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2009)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Canada LLC (since 2009)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Executive Vice President (since 2017) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2009)<br>Vice President (since 1997) and Secretary (since 2002) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>Vice President and Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2003)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Canada LLC (since 2009)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd (since 2014)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012)<br>Vice President and Assistant Secretary (since 2012) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited<br>Director of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Australia Limited (since 2007)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Funds plc (since 2002)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Funds II plc (since 2006)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Director of Dimensional Japan Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2012)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited (since 2018) |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Formerly, Vice President and Secretary (2010 – 2014) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional SmartNest (US) LLC<br>Formerly, Vice President (1997 – 2017) and Secretary (2000 – 2017) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM<br>Formerly, Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (1997 – 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (2006 – 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (1997 – 2017)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (2009 – 2017)<br>Formerly, Director (2002 – 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
| Selwyn J.<br> Notelovitz<br> 1961  | Vice President | Since<br> September<br> 2021 | Vice President (since September 2021) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President (since December 2012) and Chief Compliance Officer (since July 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Chief Compliance Officer (since July 2020) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC<br>Formerly, Deputy Chief Compliance Officer (2013-2020) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Fund Complex<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Formerly, Vice President (2013-2020) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Fund Complex<br>Formerly, Director (2019-2021) of:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited |
|  Carolyn L. O 1974  | Vice President and Secretary | Vice President since 2010 and Secretary since 2017 | Vice President and Secretary of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2010 and 2017, respectively)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br>Vice President (since 2010) and Assistant Secretary (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC<br>Vice President of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2016)<br>Assistant Secretary (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
| Randy C. Olson<br> 1980 | Chief Compliance<br> Officer | Since<br> 2020 | Chief Compliance Officer (since 2020)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Vice President (since 2016) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of**<br> **Birth** | **Position** | **Term of**<br> **Office<sup>1</sup>**<br> **and**<br> **Length of**<br> **Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Formerly, Vice President – Senior Compliance Officer<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment Advisors LP (January 2020 – August 2020 and July 2014 – March 2017)<br>Formerly, Vice President – Head of Compliance & Operations Asia Ex-Japan<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment Advisors LP (April 2017 – January 2020) |
|  James J. Taylor<br> 1983 | Vice President and<br> Assistant<br> Treasurer | Since<br> 2020 | Vice President and Assistant Treasurer (since 2020) of<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br>Vice President<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2016)<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2020) |

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1 Each officer holds office for an indefinite term at the pleasure of the Board of Directors and until his or her successor is elected and qualified.

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**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 (1) without charge, upon request, by calling collect: (512) 306-7400; (2) from the Advisor's website at http://us.dimensional.com; and (3) on the SEC's website at http://www.sec.gov. 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 https://www.dimensional.com/us-en/who-we-are/investment-stewardship and reflects the twelve-month period beginning July 1st and ending June 30th.

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**TAX NOTICE TO SHAREHOLDERS** 

**(Unaudited)** 

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2022. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2022 (e.g., IRS Form 1099-DIV) will be provided in early 2023. Shareholders should refer to these statements in preparing their calendar year 2022 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2022.

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment<br>Dimensions**<br> **Group Inc.** | **Net**<br>**Investment**<br>**Income**<br>**Distributions** | **Short-Term**<br>**Capital Gain**<br>**Distributions** | **Long-Term**<br>**Capital Gain**<br>**Distributions** | **Return of**<br>**Capital** | **Tax-Exempt**<br>**Interest** | **Total**<br>**Distributions** | **Qualified**<br>**Dividends**<br>**(for**<br>**Corporate**<br>**Dividends**<br>**Received**<br>**Deduction) (1)** | **Qualified**<br>**Dividend**<br>**Income (2)** | **U.S.**<br>**Government**<br>**Interest (3)** | **Foreign**<br>**Tax**<br>**Credit (4)** | **Foreign**<br>**Source**<br>**Income (5)** | **Qualified**<br>**Net**<br>**Interest**<br>**Income (6)** | **Qualified**<br>**Short-**<br>**Term**<br>**Capital**<br>**Gain (7)** |
|  DFA One-Year Fixed Income Portfolio | 100% |  |  |  |  | 100% |  |  | 56% |  |  | 58% |  |
|  DFA Two-Year Global Fixed Income Portfolio | 100% |  |  |  |  | 100% |  |  |  |  |  |  |  |
|  DFA Selectively Hedged Global |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  Fixed Income Portfolio | 100% |  |  |  |  | 100% |  |  |  |  |  |  |  |
|  DFA Five-Year Global Fixed Income Portfolio | 100% |  |  |  |  | 100% |  |  | 100% |  |  | 100% |  |
|  DFA World ex U.S. Government Fixed Income Portfolio | 48% |  | 52% |  |  | 100% |  |  |  |  |  |  |  |
|  DFA Short-Term Government Portfolio | 100% |  |  |  |  | 100% |  |  | 100% |  |  | 100% |  |
|  DFA Intermediate Government Fixed Income Portfolio | 55% |  | 45% |  |  | 100% |  |  | 100% |  |  | 100% |  |
|  DFA Short-Term Extended Quality Portfolio | 89% |  | 11% |  |  | 100% |  |  | 50% |  |  | 100% |  |
|  DFA Intermediate-Term Extended Quality Portfolio | 57% |  | 43% |  |  | 100% |  |  | 4% |  |  | 85% |  |
|  DFA Targeted Credit Portfolio | 92% |  | 8% |  |  | 100% |  |  | 7% |  |  | 79% |  |
|  DFA Global Core Plus Fixed Income Portfolio | 71% | 3% | 26% |  |  | 100% |  |  | 1% |  |  | 100% | 100% |
|  DFA Investment Grade Portfolio | 70% | 1% | 29% |  |  | 100% |  |  | 37% |  |  | 100% | 100% |
|  DFA Diversified Fixed Income Portfolio | 73% |  | 27% |  |  | 100% |  |  | 80% |  |  | 78% | 100% |
|  DFA LTIP Portfolio | 77% |  | 23% |  |  | 100% |  |  | 100% |  |  | 100% |  |
|  DFA Inflation-Protected Securities Portfolio | 99% |  | 1% |  |  | 100% |  |  | 100% |  |  | 100% |  |
|  DFA Short-Duration Real Return Portfolio | 100% |  |  |  |  | 100% |  |  | 14% |  |  | 76% |  |
|  DFA Global Core Plus Real Return Portfolio | 96% | 4% |  |  |  | 100% |  |  | 8% |  |  | 100% | 100% |

---

See accompanying Notes to Financial Statements.

------

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment<br>Dimensions Group Inc.** | **Net**<br>**Investment**<br>**Income**<br>**Distributions** | **Short-Term**<br>**Capital Gain**<br>**Distributions** | **Long-Term**<br>**Capital Gain**<br>**Distributions** | **Return of**<br>**Capital** | **Tax-Exempt**<br>**Interest** | **Total**<br>**Distributions** | **Qualified**<br>**Dividends**<br>**(for**<br>**Corporate**<br>**Dividends**<br>**Received**<br>**Deduction) (1)** | **Qualified**<br>**Dividend**<br>**Income (2)** | **U.S.**<br>**Government**<br>**Interest (3)** | **Foreign**<br>**Tax**<br>**Credit (4)** | **Foreign**<br>**Source**<br>**Income (5)** | **Qualified**<br>**Net**<br>**Interest**<br>**Income (6)** | **Qualified**<br>**Short-**<br>**Term**<br>**Capital**<br>**Gain (7)** |
|  **Dimensional<br><u>Investment Group Inc.</u>** |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  DFA Two-Year Fixed Income Portfolio | 100% |  |  |  |  | 100% |  |  | 62% |  |  | 59% |  |
|  DFA Two-Year Government Portfolio | 100% |  |  |  |  | 100% |  |  | 100% |  |  | 100% |  |

---

(1) Qualified Dividends represents the amount that qualifies for the corporate dividends-received deduction under
Section 243 of the Internal Revenue Code and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(2) Qualified Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under
Section 1(h)(11) of the Internal Revenue Code and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(3) U.S. Government Interest represents the amount of interest that was derived from direct U.S. Government
obligations and distributed during the fiscal year. This amount is reflected as a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.
Generally, interest from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of a state tax exemption based on your individual circumstances.

(4) Foreign Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through under
Section 853 of the Internal Revenue Code and is reflected as a percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(5) Foreign Source Income represents the amount of dividends derived from foreign sources and is reflected as a
percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(6) Qualified Net Interest Income represents the amount of interest income available as interest-related dividends
generally exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions (the total of short-term capital gain
and net investment income distributions) for the calendar year 2022.

(7) Qualified Short-Term Capital Gain represents the amount available as short-term capital gain dividends generally
exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net
investment income distributions) for the calendar year 2022.

See accompanying Notes to Financial Statements.

------

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| | |
|:---|:---|
| ![LOGO](g370499g24v00.jpg)  | DFA103122-024A<br> 00281086 |

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![LOGO](g349909dsp01.jpg)

**Annual Report** 

**Year Ended: October 31, 2022** 

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DIMENSIONAL INVESTMENT GROUP INC.

------

**Global Equity Portfolio** 

**Global Allocation 60/40 Portfolio** 

**Global Allocation 25/75 Portfolio** 

------

---

| | |
|:---|:---|
| ![LOGO](g349909dsp02.jpg) | <br> December 2022 |

---

Dear Shareholder,

For more than four decades, Dimensional has been innovating on behalf of investors, using financial science to pursue higher expected returns across a range of market conditions.

We start with what clients are seeking and determine how best to deliver strategies to meet those needs through a systematic approach designed to add value over indexing. Every day, we manage our strategies through a flexible process that allows us to consistently focus on reducing costs and controlling risks. We believe in sensible ideas that we can implement well. And we're committed to continuing to enhance the investment solutions and services we provide to empower financial professionals.

On behalf of everyone at Dimensional, we thank you for entrusting us with your investments.

---

| | |
|:---|:---|
| Sincerely, |  |
| ![LOGO](g349909dsp02a.jpg) | ![LOGO](g349909dsp02b.jpg) |
| David P. Butler | Gerard O'Reilly |
| CO-CHIEF EXECUTIVE OFFICER | CO-CHIEF EXECUTIVE OFFICER and<br> CHIEF INVESTMENT OFFICER |

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**ANNUAL REPORT** 

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
|  **Letter to Shareholders** |  |
|  **[Definitions of Abbreviations and Footnotes](#tx349909_1)** | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Performance Charts](#tx349909_2) | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Management's Discussion and Analysis](#tx349909_3) | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Fund Expenses](#tx349909_4) | 11 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Disclosure of Portfolio Holdings](#tx349909_5) | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Schedules of Investments](#tx349909_6) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Global Equity Portfolio](#tx349909_7) | 14 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Global Allocation 60/40 Portfolio](#tx349909_8) | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Global Allocation 25/75 Portfolio](#tx349909_9) | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Assets and Liabilities](#tx349909_10) | 17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Operations](#tx349909_11) | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#tx349909_12) | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#tx349909_13) | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#tx349909_14) | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#tx349909_15) | 37 |
|  **[Fund Management](#tx349909_16)** | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Board of Directors or Trustees Table](#tx349909_17) | 40 |
|  **[Voting Proxies on Fund Portfolio Securities](#tx349909_18)** | 50 |
|  **[Tax Notice to Shareholders](#tx349909_19)** | 51 |

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

i

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES** 

**<u>Schedules of Investments</u>**

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| | |
|:---|:---|
| Investment Footnotes |  |
| &nbsp;&nbsp;&nbsp;&nbsp; † | See Note B to Financial Statements. |
| **<u>Financial Highlights</u>** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(A) | Computed using average shares outstanding. |
| &nbsp;&nbsp;&nbsp;&nbsp;(B) | Represents the combined ratios for the respective Portfolio and its respective pro-rata share of its Underlying Funds. |
| **<u>All Statements, Schedules and Notes to Financial Statements</u>** | **<u>All Statements, Schedules and Notes to Financial Statements</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp; — | Amounts designated as — are either zero or rounded to zero. |
| &nbsp;&nbsp;&nbsp;&nbsp; SEC | Securities and Exchange Commission |

---

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**Global Equity Portfolio - Institutional Class vs.** 

**MSCI World Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g349909page8a1.jpg)

------

**Global Equity Portfolio - Class R2 vs.** 

**MSCI World Index (net dividends)** 

**October 31, 2012-October 31, 2022**![LOGO](g349909page8b.jpg)

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**Global Allocation 60/40 Portfolio - Institutional Class vs.** 

**MSCI World Index (net dividends),** 

**FTSE World Government Bond Index, 1-3 Years, Currency-Hedged in USD Terms,** 

**Global 60/40 Composite Index (MSCI/FTSE)** 

**October 31, 2012-October 31, 2022**![LOGO](g349909dsp009a.jpg)

------

**Global Allocation 60/40 Portfolio - Class R2 vs.** 

**MSCI World Index (net dividends),** 

**FTSE World Government Bond Index, 1-3 Years, Currency-Hedged in USD Terms,** 

**Global 60/40 Composite Index (MSCI/FTSE)** 

**October 31, 2012-October 31, 2022**![LOGO](g349909dsp009b.jpg)

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**PERFORMANCE CHARTS** 

**(Unaudited)** 

------

**Global Allocation 25/75 Portfolio - Institutional Class vs.** 

**MSCI World Index (net dividends),** 

**FTSE World Government Bond Index, 1-3 Years, Currency-Hedged in USD Terms,** 

**Global 25/75 Composite Index (MSCI/FTSE)** 

**October 31, 2012-October 31, 2022**![LOGO](g349909dsp0010a.jpg)

------

**Global Allocation 25/75 Portfolio - Class R2 vs.** 

**MSCI World Index (net dividends),** 

**FTSE World Government Bond Index, 1-3 Years, Currency-Hedged in USD Terms,** 

**Global 25/75 Composite Index (MSCI/FTSE)** 

**October 31, 2012-October 31, 2022**![LOGO](g349909dsp0010b.jpg)

------

**MANAGEMENT'S DISCUSSION AND ANALYSIS** 

---

| | |
|:---|:---|
|  **U.S. Equity Market Review** | **12 Months Ended October 31, 2022** |

---

U.S. equities had negative returns for the period. The broad U.S. equity market, as measured by the Russell 3000<sup>®</sup> Index, lost approximately -16.52%. As measured by Russell indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the Russell indices.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  Russell 3000<sup>®</sup> Index | -16.52% |
|  Russell 1000<sup>®</sup> Index (large-cap stocks) | -16.38% |
|  Russell Midcap<sup>®</sup> Index (mid-cap stocks) | -17.17% |
|  Russell 2000<sup>®</sup> Index (small-cap stocks) | -18.54% |
|  Russell Microcap<sup>®</sup> Index (micro-cap stocks) | -22.29% |
|  Dow Jones U.S. Select REIT Index <sup>SM</sup>  | -19.97% |

---

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  Russell 1000<sup>®</sup> Value Index (large-cap value stocks) | -7.0% |
|  Russell 1000<sup>®</sup> Growth Index (large-cap growth stocks) | -24.6% |
|  Russell 2000<sup>®</sup> Value Index (small-cap value stocks) | -10.73% |
|  Russell 2000<sup>®</sup> Growth Index (small-cap growth stocks) | -26.02% |

---

Source: Frank Russell Company is the source and owner of the trademarks, service marks, and copyrights related to the Russell Indexes.

---

| | |
|:---|:---|
| **International Equity Market Review** | **12 Months Ended October 31, 2022** |

---

Performance of non-U.S. developed markets was negative for the period. As measured by the MSCI World ex USA indices, small-cap stocks underperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, underperformed large-cap stocks but outperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI World ex USA indices.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI World ex USA Index | -22.04% |
|  MSCI World ex USA Mid Cap Index | -27.57% |
|  MSCI World ex USA Small Cap Index | -29.13% |
|  MSCI World ex USA Value Index | -15.27% |
|  MSCI World ex USA Growth Index | -28.78% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against all non-U.S. developed markets currencies. Overall, currency movements had a negative impact on the U.S. dollar-denominated returns of developed markets.

------

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | | |
|:---|:---|:---|
| **Ten Largest Foreign Developed Markets by Market Cap** | **Local Return** | **Return in U.S. Dollars** |
|  Japan | -1.81% | -24.67% |
|  United Kingdom | 4.27% | -12.42% |
|  Canada | -5.29% | -13.94% |
|  France | -6.77% | -20.38% |
|  Switzerland | -11.30% | -19.01% |
|  Australia | -0.54% | -15.30% |
|  Germany | -21.22% | -32.72% |
|  Netherlands | -28.51% | -38.71% |
|  Sweden | -16.17% | -34.85% |
|  Denmark | -7.88% | -21.38% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

Emerging markets had negative performance for the period and underperformed both U.S. and non-U.S. developed markets. As measured by the MSCI Emerging Markets indices, small-cap stocks outperformed large-cap stocks, and mid-cap stocks, a subset of the large-cap universe, outperformed large-cap stocks but underperformed small-cap stocks. Value stocks outperformed growth stocks as measured by the MSCI Emerging Markets indices.

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | |
|:---|:---|
|  | **Return in U.S. Dollars** |
|  MSCI Emerging Markets Index | -31.03% |
|  MSCI Emerging Markets Mid Cap Index | -24.80% |
|  MSCI Emerging Markets Small Cap Index | -23.42% |
|  MSCI Emerging Markets Value Index | -25.21% |
|  MSCI Emerging Markets Growth Index | -36.11% |

---

For the 12 Months Ended October 31, 2022, the U.S. dollar appreciated against most emerging markets currencies and depreciated against others. Overall, currency movements had a negative impact on the U.S. dollar denominated returns of emerging markets.

------

**<u>Total Return for 12 Months Ended October 31, 2022</u>**

---

| | | |
|:---|:---|:---|
| **Ten Largest Emerging Markets by Market Cap** | **Local Return** | **Return in U.S.** |
| **Dollars** | | |
|  China | -46.31% | -47.90% |
|  India | 2.93% | -6.89% |
|  Taiwan | -24.11% | -34.50% |
|  Korea | -19.88% | -34.28% |
|  Brazil | 15.95% | 24.57% |
|  Saudi Arabia | 2.18% | 2.00% |
|  South Africa | 0.77% | -16.66% |
|  Mexico | 1.99% | 5.56% |
|  Indonesia | 16.58% | 5.89% |
|  Thailand | 4.97% | -8.48% |

---

Source: Returns are of MSCI standard indices net of foreign withholding taxes on dividends. Copyright MSCI 2022, all rights reserved.

For Portfolios investing in non-U.S. equities traded outside of the U.S. market time zone, differences in the valuation timing and methodology between a Portfolio and its benchmark index may impact relative performance over the referenced period. The Portfolios price foreign exchange rates at the closing of the U.S. market, while their benchmark indices use rates at 4 p.m. London time. The Portfolios also may use fair value pricing to price certain portfolio securities at the closing of the U.S. market, while benchmark indices may use local market closing prices. For the one-year period ended October 31, 2022, these differences generally detracted from non-US developed markets Portfolios' relative performance and were not material to emerging markets Portfolios' relative performance.

---

| | |
|:---|:---|
| **Fixed Income Market Review** | **12 Months Ended October 31, 2022** |

---

Bond yields generally increased in the U.S. during the 12 months ended October 31, 2022. Longer-term government bonds generally underperformed shorter-term government bonds for the period. Bond yields also increased across global developed markets, resulting in the general underperformance of longer-term government bonds across global developed markets as well.

Long-term bond indices generally underperformed short-term bond indices in global developed fixed income markets for the 12 months ended October 31, 2022. For example, the FTSE World Government Bond Index 1-3 Years (hedged to USD) returned -3.35%, while the FTSE World Government Bond Index 20+ Years (hedged to USD) returned -29.51%. Within the U.S., the Bloomberg U.S. Treasury Bond Index 1-3 Years returned -4.85%, while the Bloomberg U.S. Treasury Bond Index 20+ Years returned -33.73%.

---

| | | | |
|:---|:---|:---|:---|
|  | **October 31, 2021** | **October 31, 2022** | **Change** |
|  One-Month Treasury Bill (yield) | 0.06% | 3.73% | 3.67% |
|  Ten-Year U.S. Treasury Notes (yield) | 1.55% | 4.10% | 2.55% |

---

Source: Bloomberg

Many of Dimensional's fixed income strategies use a variable maturity approach that identifies a maturity range with higher expected returns. When the yield curve is flat or inverted, short-term securities are believed to offer higher expected returns. When the yield curve is upwardly sloped, portfolio maturities may be lengthened to seek the higher expected returns associated with longer maturities. These higher returns may be achieved by capital appreciation (from holding bonds through an upwardly sloped term structure) as well as by earning higher current yields.

------

During the period under review, within the taxable bond market, the ultra-short-term Portfolios employing a variable maturity approach generally focused on the longer end of their eligible maturity range, reflecting a generally upwardly sloped ultra-short-term segment of eligible yield curves. The short-term Portfolios employing a variable maturity approach typically shortened duration by focusing on the one- to three-year maturity range as higher expected returns generally resided within this segment, reflecting the flat to inverted nature of eligible yield curves beyond three-years. The intermediate-term Portfolios employing a variable maturity approach focused on a combination of short- and long-term securities as certain eligible yield curves were generally upwardly sloped in their long-term segments. Realized term premiums were generally negative during the period.

Some of Dimensional's fixed income strategies use a variable credit approach that varies exposure to lower credit quality securities. When credit spreads are narrow, higher-quality securities are emphasized. When credit spreads are wide, additional credit exposure may be taken in order to position a Portfolio to seek higher expected returns by capturing higher expected credit premiums.

Credit spreads widened over the period, indicating larger expected credit premiums. As a result, the variable credit Portfolios generally increased their allocations to single-A, BBB, and where allowable and appropriate, BB rated bonds during the period. Realized credit premiums were generally negative, as corporate bonds underperformed their government bond counterparts. Corporate bonds also generally underperformed securitized bonds during the period.

For the tax-exempt market, Portfolios employing a variable maturity approach generally focused on the shorter-end of their eligible duration ranges, reflecting the relatively flat slope of eligible municipal curves during the period. Realized term premiums were generally negative for municipal securities during the period.

**Global Equity Portfolio** 

The Global Equity Portfolio seeks long-term capital appreciation by investing in a combination of mutual funds managed by Dimensional that invest in domestic and international equity securities, including emerging markets securities. During the period covered by this report, the Portfolio's investments in the domestic equity funds included the U.S. Core Equity 1 Portfolio, the U.S. Core Equity 2 Portfolio, and the DFA Real Estate Securities Portfolio; and the Portfolio's investments in the international equity funds included the International Core Equity Portfolio, the Emerging Markets Core Equity Portfolio, and the DFA International Real Estate Securities Portfolio (collectively, the "Underlying Funds"). The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Underlying Funds collectively held approximately 15,270 securities in 46 eligible developed and emerging markets.

For the 12 months ended October 31, 2022, total returns were -15.15% for the Portfolio's Institutional Class shares, -15.34% for the Portfolio's Class R2 shares, and -18.48% for the MSCI World Index (net dividends), the Portfolio's benchmark. The Underlying Funds' emphasis on low relative price (value) stocks contributed positively to performance relative to the benchmark, as value stocks outperformed high relative price (growth) stocks globally.

------

**Global Allocation 60/40 Portfolio** 

The Global Allocation 60/40 Portfolio seeks capital appreciation and current income by investing in a combination of mutual funds managed by Dimensional that invest in domestic and international equity securities, including emerging markets securities, and fixed income securities. During the period covered by this report, the Portfolio's investments in domestic equity funds included the U.S. Core Equity 1 Portfolio, the U.S. Core Equity 2 Portfolio, and the DFA Real Estate Securities Portfolio; the Portfolio's investments in international equity funds included the International Core Equity Portfolio, the Emerging Markets Core Equity Portfolio, and the DFA International Real Estates Securities Portfolio (collectively, the "Equity Underlying Funds"); and the Portfolio's investments in fixed income funds included the DFA Short-Term Extended Quality Portfolio, the DFA Five-Year Global Fixed Income Portfolio, the DFA Global Core Plus Fixed Income Portfolio, the DFA Inflation-Protected Securities Portfolio, the DFA Selectively Hedged Global Fixed Income Portfolio, and the DFA World ex U.S. Government Fixed Income Portfolio (the "Fixed Income Underlying Funds," and, collectively with the Equity Underlying Funds, the "Equity and Fixed Income Underlying Funds"). The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Equity Underlying Funds collectively held approximately 15,270 securities in 46 eligible developed and emerging markets and the Fixed Income Underlying Funds collectively held approximately 1,900 fixed income securities in 23 countries, excluding supranationals.

For the 12 months ended October 31, 2022, total returns were -12.85% for the Portfolio's Institutional Class shares, -13.06% for the Portfolio's Class R2 shares, and -12.31% for the Portfolio's composite benchmark, a hypothetical composite index composed of 60% MSCI World Index (net dividends), the Portfolio's equity benchmark, and 40% FTSE World Government Bond Index 1-3 Years (hedged to USD), the Portfolio's fixed income benchmark. The Portfolio's equity component outperformed the equity component of the composite benchmark and contributed positively to the Portfolio's performance relative to the composite benchmark. The Portfolio's fixed income component underperformed the fixed income component of the composite benchmark and detracted from the Portfolio's performance relative to the composite benchmark.

The Equity Underlying Funds' emphasis on low relative price (value) stocks contributed positively to performance relative to the benchmark, as value stocks outperformed high relative price (growth) stocks globally.

Yield curves in global developed markets generally flattened along the Fixed Income Underlying Funds' eligible maturity range, indicating smaller expected term premiums during the period. As a result, the Fixed Income Underlying Funds' weighted average duration was decreased. However, the Fixed Income Underlying Funds' weighted average duration was still longer than the fixed income benchmark's duration during the period. Realized term premiums were negative in global developed markets as longer-term securities generally underperformed shorter-term securities. As such, the Fixed Income Underlying Funds' longer duration relative to the fixed income benchmark, detracted from relative performance.

Realized credit premiums were negative as corporate securities generally underperformed government securities. As a result, the Fixed Income Underlying Funds' allocation to corporate securities also detracted from performance relative to the government fixed income benchmark.

------

**Global Allocation 25/75 Portfolio** 

The Global Allocation 25/75 Portfolio seeks total return consistent with current income and preservation of capital with some capital appreciation by investing in a combination of mutual funds managed by Dimensional that invest in domestic and international equity securities, including emerging markets securities, and fixed income securities. The Portfolio allocates the majority of its assets to fixed income funds, but also invests a portion of its assets in domestic and international equity funds. During the period covered by this report, the Portfolio's investments in domestic equity funds included the U.S. Core Equity 1 Portfolio, the U.S. Core Equity 2 Portfolio, and the DFA Real Estate Securities Portfolio; the Portfolio's investments in international equity funds included the International Core Equity Portfolio, the Emerging Markets Core Equity Portfolio, and the DFA International Real Estates Securities Portfolio (collectively, the "Equity Underlying Funds"); and the Portfolio's investments in fixed income funds included the DFA Two-Year Global Fixed Income Portfolio, the DFA Inflation-Protected Securities Portfolio, the DFA Short-Term Extended Quality Portfolio, and the DFA World ex U.S. Government Fixed Income Portfolio (the "Fixed Income Underlying Funds," and, collectively with the Equity Underlying Funds, the "Equity and Fixed Income Underlying Funds"). The investment strategy is process driven, emphasizing broad diversification. As of October 31, 2022, the Equity Underlying Funds collectively held approximately 15,270 securities in 46 eligible developed and emerging markets and the Fixed Income Underlying Funds collectively held approximately 940 fixed income securities in 23 countries, excluding supranationals.

For the 12 months ended October 31, 2022, total returns were -8.72% for the Portfolio's Institutional Class shares, -8.90% for the Portfolio's Class R2 shares, and -7.03% for the Portfolio's composite benchmark, a hypothetical composite index composed of 25% MSCI World Index (net dividends), the Portfolio's equity benchmark, and 75% FTSE World Government Bond Index, 1-3 Years (hedged to USD), the Portfolio's fixed income benchmark. The Portfolio's equity component outperformed the equity component of the composite benchmark and contributed positively to the Portfolio's performance relative to the composite benchmark. The Portfolio's fixed income component underperformed the fixed income component of the composite benchmark and detracted from the Portfolio's performance relative to the composite benchmark.

The Equity Underlying Funds' emphasis on low relative price (value) stocks contributed positively to performance relative to the benchmark, as value stocks outperformed high relative price (growth) stocks globally.

Yield curves in global developed markets generally flattened along the Fixed Income Underlying Funds' eligible maturity range, indicating smaller expected term premiums during the period. As a result, the Fixed Income Underlying Funds' weighted average duration was decreased. However, the Fixed Income Underlying Funds' weighted average duration was still longer than the fixed income benchmark's duration during the period. Realized term premiums were negative in global developed markets as longer-term securities generally underperformed shorter-term securities. As such, the Fixed Income Underlying Funds' longer duration relative to the fixed income benchmark, detracted from relative performance.

Realized credit premiums were negative as corporate securities generally underperformed government securities. As a result, the Fixed Income Underlying Funds' allocation to corporate securities also detracted from performance relative to the government fixed income benchmark.

------

**DIMENSIONAL INVESTMENT 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 and 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" reflects 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 costs 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 October 31, 2022** 

**EXPENSE TABLES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>Global Equity Portfolio (2)</u>** |  |  |  |  |
|  Actual Fund Return |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | $1000.00 | $930.00 | 0.49% | $2.38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | $1000.00 | $931.20 | 0.25% | $1.22 |
|  Hypothetical 5% Annual Return |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | $1000.00 | $1022.74 | 0.49% | $2.50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | $1000.00 | $1023.95 | 0.25% | $1.28 |

---

------

**DISCLOSURE OF FUND EXPENSES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Beginning<br>Account<br>Value<br>05/01/22** | **Ending<br>Account<br>Value<br>10/31/22** | **Annualized<br>Expense<br>Ratio (1)** | **Expenses<br>Paid<br>During<br>Period (1)** |
|  **<u>Global Allocation 60/40 Portfolio (2)</u>** |  |  |  |  |
|  Actual Fund Return |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | $1000.00 | $944.00 | 0.47% | $2.30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | $1000.00 | $945.10 | 0.24% | $1.18 |
|  Hypothetical 5% Annual Return |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | $1000.00 | $1022.84 | 0.47% | $2.40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | $1000.00 | $1024.00 | 0.24% | $1.22 |
|  **<u>Global Allocation 25/75 Portfolio (2)</u>** |  |  |  |  |
|  Actual Fund Return |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | $1000.00 | $962.60 | 0.33% | $1.63 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | $1000.00 | $962.40 | 0.24% | $1.19 |
|  Hypothetical 5% Annual Return |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | $1000.00 | $1023.54 | 0.33% | $1.68 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | $1000.00 | $1024.00 | 0.24% | $1.22 |

---

------

(1) 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 (184), then divided by
the number of days in the year (365) to reflect the six-month period.

(2) The Portfolio is a Fund of Funds. The expenses shown reflect the direct expenses of the Fund of Funds and the
Fund of Funds' portion of the expenses of its Underlying Funds (Affiliated Investment Companies).

------

**DIMENSIONAL INVESTMENT 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 as an exhibit to their reports on Form N-PORT. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. Such Form N-PORT filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-PORT with the SEC on September 28, 2022. They are available upon request, without charge, by calling collect: (512) 306-7400; by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746; or by visiting the SEC's website at http://www.sec.gov.

**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 used. The following table, which presents portfolio holdings as a percentage of total investments before short-term investments and collateral for loaned securities, is provided in compliance with this requirement.

---

| | |
|:---|:---|
|  | **Affiliated Investment Companies** |
|  Global Equity Portfolio | 100.0% |
|  Global Allocation 60/40 Portfolio | 100.0% |
|  Global Allocation 25/75 Portfolio | 100.0% |

---

------

**GLOBAL EQUITY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |  |
|  Investment in U.S. Core Equity 2 Portfolio of<br>DFA Investment Dimensions Group, Inc. | 138304100 | $3873897843 |
|  Investment in International Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | 117488903 | 1435714391 |
|  Investment in U.S. Core Equity 1 Portfolio of<br>DFA Investment Dimensions Group, Inc. | 42053617 | 1291046023 |
|  Investment in Emerging Markets Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | 31301711 | 567500021 |
|  Investment in DFA Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | 3512906 | 134860470 |
|  Investment in DFA International Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | 12858863 | 43462958 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $4,179,583,610) |  | $7346481706 |

---

Summary of the Global Fund's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Affiliated Investment Companies | $7346481706 |  |  | $7346481706 |
|  TOTAL | $7346481706 |  |  | $7346481706 |

---

See accompanying Notes to Financial Statements.

------

**GLOBAL ALLOCATION 60/40 PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |  |
|  Investment in U.S. Core Equity 2 Portfolio of<br>DFA Investment Dimensions Group, Inc. | 40335867 | $1129807634 |
|  Investment in DFA Selectively Hedged Global Fixed Income Portfolio of<br>DFA Investment Dimensions Group, Inc. | 60226229 | 531195336 |
|  Investment in International Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | 34509388 | 421704725 |
|  Investment in U.S. Core Equity 1 Portfolio of<br>DFA Investment Dimensions Group, Inc. | 12310636 | 377936526 |
|  Investment in DFA Short-Term Extended Quality Portfolio of<br>DFA Investment Dimensions Group, Inc. | 35329433 | 355414098 |
|  Investment in DFA Five-Year Global Fixed Income Portfolio of<br>DFA Investment Dimensions Group, Inc. | 18053395 | 178728615 |
|  Investment in DFA Global Core Plus Fixed Income Portfolio of<br>DFA Investment Dimensions Group, Inc. | 20685720 | 176656050 |
|  Investment in Emerging Markets Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | 9224637 | 167242662 |
|  Investment in DFA Inflation-Protected Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | 8315413 | 89806461 |
|  Investment in DFA World ex U.S. Government Fixed Income Portfolio of<br>DFA Investment Dimensions Group, Inc. | 10800759 | 88674231 |
|  Investment in DFA Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | 1074892 | 41265096 |
|  Investment in DFA International Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | 3943741 | 13329845 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $2,686,759,393) |  | $3571761279 |

---

Summary of the Global Fund's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Affiliated Investment Companies | $3571761279 |  |  | $3571761279 |
|  TOTAL | $3571761279 |  |  | $3571761279 |

---

See accompanying Notes to Financial Statements.

------

**GLOBAL ALLOCATION 25/75 PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |  |
|  Investment in DFA Short-Term Extended Quality Portfolio of<br>DFA Investment Dimensions Group, Inc. | 24049545 | $241938417 |
|  Investment in DFA Two-Year Global Fixed Income Portfolio of<br>DFA Investment Dimensions Group, Inc. | 25271018 | 241590933 |
|  Investment in U.S. Core Equity 2 Portfolio of<br>DFA Investment Dimensions Group, Inc. | 3817254 | 106921279 |
|  Investment in DFA Inflation-Protected Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | 8221657 | 88793896 |
|  Investment in International Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | 3272084 | 39984865 |
|  Investment in U.S. Core Equity 1 Portfolio of<br>DFA Investment Dimensions Group, Inc. | 1166903 | 35823933 |
|  Investment in DFA World ex U.S. Government Fixed Income Portfolio of<br>DFA Investment Dimensions Group, Inc. | 3927202 | 32242330 |
|  Investment in Emerging Markets Core Equity Portfolio of<br>DFA Investment Dimensions Group, Inc. | 880354 | 15960814 |
|  Investment in DFA Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | 101013 | 3877891 |
|  Investment in DFA International Real Estate Securities Portfolio of<br>DFA Investment Dimensions Group, Inc. | 372497 | 1259040 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $735,452,682) |  | $808393398 |

---

Summary of the Global Fund's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Affiliated Investment Companies | $808393398 |  |  | $808393398 |
|  TOTAL | $808393398 |  |  | $808393398 |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2022** 

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

---

| | | | |
|:---|:---|:---|:---|
|  | **Global Equity<br>Portfolio** | **Global<br>Allocation<br>60/40 Portfolio** | **Global<br>Allocation<br>25/75 Portfolio** |
|  **ASSETS:** |  |  |  |
|  Investments in Affiliated Investment Companies at Value | $7346482 | $3571761 | $808393 |
|  Receivables: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Sold | 1069 | 6220 | 561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest | 2 | 1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 5678 | 871 | 105 |
|  Prepaid Expenses and Other Assets | 38 | 24 | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 7353269 | 3578877 | 809069 |
|  **LIABILITIES:** |  |  |  |
|  Payables: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Custodian |  | 667 | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 3588 | 1851 | 504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 128 | 43 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Line of Credit | 217 | 4236 |  |
|  Accrued Expenses and Other Liabilities | 261 | 127 | 36 |
|  Total Liabilities | 4194 | 6924 | 602 |
|  **NET ASSETS** | $7349075 | $3571953 | $808467 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |
|  Class R2 Shares — based on net assets of $7,481; $2,537 and $500 and shares outstanding of 281,185, 134,588 and 38,026, respectively | $**26.61** | $**18.85** | $**13.15** |
|  NUMBER OF SHARES AUTHORIZED | 500000000 | 300000000 | 300000000 |
|  Institutional Class Shares — based on net assets of $7,341,594; $3,569,416 and $807,967 and shares outstanding of 277,977,561, 190,798,246 and 61,225,754, respectively | $**26.41** | $**18.71** | $**13.20** |
|  NUMBER OF SHARES AUTHORIZED | 700000000 | 500000000 | 300000000 |
|  Investments in Affiliated Investment Companies at Cost | $4179584 | $2686759 | $735453 |
|  **NET ASSETS CONSIST OF:** |  |  |  |
|  Paid-In Capital | $4146182 | $2627799 | $740897 |
|  Total Distributable Earnings (Loss) | 3202893 | 944154 | 67570 |
|  **NET ASSETS** | $7349075 | $3571953 | $808467 |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2022** 

**(Amounts in thousands)** 

---

| | | | |
|:---|:---|:---|:---|
|  | **Global Equity<br>Portfolio** | **Global<br>Allocation<br>60/40 Portfolio** | **Global<br>Allocation<br>25/75 Portfolio** |
|  **Investment Income** |  |  |  |
|  Income Distributions Received from Affiliated Investment Companies | $164202 | $81436 | $16904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 164202 | 81436 | 16904 |
|  **Fund Expenses** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 16423 | 7771 | 1701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 1389 | 648 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 2 | 2 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholder Servicing Fees<br>Class R2 Shares | 23 | 8 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 127 | 81 | 58 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 241 | 106 | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 39 | 20 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 92 | 42 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other | 125 | 73 | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 18461 | 8751 | 2012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | 18 | 6 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | 14732 | 7061 | 1485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 3711 | 1684 | 526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 160491 | 79752 | 16378 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Affiliated Investment Companies | 209477 | 67074 | 6886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 15391 | 42414 | (1398) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (1731299) | (754093) | (108552) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | (1506431) | (644605) | (103064) |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(1345940) | $(564853) | $(86686) |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Global Equity Portfolio** | **Global Equity Portfolio** | **Global Allocation 60/40<br>Portfolio** | **Global Allocation 60/40<br>Portfolio** | **Global Allocation 25/75<br>Portfolio** | **Global Allocation 25/75<br>Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $160491 | $132843 | $79752 | $52029 | $16378 | $11298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Affiliated Investment Companies | 209477 | 241 | 67074 | 1600 | 6886 | 619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 15391 | 273079 | 42414 | 160465 | (1398) | 24038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (1731299) | 2497915 | (754093) | 720475 | (108552) | 57688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | (1345940) | 2904078 | (564853) | 934569 | (86686) | 93643 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class R2 Shares | (475) | (377) | (186) | (109) | (22) | (17) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (396645) | (207931) | (222351) | (142237) | (38024) | (23101) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (397120) | (208308) | (222537) | (142346) | (38046) | (23118) |
|  Capital Share Transactions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 1188578 | 1325672 | 554721 | 732525 | 158131 | 307388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 394044 | 206679 | 219195 | 140510 | 37986 | 23052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (1600720) | (2093059) | (972571) | (924658) | (334717) | (238876) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (18098) | (560708) | (198655) | (51623) | (138600) | 91564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (1761158) | 2135062 | (986045) | 740600 | (263332) | 162089 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 9110233 | 6975171 | 4557998 | 3817398 | 1071799 | 909710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; End of Year | $7349075 | $9110233 | $3571953 | $4557998 | $808467 | $1071799 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 41079 | 44176 | 26891 | 34025 | 11187 | 20861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 13101 | 7159 | 10363 | 6816 | 2658 | 1586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (55193) | (70219) | (47928) | (42929) | (23887) | (16181) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (1013) | (18884) | (10674) | (2088) | (10042) | 6266 |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Global Equity Portfolio-Class R2 Shares** | **Global Equity Portfolio-Class R2 Shares** | **Global Equity Portfolio-Class R2 Shares** | **Global Equity Portfolio-Class R2 Shares** | **Global Equity Portfolio-Class R2 Shares** |
|  | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $32.84 | $23.55 | $23.71 | $22.14 | $22.66 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.49 | 0.38 | 0.33 | 0.40 | 0.35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (5.38) | 9.56 | (0.04) | 1.70 | (0.44) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (4.89) | 9.94 | 0.29 | 2.10 | (0.09) |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.49) | (0.39) | (0.33) | (0.40) | (0.36) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.85) | (0.26) | (0.12) | (0.13) | (0.07) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.34) | (0.65) | (0.45) | (0.53) | (0.43) |
|  Net Asset Value, End of Year | $26.61 | $32.84 | $23.55 | $23.71 | $22.14 |
|  Total Return | (15.34%) | 42.57% | 1.27% | 9.73% | (0.47%) |
|  Net Assets, End of Year (thousands) | $7481 | $13526 | $16613 | $26463 | $27415 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.49% | 0.51% | 0.55% | 0.57% | 0.55% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) \*(B) | 0.67% | 0.70% | 0.77% | 0.83% | 0.82% |
|  Ratio of Net Investment Income to Average Net Assets | 1.65% | 1.27% | 1.42% | 1.79% | 1.49% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.21% | 0.22% | 0.24% | 0.26% | 0.25% |
|  See page 1 for the Definitions of Abbreviations and Footnotes. |  |  |  |  |  |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Global Equity Portfolio-Institutional Class Shares** | **Global Equity Portfolio-Institutional Class Shares** | **Global Equity Portfolio-Institutional Class Shares** | **Global Equity Portfolio-Institutional Class Shares** | **Global Equity Portfolio-Institutional Class Shares** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $32.62 | $23.39 | $23.57 | $22.01 | $22.53 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.57 | 0.46 | 0.39 | 0.46 | 0.42 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (5.36) | 9.49 | (0.06) | 1.69 | (0.46) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (4.79) | 9.95 | 0.33 | 2.15 | (0.04) |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.57) | (0.46) | (0.39) | (0.46) | (0.41) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.85) | (0.26) | (0.12) | (0.13) | (0.07) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.42) | (0.72) | (0.51) | (0.59) | (0.48) |
|  Net Asset Value, End of Year | $26.41 | $32.62 | $23.39 | $23.57 | $22.01 |
|  Total Return | (15.15%) | 42.97% | 1.48% | 10.03% | (0.24%) |
|  Net Assets, End of Year (thousands) | $7341594 | $9096707 | $6958558 | $7503643 | $6673922 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.25% | 0.26% | 0.30% | 0.32% | 0.30% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) \*(B) | 0.43% | 0.45% | 0.52% | 0.58% | 0.57% |
|  Ratio of Net Investment Income to Average Net Assets | 1.95% | 1.54% | 1.70% | 2.04% | 1.78% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.21% | 0.22% | 0.24% | 0.26% | 0.25% |
|  See page 1 for the Definitions of Abbreviations and Footnotes. |  |  |  |  |  |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Global Allocation 60/40 Portfolio-Class R2 Shares** | **Global Allocation 60/40 Portfolio-Class R2 Shares** | **Global Allocation 60/40 Portfolio-Class R2 Shares** | **Global Allocation 60/40 Portfolio-Class R2 Shares** | **Global Allocation 60/40 Portfolio-Class R2 Shares** |
|  | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** | **Year<br>Ended<br>Oct 31,<br>2020** | **Year<br>Ended<br>Oct 31,<br>2019** | **Year<br>Ended<br>Oct 31,<br>2018** |
|  Net Asset Value, Beginning of Year | $22.77 | $18.87 | $18.64 | $17.58 | $17.94 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.37 | 0.21 | 0.30 | 0.34 | 0.28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (3.22) | 4.34 | 0.36 | 1.18 | (0.31) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (2.85) | 4.55 | 0.66 | 1.52 | (0.03) |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.35) | (0.20) | (0.30) | (0.39) | (0.28) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.72) | (0.45) | (0.13) | (0.07) | (0.05) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.07) | (0.65) | (0.43) | (0.46) | (0.33) |
|  Net Asset Value, End of Year | $18.85 | $22.77 | $18.87 | $18.64 | $17.58 |
|  Total Return | (13.06%) | 24.49% | 3.58% | 8.85% | (0.22%) |
|  Net Assets, End of Year (thousands) | $2537 | $4076 | $3077 | $3166 | $6774 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.47% | 0.50% | 0.52% | 0.55% | 0.53% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) \*(B) | 0.64% | 0.68% | 0.72% | 0.76% | 0.74% |
|  Ratio of Net Investment Income to Average Net Assets | 1.77% | 0.97% | 1.64% | 1.94% | 1.55% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.20% | 0.21% | 0.23% | 0.24% | 0.23% |
|  See page 1 for the Definitions of Abbreviations and Footnotes. |  |  |  |  |  |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Global Allocation 60/40 Portfolio-Institutional Class Shares** | **Global Allocation 60/40 Portfolio-Institutional Class Shares** | **Global Allocation 60/40 Portfolio-Institutional Class Shares** | **Global Allocation 60/40 Portfolio-Institutional Class Shares** | **Global Allocation 60/40 Portfolio-Institutional Class Shares** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $22.61 | $18.74 | $18.51 | $17.49 | $17.84 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.40 | 0.25 | 0.35 | 0.43 | 0.32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (3.18) | 4.33 | 0.36 | 1.10 | (0.30) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (2.78) | 4.58 | 0.71 | 1.53 | 0.02 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.40) | (0.26) | (0.35) | (0.44) | (0.32) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.72) | (0.45) | (0.13) | (0.07) | (0.05) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.12) | (0.71) | (0.48) | (0.51) | (0.37) |
|  Net Asset Value, End of Year | $18.71 | $22.61 | $18.74 | $18.51 | $17.49 |
|  Total Return | (12.85%) | 24.80% | 3.88% | 9.01% | 0.06% |
|  Net Assets, End of Year (thousands) | $3569416 | $4553922 | $3814321 | $4242376 | $4042976 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.24% | 0.25% | 0.27% | 0.30% | 0.28% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) \*(B) | 0.41% | 0.43% | 0.47% | 0.51% | 0.49% |
|  Ratio of Net Investment Income to Average Net Assets | 1.95% | 1.18% | 1.92% | 2.43% | 1.78% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.20% | 0.21% | 0.23% | 0.24% | 0.23% |
|  See page 1 for the Definitions of Abbreviations and Footnotes. |  |  |  |  |  |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Global Allocation 25/75 Portfolio-Class R2 Shares** | **Global Allocation 25/75 Portfolio-Class R2 Shares** | **Global Allocation 25/75 Portfolio-Class R2 Shares** | **Global Allocation 25/75 Portfolio-Class R2 Shares** | **Global Allocation 25/75 Portfolio-Class R2 Shares** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $14.98 | $13.94 | $13.70 | $13.22 | $13.44 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.21 | 0.14 | 0.18 | 0.29 | 0.19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (1.51) | 1.21 | 0.33 | 0.55 | (0.18) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (1.30) | 1.35 | 0.51 | 0.84 | 0.01 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.21) | (0.13) | (0.20) | (0.30) | (0.19) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.32) | (0.18) | (0.07) | (0.06) | (0.04) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.53) | (0.31) | (0.27) | (0.36) | (0.23) |
|  Net Asset Value, End of Year | $13.15 | $14.98 | $13.94 | $13.70 | $13.22 |
|  Total Return | (8.90%) | 9.77% | 3.73% | 6.46% | 0.08% |
|  Net Assets, End of Year (thousands) | $500 | $613 | $838 | $742 | $983 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.41% | 0.49% | 0.50% | 0.53% | 0.51% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) \*(B) | 0.57% | 0.65% | 0.66% | 0.69% | 0.67% |
|  Ratio of Net Investment Income to Average Net Assets | 1.54% | 0.95% | 1.31% | 2.15% | 1.40% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.18% | 0.19% | 0.20% | 0.21% | 0.20% |
|  See page 1 for the Definitions of Abbreviations and Footnotes. |  |  |  |  |  |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Global Allocation 25/75 Portfolio-Institutional Class Shares** | **Global Allocation 25/75 Portfolio-Institutional Class Shares** | **Global Allocation 25/75 Portfolio-Institutional Class Shares** | **Global Allocation 25/75 Portfolio-Institutional Class Shares** | **Global Allocation 25/75 Portfolio-Institutional Class Shares** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2022** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2021** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2020** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2019** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2018** |
|  Net Asset Value, Beginning of Year | $15.03 | $13.99 | $13.74 | $13.26 | $13.48 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.24 | 0.16 | 0.23 | 0.33 | 0.22 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (1.51) | 1.22 | 0.32 | 0.54 | (0.19) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | (1.27) | 1.38 | 0.55 | 0.87 | 0.03 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.24) | (0.16) | (0.23) | (0.33) | (0.21) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.32) | (0.18) | (0.07) | (0.06) | (0.04) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.56) | (0.34) | (0.30) | (0.39) | (0.25) |
|  Net Asset Value, End of Year | $13.20 | $15.03 | $13.99 | $13.74 | $13.26 |
|  Total Return | (8.72%) | 10.01% | 4.05% | 6.73% | 0.24% |
|  Net Assets, End of Year (thousands) | $807967 | $1071186 | $908873 | $895437 | $865272 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.24% | 0.24% | 0.26% | 0.28% | 0.26% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) \*(B) | 0.40% | 0.40% | 0.42% | 0.44% | 0.42% |
|  Ratio of Net Investment Income to Average Net Assets | 1.73% | 1.11% | 1.67% | 2.44% | 1.65% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.18% | 0.19% | 0.20% | 0.21% | 0.20% |
|  See page 1 for the Definitions of Abbreviations and Footnotes. |  |  |  |  |  |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

Dimensional Investment Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund currently offers ten portfolios, three of which, the Global Equity Portfolio, Global Allocation 60/40 Portfolio and Global Allocation 25/75 Portfolio (each a "Global Fund" and collectively, the "Global Funds"), are presented in this report. The remaining operational portfolios are presented in separate reports.

The Global Funds are investment companies and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

The Global Funds are "Funds of Funds" that achieve their investment objectives by allocating their assets among other portfolios within DFA Investment Dimensions Group Inc. ("IDG") (collectively, the "Underlying Funds"). The Global Funds may also invest in affiliated and unaffiliated registered and unregistered money market funds. The Underlying Funds' shareholder reports are not included in this report. Copies of the Underlying Funds' shareholder reports are available from the EDGAR database on the SEC's website at <u>http://www.sec.gov</u>. As of October 31, 2022, the Global Funds were the owners of record of the following approximate percentages of the total outstanding shares of the following Underlying Funds as detailed below:

---

| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage<br>Ownership<br>at 10/31/22** |
|  Global Equity Portfolio | U.S. Core Equity 1 Portfolio (IDG) | 5% |
|  | U.S. Core Equity 2 Portfolio (IDG) | 13% |
|  | DFA Real Estate Securities Portfolio (IDG) | 2% |
|  | International Core Equity Portfolio (IDG) | 5% |
|  | Emerging Markets Core Equity Portfolio (IDG) | 3% |
|  | DFA International Real Estate Securities Portfolio (IDG) | 1% |
|  Global Allocation 60/40 Portfolio | U.S. Core Equity 1 Portfolio (IDG) | 1% |
|  | U.S. Core Equity 2 Portfolio (IDG) | 4% |
|  | DFA Real Estate Securities Portfolio (IDG) | 1% |
|  | International Core Equity Portfolio (IDG) | 2% |
|  | DFA Selectively Hedged Global Fixed Income Portfolio (IDG) | 52% |
|  | Emerging Markets Core Equity Portfolio (IDG) | 1% |
|  | DFA Five-Year Global Fixed Income Portfolio (IDG) | 2% |
|  | DFA Inflation-Protected Securities Portfolio (IDG) | 2% |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | 5% |
|  | DFA World ex U.S. Government Fixed Income Portfolio (IDG) | 8% |
|  | DFA Global Core Plus Fixed Income Portfolio (IDG) | 7% |

---

------

---

| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage<br>Ownership<br>at 10/31/22** |
|  | DFA International Real Estate Securities Portfolio (IDG) |  |
|  Global Allocation 25/75 Portfolio | U.S. Core Equity 1 Portfolio (IDG) |  |
|  | U.S. Core Equity 2 Portfolio (IDG) |  |
|  | DFA Real Estate Securities Portfolio (IDG) |  |
|  | International Core Equity Portfolio (IDG) |  |
|  | DFA Two-Year Global Fixed Income Portfolio (IDG) | 5% |
|  | Emerging Markets Core Equity Portfolio (IDG) |  |
|  | DFA Inflation-Protected Securities Portfolio (IDG) | 2% |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | 4% |
|  | DFA World ex U.S. Government Fixed Income Portfolio (IDG) | 3% |
|  | DFA International Real Estate Securities Portfolio (IDG) |  |

---

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Global Funds use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – inputs are quoted prices in active markets for identical securities, including, though not
limited to, equity securities and futures contracts. Underlying Fund and money market fund shares are valued at their respective daily net asset values as reported by their administrator, as they are treated as regulated investment companies and are
also included as Level 1 investments.

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – significant unobservable inputs (including a Global Fund's own assumptions in
determining the fair value of investments)

A valuation hierarchy table is included at the end of the Global Funds' Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Deferred Compensation Plan*: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (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: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company 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, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Other*: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of affiliated investment company shares are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Distributions received from the investment in affiliated investment companies that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Global Funds estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Expenses directly attributable to a Global Fund are directly charged. Common expenses of the Fund or Global Funds are allocated using methods approved by the Board, generally based on average net assets.

Class R2 Shares and Institutional Class Shares have equal rights to assets and earnings of its Global Fund. Income, gains and losses, and common expenses of each Global Fund are allocated to each class of shares based on its relative net assets. Each class will bear its own class-specific expenses, if any.

**C. Investment Advisor**:

The Advisor, Dimensional Fund Advisors LP, provides investment management services to the Global Funds. For the year ended October 31, 2022, the Global Funds' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

---

| | |
|:---|:---|
|  Global Equity Portfolio | 0.2% |
|  Global Allocation 60/40 Portfolio | 0.19% |
|  Global Allocation 25/75 Portfolio | 0.18% |

---

Pursuant to an Amended and Restated Fee Waiver Agreement (the "Fee Waiver Agreement"), the Advisor has agreed to waive certain fees of the Global Funds, as described below. The Fee Waiver Agreement for the Global Funds will remain in effect through February 28, 2023 and may only be terminated by the Fund's Board of Directors prior to that date. The Fee Waiver Agreement shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor.

Pursuant to the Fee Waiver Agreement, in order to limit the total management fees received by the Advisor, the Advisor has agreed to waive the management fee each Global Fund pays to the Advisor to the extent necessary to limit the proportionate share of the total combined management fee paid by a class of each Global Fund and management fees paid by each Global Fund's Underlying Funds to the Advisor, except for fees paid indirectly through its investment of securities lending cash collateral in The DFA Short Term Investment Fund on an annualized basis (the "Annualized Expense Ratio"), to the Total Management Fee Limits listed below based on a percentage of average net assets of a class of a Global Fund on an annualized basis. The maximum amount waived under this waiver is the full amount of a Global Fund's management fee to the Advisor.

During the year ended October 31, 2022, the Global Funds had Total Management Fee Limits based on a percentage of average net assets on an annualized basis, and the Advisor recovered previously waived fees (amounts in thousands), as listed below. The net amount of waived fees (recovered previously waived fees) during

------

the year ended October 31, 2022 and the previously waived fees subject to future recovery as of October 31, 2022, are also reflected below (amounts in thousands). At any time that the Annualized Expense Ratio of a class of a Global Fund is less than the Total Management Fee Limit listed below for such class of the Global Fund, the Advisor retains the right to recover fees previously waived to the extent that the Annualized Expense Ratio following such recovery would be less than the Total Management Fee Limit that was in place when such prior year fees were waived, and less than the current Total Management Fee Limit in place for the Global Fund. The Global Funds are not obligated to reimburse the Advisor for fees previously waived by the Advisor more than thirty-six months before the date of such reimbursement.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Total<br>Management<br>Fee Limit** |  | **Recovery<br>of Previously<br>Waived Fees/**<br>**Expenses Assumed** | **Waived Fees/<br>Expenses<br>Assumed** | **Previously<br>Waived Fees/<br>Expenses Assumed<br>Subject to Future<br>Recovery** |
|  **<u>Institutional Class Shares</u>** |  |  |  |  |  |
|  Global Equity Portfolio | 0.20 | %\* |  | $14732 | $46599 |
|  Global Allocation 60/40 Portfolio | 0.19 | %\* |  | 7061 | 22878 |
|  Global Allocation 25/75 Portfolio | 0.18 | %\*\* |  | 1485 | 4547 |
|  **<u>Class R2 Shares</u>** |  |  |  |  |  |
|  Global Equity Portfolio | 0.20 | %\* |  | 18 | 98 |
|  Global Allocation 60/40 Portfolio | 0.19 | %\* |  | 6 | 18 |
|  Global Allocation 25/75 Portfolio | 0.18 | %\*\* |  | 1 | 3 |

---

\* Effective February 28, 2021

\*\* Effective February 28, 2020

From February 28, 2020 to February 27, 2021, the Total Management Fee Limit in the Fee Waiver Agreement was 0.23% of the average net assets of a class of the Global Equity Portfolio and 0.20% of the average net assets of a class of the Global Allocation 60/40 Portfolio on an annualized basis. From July 21, 2015 to February 27, 2020, the Total Management Fee Limit in the Fee Waiver Agreement was 0.27% of the average net assets of a class of the Global Equity Portfolio, 0.25% of the average net assets of a class of the Global Allocation 60/40 Portfolio and 0.22% of the average net assets of a class of the Global Allocation 25/75 Portfolio on an annualized basis.

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2022, the total related amount paid by the Fund to the CCO was $20 (in thousands). The total related amount paid by each of the Global Funds are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2022, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  Global Equity Portfolio | $14.0 |
|  Global Allocation 60/40 Portfolio | 17.0 |
|  Global Allocation 25/75 Portfolio | 5.0 |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2022, the Global Funds' transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

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The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases<br>at Cost** | **Proceeds<br>from Sales** | **Net Realized**<br>**Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized**<br>**Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2022** | **Shares as of<br>October 31, 2022** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **Global Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  U.S. Core Equity 2 Portfolio | $4645573 | $273998 | $316243 | $15457 | $(744886) | $3873899 | 138304 | $54507 | $167398 |
|  International Core Equity Portfolio | 1898773 | 113985 | 99783 | (9302) | (467959) | 1435714 | 117489 | 61334 |  |
|  U.S. Core Equity 1 Portfolio | 1548459 | 68057 | 87373 | 11229 | (249326) | 1291046 | 42054 | 18984 | 39830 |
|  Emerging Markets Core Equity Portfolio | 785847 | 65124 | 67347 | (15125) | (200999) | 567500 | 31302 | 25047 |  |
|  DFA Real Estate Securities Portfolio | 225126 | 7099 | 58153 | 13322 | (52534) | 134860 | 3513 | 3335 | 2249 |
|  DFA International Real Estate Securities Portfolio of | 8391 | 51446 | 589 | (190) | (15595) | 43463 | 12859 | 995 |  |
|  **Total** | $**9112169** | $**579709** | $**629488** | $**15391** | $**(1731299)** | $**7346482** | **345521** | $**164202** | $**209477** |
|  **Global Allocation 60/40 Portfolio** |  |  |  |  |  |  |  |  |  |
|  U.S. Core Equity 2 Portfolio | $1416679 | $78511 | $151846 | $34034 | $(247571) | $1129807 | 40336 | $16267 | $50689 |
|  DFA Selectively Hedged Global Fixed Income Portfolio | 668391 | 43915 | 117381 | (9905) | (53825) | 531195 | 60226 | 11624 |  |
|  International Core Equity Portfolio | 597602 | 18683 | 50663 | 7750 | (151667) | 421705 | 34509 | 18683 |  |
|  U.S. Core Equity 1 Portfolio | 483525 | 18052 | 52823 | 17561 | (88378) | 377937 | 12311 | 5716 | 12336 |
|  DFA Short-Term Extended Quality Portfolio | 443210 | 16210 | 69617 | (4606) | (29783) | 355414 | 35329 | 4620 | 590 |
|  DFA Five-Year Global Fixed Income Portfolio | 218378 | 5190 | 27086 | (2550) | (15203) | 178729 | 18053 | 2276 |  |
|  DFA Global Core Plus Fixed Income Portfolio | 219474 | 13527 | 11430 | (2007) | (42908) | 176656 | 20686 | 4159 | 1659 |
|  Emerging Markets Core Equity Portfolio | 222904 | 10237 | 2307 | (960) | (62631) | 167243 | 9225 | 7324 |  |
|  DFA Inflation-Protected Securities Portfolio | 109555 | 8667 | 7988 | (542) | (19886) | 89806 | 8315 | 7733 | 54 |
|  DFA World ex<br>U.S. Government Fixed Income Portfolio | 107234 | 4862 | 2724 | (566) | (20132) | 88674 | 10801 | 947 | 1037 |
|  DFA Real Estate Securities Portfolio | 68608 | 1757 | 17254 | 4205 | (16051) | 41265 | 1075 | 1048 | 709 |
|  DFA International Real Estate Securities Portfolio of | 3110 | 16278 |  |  | (6058) | 13330 | 3944 | 1039 |  |
|  **Total** | $**4558670** | $**235889** | $**511119** | $**42414** | $**(754093)** | $**3571761** | **254810** | $**81436** | $**67074** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2021** | **Purchases<br>at Cost** | **Proceeds**<br>**from Sales** | **Net Realized**<br>**Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized**<br>**Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2022** | **Shares as of**<br>**October 31, 2022** | **Dividend**<br>**Income** | **Capital Gain<br>Distributions** |
|  **Global Allocation 25/75 Portfolio** |  |  |  |  |  |  |  |  |  |
|  DFA Short-Term Extended Quality Portfolio | $318617 | $10565 | $63210 | $(3660) | $(20374) | $241938 | 24050 | $3269 | $422 |
|  DFA Two-Year Global Fixed Income Portfolio | 318617 | 7887 | 74348 | (2703) | (7862) | 241591 | 25271 | 736 |  |
|  U.S. Core Equity 2 Portfolio | 138831 | 21374 | 33676 | 3534 | (23142) | 106921 | 3817 | 1561 | 4816 |
|  DFA Inflation-Protected Securities Portfolio | 117597 | 8561 | 16758 | (826) | (19780) | 88794 | 8222 | 7791 | 57 |
|  International Core Equity Portfolio | 57515 | 4704 | 8983 | 1235 | (14486) | 39985 | 3272 | 1738 |  |
|  U.S. Core Equity 1 Portfolio | 46739 | 3304 | 7752 | 1286 | (7753) | 35824 | 1167 | 537 | 1140 |
|  DFA World ex<br>U.S. Government Fixed Income Portfolio | 41639 | 2044 | 3676 | (604) | (7161) | 32242 | 3927 | 364 | 399 |
|  Emerging Markets Core Equity Portfolio | 23790 | 1666 | 3488 | 205 | (6212) | 15961 | 880 | 704 |  |
|  DFA Real Estate Securities Portfolio | 5400 | 131 | 607 | 135 | (1181) | 3878 | 101 | 80 | 52 |
|  DFA International Real Estate Securities Portfolio of | 1676 | 184 |  |  | (601) | 1259 | 372 | 124 |  |
|  **Total** | $**1070421** | $**60420** | $**212498** | $**(1398)** | $**(108552)** | $**808393** | **71079** | $**16904** | $**6886** |

---

**F. Federal Income Taxes:** 

Each Global Fund 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 its shareholders. Accordingly, no provision has been made for federal income taxes.

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 GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income or accumulated net realized gains or losses, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2022 can occur as a result of realized gains on securities considered to be "passive foreign investment companies," short-term distributions received from underlying RICs, return of capital, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2021, and October 31, 2022, were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Tax Exempt<br>Income** | **Total** |
|  Global Equity Portfolio |  |  |  |  |
| 2021 | $132429 | $75878 |  | $208307 |
| 2022 | 159606 | 237514 |  | 397120 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Tax Exempt<br>Income** | **Total** |
|  Global Allocation 60/40 Portfolio |  |  |  |  |
| 2021 | $51879 | $90468 |  | $142347 |
| 2022 | 78765 | 143772 |  | 222537 |
|  Global Allocation 25/75 Portfolio |  |  |  |  |
| 2021 | 11414 | 11704 |  | 23118 |
| 2022 | 15845 | 22202 |  | 38047 |

---

As of October 31, 2022, 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 use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Total** |
|  Global Equity Portfolio | $(3944) | $(19703) | $(23647) |
|  Global Allocation 60/40 Portfolio | (2048) | (9628) | (11676) |
|  Global Allocation 25/75 Portfolio | (1127) |  | (1127) |

---

As of October 31, 2022, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss<br>Carryforwards** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  Global Equity Portfolio |  | $220370 | – $| 2982538 | $3202908 |
|  Global Allocation 60/40 Portfolio |  | 100645 | – | 843377 | 944022 |
|  Global Allocation 25/75 Portfolio | $536 | 5044 | – | 61994 | 67574 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2022, the Global Funds did not have any capital loss carryforwards available to offset future realized capital gains.

During the year ended October 31, 2022, the Global Funds did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

As of October 31, 2022, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br>**Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net**<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
|  Global Equity Portfolio | $4363944 | $2998189 | $(15651) | $2982538 |
|  Global Allocation 60/40 Portfolio | 2728384 | 1025952 | (182574) | 843378 |
|  Global Allocation 25/75 Portfolio | 746400 | 95823 | (33829) | 61994 |

---

------

The difference between GAAP-basis and tax-basis unrealized gain (losses) can occur as a result of wash sales and other book to tax differences.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Management has analyzed each Global Fund's tax positions and has concluded that no additional provision for income tax is required in any Global Fund's financial statements. No Global Fund is aware of any tax positions for which it is more likely than not that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. Each Global Fund's federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Capital Share Transactions:** 

The capital share transactions by class were as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Year Ended**<br>**October 31, 2022** | **Year Ended**<br>**October 31, 2022** | **Year Ended**<br>**October 31, 2021** | **Year Ended**<br>**October 31, 2021** |
|  | **Amount** | **Shares** | **Amount** | **Shares** |
|  **Global Equity Portfolio** |  |  |  |  |
|  Class R2 Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $728 | 25 | $3300 | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 475 | 15 | 377 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (5169) | (171) | (12598) | (417) |
|  Net Increase (Decrease) — Class R2 Shares | $(3966) | (131) | $(8921) | (294) |
|  Institutional Class Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $1187850 | 41054 | $1322373 | 44066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 393569 | 13086 | 206302 | 7146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (1595551) | (55022) | (2080461) | (69802) |
|  Net Increase (Decrease) — Institutional Class Shares | $(14132) | (882) | $(551786) | (18590) |
|  | **Year Ended** | **Year Ended** | **Year Ended** | **Year Ended** |
|  | **October 31, 2022** | **October 31, 2022** | **October 31, 2021** | **October 31, 2021** |
|  | **Amount** | **Shares** | **Amount** | **Shares** |
|  **Global Allocation 60/40 Portfolio** |  |  |  |  |
|  Class R2 Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $380 | 18 | $933 | 43 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 185 | 9 | 109 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (1473) | (72) | (678) | (32) |
|  Net Increase (Decrease) — Class R2 Shares | $(908) | (45) | $364 | 16 |
|  Institutional Class Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $554341 | 26873 | $731592 | 33982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 219010 | 10354 | 140402 | 6811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (971098) | (47856) | (923980) | (42897) |
|  Net Increase (Decrease) — Institutional Class Shares | $(197747) | (10629) | $(51986) | (2104) |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Year Ended** | **Year Ended** | **Year Ended** | **Year Ended** |
|  | **October 31, 2022** | **October 31, 2022** | **October 31, 2021** | **October 31, 2021** |
|  | **Amount** | **Shares** | **Amount** | **Shares** |
|  **Global Allocation 25/75 Portfolio** |  |  |  |  |
|  Class R2 Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $34 | 2 | $38 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 22 | 2 | 17 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (94) | (7) | (333) | (23) |
|  Net Increase (Decrease) — Class R2 Shares | $(38) | (3) | $(278) | (19) |
|  Institutional Class Shares |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | $158097 | 11185 | $307350 | 20858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 37964 | 2656 | 23035 | 1585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (334623) | (23880) | (238543) | (16158) |
|  Net Increase (Decrease) — Institutional Class Shares | $(138562) | (10039) | $91842 | 6285 |

---

**H. Line of Credit and Interfund Lending Program:** 

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 6, 2022, with its domestic custodian bank. A line of credit with similar terms was in effect through April 6, 2022. 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 $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. 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 agreement for the line of credit expires on April 5, 2023.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective January 2, 2022. A line of credit with similar terms was in effect through January 1, 2022. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 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 upon 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 discretionary line of credit may be terminated by either party at any time. The line of credit agreement expires on January 1, 2023.

For the year ended October 31, 2022, borrowings by the Global Funds under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average<br>Loan Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense<br>Incurred** | **Maximum Amount<br>Borrowed During<br>the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  Global Equity Portfolio | 1.95% | $2173 | 165 | $18 | $18760 | $216 |
|  Global Allocation 60/40 Portfolio | 1.91% | 1487 | 207 | 17 | 19330 | 4231 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average<br>Loan Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense<br>Incurred** | **Maximum Amount<br>Borrowed During<br>the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2022** |
|  Global Allocation 25/75 Portfolio | 1.82% | $984 | 141 | $9 | $8867 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2022, that each Global Fund's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Global Funds may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. lnterfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Global Funds did not use the interfund lending program during the year ended October 31, 2022.

**I. Shareholder Servicing Fees:** 

The Class R2 Shares pay a shareholder servicing fee in an amount up to 0.25% of their annual average net assets to compensate service agents that provide shareholder servicing, record keeping, account maintenance and other services to investors in the Global Funds' Class R2 Shares.

**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 that 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 Regulations:** 

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2020-04, Reference Rate Reform (Topic 848) – Facilitation of the Effects of Reference Rate Reform on Financial Reporting. In January 2021, the FASB issued ASU No. 2021-01, with further amendments to Topic 848. The amendments in the ASUs provide optional temporary accounting recognition and financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the LIBOR and other interbank-offered based reference rates as of the end of 2021 and 2023. The ASUs are effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management has reviewed the requirements and believes the adoption of these ASUs will not have a material impact on the Global Funds' financial statements.

In October 2020, the SEC adopted new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the "Derivatives Rule") imposes limits on the amount of derivatives contracts the Global Funds could enter, eliminates the asset segregation framework previously used by the Global Funds to comply with Section 18 of the 1940 Act, and requires funds whose use of derivatives is more than a limited specified exposure to establish and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Global Funds began complying with the Derivatives Rule on August 19, 2022.

------

On December 3, 2020, the SEC adopted new Rule 2a-5 (the "Valuation Rule") under the 1940 Act, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good faith fair value determination and permits a Board to designate fair value determinations to a fund's investment adviser. Further, the SEC rescinded previously issued guidance on related issues. The Valuation Rule became effective on March 8, 2021 and the Global Funds began complying with the Valuation Rule on August 1, 2022.

**L. Other:** 

As of October 31, 2022, the following number of shareholders held the following approximate percentages of the Global Funds' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

---

| | | |
|:---|:---|:---|
|  | **Number of<br>Shareholders** | **Approximate<br>Percentage<br>of Outstanding<br>Shares** |
|  Global Equity Portfolio-Class R2 | 4 | 88% |
|  Global Equity Portfolio-Institutional Class | 3 | 78% |
|  Global Allocation 60/40 Portfolio-Class R2 | 3 | 100% |
|  Global Allocation 60/40 Portfolio-Institutional Class | 4 | 81% |
|  Global Allocation 25/75 Portfolio-Class R2 | 2 | 100% |
|  Global Allocation 25/75 Portfolio-Institutional Class | 4 | 87% |

---

The Global Funds are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the ongoing litigation involving Nine West). Although management currently believes that resolving claims against the Global Funds, individually or in aggregate, will not have a material adverse impact on the Global Funds' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**M. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Global Funds through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

![LOGO](g349909dsp43.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of Dimensional Investment Group Inc. and Shareholders of Global Equity Portfolio, Global Allocation 60/40 Portfolio and Global Allocation 25/75 Portfolio ****

***Opinions on the Financial Statements***

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of Global Equity Portfolio, Global Allocation 60/40 Portfolio and Global Allocation 25/75 Portfolio (three of the funds constituting Dimensional Investment Group Inc., hereafter collectively referred to as the "Funds") as of October 31, 2022, the related statements of operations for the year ended October 31, 2022, the statements of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of October 31, 2022, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2022, and each of the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America. ****

***Basis for Opinions***

These financial statements are the responsibility of the Funds' management. Our responsibility is to express an opinion on the Funds' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodian and transfer agent of the investee funds. We believe that our audits provide a reasonable basis for our opinions.

---

| |
|:---|
| /s/PricewaterhouseCoopers LLP |
| Philadelphia, Pennsylvania |
| December 22, 2022 |

---

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**FUND MANAGEMENT** 

**(Unaudited)** 

**Trustees/Directors** 

Each Board of Trustees/Directors (each, the "Board" and collectively, the "Boards") of The DFA Investment Trust Company ("DFAITC"), DFA Investment Dimensions Group Inc. ("DFAIDG"), Dimensional Investment Group Inc. ("DIG"), Dimensional ETF Trust ("ETF Trust"), and Dimensional Emerging Markets Value Fund ("DEM") (each, the "Fund" and collectively, the "Funds") is responsible for establishing the Funds' policies and for overseeing the management of the Funds. The Trustees/ Directors of the Funds, including all of the disinterested Trustees/Directors, have adopted written procedures to monitor potential conflicts of interest that might develop between portfolios of the Funds (the "Feeder Portfolios") that invest in certain series of DFAITC or DEM (the "Master Funds").

Each Board has four standing committees, an Audit Committee, a Nominating and Governance Committee (the "Nominating Committee"), a Mutual Funds-ETF Relations committee and an Investment Strategy Committee (the "Strategy Committee"). The Audit Committee is composed of Reena Aggarwal, George M. Constantinides, Francis A. Longstaff, Abbie J. Smith and Ingrid M. Werner. Each member of the Audit Committee is a disinterested Trustee/Director. The Audit Committee oversees the Fund's accounting and financial reporting policies and practices, the Fund's internal controls, the Fund's financial statements and the independent audits thereof and performs other oversight functions as requested by the Board. The Audit Committee recommends the appointment of each Fund's independent registered certified public accounting firm and acts as a liaison between the Fund's independent registered certified public accounting firm and the full Board. There were three Audit Committee meetings held during the fiscal year ended October 31, 2022.

Each Board's Nominating Committee is composed of Reena Aggarwal, George M. Constantinides, Douglas W. Diamond, Francis A. Longstaff, and Heather E. Tookes. Each member of the Nominating Committee is a disinterested Trustee/Director. The Nominating Committee for each Board makes recommendations for nominations of disinterested and interested members on the Board to the disinterested Board members and to the full Board. The Nominating Committee works closely with the other disinterested Trustees to evaluate a candidate's qualification for Board membership and the independence of such candidate from the Advisor and other principal service providers. The Nominating Committee also periodically reviews the Board governance practices, policies, procedures, and operations; reviews the membership of each committee of the Board; reviews and makes recommendations regarding the Independent Trustees' compensation; oversees the annual self-assessment of the Board and each committee; considers and recommends to the Board, the selection of "independent legal counsel" (as that term is defined in the 1940 Act); and monitors and considers corporate governance issues that may arise from time to time. There were three Nominating Committee meetings held during the fiscal year ended October 31, 2022.

Each Board's Strategy Committee is composed of Gerard K. O'Reilly, Douglas W. Diamond, Darrell Duffie, and Heather E. Tookes. The Strategy Committee assists the Board in carrying out its fiduciary duties with respect to the oversight of the Fund and its performance. At the request of the Board or the Advisor, the Strategy Committee (i) reviews the design of possible new series of the Fund, (ii) reviews performance of existing portfolios of the Funds and discusses and recommends possible enhancements to the portfolios' investment strategies, (iii) reviews proposals by the Advisor to modify or enhance the investment strategies or policies of each portfolio, and (iv) considers issues relating to investment services for each portfolio of the Fund. There were four Strategy Committee meetings held during the fiscal year ended October 31, 2022.

The Mutual Funds-ETF Relations Committee is comprised of George M. Constantinides, Darrell Duffie, and Ingrid M. Werner. At the request of the Board, the Mutual Funds-ETF Relations Committee (i) reviews any newly-proposed expenses to be borne by the ETFs in the Dimensional ETF Trust ("Dimensional ETFs"), portfolios in the DFA mutual fund complex ("Fund Complex") or changes to the existing expense allocations among the Dimensional ETFs, portfolios in the Fund Complex, and the Advisor, (ii) considers any conflicts of interest that may arise in the operations of the Dimensional ETFs and the portfolios in the Fund Complex, (iii) reviews and considers relevant information relating to the operations of the Dimensional ETFs, and (iv) considers asset flows and performance differences between the similarly managed mutual funds and ETFs of the Funds. There were two Mutual Funds-ETF Relations Committee meetings held for the Trust during the fiscal year ended October 31, 2022.

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Certain biographical information for each disinterested Trustee/Director and interested Trustee/Director of the Funds is set forth in the tables below, including a description of each Trustee/Director's experience as a Trustee/ Director of the Funds and as a Director or Trustee of other funds, as well as other recent professional experience.

The statements of additional information (together, "SAI") of the Funds include additional information about each Trustee/Director. You may obtain copies of the SAI and prospectus of each Fund advised by Dimensional Fund Advisors LP by calling collect (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, TX 78746. Prospectuses are also available at http://us.dimensional.com.

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**Disinterested Directors/Trustees** 

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and<br>Year of Birth** | **Position** | **Term of<br>Office<sup>1</sup> and<br>Length of<br>Service** | **Principal Occupation During Past 5 Years** | **Portfolios<br>within the<br>DFA Fund<br>Complex<sup>2</sup>Overseen** | **Other<br>Directorships of<br>Public Companies<br>Held During Past<br>5 Years** |
| Reena Aggarwal c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1957 | Director/ Trustee | Since December 2021 | Robert E. McDonough Professor of Business Administration and Finance, McDonough School of Business, Georgetown University (since 2003); Director, Georgetown Center for Financial Markets and Policy (since 2010); and Vice Provost of Faculty (2016-2020), Georgetown University. | 147 portfolios in 5 investment companies | Director, Cohen & Steers (asset management firm) (since 2017) and Director, Nuveen Churchill Direct Lending (private business development company) (since 2019). Formerly, Director, New York Life Investment Management IndexIQ (2008- 2021) (22 funds); Director, REAN Cloud (technology) (2015-2018); Director, FBR & Co. (investment banking) (2011- 2017); and Director, Brightwood Capital Advisors, L.P. (private equity) (2013- 2020). |
| George M. Constantinides University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637<br>1947 | Director/ Trustee | DFAIDG – Since 1983; DIG & DEM-Since 1993; DFAITC – Since 1992; ETF Trust – Since 2020 | Leo Melamed Professor of Finance, University of Chicago Booth School of Business (since 1978). | 147 portfolios in 5 investment companies |  |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and<br>Year of Birth** | **Position** | **Term of<br>Office<sup>1</sup> and<br>Length of<br>Service** | **Principal Occupation During Past 5 Years** | **Portfolios within<br>the DFA Fund<br>Complex<sup>2</sup>Overseen** | **Other<br>Directorships of<br>Public Companies<br>Held During Past<br>5 Years** |
| Douglas W. Diamond<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1953 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2017; ETF Trust – Since 2020 | Merton H. Miller Distinguished Service Professor of Finance, University of Chicago Booth School of Business (since 1979). Formerly, Visiting Scholar, Federal Reserve Bank of Richmond (1990-2019). | 147 portfolios in 5 investment companies |  |
| Darrell Duffie c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1954 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2019; ETF Trust – Since 2020 | Adams Distinguished Professor of Management and Professor of Finance, Stanford University (since 1984) and Director, TNB Inc. (bank) (since 2020). | 147 portfolios in 5 investment companies | Formerly, Director, Moody's Corporation (financial information and information technology) (2008- 2018). |
| Francis A. Longstaff<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1956 | Director/ Trustee | Since December 2021 | Allstate Professor of Insurance and Finance, UCLA, Anderson School of Management; Consultant, NERA Economic Consulting (since 2018); Consultant, Charles River Associates (economic consulting firm) (since 2013); Consultant, Simplex Holdings, Inc. (technology firm) (since 1998); and Expert Witness, Analysis Group (economic consulting firm) (since 2012). | 147 portfolios in 5 investment companies |  |
| Abbie J. Smith University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637<br>1953 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2000; ETF Trust – Since 2020 | Boris and Irene Stern Distinguished Service Professor of Accounting and James S. Ely, III Faculty Fellow, University of Chicago Booth School of Business (since 1980). | 147 portfolios in 5 investment companies | Director (since 2000) and formerly, Lead Director (2014- 2017), HNI Corporation (office furniture); Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003); and Trustee, UBS Funds (2 investment companies within the fund complex) (13 portfolios) (since 2009). |
| Heather E. Tookes Yale School of Management 165 Whitney Avenue New Haven, CT 06511<br>1974 | Director/ Trustee | Since December 2021 | Professor of Finance, Yale School of Management (since 2004). | 147 portfolios in 5 investment companies | Director, Payoneer Inc. (digital payments) (since 2021); Director, Ariel Investments LLC (since 2017); and Director, Community Foundation of Greater New Haven (community foundation and grant-making) (since 2022). Formerly, Director, KCG Holdings (trading company) (January 2017-July 2017). |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and<br>Year of Birth** | **Position** | **Term of<br>Office<sup>1</sup> and<br>Length of<br>Service** | **Principal Occupation During Past 5 Years** | **Portfolios within<br>the DFA Fund<br>Complex<sup>2</sup>Overseen** | **Other<br>Directorships of<br>Public Companies<br>Held During Past<br>5 Years** |
| Ingrid M. Werner<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One Austin, TX 78746<br>1961 | Director/ Trustee | DFAIDG, DIG, DEM & DFAITC - Since 2019; ETF Trust – Since 2020 | Martin and Andrew Murrer Professor of Finance, Fisher College of Business, The Ohio State University (since 1998). Adjunct Member, the Prize Committee for the Swedish Riksbank Prize in Economic Sciences in Memory of Alfred Nobel (annual award for significant scientific research contribution) (since 2018). Director, American Finance Association (global association of academic researchers and practitioners in finance) (since January 2019). Member, Scientific Board, Leibniz Institute for Financial Research (institute supporting academic research in finance) (since 2020). Chair, Economic Advisory Committee, FINRA (since 2017). Chairman, Scientific Advisory Board, Swedish House of Finance (institute supporting academic research in finance) (since 2014). Member, Scientific Board, Danish Finance Institute (institute supporting academic research in finance) (since 2017). Fellow, Center for Analytical Finance (academic research) (since 2015). Associate Editor, Journal of Finance (since 2016). Formerly, President, Western Finance Association (global association of academic researchers and practitioners in finance) (2018-2019). Formerly, Member, Academic Board, Mistra Financial Systems (organization funding academic research on environment, governance and climate/sustainability in finance) (2016-2021). | 147 portfolios in 5 investment companies | Director, Fourth Swedish AP Fund (pension fund asset management) (since 2017). |

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**Interested Directors/Trustees** 

The following interested Directors are described as such because each is deemed to be an "interested person," as that term is defined under the 1940 Act, due to his position with the Advisor.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name, Address and<br>Year of Birth** | **Position** | **Term of Office<sup>1</sup>and Length of<br>Service** | **Principal Occupation During Past 5 Years** | **Portfolios**<br> **within the**<br> **DFA Fund<br>Complex<sup>2</sup>Overseen** | **Other<br>Directorships**<br> **of Public**<br> **Companies**<br> **Held During**<br> **Past 5 Years** |
| David P. Butler c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One,<br> Austin, TX 78746<br>1964 | Director<br>Co-Chief Executive Officer | Director since December 2021<br>Co-Chief Executive Officer since 2017 (DFAIDG, DIG, DEM & DFAITC); 2020 (ETF Trust) | Co-Chief Executive Officer of Dimensional Emerging Markets Value Fund ("DEM"), DFAIDG, Dimensional Investment Group Inc. ("DIG"), The DFA Investment Trust Company ("DFAITC"), Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Investment LLC, and DFA Securities LLC (collectively with DEM, DFAIDG, DIG and DFAITC, the "DFA Entities") (since 2017), DFA Canada LLC (since 2018), Dimensional Holdings LLC (since 2017), and Dimensional ETF Trust (since 2020); Chief Executive Officer of Dimensional Fund Advisors Canada ULC (since 2018); Director (since 2017) of Dimensional Holdings Inc., Dimensional Fund Advisors Canada ULC, Dimensional Japan Ltd., Dimensional Advisors Ltd., Dimensional Fund Advisors Ltd., and DFA Australia Limited; Director and Co-Chief Executive Officer (since 2017) of Dimensional Cayman Commodity Fund I Ltd.; Chief Executive Officer of Dimensional Fund Advisors Canada ULC (since 2018); Head of Global Financial Advisor Services for Dimensional Fund Advisors LP (since 2007) and Dimensional Investment LLC (since 2017); Formerly, Vice President (2007 – 2017) of all the DFA Entities; Formerly, Head of Global Advisor Services for Dimensional Investment LLC (2011-2017). | 147 portfolios in 5 investment companies |  |
| Gerard K. O'Reilly<br> c/o Dimensional Fund Advisors LP 6300 Bee Cave Road, Building One,<br> Austin, TX 78746<br>1976 | Chairman and Director<br>Co-Chief Executive Officer and Chief Investment Officer | Chairman and Director since December 2021<br>Co-Chief Executive Officer and Chief Investment Officer since 2017 (DFAIDG, DIG, DEM & DFAITC); 2020 (ETF Trust) | Co-Chief Executive Officer and Chief Investment Officer of the DFA Entities (since 2017) and Dimensional ETF Trust (since 2020); Co-Chief Executive Officer of Dimensional Canada LLC (since 2018); Chief Investment Officer of Dimensional Fund Advisors Canada ULC (since 2017); Director, Chief Investment Officer (since 2017) and Vice President (since 2014) of DFA Australia Limited; Chief Investment Officer (since 2018) and Vice President (since 2016) of Dimensional Japan Ltd.; Director, Co-Chief Executive Officer and Chief Investment Officer (since 2017) of Dimensional Cayman Commodity Fund I Ltd.; Director of Dimensional Funds plc (since 2014), Dimensional Fund II plc (since 2014), Dimensional Holdings Inc. (since 2017), Dimensional Advisors Ltd. (since 2017), and Dimensional Ireland Limited (since 2018). Formerly, Executive Vice President (2017) and Co-Chief Investment Officer (2014 – 2017) of the DFA Entities; Formerly, Vice President (2007 – 2017) of the DFA Entities; Formerly, Vice President and Co-Chief Investment Officer (2014 – 2017) of Dimensional Fund Advisors Canada ULC. Formerly, Director of Dimensional Fund Advisors Pte. Ltd. (2017-2018) and Dimensional Fund Advisors Ltd. (2018-2021). | 147 portfolios in 5 investment companies |  |

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<sup>1</sup> Each Director/Trustee holds office for an indefinite term until his or her successor is elected and qualified.

<sup>2</sup> Each Director/Trustee is a director or trustee of each of the five registered investment companies within the DFA Fund Complex, which include: the Fund; DIG; DFAITC; DEM; and Dimensional ETF Trust. Each disinterested Director/Trustee also serves on the Independent Review Committee of the Dimensional Funds, mutual funds registered in the provinces of Canada and managed by the Advisor's affiliate, Dimensional Fund Advisors Canada ULC. 

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**Officers** 

Below is the name, year of birth, information regarding positions with the Funds and the principal occupation for each officer of the Funds. The address of each officer is 6300 Bee Cave Road, Building One, Austin, TX 78746. Each of the officers listed below holds the same office (except as otherwise noted) in the DFA Entities.

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of<br>Birth** | **Position** | **Term of<br>Office<sup>1</sup> and<br>Length of<br>Service** | **Principal Occupation During Past 5 Years** |
| Valerie A. Brown 1967 | Vice President and Assistant Secretary | Since 2001 | Vice President and Assistant Secretary of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2001)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited (since 2002)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. (since 2002)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2012)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br> Director, Vice President and Assistant Secretary (since 2003) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
| Ryan P. Buechner 1982 | Vice President and Assistant Secretary | Since 2019 | Vice President and Assistant Secretary of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2019)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br> Vice President (since January 2018) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of<br>Birth** | **Position** | **Term of<br>Office<sup>1</sup> and<br>Length of<br>Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
| Stephen A. Clark 1972 | Executive Vice President | Since 2017 | Executive Vice President of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2017) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
|  |  |  | Director and Vice President (since 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd. |
|  |  |  | Chairman (since 2018) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | President and Director (since 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | Vice President (since 2008) and Director (since 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited |
|  |  |  | Director (since 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited |
|  |  |  | Vice President of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. (since 2016) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2016) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2019) |
|  |  |  | Formerly, Director (2016-2021) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
|  |  |  | Formerly, Vice President (2004 – 2017) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities |
|  |  |  | Formerly, Vice President (2010 – 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | Formerly, Vice President (2016-2019) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. |
|  |  |  | Formerly, Interim Chief Executive Officer (2019-2020) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. |
|  |  |  | Formerly, Head of Institutional, North America (2012 – 2013) and Head of Global Institutional Services (2014-2018) for |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
| Lisa M. Dallmer 1972 | Chief Operating Officer | Since June 2021 | Chief Operating Officer (since June 2021) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex |
|  |  |  | Executive Vice President (since January 2020) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | Chief Operating Officer (since December 2019) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | Vice President (since 2020) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd. |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of<br>Birth** | **Position** | **Term of<br>Office<sup>1</sup> and<br>Length of<br>Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | Formerly, Vice President, Chief Financial Officer, and Treasurer (June 2020-June 2021) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex |
|  |  |  | Formerly, Senior Vice President, Business Operations (March 2019 – October |
|  |  |  | 2019) at |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Delphix Inc. |
|  |  |  | Formerly, Chief Operating Officer Global Technology & Operations, |
|  |  |  | Managing Director (2014 – 2018) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• BlackRock Inc. |
| Bernard J. Grzelak 1971 | Vice President | Since June 2021 | Vice President (since June 2021) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex |
|  |  |  | Vice President, Chief Financial Officer and Treasurer (since September 2020) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | Vice President (since March 2021) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited |
|  |  |  | Formerly, Partner (2008 – 2020), Chief Operating Officer, Global Funds and Risk (2018 – 2020), Chief Operations Officer (2016 – 2018), and Director of Fund Administration (2003 – 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Lord Abbett & Co. LLC |
|  |  |  | Formerly, Chief Financial Officer (2017 - 2020), and Treasurer (2003 – 2017) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Lord Abbett Family of Funds |
| Eric Hall<br> 1978 | Vice President and Assistant Treasurer | Since June 2021 | Vice President and Assistant Treasurer (since June 2021) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br> Formerly, Data Integrity Team Lead (December 2019 – April 2021) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Clearwater Analytics |
|  |  |  | Formerly, Assistant Vice President and Assistant Treasurer (March 2015 – November 2019) at |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• INVESCO, U.S. (formerly, OppenheimerFunds, Inc.) |
| Jeff J. Jeon<br> 1973 | Vice President | Since 2004 | Vice President (since 2004) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities |
|  |  |  | Vice President (since 2020) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust |
|  |  |  | Vice President and Assistant Secretary (since 2010) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. |
|  |  |  | Formerly, Assistant Secretary (2017-2019) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities |
| Joy Lopez<br> 1971 | Vice President and Assistant Treasurer | Vice President since 2015 and Assistant Treasurer since 2017 | Vice President of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2015)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. (since 2015)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited (since 2020)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2020)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited (since 2020)<br> Assistant Treasurer of |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of<br>Birth** | **Position** | **Term of<br>Office<sup>1</sup> and<br>Length of<br>Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2017) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
| Kenneth M. Manell 1972 | Vice President | Since 2010 | Vice President of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2010) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
| Jan Miller<br> 1963 | Vice President, Chief Financial Officer, and Treasurer | Since June 2021 | Vice President, Chief Financial Officer, and Treasurer (since June 2021) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br> Formerly, Director (May 2019 – January 2021) at<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• INVESCO, U.S. (formerly, OppenheimerFunds, Inc.) |
|  |  |  | Formerly, Vice President and Assistant Treasurer (September 2012 – May 2019) at |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• OppenheimerFunds, Inc. |
| Catherine L. Newell 1964 | President and General Counsel | President since 2017 and General Counsel since 2001 | President of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2017)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br> General Counsel of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• all the DFA Entities (since 2001) |
|  |  | President since 2017 and General Counsel since 2001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2006) |
|  |  | President since 2017 and General Counsel since 2001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc (since 2006) |
|  |  | President since 2017 and General Counsel since 2001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2009) |
|  |  | President since 2017 and General Counsel since 2001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Canada LLC (since 2009) |
|  |  | President since 2017 and General Counsel since 2001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020) |
|  |  | President since 2017 and General Counsel since 2001 | Executive Vice President (since 2017) of |
|  |  | President since 2017 and General Counsel since 2001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  | President since 2017 and General Counsel since 2001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  | President since 2017 and General Counsel since 2001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | Secretary of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2009) |
|  |  |  | Vice President (since 1997) and Secretary (since 2002) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
|  |  |  | Vice President and Secretary of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2003) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Canada LLC (since 2009) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Japan Ltd. (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd (since 2014) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012) |
|  |  |  | Vice President and Assistant Secretary (since 2012) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited |
|  |  |  | Director of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Australia Limited (since 2007) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Funds plc (since 2002) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Funds II plc (since 2006) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Director of Dimensional Japan Ltd. (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Advisors Ltd. (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Pte. Ltd. (since 2012) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Hong Kong Limited (since 2012) |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of<br>Birth** | **Position** | **Term of<br>Office<sup>1</sup>** <br> **and**<br> **Length of<br>Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited (since 2018)<br> Formerly, Vice President and Secretary (2010 – 2014) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional SmartNest (US) LLC<br> Formerly, Vice President (1997 – 2017) and Secretary (2000 – 2017) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM<br> Formerly, Vice President of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (1997 – 2017)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (2006 – 2017)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (1997 – 2017)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (2009 – 2017)<br> Formerly, Director (2002 – 2021) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
| Selwyn J. Notelovitz<br> 1961 | Vice President | Since September 2021 | Vice President (since September 2021) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br> Vice President (since December 2012) and Chief Compliance Officer (since July 2020) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | Chief Compliance Officer (since July 2020) of: |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Australia Limited |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Ltd. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC |
|  |  |  | Formerly, Deputy Chief Compliance Officer (2013-2020) of: |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Fund Complex |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | Formerly, Vice President (2013-2020) of: |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Fund Complex |
|  |  |  | Formerly, Director (2019-2021) of: |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Ireland Limited |
| Carolyn L. O 1974 | Vice President and Secretary | Vice President since 2010 and Secretary since 2017 | Vice President and Secretary of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFAIDG, DIG, DFAITC and DEM (since 2010 and 2017, respectively)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional ETF Trust (since 2020)<br> Vice President (since 2010) and Assistant Secretary (since 2016) of |
|  |  | Vice President since 2010 and Secretary since 2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP |
|  |  | Vice President since 2010 and Secretary since 2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |
|  |  | Vice President since 2010 and Secretary since 2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  | Vice President since 2010 and Secretary since 2017 | Vice President of |
|  |  | Vice President since 2010 and Secretary since 2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2010) |
|  |  | Vice President since 2010 and Secretary since 2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Cayman Commodity Fund I Ltd. (since 2010) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2016) |
|  |  |  | Assistant Secretary (since 2016) of |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC |
| Randy C. Olson 1980 | Chief Compliance Officer | Since 2020 | Chief Compliance Officer (since 2020)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Vice President (since 2016) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. |

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| | | | |
|:---|:---|:---|:---|
| **Name and Year of<br>Birth** | **Position** | **Term of<br>Office<sup>1</sup>** <br> **and**<br> **Length of<br>Service** | **Principal Occupation During Past 5 Years** |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC |
|  |  |  | Formerly, Vice President – Senior Compliance Officer |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment Advisors LP (January 2020 – August 2020 and July 2014 – March 2017) |
|  |  |  | Formerly, Vice President – Head of Compliance & Operations Asia Ex-Japan |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment Advisors LP (April 2017 – January 2020) |
| James J. Taylor 1983 | Vice President and Assistant Treasurer | Since 2020 | Vice President and Assistant Treasurer (since 2020) of<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the DFA Fund Complex<br> Vice President |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Holdings Inc. (since 2016) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors LP (since 2016) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Investment LLC (since 2016) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• DFA Securities LLC (since 2016) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Dimensional Fund Advisors Canada ULC (since 2020) |

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<sup>1</sup> Each officer holds office for an indefinite term at the pleasure of the Board of Directors and until his or her successor is elected and qualified.

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**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 (1) without charge, upon request, by calling collect: (512) 306-7400; (2) from the Advisor's website at http://us.dimensional.com; and (3) on the SEC's website at http://www.sec.gov. 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 https://www.dimensional.com/us-en/who-we-are/investment-stewardship and reflects the twelve-month period beginning July 1st and ending June 30th.

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**TAX NOTICE TO SHAREHOLDERS** 

**(Unaudited)** 

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2022. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2022 (e.g., IRS Form 1099-DIV) will be provided in early 2023. Shareholders should refer to these statements in preparing their calendar year 2022 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2022.

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| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Dimensional<br>Investment Group Inc.** | **Net**<br>**Investment**<br>**Income<br>Distributions** | **Short-Term<br>Capital Gain<br>Distributions** | **Long-Term**<br>**Capital Gain**<br>**Distributions** | **Return of**<br>**Capital** | **Tax-Exempt**<br>**Interest** | **Total<br>Distributions** | **Qualified<br>Dividends (for<br>Corporate<br>Dividends<br>Received**<br>**Deduction) (1)** | **Qualified<br>Dividend<br>Income (2)** | **U.S.**<br>**Government**<br>**Interest (3)** | **Foreign<br>Tax**<br>**Credit (4)** | **Foreign<br>Source**<br>**Income (5)** | **Qualified<br>Net<br>Interest**<br>**Income (6)** | **Qualified<br>Short-<br>Term<br>Capital**<br>**Gain (7)** |
|  Global Equity Portfolio | 40% | – | 60% | – |  | 100% | 55% | 96% | – |  | 24% |  |  |
|  Global Allocation 60/40 Portfolio | 35% | – | 65% | – |  | 100% | 39% | 67% | – |  | 15% | 24% |  |
|  Global Allocation 25/75 Portfolio | 42% | – | 58% | – |  | 100% | 13% | 22% | – |  | 6% | 76% |  |

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(1) Qualified Dividends represents the amount that qualifies for the corporate dividends-received deduction under
Section 243 of the Internal Revenue Code and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(2) Qualified Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under
Section 1(h)(11) of the Internal Revenue Code and is reflected as a percentage of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(3) U.S. Government Interest represents the amount of interest that was derived from direct U.S. Government
obligations and distributed during the fiscal year. This amount is reflected as a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.
Generally, interest from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of a state tax exemption based on your individual circumstances.

(4) Foreign Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through
under Section 853 of the Internal Revenue Code and is reflected as a percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(5) Foreign Source Income represents the amount of dividends derived from foreign sources and is reflected as a
percentage of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(6) Qualified Net Interest Income represents the amount of interest income available as interest-related dividends
generally exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions
(the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

(7) Qualified Short-Term Capital Gain represents the amount available as short-term capital gain dividends
generally exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income
distributions (the total of short-term capital gain and net investment income distributions) for the calendar year 2022.

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| | |
|:---|:---|
| ![LOGO](g349909dsp60.jpg) | DFA103122-025A<br> 00281088 |

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ITEM 2. CODE OF ETHICS.

The Registrant has adopted, as of the end of the period covered by this Form N-CSR (the "Report"), a code of ethics that applies to the Registrant's Co-Principal Executive Officers and Principal Financial Officer (the "Code of Business Ethics"). The Registrant has not made any substantive amendments to the Code of Business Ethics during the period covered by this Report. The Registrant also has not granted any waiver from any provisions of the Code of Business Ethics during the period covered by this Report. A copy of the Code of Business Ethics is filed as an exhibit to this Report.

ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.

The Registrant's Board of Directors has determined that Abbie J. Smith possesses the technical attributes to qualify as an "audit committee financial expert" serving on the Registrant's Audit Committee and has designated Ms. Smith as the "audit committee financial expert." Ms. Smith

------

earned a Ph.D. in Accounting, and has taught Accounting at the graduate level since 1980. Ms. Smith's education and career have provided her with an understanding of generally accepted accounting principles and financial statements; the ability to assess the general application of such principles in connection with the accounting for estimates, accruals and reserves; and experience preparing, analyzing and evaluating financial statements that present a breadth and level of complexity of issues that can reasonably be expected to be raised by the Registrant's financial statements. In addition, Ms. Smith has served on the boards of directors and audit committees of entities other than the Registrant. Ms. Smith is independent under the standards set forth in Item 3 of Form N-CSR.

ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Audit Fees

Fiscal Year Ended October 31, 2022: $208,805

Fiscal Year Ended October 31, 2021: $199,421

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Audit-Related Fees

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees for Registrant | Fiscal Year Ended October 31, 2022: $16,888 |
|  | Fiscal Year Ended October 31, 2021: $16,181 |

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For fiscal years ended October 31, 2022 and October 31, 2021, Audit-Related Fees included fees for services related to limited procedures performed in connection with the production of the Registrant's semi-annual financial statements.

Audit-Related Fees required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X

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| |
|:---|
| Fiscal Year Ended October 31, 2022: $225,000 |
| Fiscal Year Ended October 31, 2021: $220,000 |

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For the fiscal years ended October 31, 2022 and October 31, 2021, Audit-Related Fees required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X included fees for services rendered in connection with the issuance of a Type II SSAE 16 over controls at the Registrant's investment adviser.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Tax Fees

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees for Registrant | Fiscal Year Ended October 31, 2022: $0 |
|  | Fiscal Year Ended October 31, 2021: $0 |

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There were no Tax Fees required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X during the fiscal years indicated above.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) All Other Fees

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fees for Registrant | Fiscal Year Ended October 31, 2022: $0 |
|  | Fiscal Year Ended October 31, 2021: $0 |

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There were no "All Other Fees" required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X during the fiscal years indicated above.

(e)(1) Audit Committee's Pre-Approval Policies and Procedures

Pre-Approval Policies and Procedures

as adopted by the

Audit Committees

of

DFA Investment Dimensions Group Inc.

Dimensional Emerging Markets Value Fund

Dimensional Investment Group Inc.

The DFA Investment Trust Company

(together, the "Funds")

The Sarbanes-Oxley Act of 2002 (the "Act") and the rules (the "Rules") adopted by the U.S. Securities and Exchange Commission (the "SEC") require that the Funds' Audit Committees (together, the "Committee") pre-approve all audit services and non-audit services provided to the Funds by their independent registered public accounting firm (the "Auditor"). The Act and the Rules also require that the Committee pre-approve all non-audit services provided by the Auditor to Dimensional Fund Advisors LP ("Dimensional"), the Funds' investment advisor, and to affiliates of Dimensional that provide ongoing services to the Funds (with Dimensional, together the "Service Affiliates") if the services directly impact the Funds' operations and financial reporting.

The following policies and procedures govern the ways in which the Committee will pre-approve audit and various types of non-audit services that the Auditor provides to the Funds and to Service Affiliates. These policies and procedures do not apply in the case of audit services that the Auditor provides to Service Affiliates, nor do they apply to services that an audit firm other than the Auditor provides to such entities.

These policies and procedures comply with the requirements for pre-approval, but also provide mechanisms by which management of the Funds may request and secure pre-approval of audit and non-audit services in an orderly manner with minimal disruption to normal business operations. Pre-approval of non-audit services may be achieved through a combination of the procedures described in Sections C and D below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;A. General

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Committee must pre-approve all audit services and non-audit services that the Auditor provides to the Funds.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The Committee must pre-approve any engagement of the Auditor to provide non-audit services to any Service Affiliate during the period of the Auditor's engagement to provide audit services to the Funds, if the non-audit services to the Service Affiliate directly impact the
Funds' operations and financial reporting.

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;B. Pre-Approval of Audit Services to the Funds

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Committee shall approve the engagement of an independent registered public accounting firm to certify the
Funds' financial statements for each fiscal year (the "Engagement"). The approval of the Engagement shall not be delegated to a Designated Member (as that term is defined in Section D below). In approving the Engagement, the Committee
shall obtain, review and consider sufficient information concerning the proposed Auditor to enable the Committee to make a reasonable evaluation of the Auditor's qualifications and independence. The Committee also shall consider the
Auditor's proposed fees for the Engagement, in light of the scope and nature of the audit services that the Funds will receive.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The Committee shall report to the Boards of Directors/Trustees of the Funds (together, the "Board")
regarding its approval of the Engagement and of the proposed fees for the Engagement, and the basis for such approval.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. Unless otherwise in accordance with applicable law, the Engagement, in any event, shall require that the
Auditor be selected by the vote, cast in person, of a majority of the members of the Board who are not "interested persons" of the Funds (as that term is defined in Section 2(a)(19) of the Investment Company Act of 1940) (the
"Independent Directors").

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;C. Pre-Approval of Non-Audit Services to the Funds and to Service Affiliates—by Types of Services

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Committee may pre-approve types of non-audit services (including tax services) to the Funds and their Service Affiliates pursuant to this Section C.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Annually, at such time as the Committee considers the Engagement of the Auditor, management of the Funds, in
consultation with the Auditor, shall provide to the Committee, for its consideration and action, the following: (a) a list of those types of non-audit services, if any, that the Funds may request from the
Auditor during the fiscal year; and (b) a list of those types of non-audit services directly impacting the Funds' operations and financial reporting that Service Affiliates may request from the
Auditor during the fiscal year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. The lists submitted to the Committee shall describe the types of non-audit services in reasonable detail (which may include a range of tax services) and shall include an estimated budget (or budgeted range) of fees, where possible, and such other information as the
Committee may request. If management and the Auditor desire the Committee to preapprove the furnishing of a range of tax services, the Auditor shall provide an estimated range of fees for such tax services for the consideration and approval by the
Committee.

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. The Committee's pre-approval of the types of non-audit services submitted pursuant to this Section C shall constitute authorization for management of the Funds to utilize the Auditor for the types of non-audit services
so pre-approved, if needed or desired during the fiscal year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. A list of the types of non-audit services pre-approved by the Committee pursuant to this Section C will be distributed to management of the Service Affiliates and the appropriate partners of the Auditor. Periodically, the Auditor will discuss with the
Committee those non-audit services that have been or are being provided pursuant to this Section C.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;D. Pre-Approval of Non-Audit Services to the Funds and to Service Affiliates—Project-by-Project Basis

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Committee also may pre-approve non-audit services on a project-by-project basis pursuant to this Section D.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Management of the Funds, in consultation with the Auditor, may submit either to the Committee or to the
Designated Member, as provided in this Section D, for their consideration and action, a pre-approval request identifying one or more non-audit service projects. The
request so submitted shall describe the project(s) in reasonable detail and shall include an estimated budget (or budgeted range) of fees and such other information as the Committee or the Designated Member, as appropriate, shall request.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. The Committee, from time to time, shall designate one or more of its members who are Independent Directors
(each a "Designated Member") to consider, on the Committee's behalf, any non-audit services, whether to the Funds or to any Service Affiliate, that have not been pre-approved by the Committee. The Designated Member also shall review, on the Committee's behalf, any proposed material change in the nature or extent of any non-audit services previously approved. The Funds' management, in consultation with the Auditor, shall explain why such non-audit services or material change in non-audit services are necessary and appropriate and the anticipated costs thereof.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. The Designated Member will review the requested non-audit services or
proposed material change in such services and will either:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) pre-approve, pre-approve subject to conditions, or disapprove any such requested services, or any proposed material change in services, whether to the Funds or to a Service Affiliate; or

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) refer such matter to the full Committee for its consideration and action.

In considering any requested non-audit services or proposed material change in such services, the Designated Member's authority shall be limited to approving non-audit services or proposed material changes that do not exceed $10,000 in value.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. The Designated Member's pre-approval (or pre-approval subject to conditions) of the requested non-audit services or proposed material change in services pursuant to this Section D shall constitute authorization for
the management of the Funds or the Service Affiliate, as the case may be, to utilize the Auditor for the non-audit services so pre-approved. Any action by the Designated
Member in approving a requested non-audit service shall be presented for ratification by the Committee not later than at its next scheduled meeting. If the Designated Member does not approve the Auditor
providing the requested non-audit service, the matter may be presented to the full Committee for its consideration and action.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;E. Amendment; Annual Review

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Committee may amend these procedures from time to time.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. These procedures shall be reviewed annually by the Committee.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;F. Recordkeeping

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Funds shall maintain a written record of all decisions made by the Committee or by a Designated Member
pursuant to these procedures, together with appropriate supporting materials.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. In connection with the approval of any non-audit service pursuant to
the de minimis exception provided in the Rules, a record shall be made indicating that each of the conditions for this exception, as set forth in the Rules, has been satisfied.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. A copy of these Procedures (and of any amendments to these Procedures) shall be maintained and preserved
permanently in an easily accessible place. The written records referred to in paragraphs 1 and 2 of this Section F shall be maintained and preserved for six years from the end of the fiscal year in which the actions recorded were taken, for at least
the first two years in an easily accessible location.

(e)(2) The fees disclosed in Items 4(b), 4(c) or 4(d) were approved by the Registrant's Audit Committee but not pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) The percentage of hours expended on the principal accountant's engagement to audit the Registrant's
financial statements for the fiscal year ended October 31, 2022 that were attributed to work performed by persons other than the principal accountant's full time, permanent employees was <u>not</u> greater than 50%.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(g) Aggregate Non-Audit Fees

Fiscal Year Ended October 31, 2022: $1,659,293

Fiscal Year Ended October 31, 2021: $1,315,307

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) The Registrant's Audit Committee has considered whether the provision of non-audit services that were rendered to the Registrant's investment adviser, and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services
to the Registrant, that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X is compatible with
maintaining the principal accountant's independence.

ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.

This item is not applicable to the Registrant because it is not a listed issuer.

ITEM 6. INVESTMENTS.

(a) Please see the schedules of investments contained in the reports to stockholders included under Item 1 of this Report except as discussed below. Provided below is a complete schedule of investments for each series of the Registrant or the master fund in which the series of the Registrant invests that provided a summary schedule of portfolio holdings in a report to stockholders included under Item 1 in lieu of a complete schedule of investments. The schedules of investments for the following series are provided below:

---

| | |
|:---|:---|
| **Name of Entity for which Schedule of**<br> **Investments is Provided** | **Relationship to Series of the Registrant** |
| U.S. Large Company Portfolio | Series of Registrant |
| The U.S. Large Cap Value Series | Master fund for U.S. Large Cap Value Portfolio III |
| The DFA International Value Series | Master fund for DFA International Value Portfolio and DFA International Value Portfolio III |
| The Emerging Markets Series | Master fund for Emerging Markets Portfolio II |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  COMMON STOCKS — (98.6%) | COMMON STOCKS — (98.6%) |  |  |
|  COMMUNICATION SERVICES — (7.3%) | COMMUNICATION SERVICES — (7.3%) |  |  |
|  | Activision Blizzard, Inc. | 213021 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15507929 |
|  \* | Alphabet, Inc., Class A | 1794896 | 169635621 |
|  \* | Alphabet, Inc., Class C | 1605138 | 151942363 |
|  | AT&T, Inc. | 2136533 | 38948996 |
|  # \* | Charter Communications, Inc., Class A | 33331 | 12253142 |
|  | Comcast Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320182 | 41902577 |
|  # \* | DISH Network Corp., Class A | 74436 | 1109841 |
|  | Electronic Arts, Inc. | 79360 | 9996186 |
|  | Fox Corp., Class A | 92947 | 2683380 |
|  | Fox Corp., Class B | 40803 | 1109842 |
|  | Interpublic Group of Cos., Inc. | 116205 | 3461747 |
|  \* | Live Nation Entertainment, Inc. | 41604 | 3312094 |
|  # | Lumen Technologies, Inc. | 281463 | 2071568 |
|  \* | Match Group, Inc. | 85630 | 3699216 |
|  \* | Meta Platforms, Inc., Class A | 683211 | 63647937 |
|  \* | Netflix, Inc. | 133333 | 38917236 |
|  | News Corp., Class A | 117114 | 1975713 |
|  | News Corp., Class B | 29957 | 513163 |
|  | Omnicom Group, Inc. | 61086 | 4444006 |
|  # | Paramount Global, Class B | 154800 | 2835936 |
|  \* | Take-Two Interactive Software, Inc. | 47140 | 5585147 |
|  \* | T-Mobile U.S., Inc. | 178160 | 27001930 |
|  | Verizon Communications, Inc. | 1258736 | 47038964 |
|  \* | Walt Disney Co. | 546237 | 58196090 |
|  \* | Warner Bros Discovery, Inc. | 664525 | 8638825 |
|  TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES |  | 716429449 |
|  CONSUMER DISCRETIONARY — (10.7%) | CONSUMER DISCRETIONARY — (10.7%) |  |  |
|  | Advance Auto Parts, Inc. | 18196 | 3455784 |
|  \* | Amazon.com, Inc. | 2652722 | 271744842 |
|  \* | Aptiv PLC | 81732 | 7443333 |
|  \* | AutoZone, Inc. | 5861 | 14845210 |
|  | Bath & Body Works, Inc. | 68894 | 2299682 |
|  | Best Buy Co., Inc. | 60215 | 4119308 |
|  \* | Booking Holdings, Inc. | 11923 | 22289810 |
|  | BorgWarner, Inc. | 72250 | 2711542 |
|  \* | Caesars Entertainment, Inc. | 64985 | 2841794 |
|  # \* | CarMax, Inc. | 48700 | 3068587 |
|  # \* | Carnival Corp. | 295996 | 2681724 |
|  \* | Chipotle Mexican Grill, Inc. | 8361 | 12527537 |
|  | Darden Restaurants, Inc. | 37135 | 5315504 |
|  | Dollar General Corp. | 68096 | 17367885 |
|  \* | Dollar Tree, Inc. | 63444 | 10055874 |
|  | Domino's Pizza, Inc. | 10775 | 3579886 |
|  | DR Horton, Inc. | 95186 | 7317900 |
|  | eBay, Inc. | 165681 | 6600731 |
|  # \* | Etsy, Inc. | 38540 | 3619291 |
|  \* | Expedia Group, Inc. | 45450 | 4248211 |
|  | Ford Motor Co. | 1184556 | 15837514 |
|  | Garmin Ltd. | 46261 | 4072818 |
|  | General Motors Co. | 435941 | 17110684 |
|  | Genuine Parts Co. | 42287 | 7521166 |
|  | Hasbro, Inc. | 39263 | 2561911 |
|  | Hilton Worldwide Holdings, Inc. | 82429 | 11149347 |
|  | Home Depot, Inc. | 307783 | 91143780 |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |  |  |
|  # \* | Las Vegas Sands Corp. | 98606 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3748014 |
|  | Lennar Corp., Class A | 76425 | 6167497 |
|  | LKQ Corp. | 77264 | 4298969 |
|  | Lowe's Cos., Inc. | 191639 | 37360023 |
|  | Marriott International, Inc., Class A | 82654 | 13233732 |
|  | McDonald's Corp. | 220427 | 60101626 |
|  | MGM Resorts International | 97738 | 3476541 |
|  \* | Mohawk Industries, Inc. | 15618 | 1479805 |
|  | Newell Brands, Inc. | 107459 | 1484009 |
|  | NIKE, Inc., Class B | 378957 | 35121735 |
|  \* | Norwegian Cruise Line Holdings Ltd. | 126132 | 2130369 |
|  \* | NVR, Inc. | 916 | 3881779 |
|  \* | O'Reilly Automotive, Inc. | 19172 | 16050223 |
|  | Pool Corp. | 11924 | 3627638 |
|  | PulteGroup, Inc. | 69771 | 2790142 |
|  # | Ralph Lauren Corp. | 12748 | 1181612 |
|  | Ross Stores, Inc. | 105160 | 10062760 |
|  # \* | Royal Caribbean Cruises Ltd. | 65467 | 3494628 |
|  | Starbucks Corp. | 344239 | 29807655 |
|  | Tapestry, Inc. | 76401 | 2420384 |
|  | Target Corp. | 139009 | 22832228 |
|  \* | Tesla, Inc. | 797281 | 181413319 |
|  | TJX Cos., Inc. | 351627 | 25352307 |
|  | Tractor Supply Co. | 33315 | 7321638 |
|  \* | Ulta Beauty, Inc. | 15661 | 6567754 |
|  | VF Corp. | 97479 | 2753782 |
|  | Whirlpool Corp. | 16494 | 2280131 |
|  # \* | Wynn Resorts Ltd. | 31860 | 2035854 |
|  | Yum! Brands, Inc. | 85596 | 10121727 |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY |  | 1060129536 |
|  CONSUMER STAPLES — (6.8%) | CONSUMER STAPLES — (6.8%) |  |  |
|  | Altria Group, Inc. | 540566 | 25011989 |
|  | Archer-Daniels-Midland Co. | 167933 | 16286142 |
|  | Brown-Forman Corp., Class B | 55078 | 3745304 |
|  | Campbell Soup Co. | 61165 | 3236240 |
|  | Church & Dwight Co., Inc. | 72553 | 5378354 |
|  | Clorox Co. | 37394 | 5461020 |
|  | Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165900 | 69779115 |
|  | Colgate-Palmolive Co. | 250339 | 18485032 |
|  | Conagra Brands, Inc. | 145362 | 5334785 |
|  | Constellation Brands, Inc., Class A | 47876 | 11829202 |
|  | Costco Wholesale Corp. | 132696 | 66547044 |
|  | Estee Lauder Cos., Inc., Class A | 69506 | 13935258 |
|  | General Mills, Inc. | 179087 | 14609917 |
|  | Hershey Co. | 43901 | 10482242 |
|  | Hormel Foods Corp. | 85827 | 3986664 |
|  | J M Smucker Co. | 32264 | 4860894 |
|  | Kellogg Co. | 76446 | 5872582 |
|  | Keurig Dr Pepper, Inc. | 254931 | 9901520 |
|  | Kimberly-Clark Corp. | 101017 | 12572576 |
|  | Kraft Heinz Co. | 213596 | 8217038 |
|  | Kroger Co. | 195657 | 9252620 |
|  | Lamb Weston Holdings, Inc. | 42732 | 3684353 |
|  # | McCormick & Co., Inc. | 75880 | 5967203 |
|  | Molson Coors Beverage Co., Class B | 57005 | 2874762 |
|  | Mondelez International, Inc., Class A | 411394 | 25292503 |
|  \* | Monster Beverage Corp. | 113189 | 10608073 |
|  | PepsiCo, Inc. | 413377 | 75060996 |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |  |  |
|  | Philip Morris International, Inc. | 464695 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42682236 |
|  | Procter & Gamble Co. | 715573 | 96366216 |
|  | Sysco Corp. | 152467 | 13197544 |
|  | Tyson Foods, Inc., Class A | 87255 | 5963879 |
|  | Walgreens Boots Alliance, Inc. | 216506 | 7902469 |
|  | Walmart, Inc. | 427058 | 60783165 |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES |  | 675168937 |
|  ENERGY — (5.3%) | ENERGY — (5.3%) |  |  |
|  | APA Corp. | 97423 | 4428850 |
|  | Baker Hughes Co. | 281679 | 7791241 |
|  | Chevron Corp. | 539276 | 97555028 |
|  | ConocoPhillips | 381537 | 48108000 |
|  | Coterra Energy, Inc. | 238747 | 7432194 |
|  | Devon Energy Corp. | 185268 | 14330480 |
|  | Diamondback Energy, Inc. | 51617 | 8109547 |
|  | EOG Resources, Inc. | 175953 | 24021104 |
|  | EQT Corp. | 111313 | 4657336 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247723 | 138260186 |
|  | Halliburton Co. | 271196 | 9876958 |
|  | Hess Corp. | 83816 | 11824761 |
|  | Kinder Morgan, Inc. | 587957 | 10653781 |
|  | Marathon Oil Corp. | 203558 | 6198341 |
|  | Marathon Petroleum Corp. | 149213 | 16953581 |
|  | Occidental Petroleum Corp. | 222788 | 16174409 |
|  | ONEOK, Inc. | 134235 | 7962820 |
|  | Phillips 66 | 144476 | 15067402 |
|  | Pioneer Natural Resources Co. | 71467 | 18324854 |
|  | Schlumberger NV | 423194 | 22018784 |
|  | Targa Resources Corp. | 68254 | 4666526 |
|  | Valero Energy Corp. | 118508 | 14878679 |
|  | Williams Cos., Inc. | 366811 | 12005724 |
|  TOTAL ENERGY | TOTAL ENERGY |  | 521300586 |
|  FINANCIALS — (11.3%) | FINANCIALS — (11.3%) |  |  |
|  | Aflac, Inc. | 172863 | 11255110 |
|  | Allstate Corp. | 81405 | 10277381 |
|  | American Express Co. | 180001 | 26721148 |
|  | American International Group, Inc. | 228694 | 13035558 |
|  | Ameriprise Financial, Inc. | 32394 | 10013633 |
|  | Aon PLC, Class A | 63295 | 17816910 |
|  | Arthur J Gallagher & Co. | 62876 | 11762842 |
|  | Assurant, Inc. | 15897 | 2159766 |
|  | Bank of America Corp. | 2093900 | 75464156 |
|  | Bank of New York Mellon Corp. | 221604 | 9331744 |
|  \* | Berkshire Hathaway, Inc., Class B | 540290 | 159434176 |
|  | BlackRock, Inc. | 45233 | 29216447 |
|  | Brown & Brown, Inc. | 70943 | 4170739 |
|  | Capital One Financial Corp. | 115399 | 12234602 |
|  | Cboe Global Markets, Inc. | 32078 | 3993711 |
|  # | Charles Schwab Corp. | 455356 | 36278213 |
|  | Chubb Ltd. | 125338 | 26933883 |
|  | Cincinnati Financial Corp. | 44732 | 4621710 |
|  | Citigroup, Inc. | 581231 | 26655254 |
|  | Citizens Financial Group, Inc. | 146977 | 6011359 |
|  | CME Group, Inc. | 107823 | 18685726 |
|  | Comerica, Inc. | 39629 | 2793845 |
|  | Discover Financial Services | 82411 | 8608653 |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  FINANCIALS — (Continued) | FINANCIALS — (Continued) |  |  |
|  | Everest Re Group Ltd. | 11643 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3756730 |
|  | FactSet Research Systems, Inc. | 11492 | 4889731 |
|  | Fifth Third Bancorp | 205835 | 7346251 |
|  | First Republic Bank | 54248 | 6515185 |
|  # | Franklin Resources, Inc. | 84880 | 1990436 |
|  | Globe Life, Inc. | 26818 | 3098015 |
|  | Goldman Sachs Group, Inc. | 102373 | 35268522 |
|  | Hartford Financial Services Group, Inc. | 96641 | 6997775 |
|  | Huntington Bancshares, Inc. | 435479 | 6610571 |
|  | Intercontinental Exchange, Inc. | 166902 | 15950824 |
|  # | Invesco Ltd. | 97645 | 1495921 |
|  | JPMorgan Chase & Co. | 878092 | 110534221 |
|  | KeyCorp | 280643 | 5015090 |
|  | Lincoln National Corp. | 46019 | 2479044 |
|  | Loews Corp. | 58441 | 3332306 |
|  | M&T Bank Corp. | 52587 | 8854073 |
|  | MarketAxess Holdings, Inc. | 11124 | 2714701 |
|  | Marsh & McLennan Cos., Inc. | 149803 | 24191687 |
|  | MetLife, Inc. | 201557 | 14755988 |
|  | Moody's Corp. | 47165 | 12492594 |
|  | Morgan Stanley | 401660 | 33004402 |
|  | MSCI, Inc. | 24162 | 11328595 |
|  | Nasdaq, Inc. | 101526 | 6318978 |
|  | Northern Trust Corp. | 62580 | 5278623 |
|  | PNC Financial Services Group, Inc. | 123208 | 19938751 |
|  | Principal Financial Group, Inc. | 70127 | 6180293 |
|  | Progressive Corp. | 175634 | 22551406 |
|  | Prudential Financial, Inc. | 111396 | 11717745 |
|  | Raymond James Financial, Inc. | 58148 | 6869605 |
|  | Regions Financial Corp. | 281162 | 6171506 |
|  | S&P Global, Inc. | 102187 | 32827574 |
|  | Signature Bank | 18980 | 3008899 |
|  | State Street Corp. | 109932 | 8134968 |
|  \* | SVB Financial Group | 17676 | 4082449 |
|  | Synchrony Financial | 145877 | 5187386 |
|  | T Rowe Price Group, Inc. | 67558 | 7171957 |
|  | Travelers Cos., Inc. | 71132 | 13121009 |
|  | Truist Financial Corp. | 398181 | 17834527 |
|  | U.S. Bancorp | 404246 | 17160243 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136657 | 52274855 |
|  | Willis Towers Watson PLC | 32992 | 7199184 |
|  | WR Berkley Corp. | 61123 | 4546329 |
|  | Zions Bancorp NA | 45875 | 2382748 |
|  TOTAL FINANCIALS | TOTAL FINANCIALS |  | 1110058263 |
|  HEALTH CARE — (15.1%) | HEALTH CARE — (15.1%) |  |  |
|  | Abbott Laboratories | 524792 | 51922921 |
|  | AbbVie, Inc. | 529577 | 77530073 |
|  \* | ABIOMED, Inc. | 13791 | 3476435 |
|  | Agilent Technologies, Inc. | 89368 | 12364063 |
|  \* | Align Technology, Inc. | 21645 | 4205624 |
|  | AmerisourceBergen Corp. | 45571 | 7164673 |
|  | Amgen, Inc. | 160351 | 43350893 |
|  | Baxter International, Inc. | 150646 | 8187610 |
|  | Becton Dickinson & Co. | 85676 | 20216966 |
|  \* | Biogen, Inc. | 43606 | 12359685 |
|  \* | Bio-Rad Laboratories, Inc., Class A | 6544 | 2301590 |
|  | Bio-Techne Corp. | 11842 | 3508311 |
|  \* | Boston Scientific Corp. | 429134 | 18499967 |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |  |  |
|  | Bristol-Myers Squibb Co. | 639938 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49575997 |
|  | Cardinal Health, Inc. | 82217 | 6240270 |
|  \* | Catalent, Inc. | 54239 | 3565129 |
|  \* | Centene Corp. | 171885 | 14632570 |
|  \* | Charles River Laboratories International, Inc. | 15345 | 3256976 |
|  | Cigna Corp. | 91542 | 29573559 |
|  | Cooper Cos., Inc. | 14995 | 4099483 |
|  | CVS Health Corp. | 393667 | 37280265 |
|  | Danaher Corp. | 195639 | 49236467 |
|  \* | DaVita, Inc. | 17254 | 1259715 |
|  | DENTSPLY SIRONA, Inc. | 63116 | 1945235 |
|  \* | DexCom, Inc. | 117501 | 14191771 |
|  \* | Edwards Lifesciences Corp. | 185404 | 13428812 |
|  | Elevance Health, Inc. | 71959 | 39345022 |
|  | Eli Lilly & Co. | 236194 | 85523485 |
|  | Gilead Sciences, Inc. | 376037 | 29503863 |
|  | HCA Healthcare, Inc. | 64756 | 14082487 |
|  \* | Henry Schein, Inc. | 41769 | 2859506 |
|  \* | Hologic, Inc. | 75634 | 5127985 |
|  | Humana, Inc. | 37953 | 21180810 |
|  \* | IDEXX Laboratories, Inc. | 25132 | 9039478 |
|  \* | Illumina, Inc. | 47150 | 10788863 |
|  \* | Incyte Corp. | 55145 | 4099479 |
|  \* | Intuitive Surgical, Inc. | 107181 | 26416901 |
|  \* | IQVIA Holdings, Inc. | 55987 | 11738794 |
|  | Johnson & Johnson | 787136 | 136938050 |
|  | Laboratory Corp. of America Holdings | 27212 | 6037254 |
|  | McKesson Corp. | 43162 | 16805988 |
|  | Medtronic PLC | 398491 | 34804204 |
|  | Merck & Co., Inc. | 758781 | 76788637 |
|  \* | Mettler-Toledo International, Inc. | 6798 | 8598994 |
|  \* | Moderna, Inc. | 101198 | 15213095 |
|  \* | Molina Healthcare, Inc. | 17378 | 6236269 |
|  | Organon & Co. | 75915 | 1987455 |
|  | PerkinElmer, Inc. | 38030 | 5080047 |
|  | Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680969 | 78249107 |
|  | Quest Diagnostics, Inc. | 35277 | 5067541 |
|  \* | Regeneron Pharmaceuticals, Inc. | 32179 | 24094026 |
|  | ResMed, Inc. | 43885 | 9816636 |
|  | STERIS PLC | 30375 | 5242118 |
|  | Stryker Corp. | 101097 | 23175476 |
|  | Teleflex, Inc. | 14141 | 3034093 |
|  | Thermo Fisher Scientific, Inc. | 117387 | 60333396 |
|  | UnitedHealth Group, Inc. | 280021 | 155453658 |
|  | Universal Health Services, Inc., Class B | 19525 | 2262362 |
|  \* | Vertex Pharmaceuticals, Inc. | 76924 | 24000288 |
|  | Viatris, Inc. | 368206 | 3729927 |
|  \* | Waters Corp. | 18053 | 5400916 |
|  | West Pharmaceutical Services, Inc. | 22512 | 5180011 |
|  | Zimmer Biomet Holdings, Inc. | 62708 | 7107952 |
|  | Zoetis, Inc. | 140598 | 21199366 |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 1494918599 |
|  INDUSTRIALS — (8.2%) | INDUSTRIALS — (8.2%) |  |  |
|  | 3M Co. | 160013 | 20128035 |
|  \* | Alaska Air Group, Inc. | 36476 | 1621723 |
|  | Allegion PLC | 26273 | 2752622 |
|  # \* | American Airlines Group, Inc. | 195788 | 2776274 |
|  | AMETEK, Inc. | 68815 | 8922553 |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  | AO Smith Corp. | 38239 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094732 |
|  \* | Boeing Co. | 167468 | 23865865 |
|  | Carrier Global Corp. | 253333 | 10072520 |
|  | Caterpillar, Inc. | 158323 | 34270597 |
|  | CH Robinson Worldwide, Inc. | 37159 | 3631177 |
|  | Cintas Corp. | 25750 | 11009412 |
|  \* | Copart, Inc. | 63964 | 7357139 |
|  \* | CoStar Group, Inc. | 118774 | 9824985 |
|  | CSX Corp. | 643442 | 18698425 |
|  | Cummins, Inc. | 42346 | 10354020 |
|  | Deere & Co. | 83422 | 33020096 |
|  \* | Delta Air Lines, Inc. | 192020 | 6515239 |
|  | Dover Corp. | 42997 | 5619278 |
|  | Eaton Corp. PLC | 119399 | 17918208 |
|  | Emerson Electric Co. | 177424 | 15364918 |
|  # | Equifax, Inc. | 37069 | 6284678 |
|  | Expeditors International of Washington, Inc. | 49555 | 4848957 |
|  | Fastenal Co. | 172743 | 8348669 |
|  | FedEx Corp. | 71616 | 11478612 |
|  | Fortive Corp. | 107371 | 6861007 |
|  | Fortune Brands Home & Security, Inc. | 39269 | 2368706 |
|  \* | Generac Holdings, Inc. | 19206 | 2226167 |
|  | General Dynamics Corp. | 67608 | 16888478 |
|  | General Electric Co. | 329129 | 25609527 |
|  | Honeywell International, Inc. | 201968 | 41205511 |
|  | Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111496 | 3963683 |
|  | Huntington Ingalls Industries, Inc. | 11924 | 3065303 |
|  | IDEX Corp. | 22587 | 5021316 |
|  | Illinois Tool Works, Inc. | 84681 | 18081934 |
|  | Ingersoll Rand, Inc. | 121047 | 6112874 |
|  | Jacobs Solutions, Inc. | 38098 | 4389652 |
|  | JB Hunt Transport Services, Inc. | 24957 | 4269394 |
|  | Johnson Controls International PLC | 206872 | 11965476 |
|  | L3Harris Technologies, Inc. | 57489 | 14169314 |
|  | Leidos Holdings, Inc. | 41496 | 4215579 |
|  | Lockheed Martin Corp. | 70775 | 34444777 |
|  | Masco Corp. | 68044 | 3148396 |
|  | Nordson Corp. | 16379 | 3685275 |
|  | Norfolk Southern Corp. | 70628 | 16108128 |
|  | Northrop Grumman Corp. | 43660 | 23969777 |
|  # | Old Dominion Freight Line, Inc. | 27481 | 7546283 |
|  | Otis Worldwide Corp. | 126041 | 8903536 |
|  | PACCAR, Inc. | 104754 | 10143330 |
|  | Parker-Hannifin Corp. | 38631 | 11226941 |
|  | Pentair PLC | 50241 | 2157851 |
|  | Quanta Services, Inc. | 42740 | 6070790 |
|  | Raytheon Technologies Corp. | 442635 | 41970651 |
|  | Republic Services, Inc. | 61763 | 8191009 |
|  | Robert Half International, Inc. | 33030 | 2525474 |
|  | Rockwell Automation, Inc. | 34603 | 8834146 |
|  | Rollins, Inc. | 68402 | 2878356 |
|  | Snap-on, Inc. | 15731 | 3493069 |
|  \* | Southwest Airlines Co. | 177359 | 6447000 |
|  | Stanley Black & Decker, Inc. | 45065 | 3537152 |
|  | Textron, Inc. | 63526 | 4347719 |
|  | Trane Technologies PLC | 69418 | 11081195 |
|  | TransDigm Group, Inc. | 15421 | 8878795 |
|  | Union Pacific Corp. | 187256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36915648 |
|  \* | United Airlines Holdings, Inc. | 98534 | 4244845 |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  | United Parcel Service, Inc., Class B | 219460 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36818804 |
|  \* | United Rentals, Inc. | 20923 | 6605600 |
|  | Verisk Analytics, Inc. | 46985 | 8590268 |
|  | Waste Management, Inc. | 113054 | 17904362 |
|  | Westinghouse Air Brake Technologies Corp. | 55281 | 5156612 |
|  | WW Grainger, Inc. | 12901 | 7538699 |
|  | Xylem, Inc. | 53574 | 5487585 |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806044728 |
|  INFORMATION TECHNOLOGY — (25.9%) | INFORMATION TECHNOLOGY — (25.9%) |  |  |
|  | Accenture PLC, Class A | 189544 | 53811542 |
|  \* | Adobe, Inc. | 140277 | 44678224 |
|  \* | Advanced Micro Devices, Inc. | 484321 | 29088319 |
|  \* | Akamai Technologies, Inc. | 48397 | 4274907 |
|  | Amphenol Corp., Class A | 178059 | 13502214 |
|  | Analog Devices, Inc. | 156088 | 22261271 |
|  \* | ANSYS, Inc. | 26255 | 5806556 |
|  | Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4520520 | 693176690 |
|  | Applied Materials, Inc. | 261196 | 23060995 |
|  \* | Arista Networks, Inc. | 68189 | 8241323 |
|  \* | Autodesk, Inc. | 65101 | 13951144 |
|  | Automatic Data Processing, Inc. | 124659 | 30130080 |
|  | Broadcom, Inc. | 120996 | 56882640 |
|  | Broadridge Financial Solutions, Inc. | 35422 | 5315425 |
|  \* | Cadence Design Systems, Inc. | 81898 | 12398538 |
|  | CDW Corp. | 40691 | 7031812 |
|  \* | Ceridian HCM Holding, Inc. | 39852 | 2637804 |
|  | Cisco Systems, Inc. | 1240783 | 56368772 |
|  | Cognizant Technology Solutions Corp., Class A | 155751 | 9695500 |
|  | Corning, Inc. | 228573 | 7353193 |
|  \* | DXC Technology Co. | 69152 | 1988120 |
|  \* | Enphase Energy, Inc. | 40609 | 12466963 |
|  \* | EPAM Systems, Inc. | 17273 | 6045550 |
|  \* | F5, Inc. | 18330 | 2619540 |
|  | Fidelity National Information Services, Inc. | 181830 | 15090072 |
|  \* | Fiserv, Inc. | 191793 | 19704813 |
|  \* | FleetCor Technologies, Inc. | 22535 | 4194214 |
|  \* | Fortinet, Inc. | 197211 | 11272581 |
|  \* | Gartner, Inc. | 23651 | 7140710 |
|  | Global Payments, Inc. | 83434 | 9533169 |
|  | Hewlett Packard Enterprise Co. | 391340 | 5584422 |
|  | HP, Inc. | 272196 | 7518054 |
|  | Intel Corp. | 1231330 | 35006712 |
|  | International Business Machines Corp. | 270822 | 37451974 |
|  | Intuit, Inc. | 84587 | 36160942 |
|  | Jack Henry & Associates, Inc. | 22033 | 4385889 |
|  | Juniper Networks, Inc. | 95529 | 2923187 |
|  \* | Keysight Technologies, Inc. | 54110 | 9423257 |
|  | KLA Corp. | 42619 | 13486783 |
|  | Lam Research Corp. | 41183 | 16670055 |
|  | Mastercard, Inc., Class A | 255536 | 83861804 |
|  | Microchip Technology, Inc. | 165002 | 10187223 |
|  | Micron Technology, Inc. | 331169 | 17916243 |
|  # | Microsoft Corp. | 2231811 | 518070287 |
|  | Monolithic Power Systems, Inc. | 13147 | 4462749 |
|  | Motorola Solutions, Inc. | 50224 | 12541435 |
|  | NetApp, Inc. | 65584 | 4543004 |
|  | NortonLifeLock, Inc. | 176987 | 3987517 |
|  | NVIDIA Corp. | 749807 | 101201451 |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |  |  |
|  | NXP Semiconductors NV | 78692 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11495327 |
|  \* | ON Semiconductor Corp. | 130462 | 8014281 |
|  | Oracle Corp. | 455544 | 35564320 |
|  | Paychex, Inc. | 96025 | 11360718 |
|  \* | Paycom Software, Inc. | 14637 | 5064402 |
|  \* | PayPal Holdings, Inc. | 346964 | 28999251 |
|  \* | PTC, Inc. | 31233 | 3680184 |
|  \* | Qorvo, Inc. | 30890 | 2659011 |
|  | QUALCOMM, Inc. | 336689 | 39614828 |
|  | Roper Technologies, Inc. | 31899 | 13223411 |
|  \* | Salesforce, Inc. | 298208 | 48485639 |
|  | Seagate Technology Holdings PLC | 58838 | 2921895 |
|  \* | ServiceNow, Inc. | 60425 | 25423214 |
|  | Skyworks Solutions, Inc. | 48487 | 4170367 |
|  \* | SolarEdge Technologies, Inc. | 16499 | 3795265 |
|  \* | Synopsys, Inc. | 45869 | 13418976 |
|  | TE Connectivity Ltd. | 96003 | 11734447 |
|  \* | Teledyne Technologies, Inc. | 14191 | 5647734 |
|  # | Teradyne, Inc. | 47181 | 3838174 |
|  | Texas Instruments, Inc. | 273889 | 43994790 |
|  \* | Trimble, Inc. | 74907 | 4506405 |
|  \* | Tyler Technologies, Inc. | 12467 | 4030955 |
|  \* | VeriSign, Inc. | 28006 | 5614083 |
|  # | Visa, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489597 | 101424915 |
|  \* | Western Digital Corp. | 93096 | 3199710 |
|  \* | Zebra Technologies Corp., Class A | 15683 | 4441739 |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY |  | &nbsp;&nbsp;&nbsp;&nbsp;2561429710 |
|  MATERIALS — (2.5%) | MATERIALS — (2.5%) |  |  |
|  | Air Products & Chemicals, Inc. | 66323 | 16607279 |
|  | Albemarle Corp. | 35247 | 9864578 |
|  | Amcor PLC | 453233 | 5248438 |
|  | Avery Dennison Corp. | 24583 | 4168048 |
|  | Ball Corp. | 94754 | 4679900 |
|  | Celanese Corp. | 30033 | 2886772 |
|  | CF Industries Holdings, Inc. | 60373 | 6415235 |
|  | Corteva, Inc. | 216117 | 14121085 |
|  | Dow, Inc. | 215506 | 10072750 |
|  | DuPont de Nemours, Inc. | 149716 | 8563755 |
|  | Eastman Chemical Co. | 37652 | 2892050 |
|  | Ecolab, Inc. | 74530 | 11706427 |
|  | FMC Corp. | 38275 | 4550898 |
|  | Freeport-McMoRan, Inc. | 427953 | 13561831 |
|  | International Flavors & Fragrances, Inc. | 77093 | 7525048 |
|  | International Paper Co. | 110595 | 3717098 |
|  | Linde PLC | 149383 | 44419035 |
|  | LyondellBasell Industries NV, Class A | 76961 | 5883668 |
|  | Martin Marietta Materials, Inc. | 18655 | 6267707 |
|  | Mosaic Co. | 104162 | 5598708 |
|  | Newmont Corp. | 237117 | 10034791 |
|  # | Nucor Corp. | 78459 | 10307943 |
|  | Packaging Corp. of America | 28216 | 3391845 |
|  | PPG Industries, Inc. | 70594 | 8060423 |
|  | Sealed Air Corp. | 42790 | 2037660 |
|  | Sherwin-Williams Co. | 70892 | 15952827 |
|  | Vulcan Materials Co. | 39779 | 6511822 |
|  | WestRock Co. | 76784 | 2615263 |
|  TOTAL MATERIALS | TOTAL MATERIALS | TOTAL MATERIALS | 247662884 |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  REAL ESTATE — (2.6%) | REAL ESTATE — (2.6%) |  |  |
|  # | Alexandria Real Estate Equities, Inc. | 44573 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6476457 |
|  | American Tower Corp. | 139702 | 28944857 |
|  | AvalonBay Communities, Inc. | 42079 | 7368874 |
|  | Boston Properties, Inc. | 43241 | 3143621 |
|  | Camden Property Trust | 31716 | 3664784 |
|  \* | CBRE Group, Inc., Class A | 96830 | 6869120 |
|  | Crown Castle, Inc. | 129645 | 17276493 |
|  | Digital Realty Trust, Inc. | 86034 | 8624909 |
|  | Equinix, Inc. | 27260 | 15441154 |
|  | Equity Residential | 102219 | 6441841 |
|  | Essex Property Trust, Inc. | 19788 | 4397685 |
|  | Extra Space Storage, Inc. | 40150 | 7124216 |
|  | Federal Realty Investment Trust | 21702 | 2148064 |
|  | Healthpeak Properties, Inc. | 164105 | 3894212 |
|  | Host Hotels & Resorts, Inc. | 216555 | 4088558 |
|  | Invitation Homes, Inc. | 175704 | 5568060 |
|  # | Iron Mountain, Inc. | 87831 | 4397698 |
|  | Kimco Realty Corp. | 186803 | 3993848 |
|  | Mid-America Apartment Communities, Inc. | 34931 | 5499886 |
|  | Prologis, Inc. | 276958 | 30673099 |
|  | Public Storage | 46200 | 14310450 |
|  # | Realty Income Corp. | 181899 | 11326851 |
|  | Regency Centers Corp. | 46646 | 2822549 |
|  | SBA Communications Corp. | 32461 | 8761224 |
|  | Simon Property Group, Inc. | 98334 | 10716439 |
|  | UDR, Inc. | 90482 | 3597564 |
|  | Ventas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119845 | 4689535 |
|  | VICI Properties, Inc. | 290134 | 9290091 |
|  | Vornado Realty Trust | 47507 | 1120690 |
|  | Welltower, Inc. | 137148 | 8371514 |
|  | Weyerhaeuser Co. | 222335 | 6876822 |
|  TOTAL REAL ESTATE | TOTAL REAL ESTATE | TOTAL REAL ESTATE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257921165 |
|  UTILITIES — (2.9%) | UTILITIES — (2.9%) |  |  |
|  | AES Corp. | 202894 | 5307707 |
|  | Alliant Energy Corp. | 76199 | 3975302 |
|  | Ameren Corp. | 77081 | 6283643 |
|  | American Electric Power Co., Inc. | 154338 | 13569397 |
|  | American Water Works Co., Inc. | 54554 | 7928878 |
|  | Atmos Energy Corp. | 41464 | 4417989 |
|  | CenterPoint Energy, Inc. | 188476 | 5392298 |
|  | CMS Energy Corp. | 88194 | 5031468 |
|  | Consolidated Edison, Inc. | 106456 | 9363870 |
|  | Constellation Energy Corp. | 98103 | 9274658 |
|  | Dominion Energy, Inc. | 245041 | 17145519 |
|  | DTE Energy Co. | 58214 | 6526372 |
|  | Duke Energy Corp. | 231180 | 21541352 |
|  | Edison International | 113912 | 6839276 |
|  | Entergy Corp. | 61204 | 6557397 |
|  | Evergy, Inc. | 69309 | 4236859 |
|  | Eversource Energy | 104581 | 7977439 |
|  | Exelon Corp. | 295600 | 11407204 |
|  | FirstEnergy Corp. | 162604 | 6131797 |
|  | NextEra Energy, Inc. | 588901 | 45639827 |
|  | NiSource, Inc. | 120275 | 3089865 |
|  | NRG Energy, Inc. | 71817 | 3188675 |
|  # \* | PG&E Corp. | 484421 | 7232405 |
|  | Pinnacle West Capital Corp. | 33405 | 2245150 |
|  | PPL Corp. | 220576 | 5843058 |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  UTILITIES — (Continued) | UTILITIES — (Continued) |  |  |
|  | Public Service Enterprise Group, Inc. | 150555 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8441619 |
|  | Sempra Energy | 94483 | 14261264 |
|  | Southern Co. | 319276 | 20906192 |
|  | WEC Energy Group, Inc. | 94976 | 8674158 |
|  | Xcel Energy, Inc. | 164562 | 10714632 |
|  TOTAL UTILITIES | TOTAL UTILITIES |  | 289145270 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cost ($2,936,651,357) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cost ($2,936,651,357) |  | 9740209127 |
|  TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |  |  |
|  | State Street Institutional U.S. Government Money Market Fund 3.010% | 3238169 | 3238169 |
|  SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) |  |  |
|  @ § | The DFA Short Term Investment Fund | &nbsp;&nbsp;&nbsp;&nbsp;11703174 | 135300391 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $3,075,197,570) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $3,075,197,570) |  | $&nbsp;&nbsp;&nbsp;&nbsp;9878747687 |

---

---

| | |
|:---|:---|
|  †  | See Note B to Financial Statements. |
|  \* | Non-Income Producing Securities. |
|  # | Total or Partial Securities on Loan. |
|  @ | Security purchased with cash collateral received from Securities on Loan. |
|  § | Affiliated Fund. |
| As of October 31, 2022, U.S. Large Company Portfolio had entered into the following outstanding futures contracts: | As of October 31, 2022, U.S. Large Company Portfolio had entered into the following outstanding futures contracts: |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized**<br>**Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 337 | 12/16/22 | $65041056 | $65428550 | $387494 |
|  **Total Futures Contracts** |  |  | $**65041056** | $**65428550** | $**387494** |

---

Summary of the Portfolio's investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $716429449 |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;716429449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1060129536 |  |  | 1060129536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 675168937 |  |  | 675168937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 521300586 |  |  | 521300586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 1110058263 |  |  | 1110058263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 1494918599 |  |  | 1494918599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 806044728 |  |  | 806044728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 2561429710 |  |  | 2561429710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 247662884 |  |  | 247662884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 257921165 |  |  | 257921165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 289145270 |  |  | 289145270 |
| Temporary Cash Investments | 3238169 |  |  | 3238169 |

---

------

**U.S. LARGE COMPANY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Securities Lending Collateral |  | $135300391 |  | $135300391 |
|  Futures Contracts\*\* | $387494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | 387494 |
|  TOTAL | $9743834790 | $135300391 |  | $9879135181 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**THE U.S. LARGE CAP VALUE SERIES** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) |  |  |
|  COMMUNICATION SERVICES — (7.4%) | COMMUNICATION SERVICES — (7.4%) |  |  |
|  | Activision Blizzard, Inc. | 911090 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66327352 |
|  | AT&T, Inc. | 19723621 | 359561611 |
|  # \* | Charter Communications, Inc., Class A | 796 | 292625 |
|  | Comcast Corp., Class A | 13738104 | 436047421 |
|  # \* | DISH Network Corp., Class A | 110428 | 1646481 |
|  | Electronic Arts, Inc. | 9653 | 1215892 |
|  # | Fox Corp., Class A | 1008994 | 29129657 |
|  | Fox Corp., Class B | 397338 | 10807594 |
|  | Interpublic Group of Cos., Inc. | 972476 | 28970060 |
|  # \* | Liberty Broadband Corp., Class A | 27366 | 2334867 |
|  \* | Liberty Broadband Corp., Class C | 199990 | 16885156 |
|  # \* | Liberty Media Corp.-Liberty Formula One, Class A | 39281 | 2043398 |
|  # \* | Liberty Media Corp.-Liberty Formula One, Class C | 78309 | 4520779 |
|  \* | Liberty Media Corp.-Liberty SiriusXM, Class A | 156619 | 6646910 |
|  \* | Liberty Media Corp.-Liberty SiriusXM, Class C | 357358 | 15076934 |
|  # | Lumen Technologies, Inc. | 4018696 | 29577602 |
|  # \* | Madison Square Garden Entertainment Corp. | 8266 | 405282 |
|  \* | Meta Platforms, Inc., Class A | 977197 | 91035672 |
|  | News Corp., Class A | 577757 | 9746761 |
|  # | News Corp., Class B | 64856 | 1110983 |
|  # | Omnicom Group, Inc. | 60457 | 4398247 |
|  # | Paramount Global, Class B | 1489752 | 27292257 |
|  \* | Take-Two Interactive Software, Inc. | 24929 | 2953588 |
|  \* | T-Mobile U.S., Inc. | 1448419 | 219522384 |
|  | Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11228072 | 419593051 |
|  # \* | Walt Disney Co. | 1947638 | 207501352 |
|  \* | Warner Bros Discovery, Inc. | 2770276 | 36013588 |
|  TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;2030657504 |
|  CONSUMER DISCRETIONARY — (5.1%) | CONSUMER DISCRETIONARY — (5.1%) |  |  |
|  # | Advance Auto Parts, Inc. | 260009 | 49380909 |
|  \* | Aptiv PLC | 231684 | 21099462 |
|  | Aramark | 803405 | 29324282 |
|  # | Autoliv, Inc. | 269146 | 21625881 |
|  | BorgWarner, Inc. | 1102997 | 41395477 |
|  # \* | Capri Holdings Ltd. | 26730 | 1221026 |
|  # \* | CarMax, Inc. | 385771 | 24307431 |
|  # | Dick's Sporting Goods, Inc. | 20800 | 2366208 |
|  # \* | Dollar Tree, Inc. | 568740 | 90145290 |
|  # | DR Horton, Inc. | 2494501 | 191777237 |
|  | eBay, Inc. | 334052 | 13308632 |
|  | Ford Motor Co. | 7869237 | 105211699 |
|  # | Garmin Ltd. | 537770 | 47345271 |
|  | General Motors Co. | 4563422 | 179114313 |
|  # | Gentex Corp. | 994834 | 26353153 |
|  | Genuine Parts Co. | 7025 | 1249467 |
|  # | Hasbro, Inc. | 65998 | 4306370 |
|  # \* | Hyatt Hotels Corp., Class A | 127405 | 12002825 |
|  | Lear Corp. | 317608 | 44055406 |
|  # | Lennar Corp., Class A | 1097746 | 88588102 |
|  # | Lennar Corp., Class B | 37985 | 2477382 |
|  # | Lithia Motors, Inc. | 2694 | 533816 |
|  | LKQ Corp. | 1699192 | 94543043 |
|  | MGM Resorts International | 1566881 | 55733957 |
|  \* | Mohawk Industries, Inc. | 347126 | 32890188 |

---

------

**THE U.S. LARGE CAP VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |  |  |
|  # | Penske Automotive Group, Inc. | 50142 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5596850 |
|  # | PulteGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092976 | 83698110 |
|  # | Qurate Retail, Inc., Class A | 63525 | 148649 |
|  # | Ralph Lauren Corp. | 233423 | 21635978 |
|  # \* | Royal Caribbean Cruises Ltd. | 572051 | 30536082 |
|  | Tapestry, Inc. | 358209 | 11348061 |
|  # | Whirlpool Corp. | 476476 | 65868042 |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;1399188599 |
|  CONSUMER STAPLES — (5.9%) | CONSUMER STAPLES — (5.9%) |  |  |
|  | Archer-Daniels-Midland Co. | 1129118 | 109501864 |
|  # \* | BellRing Brands, Inc. | 100936 | 2444670 |
|  | Bunge Ltd. | 584509 | 57691038 |
|  # | Campbell Soup Co. | 75598 | 3999890 |
|  | Conagra Brands, Inc. | 711380 | 26107646 |
|  | Constellation Brands, Inc., Class A | 303632 | 75021394 |
|  \* | Darling Ingredients, Inc. | 495295 | 38870752 |
|  # | General Mills, Inc. | 2002753 | 163384590 |
|  # | Hormel Foods Corp. | 256007 | 11891525 |
|  # | Ingredion, Inc. | 6180 | 550762 |
|  | J M Smucker Co. | 640719 | 96530724 |
|  | Keurig Dr Pepper, Inc. | 148220 | 5756865 |
|  | Kroger Co. | 3345475 | 158207513 |
|  # | McCormick & Co., Inc. | 34185 | 2688308 |
|  # | Molson Coors Beverage Co., Class B | 450930 | 22740400 |
|  | Mondelez International, Inc., Class A | 3063492 | 188343488 |
|  # \* | Pilgrim's Pride Corp. | 6211 | 143163 |
|  # \* | Post Holdings, Inc. | 79359 | 7175641 |
|  | Seaboard Corp. | 13 | 48703 |
|  | Tyson Foods, Inc., Class A | 1698335 | 116081197 |
|  # \* | U.S. Foods Holding Corp. | 808080 | 24048461 |
|  # | Walgreens Boots Alliance, Inc. | 971954 | 35476321 |
|  | Walmart, Inc. | 3424187 | 487364536 |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | 1634069451 |
|  ENERGY — (15.5%) | ENERGY — (15.5%) |  |  |
|  # \* | Antero Resources Corp. | 543816 | 19936295 |
|  | Baker Hughes Co. | 95536 | 2642526 |
|  # | Chesapeake Energy Corp. | 198413 | 20291697 |
|  # | Chevron Corp. | 4558886 | 824702477 |
|  | ConocoPhillips | 5185429 | 653830743 |
|  # | Continental Resources, Inc. | 7637 | 564909 |
|  # | Coterra Energy, Inc. | 965221 | 30047330 |
|  # | Devon Energy Corp. | 764639 | 59144827 |
|  | Diamondback Energy, Inc. | 197360 | 31007230 |
|  # | EOG Resources, Inc. | 1168138 | 159474200 |
|  # | EQT Corp. | 356304 | 14907759 |
|  # | Exxon Mobil Corp. | 10590425 | 1173524994 |
|  | Halliburton Co. | 1785450 | 65026089 |
|  # | Hess Corp. | 1023208 | 144354185 |
|  | HF Sinclair Corp. | 253216 | 15489223 |
|  # | Kinder Morgan, Inc. | 4324626 | 78362223 |
|  # | Marathon Oil Corp. | 1245245 | 37917710 |
|  | Marathon Petroleum Corp. | 1358505 | 154353338 |
|  # | Occidental Petroleum Corp. | 1487423 | 107986910 |
|  # | ONEOK, Inc. | 1039865 | 61684792 |
|  # | Ovintiv, Inc. | 158193 | 8012475 |
|  | Phillips 66 | 744812 | 77676443 |

---

------

**THE U.S. LARGE CAP VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  ENERGY — (Continued) | ENERGY — (Continued) |  |  |
|  # | Pioneer Natural Resources Co. | 481859 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123553466 |
|  | Schlumberger NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3057917 | 159103421 |
|  # | Targa Resources Corp. | 436846 | 29867161 |
|  # | Valero Energy Corp. | 900872 | 113104480 |
|  | Williams Cos., Inc. | 3720143 | 121760280 |
|  TOTAL ENERGY | TOTAL ENERGY | TOTAL ENERGY | &nbsp;&nbsp;&nbsp;&nbsp;4288327183 |
|  FINANCIALS — (19.3%) | FINANCIALS — (19.3%) |  |  |
|  | Aflac, Inc. | 1547828 | 100779081 |
|  # | Allstate Corp. | 876965 | 110716831 |
|  # | Ally Financial, Inc. | 2648489 | 72992357 |
|  | American Financial Group, Inc. | 321589 | 46665780 |
|  | American International Group, Inc. | 1389809 | 79219113 |
|  # | Apollo Global Management, Inc. | 140437 | 7774592 |
|  \* | Arch Capital Group Ltd. | 521287 | 29974003 |
|  | Assurant, Inc. | 224836 | 30546219 |
|  | Axis Capital Holdings Ltd. | 3443 | 188229 |
|  | Bank of America Corp. | 8609381 | 310282127 |
|  | Bank of New York Mellon Corp. | 2360323 | 99393202 |
|  # \* | Berkshire Hathaway, Inc., Class B | 1859637 | 548760282 |
|  # | BOK Financial Corp. | 6114 | 673702 |
|  | Capital One Financial Corp. | 1481150 | 157031523 |
|  # | Charles Schwab Corp. | 3700 | 294779 |
|  | Chubb Ltd. | 586765 | 126089931 |
|  | Cincinnati Financial Corp. | 11885 | 1227958 |
|  # | Citigroup, Inc. | 3688797 | 169168230 |
|  | Citizens Financial Group, Inc. | 922786 | 37741947 |
|  | CNA Financial Corp. | 187747 | 7829050 |
|  # | Comerica, Inc. | 154602 | 10899441 |
|  # | East West Bancorp, Inc. | 105184 | 7528019 |
|  | Equitable Holdings, Inc. | 10374 | 317652 |
|  # | Everest Re Group Ltd. | 88971 | 28707383 |
|  # | Fidelity National Financial, Inc. | 121493 | 4784394 |
|  | Fifth Third Bancorp | 3471314 | 123891197 |
|  | First Citizens BancShares, Inc., Class A | 2552 | 2098050 |
|  # | First Horizon Corp. | 75600 | 1852956 |
|  # | Franklin Resources, Inc. | 271081 | 6356850 |
|  | Globe Life, Inc. | 11967 | 1382428 |
|  | Goldman Sachs Group, Inc. | 976089 | 336272421 |
|  | Hartford Financial Services Group, Inc. | 2234680 | 161813179 |
|  # | Huntington Bancshares, Inc. | 3221658 | 48904769 |
|  # | Jefferies Financial Group, Inc. | 302462 | 10407717 |
|  | JPMorgan Chase & Co. | 7481873 | 941818173 |
|  | KeyCorp | 3701040 | 66137585 |
|  # | Lincoln National Corp. | 388182 | 20911364 |
|  | Loews Corp. | 909290 | 51847716 |
|  | M&T Bank Corp. | 213565 | 35957939 |
|  # \* | Markel Corp. | 3473 | 4188785 |
|  | MetLife, Inc. | 945286 | 69204388 |
|  | Morgan Stanley | 2962680 | 243443416 |
|  | Northern Trust Corp. | 33684 | 2841245 |
|  # | Old Republic International Corp. | 745739 | 17308602 |
|  | PNC Financial Services Group, Inc. | 578982 | 93696657 |
|  # | Principal Financial Group, Inc. | 1433986 | 126377186 |
|  # | Prosperity Bancshares, Inc. | 10200 | 730014 |
|  | Prudential Financial, Inc. | 586680 | 61712869 |
|  # | Raymond James Financial, Inc. | 2229 | 263334 |
|  | Regions Financial Corp. | 5559337 | 122027447 |
|  | Reinsurance Group of America, Inc. | 12100 | 1780757 |

---

------

**THE U.S. LARGE CAP VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  FINANCIALS — (Continued) | FINANCIALS — (Continued) |  |  |
|  | RenaissanceRe Holdings Ltd. | 3923 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606810 |
|  | Signature Bank | 400 | 63412 |
|  | State Street Corp. | 530279 | 39240646 |
|  # | Synchrony Financial | 1227307 | 43643037 |
|  | Synovus Financial Corp. | 13039 | 519604 |
|  | Travelers Cos., Inc. | 1083770 | 199912214 |
|  | Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2880479 | 129016654 |
|  | U.S. Bancorp | 1433273 | 60842439 |
|  # | Unum Group | 30296 | 1381195 |
|  | Wells Fargo & Co. | 5911149 | 271853743 |
|  | WR Berkley Corp. | 49696 | 3696389 |
|  | Zions Bancorp NA | 733294 | 38087290 |
|  TOTAL FINANCIALS | TOTAL FINANCIALS | TOTAL FINANCIALS | &nbsp;&nbsp;&nbsp;&nbsp;5331676302 |
|  HEALTH CARE — (16.7%) | HEALTH CARE — (16.7%) |  |  |
|  | Abbott Laboratories | 136436 | 13498978 |
|  | AbbVie, Inc. | 6916 | 1012502 |
|  | Baxter International, Inc. | 771310 | 41920699 |
|  | Becton Dickinson & Co. | 268042 | 63249871 |
|  # \* | Biogen, Inc. | 493640 | 139917322 |
|  \* | Bio-Rad Laboratories, Inc., Class A | 28517 | 10029714 |
|  \* | Boston Scientific Corp. | 50481 | 2176236 |
|  # | Bristol-Myers Squibb Co. | 4546581 | 352223630 |
|  \* | Catalent, Inc. | 154991 | 10187558 |
|  \* | Centene Corp. | 1084335 | 92309439 |
|  \* | Charles River Laboratories International, Inc. | 2300 | 488175 |
|  | Cigna Corp. | 998289 | 322507244 |
|  | Cooper Cos., Inc. | 16950 | 4633961 |
|  | CVS Health Corp. | 2930610 | 277528767 |
|  | Danaher Corp. | 936418 | 235668318 |
|  # \* | DaVita, Inc. | 78875 | 5758664 |
|  | Elevance Health, Inc. | 771124 | 421627470 |
|  # | Embecta Corp. | 43883 | 1356862 |
|  \* | Envista Holdings Corp. | 11130 | 367401 |
|  | Gilead Sciences, Inc. | 2211205 | 173491144 |
|  # \* | Henry Schein, Inc. | 212239 | 14529882 |
|  \* | Hologic, Inc. | 298056 | 20208197 |
|  | Humana, Inc. | 441277 | 246267868 |
|  \* | Incyte Corp. | 57883 | 4303022 |
|  \* | Jazz Pharmaceuticals PLC | 215487 | 30984876 |
|  | Laboratory Corp. of America Holdings | 683569 | 151656618 |
|  | McKesson Corp. | 122974 | 47882386 |
|  | Medtronic PLC | 2002037 | 174857912 |
|  | Merck & Co., Inc. | 54535 | 5518942 |
|  \* | Moderna, Inc. | 488200 | 73391106 |
|  | PerkinElmer, Inc. | 120811 | 16137933 |
|  | Pfizer, Inc. | 17020200 | 792290310 |
|  # | Quest Diagnostics, Inc. | 939317 | 134932887 |
|  # \* | Regeneron Pharmaceuticals, Inc. | 149397 | 111861004 |
|  | STERIS PLC | 208557 | 35992767 |
|  \* | Syneos Health, Inc. | 13905 | 700534 |
|  | Thermo Fisher Scientific, Inc. | 756496 | 388816249 |
|  \* | United Therapeutics Corp. | 40059 | 9234801 |
|  | UnitedHealth Group, Inc. | 5974 | 3316466 |
|  | Universal Health Services, Inc., Class B | 474671 | 55000129 |
|  \* | Vertex Pharmaceuticals, Inc. | 181037 | 56483544 |
|  | Viatris, Inc. | 2860265 | 28974484 |

---

------

**THE U.S. LARGE CAP VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |  |  |
|  | Zimmer Biomet Holdings, Inc. | 365895 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41474198 |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE | TOTAL HEALTH CARE | 4614770070 |
|  INDUSTRIALS — (11.3%) | INDUSTRIALS — (11.3%) |  |  |
|  # | AECOM | 513326 | 38643181 |
|  | AGCO Corp. | 253428 | 31468155 |
|  # | AMERCO | 84288 | 48481615 |
|  | AMETEK, Inc. | 157969 | 20482261 |
|  | Arcosa, Inc. | 75166 | 4825657 |
|  \* | Builders FirstSource, Inc. | 589989 | 36378722 |
|  \* | CACI International, Inc., Class A | 2200 | 668866 |
|  | Carlisle Cos., Inc. | 315528 | 75348086 |
|  | Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2101873 | 83570470 |
|  | CSX Corp. | 1796603 | 52209283 |
|  | Cummins, Inc. | 542409 | 132624425 |
|  # | Deere & Co. | 1688 | 668144 |
|  # | Dover Corp. | 413060 | 53982811 |
|  | Eaton Corp. PLC | 987794 | 148238246 |
|  | Emerson Electric Co. | 243605 | 21096193 |
|  | FedEx Corp. | 569614 | 91297732 |
|  | Fortive Corp. | 269682 | 17232680 |
|  | Fortune Brands Home & Security, Inc. | 519705 | 31348606 |
|  | General Dynamics Corp. | 428065 | 106930637 |
|  | General Electric Co. | 1195941 | 93056169 |
|  # \* | GXO Logistics, Inc. | 765507 | 27971626 |
|  | Howmet Aerospace, Inc. | 1593760 | 56658168 |
|  | Hubbell, Inc. | 31089 | 7383016 |
|  | Huntington Ingalls Industries, Inc. | 41674 | 10713135 |
|  | Ingersoll Rand, Inc. | 795802 | 40188001 |
|  | Jacobs Solutions, Inc. | 284566 | 32787695 |
|  | Johnson Controls International PLC | 1557033 | 90058789 |
|  | L3Harris Technologies, Inc. | 251122 | 61894039 |
|  | Leidos Holdings, Inc. | 734246 | 74592051 |
|  | ManpowerGroup, Inc. | 2452 | 192090 |
|  # | MDU Resources Group, Inc. | 20335 | 579141 |
|  # \* | Middleby Corp. | 49207 | 6882091 |
|  | Norfolk Southern Corp. | 780147 | 177928126 |
|  | Northrop Grumman Corp. | 130994 | 71917016 |
|  # | nVent Electric PLC | 13164 | 480486 |
|  | Oshkosh Corp. | 2394 | 210672 |
|  | Otis Worldwide Corp. | 1224040 | 86466186 |
|  # | Owens Corning | 520448 | 44555553 |
|  | PACCAR, Inc. | 1173311 | 113611704 |
|  | Parker-Hannifin Corp. | 389870 | 113304019 |
|  # | Pentair PLC | 1018855 | 43759822 |
|  # | Quanta Services, Inc. | 679004 | 96445728 |
|  | Raytheon Technologies Corp. | 1827270 | 173261741 |
|  # | Regal Rexnord Corp. | 41600 | 5264064 |
|  | Republic Services, Inc. | 1829777 | 242665026 |
|  | Sensata Technologies Holding PLC | 669936 | 26938127 |
|  # | Snap-on, Inc. | 313561 | 69626220 |
|  \* | Southwest Airlines Co. | 938430 | 34111931 |
|  # | Stanley Black & Decker, Inc. | 766509 | 60163291 |
|  # \* | Sunrun, Inc. | 36102 | 812656 |
|  | Textron, Inc. | 1334982 | 91366168 |
|  | Trane Technologies PLC | 315207 | 50316493 |
|  # | TransUnion | 86859 | 5148133 |
|  \* | United Airlines Holdings, Inc. | 73630 | 3171980 |
|  \* | United Rentals, Inc. | 245310 | 77446820 |

---

------

**THE U.S. LARGE CAP VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  # | Westinghouse Air Brake Technologies Corp. | 313561 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29248970 |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | &nbsp;&nbsp;&nbsp;&nbsp;3116672713 |
|  INFORMATION TECHNOLOGY — (7.7%) | INFORMATION TECHNOLOGY — (7.7%) |  |  |
|  \* | Advanced Micro Devices, Inc. | 213458 | 12820287 |
|  # \* | Akamai Technologies, Inc. | 121238 | 10708953 |
|  | Amdocs Ltd. | 718388 | 62004068 |
|  | Analog Devices, Inc. | 605521 | 86359405 |
|  \* | Arrow Electronics, Inc. | 388892 | 39379204 |
|  # | Avnet, Inc. | 5178 | 208104 |
|  # \* | Cerence, Inc. | 658 | 11318 |
|  # \* | Ciena Corp. | 76253 | 3652519 |
|  | Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1704834 | 106125917 |
|  # | Concentrix Corp. | 93788 | 11463707 |
|  | Corning, Inc. | 3991170 | 128395939 |
|  | Dolby Laboratories, Inc., Class A | 16857 | 1126722 |
|  \* | DXC Technology Co. | 324844 | 9339265 |
|  | Fidelity National Information Services, Inc. | 754435 | 62610561 |
|  \* | First Solar, Inc. | 93364 | 13590997 |
|  \* | Fiserv, Inc. | 507819 | 52173324 |
|  # \* | Flex Ltd. | 1338622 | 26210219 |
|  | Global Payments, Inc. | 247994 | 28335794 |
|  # | Hewlett Packard Enterprise Co. | 7063734 | 100799484 |
|  # | HP, Inc. | 9328511 | 257653474 |
|  | Intel Corp. | 12556858 | 356991473 |
|  | International Business Machines Corp. | 194565 | 26906394 |
|  | Jabil, Inc. | 219026 | 14072421 |
|  | Juniper Networks, Inc. | 922810 | 28237986 |
|  \* | Kyndryl Holdings, Inc. | 59502 | 575384 |
|  | Marvell Technology, Inc. | 1003660 | 39825229 |
|  | Microchip Technology, Inc. | 2564 | 158301 |
|  | Micron Technology, Inc. | 3751374 | 202949333 |
|  | MKS Instruments, Inc. | 1502 | 123389 |
|  # \* | ON Semiconductor Corp. | 938498 | 57651932 |
|  \* | Qorvo, Inc. | 511928 | 44066762 |
|  | Roper Technologies, Inc. | 14446 | 5988445 |
|  \* | Salesforce, Inc. | 633045 | 102926787 |
|  | Skyworks Solutions, Inc. | 307882 | 26480931 |
|  # | SS&C Technologies Holdings, Inc. | 382266 | 19656118 |
|  # | TD SYNNEX Corp. | 93788 | 8582540 |
|  # | TE Connectivity Ltd. | 984671 | 120356336 |
|  \* | Teledyne Technologies, Inc. | 30542 | 12155105 |
|  \* | Western Digital Corp. | 887149 | 30491311 |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | 2111165438 |
|  MATERIALS — (7.5%) | MATERIALS — (7.5%) |  |  |
|  | Air Products & Chemicals, Inc. | 378095 | 94674988 |
|  # | Albemarle Corp. | 499343 | 139751125 |
|  # | Amcor PLC | 1177510 | 13635566 |
|  # \* | Arconic Corp. | 21469 | 445696 |
|  # | Ball Corp. | 644 | 31807 |
|  # | Celanese Corp. | 56404 | 5421553 |
|  | CF Industries Holdings, Inc. | 607999 | 64605974 |
|  # \* | Cleveland-Cliffs, Inc. | 409416 | 5318314 |
|  | Corteva, Inc. | 1069916 | 69908312 |
|  | Dow, Inc. | 2820364 | 131823813 |
|  | DuPont de Nemours, Inc. | 544663 | 31154724 |
|  | Eastman Chemical Co. | 838344 | 64393203 |

---

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**THE U.S. LARGE CAP VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  MATERIALS — (Continued) | MATERIALS — (Continued) |  |  |
|  | FMC Corp. | 25480 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3029572 |
|  | Freeport-McMoRan, Inc. | 5097835 | 161550391 |
|  | Huntsman Corp. | 8221 | 219994 |
|  | International Flavors & Fragrances, Inc. | 367438 | 35865623 |
|  # | International Paper Co. | 2073880 | 69703107 |
|  \* | Linde PLC | 775637 | 230635662 |
|  # | LyondellBasell Industries NV, Class A | 1089374 | 83282642 |
|  | Martin Marietta Materials, Inc. | 207284 | 69643278 |
|  | Mosaic Co. | 838015 | 45043306 |
|  | Newmont Corp. | 2114647 | 89491861 |
|  # | Nucor Corp. | 1985067 | 260798103 |
|  # | Packaging Corp. of America | 118167 | 14204855 |
|  | PPG Industries, Inc. | 2452 | 279969 |
|  | Reliance Steel & Aluminum Co. | 434112 | 87464886 |
|  # | Royal Gold, Inc. | 6364 | 604326 |
|  # | Sonoco Products Co. | 14629 | 908168 |
|  # | Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1686863 | 158649465 |
|  # | Sylvamo Corp. | 171249 | 8249064 |
|  | Valvoline, Inc. | 230719 | 6773910 |
|  | Vulcan Materials Co. | 428397 | 70128589 |
|  # | Westlake Corp. | 370962 | 35853477 |
|  | WestRock Co. | 591672 | 20152348 |
|  TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;&nbsp;&nbsp;2073697671 |
|  REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |  |  |
|  \* | CBRE Group, Inc., Class A | 956134 | 67828146 |
|  # \* | Jones Lang LaSalle, Inc. | 216488 | 34441076 |
|  TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 102269222 |
|  UTILITIES — (0.3%) | UTILITIES — (0.3%) |  |  |
|  # | NRG Energy, Inc. | 1165655 | 51755082 |
|  | Vistra Corp. | 1080745 | 24824713 |
|  TOTAL UTILITIES | TOTAL UTILITIES |  | 76579795 |
|  TOTAL COMMON STOCKS<br>Cost ($16,275,340,734) | TOTAL COMMON STOCKS<br>Cost ($16,275,340,734) |  | 26779073948 |
|  TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) |  |  |
|  | State Street Institutional U.S. Government Money Market Fund 3.010% | 264660566 | 264660566 |
|  SECURITIES LENDING COLLATERAL — (1.9%) | SECURITIES LENDING COLLATERAL — (1.9%) |  |  |
|  @ § | The DFA Short Term Investment Fund | 45100100 | 521402250 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $17,061,542,735) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $17,061,542,735) |  | $27565136764 |

---

---

| | |
|:---|:---|
|  †  | See Note B to Financial Statements. |
|  # | Total or Partial Securities on Loan. |
|  \* | Non-Income Producing Securities. |
|  @ | Security purchased with cash collateral received from Securities on Loan. |
|  § | Affiliated Fund. |

---

------

**THE U.S. LARGE CAP VALUE SERIES** 

**CONTINUED** 

As of October 31, 2022, The U.S. Large Cap Value Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 882 | 12/16/22 | $178906459 | $171240300 | $(7666159) |
|  **Total Futures Contracts** |  |  | $**178906459** | $**171240300** | $**(7666159)** |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $2030657504 |  |  | $2030657504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1399188599 |  |  | 1399188599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 1634069451 |  |  | 1634069451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 4288327183 |  |  | 4288327183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 5331676302 |  |  | 5331676302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 4614770070 |  |  | 4614770070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 3116672713 |  |  | 3116672713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 2111165438 |  |  | 2111165438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 2073697671 |  |  | 2073697671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 102269222 |  |  | 102269222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 76579795 |  |  | 76579795 |
|  Temporary Cash Investments | 264660566 |  |  | 264660566 |
|  Securities Lending Collateral |  | $521402250 |  | 521402250 |
|  Futures Contracts\*\* | (7666159) |  |  | (7666159) |
|  TOTAL | $27036068355 | $521402250 |  | $27557470605 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (94.7%) | COMMON STOCKS — (94.7%) |  |  |
| AUSTRALIA — (7.6%) | AUSTRALIA — (7.6%) | AUSTRALIA — (7.6%) |  |
| \* | AMP Ltd. | 2083483 | $1680179 |
|  | Ampol Ltd. | 2567 | 44773 |
|  | Ansell Ltd. | 38888 | 702049 |
|  | Aurizon Holdings Ltd. | 8111517 | 18797360 |
| # | Australia & New Zealand Banking Group Ltd. | 7347638 | 120381777 |
| # | Bank of Queensland Ltd. | 1687416 | 7946519 |
|  | Beach Energy Ltd. | 5340476 | 5460960 |
| # | Bendigo & Adelaide Bank Ltd. | 1066408 | 6155959 |
|  | BlueScope Steel Ltd. | 3217376 | 32398894 |
|  | Boral Ltd. | 1 | 2 |
|  | Challenger Ltd. | 782323 | 3515234 |
|  | Cleanaway Waste Management Ltd. | 6684980 | 11563210 |
|  | Downer EDI Ltd. | 2494087 | 7167844 |
|  | Evolution Mining Ltd. | 4135415 | 5485833 |
|  | Fortescue Metals Group Ltd. | 240333 | 2264178 |
| # | Harvey Norman Holdings Ltd. | 2695782 | 7171559 |
|  | IGO Ltd. | 185805 | 1817163 |
|  | Incitec Pivot Ltd. | 7095295 | 17063831 |
|  | Lendlease Corp. Ltd. | 1303875 | 7250535 |
|  | National Australia Bank Ltd. | 5345044 | 111027479 |
| # | New Hope Corp. Ltd. | 534238 | 1940709 |
|  | Newcrest Mining Ltd. | 1789020 | 19813890 |
|  | Nine Entertainment Co. Holdings Ltd. | 1462623 | 1931565 |
|  | Northern Star Resources Ltd. | 1370043 | 7646345 |
|  | Orica Ltd. | 657206 | 5846003 |
|  | Origin Energy Ltd. | 3364446 | 12019742 |
|  | OZ Minerals Ltd. | 779352 | 12067506 |
|  | Premier Investments Ltd. | 19252 | 308310 |
|  | QBE Insurance Group Ltd. | 976946 | 7654334 |
|  | Qube Holdings Ltd. | 608346 | 1059102 |
|  | Rio Tinto Ltd. | 539889 | 30638482 |
|  | Santos Ltd. | 9204868 | 44935003 |
| # | Seven Group Holdings Ltd. | 186936 | 2192090 |
|  | Sims Ltd. | 175120 | 1369148 |
|  | Sonic Healthcare Ltd. | 112263 | 2350280 |
|  | South32 Ltd. | 13513440 | 31003450 |
|  | Suncorp Group Ltd. | 3892309 | 28472278 |
|  | Tabcorp Holdings Ltd. | 2857127 | 1763935 |
|  | TPG Telecom Ltd. | 450905 | 1414489 |
| W | Viva Energy Group Ltd. | 2028036 | 3681361 |
|  | Westpac Banking Corp. | 7338308 | 113310525 |
|  | Whitehaven Coal Ltd. | 5022173 | 29172774 |
|  | Woodside Energy Group Ltd. | 3456203 | 79902049 |
|  | Worley Ltd. | 905249 | 8268646 |
| # | Yancoal Australia Ltd. | 41805 | 138353 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 816795707 |
| AUSTRIA — (0.1%) | AUSTRIA — (0.1%) |  |  |
|  | Erste Group Bank AG | 238396 | 5875253 |
|  | Raiffeisen Bank International AG | 24847 | 345553 |
|  TOTAL AUSTRIA | TOTAL AUSTRIA | TOTAL AUSTRIA | 6220806 |
|  BELGIUM — (0.6%) | BELGIUM — (0.6%) |  |  |
| # | Ageas SA | 382351 | 13236295 |
|  | KBC Group NV | 557629 | 27945987 |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) |  |  |
|  | Solvay SA | 195222 | $17616999 |
| TOTAL BELGIUM | TOTAL BELGIUM | TOTAL BELGIUM | 58799281 |
| CANADA — (10.1%) | CANADA — (10.1%) |  |  |
| # | Agnico Eagle Mines Ltd. | 607528 | 26706931 |
|  | AltaGas Ltd. | 424078 | 7648252 |
| # | ARC Resources Ltd. | 1055555 | 14860752 |
| # | Bank of Montreal | 1333134 | 122755038 |
|  | Bank of Nova Scotia | 2541998 | 122836259 |
| # | Barrick Gold Corp. | 2761104 | 41503841 |
| # | Canadian Imperial Bank of Commerce | 1943976 | 88281990 |
|  | Canadian Natural Resources Ltd. | 806380 | 48334417 |
| # | Cenovus Energy, Inc. | 1089694 | 22013596 |
| # | Endeavour Mining PLC | 791919 | 14084631 |
|  | Fairfax Financial Holdings Ltd. | 97836 | 48050126 |
|  | First Quantum Minerals Ltd. | 1697220 | 29936647 |
|  | Great-West Lifeco, Inc. | 464849 | 10761799 |
|  | iA Financial Corp., Inc. | 312246 | 17377687 |
|  | IGM Financial, Inc. | 17720 | 474363 |
|  | Imperial Oil Ltd. | 543164 | 29591575 |
| # | Kinross Gold Corp. | 4622914 | 16763090 |
|  | Lundin Mining Corp. | 2996201 | 15702921 |
| # | Magna International, Inc. | 694429 | 38700528 |
| # | Manulife Financial Corp. | 2453743 | 40622680 |
| \* | MEG Energy Corp. | 90475 | 1352792 |
|  | Nutrien Ltd. | 944511 | 79811163 |
|  | Onex Corp. | 183522 | 9237056 |
|  | Saputo, Inc. | 46660 | 1135718 |
|  | Sun Life Financial, Inc. | 262957 | 11162525 |
|  | Suncor Energy, Inc. | 3330441 | 114542374 |
| # | Teck Resources Ltd.,Class B | 2053944 | 62522056 |
|  | Tourmaline Oil Corp. | 409329 | 23063159 |
| #\* | Turquoise Hill Resources Ltd. | 55248 | 1553021 |
|  | West Fraser Timber Co. Ltd. | 247686 | 18596954 |
| # | Whitecap Resources, Inc. | 1348132 | 10449792 |
| TOTAL CANADA | TOTAL CANADA | TOTAL CANADA | 1090433733 |
| CHINA — (0.0%) | CHINA — (0.0%) |  |  |
| W | BOC Aviation Ltd. | 388400 | 2599145 |
|  | Orient Overseas International Ltd. | 67000 | 979080 |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA | 3578225 |
|  DENMARK — (1.9%) | DENMARK — (1.9%) |  |  |
|  | AP Moller - Maersk AS, Class A | 6364 | 12732356 |
|  | AP Moller - Maersk AS, Class B | 7912 | 16529522 |
|  | Carlsberg AS, Class B | 348558 | 41041170 |
| # | Chr Hansen Holding AS | 154310 | 8570536 |
|  | Danske Bank AS | 945349 | 15249409 |
| #\* | Demant AS | 108509 | 2963083 |
|  | DSV AS | 379252 | 51247654 |
| \* | Genmab AS | 17930 | 6906771 |
|  | ROCKWOOL AS, Class A | 91 | 17946 |
|  | Tryg AS | 336476 | 7277718 |
| # | Vestas Wind Systems AS | 1991959 | 39268811 |
|  TOTAL DENMARK | TOTAL DENMARK | TOTAL DENMARK | 201804976 |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (1.1%) | FINLAND — (1.1%) |  |  |
|  | Nokia Oyj | 4351573 | $19338011 |
|  | Nokia Oyj, Sponsored ADR | 1331054 | 5856638 |
|  | Nordea Bank Abp | 4491932 | 42914468 |
|  | Stora Enso Oyj, Class R | 1696368 | 22118614 |
|  | UPM-Kymmene Oyj | 700891 | 23562164 |
| TOTAL FINLAND | TOTAL FINLAND | TOTAL FINLAND | 113789895 |
| FRANCE — (10.2%) | FRANCE — (10.2%) |  |  |
| \* | Accor SA | 268063 | 6423178 |
| # | Alstom SA | 339734 | 6992142 |
| W | Amundi SA | 62742 | 2960161 |
|  | Arkema SA | 235866 | 18665970 |
|  | AXA SA | 2421503 | 59798721 |
|  | BNP Paribas SA | 1819966 | 85345265 |
|  | Bollore SE | 1793750 | 8971512 |
|  | Bouygues SA | 1023747 | 29208676 |
| # | Carrefour SA | 2495917 | 40172903 |
|  | Cie de Saint-Gobain | 1784858 | 72966654 |
|  | Cie Generale des Etablissements Michelin SCA | 2521000 | 64245287 |
|  | Credit Agricole SA | 1088951 | 9880769 |
|  | Eiffage SA | 259883 | 23499081 |
|  | Electricite de France SA | 117821 | 1391460 |
|  | Engie SA | 3701762 | 48098296 |
|  | Eurazeo SE | 21491 | 1226393 |
| \* | Euroapi SA | 29687 | 519491 |
| \* | Faurecia SE | 61470 | 916322 |
|  | Orange SA | 7137374 | 68004272 |
|  | Publicis Groupe SA | 702589 | 39348057 |
| \* | Renault SA | 540715 | 16648184 |
|  | Rexel SA | 204641 | 3651879 |
|  | Sanofi | 682839 | 58763618 |
|  | Societe Generale SA | 2080067 | 47710538 |
| # | TotalEnergies SE | 6840726 | 373184524 |
|  | Vinci SA | 24438 | 2249199 |
|  | Vivendi SE | 324425 | 2655410 |
| \*W | Worldline SA | 40901 | 1785184 |
| TOTAL FRANCE | TOTAL FRANCE | TOTAL FRANCE | 1095283146 |
| GERMANY — (5.5%) | GERMANY — (5.5%) |  |  |
|  | BASF SE | 1819157 | 81626734 |
|  | Bayer AG | 748346 | 39348802 |
|  | Bayerische Motoren Werke AG | 1003964 | 78803005 |
| \* | Commerzbank AG | 4359162 | 34828398 |
| # | Continental AG | 251046 | 13003094 |
| W | Covestro AG | 638137 | 21662206 |
| #\* | Daimler Truck Holding AG | 1284137 | 34251242 |
|  | Deutsche Bank AG | 3421901 | 32688246 |
| #\* | Deutsche Lufthansa AG | 524114 | 3583370 |
| W | DWS Group GmbH & Co. KGaA | 17259 | 466620 |
|  | E.ON SE | 142220 | 1190948 |
|  | Evonik Industries AG | 449221 | 8275420 |
| # | Fresenius Medical Care AG & Co. KGaA | 334517 | 9252932 |
|  | Fresenius SE & Co. KGaA | 862748 | 19854539 |
| # | HeidelbergCement AG | 448245 | 20613343 |
|  | K&S AG | 30775 | 679481 |
|  | Mercedes-Benz Group AG | 2636283 | 152592147 |
|  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 7068 | 1865781 |
|  | RTL Group SA | 3228 | 109577 |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
| \* | Siemens Energy AG | 410242 | $4782444 |
| \* | Talanx AG | 162600 | 6106338 |
| # | Telefonica Deutschland Holding AG | 4563070 | 9942468 |
|  | Volkswagen AG | 111321 | 19028300 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 594555435 |
|  HONG KONG — (2.0%) | HONG KONG — (2.0%) |  |  |
|  | Bank of East Asia Ltd. | 510881 | 489621 |
|  | BOC Hong Kong Holdings Ltd. | 6049000 | 18796094 |
| #\* | Cathay Pacific Airways Ltd. | 7360999 | 6675161 |
|  | CK Asset Holdings Ltd. | 4895803 | 27066771 |
|  | CK Hutchison Holdings Ltd. | 7469484 | 37181816 |
|  | CK Infrastructure Holdings Ltd. | 743000 | 3529785 |
|  | Hang Lung Properties Ltd. | 6065000 | 7629545 |
|  | Hang Seng Bank Ltd. | 368300 | 5184846 |
|  | Henderson Land Development Co. Ltd. | 2620485 | 6415628 |
|  | HKT Trust & HKT Ltd. | 1300000 | 1470227 |
|  | MTR Corp. Ltd. | 2867933 | 12619448 |
|  | New World Development Co. Ltd. | 4946042 | 10117002 |
|  | Sino Land Co. Ltd. | 11469651 | 12247473 |
|  | Sun Hung Kai Properties Ltd. | 3517920 | 37804682 |
|  | Swire Pacific Ltd., Class A | 1036500 | 6875633 |
|  | Swire Pacific Ltd., Class B | 2672500 | 2753875 |
| W | WH Group Ltd. | 30841696 | 15575397 |
|  | Xinyi Glass Holdings Ltd. | 1224000 | 1573030 |
|  TOTAL HONG KONG | TOTAL HONG KONG | TOTAL HONG KONG | 214006034 |
|  IRELAND — (0.4%) | IRELAND — (0.4%) |  |  |
|  | AIB Group PLC | 220530 | 637974 |
|  | Bank of Ireland Group PLC | 509669 | 3669934 |
|  | CRH PLC | 293793 | 10581784 |
| # | CRH PLC, Sponsored ADR | 728717 | 26386842 |
| #\* | Flutter Entertainment PLC | 39961 | 5294275 |
|  TOTAL IRELAND | TOTAL IRELAND | TOTAL IRELAND | 46570809 |
|  ISRAEL — (0.6%) | ISRAEL — (0.6%) |  |  |
|  | Bank Hapoalim BM | 1986735 | 19150643 |
|  | Bank Leumi Le-Israel BM | 493637 | 4709171 |
|  | Harel Insurance Investments & Financial Services Ltd. | 600083 | 5776383 |
|  | Israel Discount Bank Ltd., Class A | 2663342 | 15143995 |
|  | Migdal Insurance & Financial Holdings Ltd. | 303753 | 364346 |
|  | Phoenix Holdings Ltd. | 796823 | 8631288 |
| #\* | Teva Pharmaceutical Industries Ltd., Sponsored ADR | 1236857 | 11032764 |
|  TOTAL ISRAEL | TOTAL ISRAEL | TOTAL ISRAEL | 64808590 |
|  ITALY — (2.0%) | ITALY — (2.0%) |  |  |
|  | Eni SpA | 2863752 | 37611711 |
| # | Intesa Sanpaolo SpA | 26193710 | 49939026 |
|  | Mediobanca Banca di Credito Finanziario SpA | 830884 | 7527464 |
|  | Stellantis NV | 3233234 | 43621391 |
|  | Stellantis NV | 1607929 | 21739200 |
| \* | Telecom Italia SpA | 3714140 | 726641 |
| \* | Telecom Italia SpA, Sponsored ADR | 1610365 | 3124108 |
|  | UniCredit SpA | 3981409 | 49374501 |
|  | UnipolSai Assicurazioni SpA | 108539 | 244731 |
|  TOTAL ITALY | TOTAL ITALY | TOTAL ITALY | 213908773 |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (18.6%) | JAPAN — (18.6%) |  |  |
|  | Acom Co. Ltd. | 117400 | $256478 |
|  | AEON Financial Service Co. Ltd. | 34400 | 336659 |
|  | AGC, Inc. | 895500 | 28060450 |
|  | Air Water, Inc. | 37000 | 413098 |
|  | Aisin Corp. | 609000 | 15632867 |
|  | Alfresa Holdings Corp. | 202200 | 2327903 |
|  | Alps Alpine Co. Ltd. | 312378 | 2683505 |
|  | Amada Co. Ltd. | 907100 | 6380151 |
|  | Aozora Bank Ltd. | 253300 | 4357206 |
|  | Asahi Group Holdings Ltd. | 147200 | 4118763 |
|  | Asahi Kasei Corp. | 2388200 | 15312932 |
|  | Bank of Kyoto Ltd. | 113679 | 4096514 |
|  | Bridgestone Corp. | 601100 | 21739651 |
|  | Brother Industries Ltd. | 498800 | 8497509 |
|  | Canon Marketing Japan, Inc. | 158500 | 3344666 |
|  | Canon, Inc. | 652000 | 13820757 |
|  | Chiba Bank Ltd. | 1064000 | 5829785 |
|  | Coca-Cola Bottlers Japan Holdings, Inc. | 205857 | 1859907 |
|  | COMSYS Holdings Corp. | 23300 | 381721 |
|  | Concordia Financial Group Ltd. | 2530100 | 7719893 |
| # | Cosmo Energy Holdings Co. Ltd. | 273700 | 7050333 |
|  | Credit Saison Co. Ltd. | 393600 | 4206937 |
|  | Dai Nippon Printing Co. Ltd. | 457000 | 9154042 |
|  | Daicel Corp. | 457800 | 2612123 |
|  | Dai-ichi Life Holdings, Inc. | 1226047 | 19472990 |
|  | Daiwa House Industry Co. Ltd. | 444500 | 8955489 |
|  | Daiwa Securities Group, Inc. | 3723000 | 14525920 |
|  | DeNA Co. Ltd. | 29600 | 386057 |
|  | Denka Co. Ltd. | 234800 | 5439389 |
|  | DIC Corp. | 246600 | 4140504 |
|  | Dowa Holdings Co. Ltd. | 195100 | 6194821 |
|  | Ebara Corp. | 13400 | 435394 |
|  | ENEOS Holdings, Inc. | 8814203 | 29075018 |
|  | Ezaki Glico Co. Ltd. | 8100 | 182234 |
|  | Fuji Media Holdings, Inc. | 30600 | 212826 |
|  | FUJIFILM Holdings Corp. | 24800 | 1134597 |
|  | Fujikura Ltd. | 47500 | 281246 |
|  | Fukuoka Financial Group, Inc. | 386600 | 6578234 |
|  | Hankyu Hanshin Holdings, Inc. | 581700 | 17276918 |
|  | Haseko Corp. | 510100 | 5253122 |
| \* | Hino Motors Ltd. | 840100 | 3491268 |
|  | Hitachi Construction Machinery Co. Ltd. | 209100 | 4090837 |
|  | Hitachi Ltd. | 253600 | 11506798 |
|  | Honda Motor Co. Ltd. | 3522000 | 80310312 |
|  | House Foods Group, Inc. | 2800 | 52367 |
|  | Hulic Co. Ltd. | 28500 | 207034 |
|  | Idemitsu Kosan Co. Ltd. | 602938 | 13192422 |
|  | IHI Corp. | 83100 | 1853463 |
|  | Iida Group Holdings Co. Ltd. | 674550 | 9366371 |
|  | Inpex Corp. | 2704683 | 27296730 |
|  | Isetan Mitsukoshi Holdings Ltd. | 549300 | 4878955 |
|  | Isuzu Motors Ltd. | 1471000 | 17298458 |
|  | ITOCHU Corp. | 658700 | 17023796 |
|  | Iwatani Corp. | 79600 | 2930985 |
|  | J Front Retailing Co. Ltd. | 712300 | 5757543 |
|  | Japan Post Bank Co., Ltd. | 56300 | 375134 |
|  | Japan Post Holdings Co. Ltd. | 1397610 | 9398335 |
|  | Japan Post Insurance Co. Ltd. | 134400 | 1989543 |
|  | JFE Holdings, Inc. | 1387295 | 12709171 |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | JGC Holdings Corp. | 257700 | $3099501 |
| # | JTEKT Corp. | 572800 | 4043872 |
|  | Kajima Corp. | 814700 | 7668918 |
|  | Kamigumi Co. Ltd. | 342200 | 6507510 |
|  | Kaneka Corp. | 231308 | 5735815 |
|  | Kawasaki Heavy Industries Ltd. | 677300 | 11519110 |
| # | Kawasaki Kisen Kaisha Ltd. | 101100 | 1532999 |
|  | Kewpie Corp. | 7000 | 110511 |
|  | Kinden Corp. | 222800 | 2267070 |
|  | Kobe Steel Ltd. | 60200 | 246874 |
|  | Koito Manufacturing Co. Ltd. | 61600 | 874525 |
|  | Kokuyo Co. Ltd. | 20200 | 250551 |
|  | Komatsu Ltd. | 1056900 | 20704869 |
|  | Konica Minolta, Inc. | 5300 | 16149 |
|  | K's Holdings Corp. | 403300 | 3160424 |
|  | Kuraray Co. Ltd. | 1408691 | 9686908 |
|  | Kyocera Corp. | 179600 | 8697386 |
|  | Lixil Corp. | 961800 | 14528256 |
|  | Mabuchi Motor Co. Ltd. | 73100 | 1983526 |
|  | Makita Corp. | 122700 | 2242160 |
|  | Marubeni Corp. | 2948900 | 25814415 |
|  | Maruichi Steel Tube Ltd. | 15500 | 292573 |
|  | Mazda Motor Corp. | 944400 | 6358607 |
|  | Mebuki Financial Group, Inc. | 1302120 | 2532211 |
|  | Medipal Holdings Corp. | 329250 | 4082057 |
|  | Mitsubishi Chemical Group Corp. | 3775900 | 17057065 |
|  | Mitsubishi Corp. | 1963400 | 53186304 |
|  | Mitsubishi Electric Corp. | 2250900 | 19804783 |
|  | Mitsubishi Estate Co. Ltd. | 84800 | 1066385 |
|  | Mitsubishi Gas Chemical Co., Inc. | 727100 | 9239413 |
|  | Mitsubishi HC Capital, Inc. | 2653300 | 11385461 |
|  | Mitsubishi Heavy Industries Ltd. | 724500 | 24954718 |
|  | Mitsubishi Logistics Corp. | 89600 | 1966127 |
|  | Mitsubishi Materials Corp. | 79200 | 1035182 |
| \* | Mitsubishi Motors Corp. | 1740000 | 5861598 |
| # | Mitsubishi UFJ Financial Group, Inc., Sponsored ADR | 1968045 | 9269492 |
|  | Mitsubishi UFJ Financial Group, Inc. | 10193750 | 48153735 |
|  | Mitsui & Co. Ltd., Sponsored ADR | 10506 | 4635983 |
|  | Mitsui & Co. Ltd. | 1738400 | 38469354 |
|  | Mitsui Chemicals, Inc. | 823660 | 15245060 |
|  | Mitsui Fudosan Co. Ltd. | 940400 | 18007122 |
| # | Mitsui OSK Lines Ltd. | 885300 | 17524680 |
|  | Mizuho Financial Group, Inc. | 2369480 | 25627020 |
|  | MS&AD Insurance Group Holdings, Inc. | 445453 | 11796132 |
|  | Nagase & Co. Ltd. | 21700 | 295647 |
|  | NEC Corp. | 780910 | 25848818 |
|  | NGK Insulators Ltd. | 296700 | 3461320 |
|  | NGK Spark Plug Co. Ltd. | 315000 | 5746877 |
|  | NH Foods Ltd. | 317767 | 7572856 |
|  | Nikon Corp. | 695200 | 6723370 |
|  | Nippon Electric Glass Co. Ltd. | 131500 | 2277000 |
|  | Nippon Express Holdings, Inc. | 308324 | 15492628 |
|  | Nippon Shokubai Co. Ltd. | 84400 | 3027491 |
| # | Nippon Steel Corp. | 1185793 | 16267325 |
| # | Nippon Yusen KK | 709500 | 12852207 |
|  | Nissan Motor Co. Ltd. | 4749500 | 15138096 |
|  | Nisshin Seifun Group, Inc. | 188500 | 2036858 |
|  | Nomura Holdings, Inc. | 3219302 | 10417526 |
|  | Nomura Real Estate Holdings, Inc. | 521500 | 11787885 |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | NSK Ltd. | 1027500 | $5430571 |
|  | Obayashi Corp. | 2342282 | 15034320 |
|  | Oji Holdings Corp. | 3568100 | 12369618 |
|  | ORIX Corp. | 2086100 | 30639991 |
|  | Otsuka Holdings Co. Ltd. | 146200 | 4686367 |
|  | Panasonic Holdings Corp. | 3551799 | 25298082 |
|  | Resona Holdings, Inc. | 2821139 | 10632736 |
| # | Ricoh Co. Ltd. | 1414100 | 10362225 |
|  | Rinnai Corp. | 12700 | 864429 |
|  | Rohm Co. Ltd. | 93500 | 6569738 |
|  | Sankyo Co. Ltd. | 30300 | 1000562 |
|  | Santen Pharmaceutical Co. Ltd. | 156700 | 1072298 |
|  | SBI Holdings, Inc. | 248599 | 4490707 |
|  | Seiko Epson Corp. | 794400 | 10784898 |
|  | Seino Holdings Co. Ltd. | 437400 | 3360897 |
|  | Sekisui Chemical Co. Ltd. | 206700 | 2581275 |
|  | Sekisui House Ltd. | 1537800 | 25531783 |
|  | Shimamura Co. Ltd. | 61300 | 4957170 |
|  | Shimizu Corp. | 936400 | 4672627 |
|  | Shinsei Bank Ltd. | 61300 | 912185 |
|  | Shizuoka Financial Group, Inc. | 851000 | 5373911 |
| # | Showa Denko KK | 515700 | 7528473 |
|  | Sohgo Security Services Co. Ltd. | 15800 | 393853 |
|  | Sojitz Corp. | 666340 | 9823159 |
|  | Sompo Holdings, Inc. | 490056 | 20431555 |
|  | Stanley Electric Co. Ltd. | 335400 | 5701966 |
|  | Subaru Corp. | 1010984 | 15802509 |
|  | Sumitomo Chemical Co. Ltd. | 8266400 | 27835099 |
|  | Sumitomo Corp. | 1312600 | 16688087 |
|  | Sumitomo Electric Industries Ltd. | 2834000 | 29616198 |
|  | Sumitomo Forestry Co. Ltd. | 598600 | 9364241 |
|  | Sumitomo Heavy Industries Ltd. | 487894 | 9247903 |
|  | Sumitomo Metal Mining Co. Ltd. | 584364 | 16380210 |
|  | Sumitomo Mitsui Financial Group, Inc. | 1282500 | 36014598 |
|  | Sumitomo Mitsui Trust Holdings, Inc. | 467344 | 13445014 |
|  | Sumitomo Pharma Co. Ltd. | 333431 | 2322650 |
| # | Sumitomo Realty & Development Co. Ltd. | 350800 | 8045215 |
|  | Sumitomo Rubber Industries Ltd. | 756200 | 6487361 |
|  | Suzuken Co. Ltd. | 85000 | 1892418 |
|  | Suzuki Motor Corp. | 428500 | 14487502 |
|  | T&D Holdings, Inc. | 1301400 | 12871108 |
|  | Taiheiyo Cement Corp. | 130700 | 1776099 |
|  | Taisei Corp. | 184000 | 5012274 |
|  | Taisho Pharmaceutical Holdings Co. Ltd. | 38900 | 1403046 |
|  | Takeda Pharmaceutical Co. Ltd. | 2595871 | 68554353 |
|  | TBS Holdings, Inc. | 70800 | 733409 |
|  | TDK Corp. | 361500 | 11292665 |
|  | Teijin Ltd. | 818590 | 7431976 |
|  | THK Co. Ltd. | 92400 | 1611445 |
|  | Toda Corp. | 717800 | 3587751 |
|  | Tokai Carbon Co. Ltd. | 40000 | 261037 |
|  | Tokyo Century Corp. | 100200 | 3417560 |
|  | Tokyo Tatemono Co. Ltd. | 870300 | 11968649 |
|  | Tokyu Fudosan Holdings Corp. | 2556700 | 12971603 |
|  | Toppan, Inc. | 599800 | 8945517 |
|  | Toray Industries, Inc. | 2891600 | 14045510 |
|  | Tosoh Corp. | 1241700 | 13509050 |
|  | Toyo Seikan Group Holdings Ltd. | 416349 | 4761967 |
|  | Toyo Tire Corp. | 52000 | 610036 |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Toyoda Gosei Co. Ltd. | 272500 | $4356385 |
|  | Toyota Boshoku Corp. | 47400 | 603145 |
|  | Toyota Industries Corp. | 155700 | 8020918 |
|  | Toyota Motor Corp. | 12080750 | 167615564 |
|  | Toyota Tsusho Corp. | 584300 | 19612549 |
|  | Tsumura & Co | 24700 | 515893 |
|  | UBE Corp. | 71800 | 926062 |
|  | Yamada Holdings Co. Ltd. | 1918800 | 6183357 |
|  | Yamaha Motor Co. Ltd. | 893600 | 18446185 |
|  | Yamato Kogyo Co. Ltd. | 9200 | 267166 |
|  | Yamazaki Baking Co. Ltd. | 325600 | 3317644 |
|  | Yokohama Rubber Co. Ltd. | 563500 | 8811511 |
|  | Z Holdings Corp. | 1456300 | 3758358 |
|  | Zeon Corp. | 404300 | 3407951 |
|  TOTAL JAPAN | TOTAL JAPAN | TOTAL JAPAN | 1999398590 |
|  NETHERLANDS — (3.8%) | NETHERLANDS — (3.8%) |  |  |
| W | ABN AMRO Bank NV | 509108 | 5004853 |
|  | Aegon NV | 3153912 | 14599955 |
|  | Aegon NV, Class NY | 413726 | 1907277 |
| # | Akzo Nobel NV | 420445 | 25956335 |
|  | ArcelorMittal SA | 652213 | 14579331 |
| # | ArcelorMittal SA | 931574 | 20913839 |
|  | ASR Nederland NV | 366024 | 16117088 |
|  | Coca-Cola Europacific Partners PLC | 84349 | 3981556 |
| # | Heineken NV | 169387 | 14149606 |
|  | ING Groep NV | 4971616 | 48918640 |
|  | JDE Peet's NV | 244766 | 7006451 |
|  | Koninklijke Ahold Delhaize NV | 4054901 | 113084163 |
|  | Koninklijke DSM NV | 327831 | 38562867 |
|  | Koninklijke KPN NV | 4007248 | 11208695 |
|  | Koninklijke Philips NV | 991539 | 12577551 |
|  | Koninklijke Philips NV | 33022 | 417728 |
| # | NN Group NV | 695023 | 29428966 |
| # | OCI NV | 84204 | 3220625 |
|  | Prosus NV | 85856 | 3712556 |
|  | Randstad NV | 338457 | 16868423 |
|  | Stellantis NV | 208034 | 2812620 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | TOTAL NETHERLANDS | 405029125 |
|  NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |  |  |
| \* | Auckland International Airport Ltd. | 1979607 | 8849674 |
|  | Chorus Ltd. | 297294 | 1435249 |
|  | EBOS Group Ltd. | 228415 | 4979690 |
|  | Fletcher Building Ltd. | 1485793 | 4436475 |
| # | Fonterra Co-operative Group Ltd. | 293628 | 508560 |
|  | Ryman Healthcare Ltd. | 183927 | 895777 |
|  | Summerset Group Holdings Ltd. | 437306 | 2460434 |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | 23565859 |
|  NORWAY — (0.9%) | NORWAY — (0.9%) |  |  |
| \* | Adevinta ASA | 53248 | 364502 |
| # | Aker ASA, Class A | 9016 | 636202 |
|  | Austevoll Seafood ASA | 164785 | 1221061 |
|  | DNB Bank ASA | 1885402 | 33346874 |
| W | Elkem ASA | 763849 | 2537700 |
| # | Frontline Ltd. | 84273 | 1053179 |
| # | Golden Ocean Group Ltd. | 787356 | 6463225 |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  | Norsk Hydro ASA | 2813185 | $17853372 |
|  | Orkla ASA | 344624 | 2324543 |
|  | Schibsted ASA, Class A | 14016 | 216323 |
|  | Schibsted ASA, Class B | 16720 | 248579 |
|  | SpareBank 1 SR-Bank ASA | 329406 | 3354402 |
|  | Storebrand ASA | 1260839 | 9808510 |
|  | Subsea 7 SA | 453890 | 4528412 |
|  | Wallenius Wilhelmsen ASA | 587212 | 4174824 |
|  | Yara International ASA | 290501 | 12965471 |
|  TOTAL NORWAY | TOTAL NORWAY | TOTAL NORWAY | 101097179 |
|  PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |  |  |
| \*†† | Banco Espirito Santo SA | 2631973 | 0 |
|  | EDP Renovaveis SA | 398808 | 8391909 |
|  | Galp Energia SGPS SA | 553452 | 5619252 |
|  TOTAL PORTUGAL | TOTAL PORTUGAL | TOTAL PORTUGAL | 14011161 |
|  SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |  |  |
|  | City Developments Ltd. | 1511600 | 8149960 |
|  | Frasers Property Ltd. | 492700 | 311574 |
|  | Hongkong Land Holdings Ltd. | 2134200 | 8216422 |
|  | Keppel Corp. Ltd. | 6501200 | 31999025 |
|  | Olam Group Ltd. | 399410 | 378142 |
|  | Oversea-Chinese Banking Corp. Ltd. | 2424400 | 20811249 |
| \* | Singapore Airlines Ltd. | 3794200 | 14073850 |
|  | Singapore Land Group Ltd. | 987470 | 1516206 |
|  | UOL Group Ltd. | 1698674 | 7419450 |
|  | Wilmar International Ltd. | 6663900 | 18256101 |
|  | Yangzijiang Shipbuilding Holdings Ltd. | 8315000 | 7048836 |
|  TOTAL SINGAPORE | TOTAL SINGAPORE | TOTAL SINGAPORE | 118180815 |
|  SPAIN — (1.9%) | SPAIN — (1.9%) |  |  |
| # | Banco Bilbao Vizcaya Argentaria SA | 7144740 | 36858199 |
| # | Banco Bilbao Vizcaya Argentaria SA, Sponsored ADR | 1205842 | 6210086 |
| # | Banco Santander SA | 31583925 | 81912138 |
|  | CaixaBank SA | 3327631 | 11034568 |
|  | Repsol SA | 4619638 | 62847702 |
|  TOTAL SPAIN | TOTAL SPAIN | TOTAL SPAIN | 198862693 |
|  SWEDEN — (2.5%) | SWEDEN — (2.5%) | SWEDEN — (2.5%) |  |
|  | Billerud AB | 643038 | 8301425 |
|  | Boliden AB | 1135291 | 33015282 |
|  | Bure Equity AB | 95599 | 1844873 |
| W | Dometic Group AB | 200998 | 1150809 |
| # | Electrolux AB, Class B | 367325 | 4531753 |
|  | Essity AB, Class B | 97665 | 2063501 |
|  | Getinge AB, Class B | 79109 | 1605357 |
|  | Holmen AB, Class A | 5562 | 209122 |
|  | Holmen AB, Class B | 176174 | 6393428 |
| # | Husqvarna AB, Class B | 324042 | 1923885 |
| # | Intrum AB | 175698 | 2210666 |
|  | Loomis AB | 81723 | 2288123 |
| \* | Millicom International Cellular SA, SDR | 349452 | 3792748 |
| \* | Pandox AB | 106891 | 1309002 |
|  | Peab AB, Class B | 334177 | 1733923 |
|  | Saab AB, Class B | 158640 | 5605391 |
| # | Securitas AB, Class B | 531310 | 4341231 |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  | Skandinaviska Enskilda Banken AB, Class A | 2605519 | $27471007 |
| # | Skandinaviska Enskilda Banken AB, Class C | 14462 | 164955 |
|  | Skanska AB, Class B | 802330 | 12477311 |
|  | SKF AB, Class B | 1179544 | 17074621 |
|  | SSAB AB, Class A | 729061 | 3506832 |
|  | SSAB AB, Class B | 2046233 | 9507659 |
|  | Svenska Cellulosa AB SCA, Class A | 34534 | 416780 |
|  | Svenska Cellulosa AB SCA, Class B | 581885 | 6864953 |
|  | Svenska Handelsbanken AB, Class A | 1224329 | 11375275 |
| # | Svenska Handelsbanken AB, Class B | 37204 | 406824 |
| # | Swedbank AB, Class A | 973315 | 14510227 |
|  | Tele2 AB, Class B | 109932 | 901004 |
|  | Telefonaktiebolaget LM Ericsson, Class B | 1113229 | 6188823 |
| # | Telia Co. AB | 6786020 | 17981356 |
|  | Trelleborg AB, Class B | 788808 | 17368807 |
|  | Volvo AB, Class A | 268270 | 4582489 |
|  | Volvo AB, Class B | 2261068 | 37006733 |
|  TOTAL SWEDEN | TOTAL SWEDEN | TOTAL SWEDEN | 270126175 |
|  SWITZERLAND — (8.8%) | SWITZERLAND — (8.8%) |  |  |
|  | ABB Ltd | 912685 | 25345535 |
|  | Accelleron Industries AG | 45634 | 773825 |
|  | Alcon, Inc. | 571377 | 34773531 |
|  | Baloise Holding AG | 105344 | 14392321 |
|  | Barry Callebaut AG | 484 | 915685 |
|  | Cie Financiere Richemont SA, Class A | 922306 | 90140218 |
| # | Credit Suisse Group AG | 1363427 | 5647941 |
| # | Credit Suisse Group AG, Sponsored ADR | 1042624 | 4295611 |
|  | Holcim AG | 1372633 | 62257051 |
|  | Julius Baer Group Ltd. | 716015 | 34353585 |
| # | Novartis AG, Sponsored ADR | 1596183 | 129498327 |
|  | Novartis AG | 1706093 | 138007072 |
|  | SIG Group AG | 479021 | 9208255 |
|  | Swatch Group AG | 47812 | 10743806 |
|  | Swatch Group AG | 123912 | 5176883 |
|  | Swiss Life Holding AG | 69548 | 33676676 |
|  | Swiss Prime Site AG | 120516 | 9724788 |
|  | Swiss Re AG | 399672 | 29689539 |
|  | Swisscom AG | 94854 | 46837870 |
| \* | UBS Group AG | 7263744 | 115167715 |
|  | Zurich Insurance Group AG | 348909 | 148695901 |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND | TOTAL SWITZERLAND | 949322135 |
|  UNITED KINGDOM — (14.7%) | UNITED KINGDOM — (14.7%) |  |  |
|  | 3i Group PLC | 795146 | 10590043 |
|  | Abrdn Plc | 1691534 | 3082278 |
|  | Airtel Africa PLC | 31927 | 41326 |
|  | Anglo American PLC | 1391761 | 41689088 |
|  | Associated British Foods PLC | 371994 | 5765637 |
|  | Aviva PLC | 9753485 | 46783804 |
| # | Barclays PLC, Sponsored ADR | 7035082 | 48682767 |
|  | Barclays PLC | 191609 | 325592 |
|  | Barratt Developments PLC | 1021479 | 4405726 |
|  | Bellway PLC | 17101 | 363690 |
|  | Berkeley Group Holdings PLC | 7801 | 310381 |
| # | BP PLC, Sponsored ADR | 2518588 | 83818609 |
|  | BP PLC | 7690578 | 42548901 |
| # | British American Tobacco PLC, Sponsored ADR | 838885 | 33236624 |

---

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | British American Tobacco PLC | 3024009 | $119428540 |
|  | BT Group PLC | 22408140 | 33393292 |
|  | DS Smith PLC | 2580437 | 8605552 |
|  | Glencore PLC | 23897614 | 137006665 |
| \* | Haleon PLC | 10146 | 31112 |
|  | HSBC Holdings PLC | 13535003 | 69462304 |
| # | HSBC Holdings PLC, Sponsored ADR | 2324211 | 60220307 |
|  | Investec PLC | 1183350 | 5930587 |
|  | J Sainsbury PLC | 7868098 | 17538720 |
|  | Johnson Matthey PLC | 31950 | 709213 |
|  | Kingfisher PLC | 7975671 | 20038335 |
|  | Lloyds Banking Group PLC | 164752825 | 79125348 |
| # | Lloyds Banking Group PLC, ADR | 1844768 | 3523507 |
|  | M&G PLC | 2956890 | 5942237 |
|  | Melrose Industries PLC | 4376981 | 5871206 |
|  | NatWest Group PLC | 5527508 | 14887243 |
| # | NatWest Group PLC, Sponsored ADR | 637445 | 3454952 |
|  | Pearson PLC | 309149 | 3417059 |
| # | Pearson PLC, Sponsored ADR | 1015920 | 11297030 |
|  | Phoenix Group Holdings PLC | 710707 | 4423421 |
|  | Shell PLC | 307658 | 8522614 |
|  | Shell PLC, Sponsored ADR | 9015405 | 501526980 |
|  | Standard Chartered PLC | 5983569 | 35750245 |
|  | Taylor Wimpey PLC | 1897348 | 2039892 |
|  | Tesco PLC | 12704903 | 31379592 |
|  | Vodafone Group PLC | 51300878 | 59888735 |
| # | Vodafone Group PLC, Sponsored ADR | 1760686 | 20793705 |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM | 1585852859 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | 10186002001 |
|  PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) |  |  |
|  GERMANY — (0.8%) | GERMANY — (0.8%) |  |  |
|  | Bayerische Motoren Werke AG | 152008 | 11209656 |
|  | Porsche Automobil Holding SE | 307547 | 17183337 |
|  | Volkswagen AG | 489153 | 62612238 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 91005231 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $10,555,431,050) | TOTAL INVESTMENT SECURITIES<br>(Cost $10,555,431,050) |  | 10277007232 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) |  |  |
| @ § | The DFA Short Term Investment Fund | 41765646 | 482852631 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $11,038,476,605) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $11,038,476,605) |  | $10759859863 |

---

ADR American Depositary Receipt <br> SA Special Assessment

» Securities that have been fair value factored. See Note B to Financial Statements.

\* Non-Income Producing Securities.

# Total or Partial Securities on Loan. 

W Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional investors. This security has been deemed liquid based upon the Fund's Liquidity Guidelines. The liquidity determination is unaudited.

†† Security valued using significant unobservable inputs (Level 3).

† See Note B to Financial Statements.

@ Security purchased with cash collateral received from Securities on Loan.

§ Affiliated Fund.

------

**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

As of October 31, 2022, The DFA International Value Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 842 | 12/16/22 | $157956087 | $163474300 | $5518213 |
|  **Total Futures Contracts** |  |  | $**157956087** | $**163474300** | $**5518213** |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia |  | $816795707 |  | $816795707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 6220806 |  | 6220806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 58799281 |  | 58799281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | $1090433733 |  |  | 1090433733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China |  | 3578225 |  | 3578225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 201804976 |  | 201804976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland | 5856638 | 107933257 |  | 113789895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 1095283146 |  | 1095283146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany | 14207408 | 580348027 |  | 594555435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 214006034 |  | 214006034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | 26386842 | 20183967 |  | 46570809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 11032764 | 53775826 |  | 64808590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | 24863308 | 189045465 |  | 213908773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | 13905475 | 1985493115 |  | 1999398590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 26051464 | 378977661 |  | 405029125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 23565859 |  | 23565859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 101097179 |  | 101097179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 14011161 |  | 14011161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 118180815 |  | 118180815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain | 6210086 | 192652607 |  | 198862693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 270126175 |  | 270126175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 158548612 | 790773523 |  | 949322135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 766554481 | 819298378 |  | 1585852859 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 91005231 |  | 91005231 |
|  Securities Lending Collateral |  | 482852631 |  | 482852631 |
|  Futures Contracts\*\* | 5518213 |  |  | 5518213 |
|  TOTAL | $2149569024 | $8615809052 |  | $10765378076 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

**THE EMERGING MARKETS SERIES** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2022** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (96.1%) | COMMON STOCKS — (96.1%) |  |  |
|  BRAZIL — (4.5%) | BRAZIL — (4.5%) |  |  |
|  | Ambev SA, ADR | 1642569 | $4993410 |
|  | Americanas SA | 90148 | 271203 |
|  | Atacadao SA | 384789 | 1449617 |
|  | B3 SA - Brasil Bolsa Balcao | 2392171 | 6965105 |
|  | Banco Bradesco SA | 755221 | 2432848 |
|  | Banco BTG Pactual SA | 518104 | 2902706 |
|  | Banco do Brasil SA | 396250 | 2839836 |
|  | Banco Santander Brasil SA | 214624 | 1237344 |
|  | BB Seguridade Participacoes SA | 353143 | 2029778 |
|  | Braskem SA, Sponsored ADR, Class A | 57171 | 739221 |
| \* | BRF SA | 873661 | 2124321 |
|  | Caixa Seguridade Participacoes S/A | 242195 | 413544 |
|  | CCR SA | 1407986 | 3532572 |
|  | Centrais Eletricas Brasileiras SA | 244933 | 2362320 |
|  | Cia de Saneamento Basico do Estado de Sao Paulo | 163344 | 1900489 |
| # | Cia de Saneamento Basico do Estado de Sao Paulo, ADR | 40965 | 473555 |
|  | Cia Energetica de Minas Gerais | 215832 | 722435 |
|  | Cia Paranaense de Energia | 114600 | 155521 |
| # | Cia Paranaense de Energia, Sponsored ADR | 17400 | 123018 |
|  | Cia Paranaense de Energia | 39800 | 283466 |
| # | Cia Siderurgica Nacional SA, Sponsored ADR | 545056 | 1313585 |
|  | Cia Siderurgica Nacional SA | 517465 | 1230175 |
|  | Cosan SA | 477300 | 1557889 |
|  | CPFL Energia SA | 123300 | 845472 |
|  | Energisa SA | 228135 | 2141567 |
| \* | Eneva SA | 273981 | 752115 |
|  | Engie Brasil Energia SA | 116476 | 906914 |
|  | Equatorial Energia SA | 966386 | 5618153 |
|  | Gerdau SA, Sponsored ADR | 905703 | 4510401 |
|  | Getnet Adquirencia e Servicos para Meios de Pagamento SA | 53656 | 49859 |
| W | Hapvida Participacoes e Investimentos SA | 2559330 | 3864636 |
|  | Hypera SA | 368936 | 3629008 |
|  | Itau Unibanco Holding SA | 217203 | 1068880 |
|  | JBS SA | 926800 | 4478352 |
|  | Klabin SA | 1174814 | 4917138 |
|  | Localiza Rent a Car SA | 229414 | 3132875 |
|  | Localiza Rent a Car SA | 703 | 9600 |
|  | Lojas Renner SA | 659267 | 3943733 |
| \* | Magazine Luiza SA | 1501902 | 1299681 |
|  | Natura & Co. Holding SA | 928510 | 2687295 |
|  | Neoenergia SA | 95100 | 305432 |
| \* | Petro Rio SA | 567905 | 3890845 |
|  | Petroleo Brasileiro SA, Sponsored ADR | 511889 | 5891842 |
|  | Petroleo Brasileiro SA, Sponsored ADR | 227883 | 2921460 |
|  | Petroleo Brasileiro SA | 2733556 | 17601021 |
|  | Porto Seguro SA | 149774 | 673845 |
|  | Raia Drogasil SA | 443885 | 2260888 |
| W | Rede D'Or Sao Luiz SA | 63700 | 396715 |
|  | Rumo SA | 661006 | 2833157 |
|  | Sendas Distribuidora SA | 848688 | 3256412 |
|  | Suzano SA | 519807 | 5353544 |
| # | Suzano SA, Sponsored ADR | 10979 | 112973 |
|  | Telefonica Brasil SA | 248062 | 1983824 |
|  | TIM SA | 1144280 | 2924111 |
|  | TOTVS SA | 323491 | 2076655 |
|  | Ultrapar Participacoes SA | 204563 | 531060 |
| # | Vale SA, Sponsored ADR | 332416 | 4301470 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Vale SA | 2364713 | $30731421 |
|  | Vibra Energia SA | 979605 | 3460999 |
|  | WEG SA | 591966 | 4616086 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 182033397 |
|  CHILE — (0.5%) | CHILE — (0.5%) |  |  |
|  | Banco de Chile, ADR | 105420 | 1896511 |
|  | Banco de Credito e Inversiones SA | 44204 | 1231647 |
| # | Banco Santander Chile, ADR | 78503 | 1132798 |
|  | Banco Santander Chile | 557071 | 19973 |
|  | CAP SA | 63313 | 338452 |
|  | Cencosud SA | 2002798 | 2692444 |
|  | Cencosud Shopping SA | 333351 | 364292 |
|  | Cia Cervecerias Unidas SA | 25688 | 140998 |
|  | Cia Cervecerias Unidas SA, Sponsored ADR | 22534 | 243593 |
|  | Cia Sud Americana de Vapores SA | 15213678 | 1056590 |
|  | Embotelladora Andina SA, ADR, Class B | 15787 | 162606 |
|  | Empresa Nacional de Telecomunicaciones SA | 23075 | 71973 |
|  | Empresas CMPC SA | 935741 | 1485003 |
|  | Empresas COPEC SA | 227255 | 1566746 |
|  | Enel Americas SA | 643354 | 63747 |
|  | Enel Chile SA | 887163 | 31223 |
|  | Falabella SA | 330135 | 644786 |
|  | Itau CorpBanca Chile SA | 31276064 | 60961 |
|  | Plaza SA | 176521 | 152895 |
| # | Sociedad Quimica y Minera de Chile SA, Sponsored ADR | 89320 | 8367498 |
|  TOTAL CHILE | TOTAL CHILE | TOTAL CHILE | 21724736 |
|  CHINA — (23.4%) | CHINA — (23.4%) |  |  |
|  | 360 Security Technology, Inc., Class A | 409600 | 397930 |
|  | 37 Interactive Entertainment Network Technology Group Co. Ltd., Class A | 189863 | 377847 |
|  | ADAMA Ltd., Class A | 58600 | 68543 |
|  | Addsino Co. Ltd., Class A | 92500 | 132925 |
|  | AECC Aero-Engine Control Co. Ltd., Class A | 68057 | 280360 |
|  | AECC Aviation Power Co. Ltd., Class A | 79700 | 532985 |
|  | Agile Group Holdings Ltd. | 1094000 | 208080 |
|  | Agricultural Bank of China Ltd., Class H | 14534000 | 4148487 |
|  | Aier Eye Hospital Group Co. Ltd., Class A | 293917 | 997426 |
| \* | Air China Ltd., Class H | 1158000 | 805894 |
| \* | Alibaba Group Holding Ltd., Sponsored ADR | 835875 | 53144932 |
| \* | Alibaba Group Holding Ltd. | 714100 | 5552061 |
| \* | Alibaba Health Information Technology Ltd. | 2566000 | 1085942 |
|  | All Winner Technology Co. Ltd., Class A | 18600 | 49853 |
|  | Aluminum Corp. of China Ltd., Class H | 7864000 | 2241882 |
| \* | Amlogic Shanghai Co. Ltd., Class A | 30504 | 239856 |
|  | Angel Yeast Co. Ltd., Class A | 49300 | 245172 |
|  | Anhui Conch Cement Co. Ltd., Class H | 1881000 | 4841566 |
|  | Anhui Guangxin Agrochemical Co. Ltd., Class A | 61420 | 249702 |
|  | Anhui Gujing Distillery Co. Ltd., Class A | 11716 | 317242 |
|  | Anhui Honglu Steel Construction Group Co. Ltd., Class A | 68664 | 321216 |
|  | Anhui Jinhe Industrial Co. Ltd., Class A | 65100 | 293400 |
|  | Anhui Kouzi Distillery Co. Ltd., Class A | 71000 | 394381 |
|  | Anhui Yingjia Distillery Co. Ltd., Class A | 38000 | 245682 |
|  | Anhui Zhongding Sealing Parts Co. Ltd., Class A | 106800 | 214741 |
|  | Anji Microelectronics Technology Shanghai Co. Ltd., Class A | 2493 | 76192 |
|  | Anjoy Foods Group Co. Ltd., Class A | 14400 | 265521 |
|  | Anker Innovations Technology Co. Ltd., Class A | 19400 | 143966 |
|  | ANTA Sports Products Ltd. | 612400 | 5383986 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Apeloa Pharmaceutical Co. Ltd., Class A | 136420 | $389076 |
| \* | Asia - Potash International Investment Guangzhou Co. Ltd., Class A | 47574 | 166018 |
|  | Asymchem Laboratories Tianjin Co. Ltd., Class A | 17770 | 346889 |
|  | Avary Holding Shenzhen Co. Ltd., Class A | 140276 | 573198 |
|  | AVIC Industry-Finance Holdings Co. Ltd., Class A | 327700 | 136243 |
|  | AVICOPTER PLC, Class A | 22704 | 136849 |
|  | Bafang Electric Suzhou Co. Ltd., Class A | 7500 | 119794 |
| \* | Baidu, Inc., Sponsored ADR | 25812 | 1976425 |
| \* | Baidu, Inc., Class A | 1268100 | 12157268 |
|  | Bank of Beijing Co. Ltd., Class A | 697408 | 386268 |
|  | Bank of Changsha Co. Ltd., Class A | 629584 | 556129 |
|  | Bank of Chengdu Co. Ltd., Class A | 190950 | 356688 |
|  | Bank of China Ltd., Class H | 43912181 | 14143111 |
|  | Bank of Communications Co. Ltd., Class H | 5656515 | 2759920 |
|  | Bank of Guiyang Co. Ltd., Class A | 572423 | 408876 |
|  | Bank of Hangzhou Co. Ltd., Class A | 242404 | 402184 |
|  | Bank of Jiangsu Co. Ltd., Class A | 742270 | 704478 |
|  | Bank of Nanjing Co. Ltd., Class A | 454780 | 643900 |
|  | Bank of Ningbo Co. Ltd., Class A | 317342 | 1035747 |
|  | Bank of Shanghai Co. Ltd., Class A | 458383 | 350741 |
|  | Bank of Suzhou Co. Ltd., Class A | 415260 | 391139 |
|  | Baoshan Iron & Steel Co. Ltd., Class A | 1014500 | 669898 |
| \* | BeiGene Ltd. | 255700 | 3297117 |
|  | Beijing Bei Mo Gao Ke Friction Material Co. Ltd., Class A | 24020 | 171215 |
|  | Beijing Capital Eco-Environment Protection Group Co. Ltd., Class A | 818160 | 309700 |
| \* | Beijing Compass Technology Development Co. Ltd., Class A | 27300 | 166173 |
| \* | Beijing Dabeinong Technology Group Co. Ltd., Class A | 202052 | 254080 |
|  | Beijing Dahao Technology Corp. Ltd., Class A | 26100 | 57988 |
|  | Beijing Easpring Material Technology Co. Ltd., Class A | 24700 | 200684 |
|  | Beijing Enlight Media Co. Ltd., Class A | 258706 | 238939 |
|  | Beijing GeoEnviron Engineering & Technology, Inc., Class A | 88140 | 113028 |
|  | Beijing Huafeng Test & Control Technology Co. Ltd., Class A | 6116 | 222195 |
|  | Beijing Jingyuntong Technology Co. Ltd., Class A | 100200 | 99016 |
|  | Beijing Kingsoft Office Software, Inc., Class A | 7538 | 301106 |
|  | Beijing New Building Materials PLC, Class A | 130703 | 355842 |
|  | Beijing Oriental Yuhong Waterproof Technology Co. Ltd., Class A | 132362 | 445473 |
|  | Beijing Originwater Technology Co. Ltd., Class A | 461047 | 297662 |
|  | Beijing Roborock Technology Co. Ltd., Class A | 6593 | 213111 |
|  | Beijing Shiji Information Technology Co. Ltd., Class A | 93560 | 162436 |
|  | Beijing Shougang Co. Ltd., Class A | 257300 | 120482 |
|  | Beijing Shunxin Agriculture Co. Ltd., Class A | 48400 | 136022 |
|  | Beijing Sinnet Technology Co. Ltd., Class A | 116888 | 138881 |
|  | Beijing Tiantan Biological Products Corp. Ltd., Class A | 77216 | 219596 |
|  | Beijing Tongrentang Co. Ltd., Class A | 36400 | 243529 |
|  | Beijing United Information Technology Co. Ltd., Class A | 20155 | 342883 |
|  | Beijing Wantai Biological Pharmacy Enterprise Co. Ltd., Class A | 23700 | 407705 |
|  | Beijing Yanjing Brewery Co. Ltd., Class A | 126900 | 148468 |
|  | Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd., Class A | 17400 | 273218 |
|  | Beijing Zhong Ke San Huan High-Tech Co. Ltd., Class A | 82575 | 145498 |
|  | Beijing-Shanghai High Speed Railway Co. Ltd., Class A | 1062900 | 650401 |
|  | Bethel Automotive Safety Systems Co. Ltd., Class A | 9700 | 116026 |
|  | Betta Pharmaceuticals Co. Ltd., Class A | 24206 | 151500 |
|  | BGI Genomics Co. Ltd., Class A | 34100 | 258915 |
| \* | Bilibili, Inc., Class Z | 84420 | 752300 |
|  | Bloomage Biotechnology Corp. Ltd., Class A | 6559 | 95658 |
|  | BOC International China Co. Ltd., Class A | 89700 | 130073 |
|  | BOE Technology Group Co. Ltd., Class A | 2001800 | 918269 |
|  | Bosideng International Holdings Ltd. | 3360000 | 1451206 |
|  | Bright Dairy & Food Co. Ltd., Class A | 24800 | 32187 |

---

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**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | BTG Hotels Group Co. Ltd., Class A | 92300 | $275001 |
|  | BYD Co. Ltd., Class H | 403886 | 9048310 |
|  | BYD Electronic International Co. Ltd. | 1259000 | 3658632 |
|  | By-health Co. Ltd., Class A | 124793 | 300113 |
|  | Caitong Securities Co. Ltd., Class A | 547690 | 537639 |
|  | CECEP Solar Energy Co. Ltd., Class A | 241000 | 224052 |
|  | CECEP Wind-Power Corp., Class A | 381200 | 224109 |
|  | Centre Testing International Group Co. Ltd., Class A | 27300 | 70128 |
| W | CGN Power Co. Ltd., Class H | 4899000 | 992378 |
|  | Changchun High & New Technology Industry Group, Inc., Class A | 20900 | 465044 |
|  | Changjiang Securities Co. Ltd., Class A | 435670 | 311932 |
|  | Changzhou Xingyu Automotive Lighting Systems Co. Ltd., Class A | 9700 | 162948 |
|  | Chaozhou Three-Circle Group Co. Ltd., Class A | 139705 | 544008 |
|  | Chengdu CORPRO Technology Co. Ltd., Class A | 36800 | 149682 |
|  | Chengdu Kanghong Pharmaceutical Group Co. Ltd., Class A | 15800 | 38248 |
|  | Chengtun Mining Group Co. Ltd., Class A | 308000 | 234501 |
|  | Chengxin Lithium Group Co. Ltd., Class A | 43229 | 257249 |
| \* | Chifeng Jilong Gold Mining Co. Ltd., Class A | 53800 | 139350 |
|  | China Automotive Engineering Research Institute Co. Ltd., Class A | 72700 | 187765 |
|  | China Baoan Group Co. Ltd., Class A | 146334 | 232073 |
|  | China Cinda Asset Management Co. Ltd., Class H | 7009000 | 651075 |
|  | China CITIC Bank Corp. Ltd., Class H | 9190928 | 3464589 |
|  | China Coal Energy Co. Ltd., Class H | 3825777 | 2813489 |
|  | China Conch Venture Holdings Ltd. | 128000 | 188787 |
|  | China Construction Bank Corp., Class H | 59766590 | 31717427 |
|  | China CSSC Holdings Ltd., Class A | 45800 | 166892 |
| \* | China Eastern Airlines Corp. Ltd., ADR | 8745 | 144292 |
| \* | China Eastern Airlines Corp. Ltd., Class H | 1516000 | 500217 |
|  | China Energy Engineering Corp. Ltd. | 2502824 | 785360 |
| # | China Energy Engineering Corp. Ltd., Class H | 1632000 | 164120 |
|  | China Everbright Bank Co. Ltd., Class H | 3836000 | 991814 |
| # W | China Feihe Ltd. | 5746000 | 3310012 |
|  | China Galaxy Securities Co. Ltd., Class H | 5155500 | 1930513 |
|  | China Gas Holdings Ltd. | 5520800 | 4899596 |
|  | China Great Wall Securities Co. Ltd., Class A | 196900 | 218555 |
|  | China Greatwall Technology Group Co. Ltd., Class A | 182800 | 279844 |
|  | China Green Electricity Investment of Tianjin Co. Ltd., Class A | 101800 | 184451 |
| # | China Hongqiao Group Ltd. | 4665000 | 3301647 |
| W | China International Capital Corp. Ltd., Class H | 1813600 | 2520394 |
|  | China International Marine Containers Group Co. Ltd., Class H | 1018230 | 648141 |
|  | China Jushi Co. Ltd., Class A | 477798 | 767048 |
|  | China Kings Resources Group Co. Ltd., Class A | 32040 | 201655 |
|  | China Life Insurance Co. Ltd., Class H | 2339000 | 2550578 |
|  | China Longyuan Power Group Corp. Ltd., Class H | 1404000 | 1604309 |
|  | China Meheco Co. Ltd., Class A | 69411 | 119976 |
|  | China Mengniu Dairy Co. Ltd. | 2204000 | 7055331 |
|  | China Merchants Bank Co. Ltd., Class H | 2884554 | 9443741 |
|  | China Merchants Energy Shipping Co. Ltd., Class A | 607440 | 582494 |
|  | China Merchants Port Holdings Co. Ltd. | 394271 | 462242 |
|  | China Merchants Property Operation & Service Co. Ltd., Class A | 64100 | 118323 |
| W | China Merchants Securities Co. Ltd., Class H | 486460 | 451097 |
|  | China Merchants Shekou Industrial Zone Holdings Co. Ltd., Class A | 325873 | 587484 |
| # | China Minsheng Banking Corp. Ltd., Class H | 4818600 | 1399439 |
|  | China National Building Material Co. Ltd., Class H | 10206000 | 5926277 |
|  | China National Nuclear Power Co. Ltd., Class A | 1023390 | 847030 |
|  | China Northern Rare Earth Group High-Tech Co. Ltd., Class A | 144800 | 482327 |
|  | China Oilfield Services Ltd., Class H | 1960000 | 2206409 |
|  | China Overseas Land & Investment Ltd. | 4761000 | 9097884 |
|  | China Pacific Insurance Group Co. Ltd., Class H | 2763800 | 4455226 |

---

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**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Petroleum & Chemical Corp., Class H | 17726800 | $7025598 |
|  | China Power International Development Ltd. | 740000 | 213852 |
|  | China Railway Group Ltd., Class H | 4311000 | 1874487 |
| W | China Railway Signal & Communication Corp. Ltd., Class H | 1920000 | 547246 |
| \* | China Rare Earth Resources & Technology Co. Ltd., Class A | 36891 | 146092 |
|  | China Resources Beer Holdings Co. Ltd. | 859611 | 4056113 |
|  | China Resources Boya Bio-pharmaceutical Group Co Ltd, Class A | 32400 | 133453 |
|  | China Resources Cement Holdings Ltd. | 4938000 | 1784919 |
|  | China Resources Double Crane Pharmaceutical Co. Ltd., Class A | 99800 | 245769 |
|  | China Resources Gas Group Ltd. | 1798000 | 4604982 |
|  | China Resources Land Ltd. | 4798666 | 15013985 |
|  | China Resources Microelectronics Ltd., Class A | 28998 | 201637 |
|  | China Resources Power Holdings Co. Ltd. | 1598517 | 2322762 |
|  | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd., Class A | 68058 | 509037 |
|  | China Shenhua Energy Co. Ltd., Class H | 2649500 | 6959859 |
|  | China South Publishing & Media Group Co. Ltd., Class A | 59000 | 77174 |
| \* | China Southern Airlines Co. Ltd., Class H | 1716000 | 885874 |
|  | China Southern Power Grid Energy Efficiency & Clean Energy Co. Ltd., Class A | 171400 | 135465 |
|  | China State Construction Engineering Corp. Ltd., Class A | 1922400 | 1250067 |
| # | China Suntien Green Energy Corp. Ltd., Class H | 673000 | 255229 |
|  | China Tourism Group Duty Free Corp. Ltd., Class A | 91500 | 2010562 |
| W | China Tower Corp. Ltd., Class H | 67974000 | 6149938 |
|  | China Tungsten & Hightech Materials Co. Ltd., Class A | 62600 | 123634 |
|  | China Vanke Co. Ltd., Class H | 2747520 | 3525967 |
|  | China Yangtze Power Co. Ltd., Class A | 748847 | 2083975 |
|  | China Zhenhua Group Science & Technology Co. Ltd., Class A | 21800 | 403540 |
| \* | China Zheshang Bank Co. Ltd., Class H | 82000 | 28290 |
|  | Chongqing Brewery Co. Ltd., Class A | 21500 | 257307 |
|  | Chongqing Changan Automobile Co. Ltd., Class A | 260130 | 402572 |
|  | Chongqing Fuling Zhacai Group Co. Ltd., Class A | 47200 | 145762 |
|  | Chongqing Rural Commercial Bank Co. Ltd., Class H | 2634000 | 798367 |
|  | Chongqing Zhifei Biological Products Co. Ltd., Class A | 83314 | 974462 |
|  | CITIC Ltd. | 4725000 | 4228139 |
|  | CITIC Securities Co. Ltd., Class H | 2178800 | 3255463 |
|  | CMOC Group Ltd., Class H | 5673966 | 1826744 |
|  | CNNC Hua Yuan Titanium Dioxide Co. Ltd., Class A | 209235 | 191774 |
|  | CNOOC Energy Technology & Services Ltd., Class A | 597700 | 233113 |
|  | CNSIG Inner Mongolia Chemical Industry Co. Ltd. | 102400 | 190648 |
|  | COFCO Biotechnology Co. Ltd., Class A | 114467 | 126539 |
|  | Contemporary Amperex Technology Co. Ltd., Class A | 70420 | 3613934 |
| # \* | COSCO SHIPPING Energy Transportation Co. Ltd., Class H | 940000 | 684728 |
|  | COSCO SHIPPING Holdings Co. Ltd., Class H | 4410299 | 4752853 |
|  | Country Garden Holdings Co. Ltd. | 5569067 | 717805 |
|  | Country Garden Services Holdings Co. Ltd. | 1433492 | 1252909 |
| W | CSC Financial Co. Ltd., Class H | 1140500 | 826862 |
|  | CSG Holding Co. Ltd., Class A | 313839 | 295149 |
|  | CSPC Pharmaceutical Group Ltd. | 11629200 | 11945066 |
|  | Daan Gene Co. Ltd., Class A | 171580 | 419667 |
| W | Dali Foods Group Co. Ltd. | 4344000 | 1788130 |
|  | Daqin Railway Co. Ltd., Class A | 883060 | 775564 |
|  | DaShenLin Pharmaceutical Group Co. Ltd., Class A | 78510 | 391390 |
| \* | Datang International Power Generation Co. Ltd., Class H | 1784000 | 227021 |
| \* | Deppon Logistics Co. Ltd., Class A | 78900 | 186800 |
|  | DHC Software Co. Ltd., Class A | 290300 | 245769 |
|  | Dian Diagnostics Group Co. Ltd., Class A | 67701 | 258228 |
|  | Do-Fluoride Chemicals Co. Ltd., Class A | 64409 | 275425 |
|  | Dong-E-E-Jiao Co. Ltd., Class A | 42611 | 219221 |
|  | Dongfang Electric Corp. Ltd., Class H | 305200 | 460302 |

---

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**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Dongfeng Motor Group Co. Ltd., Class H | 1426000 | $645128 |
|  | Dongxing Securities Co. Ltd., Class A | 323718 | 345002 |
|  | East Group Co. Ltd., Class A | 152100 | 144863 |
|  | East Money Information Co. Ltd., Class A | 453728 | 972653 |
|  | Ecovacs Robotics Co. Ltd., Class A | 28300 | 227150 |
|  | Electric Connector Technology Co. Ltd., Class A | 28200 | 142270 |
|  | ENN Energy Holdings Ltd. | 378200 | 3760081 |
|  | ENN Natural Gas Co. Ltd., Class A | 245000 | 521930 |
|  | Eternal Asia Supply Chain Management Ltd., Class A | 113500 | 81359 |
|  | Eve Energy Co. Ltd., Class A | 38105 | 434849 |
| # W | Everbright Securities Co. Ltd., Class H | 442400 | 239413 |
| \* | Fangda Carbon New Material Co. Ltd., Class A | 374324 | 308550 |
|  | Fangda Special Steel Technology Co. Ltd., Class A | 289000 | 225996 |
|  | FAW Jiefang Group Co. Ltd., Class A | 112300 | 107211 |
|  | Fiberhome Telecommunication Technologies Co. Ltd., Class A | 49300 | 93337 |
|  | Financial Street Holdings Co. Ltd., Class A | 180200 | 114509 |
|  | First Capital Securities Co. Ltd., Class A | 320000 | 244077 |
| # | Flat Glass Group Co. Ltd., Class H | 406000 | 952316 |
|  | Focus Media Information Technology Co. Ltd., Class A | 727597 | 447729 |
|  | Foryou Corp. | 16200 | 78856 |
|  | Foshan Haitian Flavouring & Food Co. Ltd., Class A | 158223 | 1296783 |
|  | Fosun International Ltd. | 3138722 | 1918079 |
|  | Founder Securities Co. Ltd., Class A | 411200 | 357118 |
|  | Foxconn Industrial Internet Co. Ltd., Class A | 389600 | 438427 |
|  | Fujian Funeng Co. Ltd., Class A | 116900 | 171742 |
|  | Fujian Sunner Development Co. Ltd., Class A | 77263 | 232503 |
| W | Fuyao Glass Industry Group Co. Ltd., Class H | 754800 | 2704980 |
|  | Gan & Lee Pharmaceuticals Co. Ltd., Class A | 30040 | 145758 |
| # W | Ganfeng Lithium Group Co. Ltd., Class H | 176399 | 1193095 |
|  | Gaona Aero Material Co. Ltd., Class A | 17800 | 130472 |
|  | G-bits Network Technology Xiamen Co. Ltd., Class A | 8400 | 293596 |
|  | GCL Energy Technology Co. Ltd. | 130300 | 243127 |
|  | GCL New Energy Holdings Ltd. | 321005 | 21674 |
| \* | GCL System Integration Technology Co. Ltd., Class A | 241200 | 108136 |
| \* | GCL Technology Holdings Ltd. | 20189000 | 5117041 |
| \* | GD Power Development Co. Ltd., Class A | 524300 | 314199 |
| \* | GDS Holdings Ltd., Class A | 189000 | 210953 |
|  | Geely Automobile Holdings Ltd. | 6653000 | 7159834 |
|  | GEM Co. Ltd., Class A | 188176 | 191870 |
|  | Gemdale Corp., Class A | 343800 | 370054 |
|  | GF Securities Co. Ltd., Class H | 1068800 | 1087406 |
|  | Giant Network Group Co. Ltd., Class A | 85600 | 90960 |
|  | GigaDevice Semiconductor, Inc., Class A | 50974 | 576117 |
|  | Ginlong Technologies Co. Ltd., Class A | 18825 | 482695 |
|  | Glarun Technology Co. Ltd., Class A | 69600 | 138588 |
|  | GoerTek, Inc., Class A | 198500 | 589265 |
|  | Gongniu Group Co. Ltd., Class A | 4200 | 68950 |
|  | Gotion High-tech Co. Ltd., Class A | 73700 | 304719 |
|  | Grandblue Environment Co. Ltd., Class A | 40300 | 99006 |
|  | Great Wall Motor Co. Ltd., Class H | 1683500 | 1839058 |
|  | Gree Electric Appliances, Inc. of Zhuhai, Class A | 160333 | 631404 |
| \* | Greenland Holdings Corp. Ltd., Class A | 472831 | 170247 |
|  | GRG Banking Equipment Co. Ltd., Class A | 284000 | 366717 |
| \* | Guangdong Create Century Intelligent Equipment Group Corp. Ltd., Class A | 127900 | 182365 |
|  | Guangdong Haid Group Co. Ltd., Class A | 55800 | 441807 |
|  | Guangdong HEC Technology Holding Co. Ltd., Class A | 204200 | 260267 |
|  | Guangdong Hongda Holdings Group Co. Ltd., Class A | 61700 | 230832 |
|  | Guangdong Investment Ltd. | 2600000 | 1639239 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Guangdong Kinlong Hardware Products Co. Ltd., Class A | 13200 | $143592 |
|  | Guangdong Xinbao Electrical Appliances Holdings Co. Ltd., Class A | 59500 | 130491 |
|  | Guangdong Zhongsheng Pharmaceutical Co. Ltd., Class A | 43000 | 125254 |
|  | Guanghui Energy Co. Ltd., Class A | 422000 | 594676 |
|  | Guangxi Guiguan Electric Power Co. Ltd., Class A | 34400 | 29531 |
|  | Guangzhou Automobile Group Co. Ltd., Class H | 2287162 | 1393799 |
|  | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd., Class H | 218000 | 486334 |
|  | Guangzhou Great Power Energy & Technology Co. Ltd., Class A | 13400 | 115993 |
|  | Guangzhou Haige Communications Group, Inc. Co., Class A | 222052 | 257574 |
|  | Guangzhou Kingmed Diagnostics Group Co. Ltd., Class A | 48901 | 505050 |
|  | Guangzhou Shiyuan Electronic Technology Co. Ltd., Class A | 34000 | 303160 |
|  | Guangzhou Tinci Materials Technology Co. Ltd., Class A | 74340 | 433156 |
|  | Guangzhou Wondfo Biotech Co. Ltd., Class A | 47700 | 197294 |
|  | Guangzhou Yuexiu Financial Holdings Group Co. Ltd., Class A | 261404 | 199840 |
|  | Guangzhou Zhujiang Brewery Co. Ltd., Class A | 26000 | 23086 |
|  | Guizhou Panjiang Refined Coal Co. Ltd., Class A | 246900 | 227002 |
| \* | Guocheng Mining Co. Ltd., Class A | 44900 | 97490 |
|  | Guosen Securities Co. Ltd., Class A | 186700 | 221007 |
| W | Guotai Junan Securities Co. Ltd., Class H | 474400 | 479284 |
|  | Guoyuan Securities Co. Ltd., Class A | 308740 | 264496 |
|  | H World Group Ltd., ADR | 102031 | 2762999 |
|  | H World Group Ltd. | 5500 | 15005 |
|  | Haier Smart Home Co. Ltd., Class A | 258200 | 736928 |
|  | Haier Smart Home Co. Ltd., Class H | 2489400 | 6230932 |
|  | Haitong Securities Co. Ltd., Class H | 2434800 | 1190199 |
| \* | Hang Zhou Great Star Industrial Co. Ltd., Class A | 73900 | 194884 |
|  | Hangjin Technology Co. Ltd., Class A | 47700 | 191453 |
|  | Hangzhou Binjiang Real Estate Group Co. Ltd., Class A | 235800 | 289515 |
|  | Hangzhou Chang Chuan Technology Co. Ltd., Class A | 14494 | 118907 |
|  | Hangzhou First Applied Material Co. Ltd., Class A | 45311 | 400843 |
|  | Hangzhou Lion Electronics Co. Ltd., Class A | 36668 | 215776 |
|  | Hangzhou Oxygen Plant Group Co. Ltd., Class A | 54900 | 316355 |
|  | Hangzhou Robam Appliances Co. Ltd., Class A | 80121 | 225162 |
|  | Hangzhou Silan Microelectronics Co. Ltd., Class A | 70122 | 302557 |
|  | Hangzhou Tigermed Consulting Co. Ltd., Class A | 12100 | 138274 |
| W | Hangzhou Tigermed Consulting Co. Ltd., Class H | 95600 | 649263 |
|  | Han's Laser Technology Industry Group Co. Ltd., Class A | 198117 | 689786 |
| W | Hansoh Pharmaceutical Group Co. Ltd. | 980000 | 1514968 |
|  | Haohua Chemical Science & Technology Co. Ltd., Class A | 15000 | 88233 |
|  | Hebei Hengshui Laobaigan Liquor Co. Ltd., Class A | 20900 | 60914 |
|  | Hefei Meiya Optoelectronic Technology, Inc., Class A | 84295 | 274448 |
|  | Heilongjiang Agriculture Co. Ltd., Class A | 174805 | 330754 |
|  | Henan Shenhuo Coal & Power Co. Ltd., Class A | 211900 | 407591 |
|  | Henan Shuanghui Investment & Development Co. Ltd., Class A | 195129 | 609477 |
|  | Hengan International Group Co. Ltd. | 1126500 | 4367721 |
|  | Hengdian Group DMEGC Magnetics Co. Ltd., Class A | 119121 | 289547 |
|  | Hengli Petrochemical Co. Ltd., Class A | 403700 | 850671 |
|  | Hengtong Optic-electric Co. Ltd., Class A | 125000 | 334413 |
|  | Hengyi Petrochemical Co. Ltd., Class A | 347388 | 319501 |
|  | Hesteel Co. Ltd., Class A | 1698653 | 504769 |
|  | Hithink RoyalFlush Information Network Co. Ltd., Class A | 31881 | 372723 |
|  | Hongfa Technology Co. Ltd., Class A | 60890 | 287047 |
|  | Hongta Securities Co. Ltd., Class A | 96320 | 94590 |
|  | Huaan Securities Co. Ltd., Class A | 249210 | 150677 |
| # | Huadian Power International Corp. Ltd., Class H | 288000 | 86493 |
|  | Huadong Medicine Co. Ltd., Class A | 70000 | 393840 |
|  | Huafon Chemical Co. Ltd., Class A | 485983 | 444192 |
|  | Huagong Tech Co. Ltd., Class A | 60800 | 140171 |
|  | Huaibei Mining Holdings Co. Ltd., Class A | 247300 | 440972 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Hualan Biological Engineering, Inc., Class A | 139800 | $340156 |
| # \* | Huaneng Power International, Inc., Class H | 2302000 | 823709 |
| W | Huatai Securities Co. Ltd., Class H | 1361000 | 1332769 |
|  | Huaxi Securities Co. Ltd., Class A | 334000 | 336829 |
|  | Huaxia Bank Co. Ltd., Class A | 644456 | 423379 |
|  | Huaxin Cement Co. Ltd., Class A | 206300 | 379422 |
|  | Huayu Automotive Systems Co. Ltd., Class A | 153600 | 353072 |
|  | Hubei Biocause Pharmaceutical Co. Ltd., Class A | 297745 | 117554 |
|  | Hubei Dinglong Co. Ltd., Class A | 44900 | 129442 |
|  | Hubei Energy Group Co. Ltd., Class A | 199271 | 114457 |
|  | Hubei Feilihua Quartz Glass Co. Ltd., Class A | 12600 | 116309 |
|  | Hubei Jumpcan Pharmaceutical Co. Ltd., Class A | 101848 | 455208 |
|  | Hubei Xingfa Chemicals Group Co. Ltd., Class A | 112400 | 436390 |
|  | Huizhou Desay Sv Automotive Co. Ltd., Class A | 16600 | 235764 |
|  | Humanwell Healthcare Group Co. Ltd., Class A | 141200 | 388767 |
|  | Hunan Gold Corp. Ltd., Class A | 99000 | 179641 |
|  | Hunan Valin Steel Co. Ltd., Class A | 933000 | 511725 |
|  | Hundsun Technologies, Inc., Class A | 41729 | 238975 |
|  | Iflytek Co. Ltd., Class A | 70100 | 337369 |
|  | IKD Co. Ltd., Class A | 20000 | 51971 |
|  | Imeik Technology Development Co. Ltd., Class A | 3800 | 219496 |
|  | Industrial & Commercial Bank of China Ltd., Class H | 30774185 | 13361085 |
|  | Industrial Bank Co. Ltd., Class A | 643039 | 1326449 |
| \* | Industrial Securities Co. Ltd., Class A | 652548 | 488948 |
|  | Infore Environment Technology Group Co. Ltd., Class A | 82224 | 52579 |
|  | Ingenic Semiconductor Co. Ltd., Class A | 18000 | 167577 |
|  | Inner Mongolia BaoTou Steel Union Co. Ltd., Class A | 1386020 | 334628 |
|  | Inner Mongolia Dian Tou Energy Corp. Ltd., Class A | 299500 | 507390 |
|  | Inner Mongolia ERDOS Resources Co. Ltd., Class A | 145040 | 277232 |
|  | Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd., Class A | 810103 | 431879 |
|  | Inner Mongolia Yili Industrial Group Co. Ltd., Class A | 318000 | 1101863 |
|  | Inner Mongolia Yuan Xing Energy Co. Ltd., Class A | 495200 | 438076 |
|  | Inspur Electronic Information Industry Co. Ltd., Class A | 77684 | 245204 |
|  | Intco Medical Technology Co. Ltd., Class A | 89442 | 261051 |
|  | JA Solar Technology Co. Ltd., Class A | 71103 | 610558 |
|  | Jafron Biomedical Co. Ltd., Class A | 28865 | 125436 |
|  | Jason Furniture Hangzhou Co. Ltd., Class A | 67080 | 278221 |
|  | JCET Group Co. Ltd., Class A | 185200 | 611869 |
| \* W | JD Health International, Inc. | 353350 | 1938507 |
|  | JD.com, Inc., ADR | 124763 | 4652412 |
|  | JD.com, Inc., Class A | 501921 | 9140238 |
|  | Jiangsu Azure Corp., Class A | 75000 | 154084 |
|  | Jiangsu Changshu Rural Commercial Bank Co. Ltd., Class A | 310469 | 298214 |
|  | Jiangsu Eastern Shenghong Co. Ltd., Class A | 138440 | 233481 |
|  | Jiangsu Expressway Co. Ltd., Class H | 1020000 | 719448 |
|  | Jiangsu GoodWe Power Supply Technology Co. Ltd., Class A | 3252 | 149614 |
|  | Jiangsu Guotai International Group Co. Ltd., Class A | 123263 | 136677 |
| \* | Jiangsu Guoxin Corp., Ltd., Class A | 88700 | 70009 |
|  | Jiangsu Hengli Hydraulic Co. Ltd., Class A | 70098 | 529996 |
|  | Jiangsu Hengrui Medicine Co. Ltd., Class A | 159955 | 882892 |
|  | Jiangsu Jiejie Microelectronics Co. Ltd., Class A | 51900 | 132042 |
|  | Jiangsu King's Luck Brewery JSC Ltd., Class A | 85912 | 440503 |
| \* | Jiangsu Lihua Animal Husbandry Stock Co. Ltd., Class A | 24653 | 123286 |
|  | Jiangsu Linyang Energy Co. Ltd., Class A | 178367 | 180718 |
|  | Jiangsu Nata Opto-electronic Material Co. Ltd., Class A | 26990 | 121047 |
|  | Jiangsu Nhwa Pharmaceutical Co. Ltd., Class A | 21800 | 60413 |
|  | Jiangsu Provincial Agricultural Reclamation & Development Corp. | 157000 | 271457 |
|  | Jiangsu Shuangxing Color Plastic New Materials Co. Ltd., Class A | 157300 | 253966 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jiangsu ToLand Alloy Co. Ltd., Class A | 13900 | $103238 |
|  | Jiangsu Yanghe Brewery Joint-Stock Co. Ltd., Class A | 56690 | 1016600 |
|  | Jiangsu Yangnong Chemical Co. Ltd., Class A | 29505 | 373644 |
|  | Jiangsu Yoke Technology Co. Ltd., Class A | 12862 | 103578 |
|  | Jiangsu Yuyue Medical Equipment & Supply Co. Ltd., Class A | 84400 | 376284 |
|  | Jiangsu Zhongtian Technology Co. Ltd., Class A | 93400 | 281587 |
|  | Jiangxi Copper Co. Ltd., Class H | 1471000 | 1607452 |
|  | Jilin Aodong Pharmaceutical Group Co. Ltd., Class A | 67500 | 127950 |
| \* | Jilin Electric Power Co. Ltd., Class A | 127000 | 103112 |
|  | Jingjin Equipment, Inc., Class A | 50780 | 215792 |
|  | JiuGui Liquor Co. Ltd., Class A | 11500 | 161041 |
|  | Jizhong Energy Resources Co. Ltd., Class A | 453000 | 376819 |
|  | JL Mag Rare-Earth Co. Ltd., Class A | 46600 | 197767 |
|  | Joincare Pharmaceutical Group Industry Co. Ltd., Class A | 194455 | 311505 |
|  | Joinn Laboratories China Co. Ltd., Class A | 11396 | 89412 |
|  | Jointown Pharmaceutical Group Co. Ltd., Class A | 227867 | 392848 |
|  | Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd., Class A | 45900 | 170863 |
|  | Juewei Food Co. Ltd., Class A | 37944 | 246173 |
| \* | Juneyao Airlines Co. Ltd., Class A | 70540 | 132383 |
| \* | Kaishan Group Co. Ltd., Class A | 65100 | 149289 |
|  | KBC Corp. Ltd., Class A | 6057 | 204984 |
|  | Keboda Technology Co. Ltd., Class A | 8000 | 65642 |
|  | Kehua Data Co. Ltd., Class A | 34200 | 200331 |
|  | KingClean Electric Co. Ltd., Class A | 17100 | 76877 |
|  | Kingfa Sci & Tech Co. Ltd., Class A | 425087 | 564954 |
|  | Kingsoft Corp. Ltd. | 541000 | 1638225 |
|  | Konfoong Materials International Co. Ltd., Class A | 9500 | 114715 |
| \* | Kuang-Chi Technologies Co. Ltd., Class A | 102600 | 243599 |
|  | Kunlun Energy Co. Ltd. | 6412000 | 3832256 |
|  | Kunlun Tech Co. Ltd., Class A | 52600 | 94005 |
|  | Kweichow Moutai Co. Ltd., Class A | 55993 | 10378523 |
|  | KWG Living Group Holdings Ltd. | 258250 | 24321 |
|  | Lao Feng Xiang Co. Ltd., Class A | 26700 | 140630 |
|  | Laobaixing Pharmacy Chain JSC, Class A | 62190 | 299779 |
|  | LB Group Co. Ltd., Class A | 223200 | 471122 |
|  | Lenovo Group Ltd. | 13043278 | 10424287 |
|  | Lens Technology Co. Ltd., Class A | 316800 | 433518 |
|  | Lepu Medical Technology Beijing Co. Ltd., Class A | 120977 | 419434 |
|  | Levima Advanced Materials Corp., Class A | 27200 | 122033 |
|  | Leyard Optoelectronic Co. Ltd., Class A | 105400 | 81501 |
| # \* | Li Auto, Inc., ADR | 128166 | 1745621 |
| \* | Li Auto, Inc., Class A | 135900 | 927104 |
|  | Li Ning Co. Ltd. | 1311000 | 6781697 |
|  | Lianhe Chemical Technology Co. Ltd., Class A | 56700 | 145762 |
|  | Lier Chemical Co. Ltd., Class A | 74940 | 187170 |
| \* | Lingyi iTech Guangdong Co., Class A | 556018 | 360629 |
|  | Lizhong Sitong Light Alloys Group Co. Ltd., Class A | 40800 | 155952 |
| W | Longfor Group Holdings Ltd. | 2585500 | 3294403 |
|  | LONGi Green Energy Technology Co. Ltd., Class A | 335888 | 2218261 |
|  | Longshine Technology Group Co. Ltd., Class A | 89002 | 314853 |
|  | Luenmei Quantum Co. Ltd., Class A | 120500 | 102960 |
|  | Luoyang Xinqianglian Slewing Bearing Co. Ltd., Class A | 8160 | 78341 |
|  | Luxi Chemical Group Co. Ltd., Class A | 305700 | 476936 |
|  | Luxshare Precision Industry Co. Ltd., Class A | 308224 | 1199233 |
|  | Luzhou Laojiao Co. Ltd., Class A | 73529 | 1577260 |
|  | Mango Excellent Media Co. Ltd., Class A | 179192 | 540226 |
|  | Maxscend Microelectronics Co., Ltd., Class A | 22900 | 289830 |
| \* | Meinian Onehealth Healthcare Holdings Co. Ltd., Class A | 287557 | 168336 |
| \* W | Meituan, Class B | 1133000 | 18139936 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Metallurgical Corp. of China Ltd., Class H | 4641000 | $738998 |
| \* | Mianyang Fulin Precision Co. Ltd., Class A | 62463 | 120660 |
|  | Midea Group Co. Ltd., Class A | 479784 | 2643065 |
|  | Milkyway Chemical Supply Chain Service Co. Ltd., Class A | 13700 | 215852 |
|  | Ming Yang Smart Energy Group Ltd., Class A | 120504 | 412456 |
|  | Montage Technology Co. Ltd., Class A | 27314 | 211711 |
|  | Muyuan Foods Co. Ltd., Class A | 134987 | 869608 |
|  | Nanjing Hanrui Cobalt Co. Ltd., Class A | 22847 | 125588 |
|  | Nanjing Iron & Steel Co. Ltd., Class A | 670400 | 280576 |
|  | Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd., Class A | 75346 | 168251 |
|  | Nanjing Securities Co. Ltd., Class A | 248900 | 270671 |
|  | Nanjing Yunhai Special Metals Co. Ltd., Class A | 60200 | 156175 |
|  | Nantong Jianghai Capacitor Co. Ltd., Class A | 48864 | 169632 |
|  | NARI Technology Co. Ltd., Class A | 249552 | 838138 |
| \* | National Silicon Industry Group Co. Ltd., Class A | 105089 | 292773 |
|  | NAURA Technology Group Co. Ltd., Class A | 10700 | 388483 |
|  | NavInfo Co. Ltd., Class A | 105850 | 172203 |
| # | NetEase, Inc., ADR | 193704 | 10773816 |
|  | NetEase, Inc. | 159100 | 1765254 |
|  | New China Life Insurance Co. Ltd., Class H | 1091400 | 1733226 |
| \* | New Hope Liuhe Co. Ltd., Class A | 159700 | 283095 |
|  | Ninestar Corp., Class A | 44351 | 348171 |
|  | Ningbo Haitian Precision Machinery Co. Ltd., Class A | 22600 | 87515 |
| \* | Ningbo Joyson Electronic Corp., Class A | 126400 | 266021 |
|  | Ningbo Orient Wires & Cables Co. Ltd., Class A | 31142 | 328728 |
|  | Ningbo Ronbay New Energy Technology Co. Ltd., Class A | 19771 | 214186 |
|  | Ningbo Sanxing Medical Electric Co. Ltd., Class A | 108100 | 204059 |
|  | Ningbo Tuopu Group Co. Ltd., Class A | 43648 | 387843 |
|  | Ningbo Xusheng Auto Technology Co. Ltd., Class A | 26000 | 122521 |
|  | Ningbo Zhoushan Port Co. Ltd., Class A | 449700 | 214002 |
|  | Ningxia Baofeng Energy Group Co. Ltd., Class A | 320300 | 503777 |
| \* | NIO, Inc., ADR | 368459 | 3562999 |
|  | North Industries Group Red Arrow Co. Ltd., Class A | 63400 | 178977 |
| \* | Offcn Education Technology Co. Ltd., Class A | 80212 | 47964 |
|  | Offshore Oil Engineering Co. Ltd., Class A | 310100 | 199659 |
| \* | OFILM Group Co. Ltd., Class A | 214300 | 137651 |
|  | Oppein Home Group, Inc., Class A | 24595 | 274723 |
| # | Orient Overseas International Ltd. | 27500 | 401861 |
| # W | Orient Securities Co. Ltd., Class H | 1012800 | 377955 |
|  | Ovctek China, Inc., Class A | 22152 | 90192 |
| \* | Pangang Group Vanadium Titanium & Resources Co. Ltd., Class A | 470200 | 291774 |
| \* | Pengdu Agriculture & Animal Husbandry Co. Ltd., Class A | 600300 | 214285 |
|  | People's Insurance Co. Group of China Ltd. , Class H | 7590000 | 2097570 |
|  | Perfect World Co. Ltd., Class A | 141585 | 220866 |
|  | PetroChina Co. Ltd., Class H | 15206000 | 5816705 |
|  | PharmaBlock Sciences Nanjing, Inc., Class A | 3300 | 39837 |
| W | Pharmaron Beijing Co. Ltd., Class H | 159050 | 536287 |
|  | PICC Property & Casualty Co. Ltd., Class H | 7201198 | 6641745 |
| \* | Pinduoduo, Inc., ADR | 122979 | 6742939 |
|  | Ping An Bank Co. Ltd., Class A | 722500 | 1025620 |
|  | Ping An Insurance Group Co. of China Ltd., Class H | 3693500 | 14786523 |
|  | Pingdingshan Tianan Coal Mining Co. Ltd., Class A | 360800 | 546397 |
|  | Poly Developments & Holdings Group Co. Ltd., Class A | 448683 | 852534 |
| # W | Postal Savings Bank of China Co. Ltd., Class H | 4462000 | 2069298 |
|  | Power Construction Corp. of China Ltd., Class A | 583011 | 563372 |
|  | Proya Cosmetics Co. Ltd., Class A | 21980 | 503610 |
|  | Qingdao Haier Biomedical Co. Ltd., Class A | 5788 | 61199 |
| # W | Qingdao Port International Co. Ltd., Class H | 69000 | 28932 |
|  | Qingdao Rural Commercial Bank Corp., Class A | 691706 | 262648 |

---

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**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Qingdao Sentury Tire Co. Ltd., Class A | 43800 | $155891 |
|  | Qingdao TGOOD Electric Co. Ltd., Class A | 78000 | 160437 |
|  | Quectel Wireless Solutions Co. Ltd., Class A | 13090 | 184891 |
|  | Raytron Technology Co. Ltd., Class A | 17317 | 113068 |
|  | Red Avenue New Materials Group Co. Ltd., Class A | 23300 | 114895 |
| \* | Risen Energy Co. Ltd., Class A | 59604 | 201898 |
|  | Riyue Heavy Industry Co. Ltd., Class A | 76100 | 230886 |
|  | Rockchip Electronics Co. Ltd., Class A | 18100 | 162360 |
|  | Rongsheng Petrochemical Co. Ltd., Class A | 567694 | 834092 |
| \* | Roshow Technology Co., Ltd., Class A | 125900 | 178161 |
|  | SAIC Motor Corp. Ltd., Class A | 236045 | 445589 |
|  | Sailun Group Co. Ltd., Class A | 221600 | 263965 |
|  | Sanan Optoelectronics Co. Ltd., Class A | 114600 | 271554 |
|  | Sangfor Technologies, Inc., Class A | 11300 | 195037 |
|  | Sanquan Food Co. Ltd., Class A | 82800 | 159656 |
|  | Sansure Biotech, Inc., Class A | 55890 | 195389 |
|  | Sany Heavy Industry Co. Ltd., Class A | 323734 | 600734 |
|  | Satellite Chemical Co. Ltd., Class A | 345661 | 588218 |
|  | SDIC Power Holdings Co. Ltd., Class A | 251000 | 347223 |
|  | Sealand Securities Co. Ltd., Class A | 328190 | 146349 |
| \* | Seazen Holdings Co. Ltd., Class A | 173200 | 313518 |
|  | SF Holding Co. Ltd., Class A | 151261 | 1001932 |
|  | SG Micro Corp., Class A | 12050 | 247666 |
|  | Shaanxi Coal Industry Co. Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694700 | &nbsp;&nbsp;&nbsp;&nbsp;1888146 |
|  | Shan Xi Hua Yang Group New Energy Co. Ltd., Class A | 260300 | 602783 |
|  | Shandong Buchang Pharmaceuticals Co. Ltd., Class A | 57400 | 151125 |
|  | Shandong Denghai Seeds Co. Ltd., Class A | 35800 | 102030 |
|  | Shandong Dongyue Organosilicon Material Co. Ltd., Class A | 106300 | 181200 |
| # W | Shandong Gold Mining Co. Ltd., Class H | 547250 | 869811 |
|  | Shandong Himile Mechanical Science & Technology Co. Ltd., Class A | 50100 | 173987 |
|  | Shandong Hi-speed Co. Ltd., Class A | 111700 | 84100 |
|  | Shandong Hualu Hengsheng Chemical Co. Ltd., Class A | 189250 | 679886 |
|  | Shandong Linglong Tyre Co. Ltd., Class A | 130200 | 292801 |
|  | Shandong Nanshan Aluminum Co. Ltd., Class A | 910010 | 384999 |
|  | Shandong Pharmaceutical Glass Co. Ltd., Class A | 39500 | 149439 |
|  | Shandong Sun Paper Industry JSC Ltd., Class A | 230150 | 331441 |
|  | Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 3303200 | 4551100 |
|  | Shanghai Bairun Investment Holding Group Co. Ltd., Class A | 34836 | 145785 |
|  | Shanghai Baosight Software Co. Ltd., Class A | 62166 | 361973 |
|  | Shanghai Construction Group Co. Ltd., Class A | 770676 | 271544 |
| \* | Shanghai Electric Group Co. Ltd., Class H | 2990000 | 582273 |
| \* | Shanghai Electric Power Co. Ltd., Class A | 119200 | 150101 |
|  | Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H | 350000 | 883836 |
| # | Shanghai Fudan Microelectronics Group Co. Ltd., Class H | 135000 | 583917 |
| \* | Shanghai International Airport Co. Ltd., Class A | 28100 | 205617 |
|  | Shanghai International Port Group Co. Ltd., Class A | 334000 | 236892 |
|  | Shanghai Jinjiang International Hotels Co. Ltd., Class A | 44100 | 330223 |
| # \* W | Shanghai Junshi Biosciences Co. Ltd., Class H | 64000 | 223532 |
|  | Shanghai Liangxin Electrical Co. Ltd., Class A | 50500 | 77962 |
|  | Shanghai Lingang Holdings Corp. Ltd., Class A | 144260 | 226867 |
|  | Shanghai Lujiazui Finance & Trade Zone Development Co. Ltd., Class A | 103420 | 129338 |
|  | Shanghai M&G Stationery, Inc., Class A | 51069 | 282572 |
|  | Shanghai Pharmaceuticals Holding Co. Ltd., Class H | 1000000 | 1355260 |
|  | Shanghai Pudong Development Bank Co. Ltd., Class A | 882471 | 804337 |
|  | Shanghai Putailai New Energy Technology Co. Ltd., Class A | 46522 | 318443 |
|  | Shanghai RAAS Blood Products Co. Ltd., Class A | 400600 | 298441 |
|  | Shanghai Tunnel Engineering Co. Ltd., Class A | 303500 | 216654 |
|  | Shanghai Wanye Enterprises Co. Ltd., Class A | 56200 | 144727 |
|  | Shanghai Yuyuan Tourist Mart Group Co. Ltd., Class A | 252259 | 217006 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shanghai Zhangjiang High-Tech Park Development Co. Ltd., Class A | 181800 | $280460 |
|  | Shanxi Coking Coal Energy Group Co. Ltd., Class A | 547530 | 853565 |
|  | Shanxi Lu'an Environmental Energy Development Co. Ltd., Class A | 324730 | 748243 |
|  | Shanxi Meijin Energy Co. Ltd., Class A | 523517 | 628918 |
|  | Shanxi Securities Co. Ltd., Class A | 216280 | 153091 |
|  | Shanxi Taigang Stainless Steel Co. Ltd., Class A | 538600 | 292674 |
|  | Shanxi Xinghuacun Fen Wine Factory Co. Ltd., Class A | 55507 | &nbsp;&nbsp;&nbsp;&nbsp;1770540 |
|  | Shenghe Resources Holding Co. Ltd., Class A | 151600 | 278394 |
|  | Shengyi Technology Co. Ltd., Class A | 162200 | 308750 |
|  | Shennan Circuits Co. Ltd., Class A | 25382 | 261393 |
| # W | Shenwan Hongyuan Group Co. Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;2064000 | 336586 |
|  | Shenzhen Capchem Technology Co. Ltd., Class A | 58240 | 288767 |
|  | Shenzhen Desay Battery Technology Co., Class A | 17000 | 116015 |
|  | Shenzhen Dynanonic Co. Ltd., Class A | 6440 | 228023 |
|  | Shenzhen Energy Group Co. Ltd., Class A | 235019 | 183869 |
|  | Shenzhen Envicool Technology Co. Ltd., Class A | 14300 | 66658 |
|  | Shenzhen Fastprint Circuit Tech Co. Ltd., Class A | 104800 | 169042 |
|  | Shenzhen Gas Corp. Ltd., Class A | 150500 | 134811 |
|  | Shenzhen H&T Intelligent Control Co. Ltd., Class A | 23400 | 47420 |
|  | Shenzhen Inovance Technology Co. Ltd., Class A | 92000 | 842891 |
|  | Shenzhen Kaifa Technology Co. Ltd., Class A | 66000 | 103519 |
|  | Shenzhen Kangtai Biological Products Co. Ltd., Class A | 58040 | 247739 |
|  | Shenzhen Kedali Industry Co. Ltd., Class A | 14566 | 183476 |
|  | Shenzhen Kinwong Electronic Co. Ltd., Class A | 62764 | 175116 |
|  | Shenzhen Kstar Science & Technology Co. Ltd., Class A | 23000 | 157879 |
|  | Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A | 49673 | 2220507 |
| \* | Shenzhen MTC Co. Ltd., Class A | 192700 | 91281 |
|  | Shenzhen Overseas Chinese Town Co. Ltd., Class A | 626380 | 361745 |
|  | Shenzhen Salubris Pharmaceuticals Co. Ltd., Class A | 71100 | 301781 |
|  | Shenzhen SC New Energy Technology Corp., Class A | 12566 | 234487 |
|  | Shenzhen SED Industry Co. Ltd., Class A | 30800 | 89780 |
|  | Shenzhen Senior Technology Material Co. Ltd., Class A | 75301 | 191265 |
|  | Shenzhen Sunlord Electronics Co. Ltd., Class A | 92900 | 272904 |
|  | Shenzhen Sunway Communication Co. Ltd., Class A | 27400 | 63050 |
|  | Shenzhen Topband Co. Ltd., Class A | 28600 | 44136 |
|  | Shenzhen Transsion Holdings Co. Ltd., Class A | 64148 | 548299 |
|  | Shenzhen Yinghe Technology Co. Ltd., Class A | 29900 | 81667 |
|  | Shenzhen YUTO Packaging Technology Co. Ltd., Class A | 93271 | 416354 |
|  | Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd., Class A | 360714 | 190519 |
|  | Shenzhou International Group Holdings Ltd. | 917400 | 6369505 |
|  | Shijiazhuang Yiling Pharmaceutical Co. Ltd., Class A | 122156 | 509055 |
|  | Shinghwa Advanced Material Group Co. Ltd., Class A | 16300 | 217013 |
|  | Sichuan Chuantou Energy Co. Ltd., Class A | 149500 | 226456 |
| \* | Sichuan Development Lomon Co. Ltd., Class A | 167000 | 254810 |
|  | Sichuan Hebang Biotechnology Co. Ltd., Class A | 841100 | 332875 |
|  | Sichuan Kelun Pharmaceutical Co. Ltd., Class A | 129301 | 439556 |
| \* | Sichuan New Energy Power Co., Ltd. | 86800 | 224258 |
|  | Sichuan Road & Bridge Group Co. Ltd., Class A | 573200 | 885539 |
|  | Sichuan Shuangma Cement Co. Ltd., Class A | 36500 | 100978 |
|  | Sichuan Swellfun Co. Ltd., Class A | 23700 | 184305 |
|  | Sichuan Teway Food Group Co. Ltd., Class A | 6000 | 23105 |
|  | Sichuan Yahua Industrial Group Co. Ltd., Class A | 80400 | 295192 |
|  | Sieyuan Electric Co. Ltd., Class A | 63100 | 289754 |
|  | Sino Biopharmaceutical Ltd. | 12922500 | 6270456 |
|  | Sinofibers Technology Co. Ltd., Class A | 17400 | 131862 |
|  | Sinolink Securities Co. Ltd., Class A | 232100 | 251495 |
|  | Sinoma International Engineering Co., Class A | 308200 | 361666 |
|  | Sinoma Science & Technology Co. Ltd., Class A | 190294 | 467443 |
|  | Sinopharm Group Co. Ltd., Class H | 2426400 | 4603152 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) |  |  |
| \* | Skshu Paint Co. Ltd., Class A | 7648 | $91316 |
|  | Skyworth Digital Co. Ltd., Class A | 76793 | 156904 |
| W | Smoore International Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2325000 | &nbsp;&nbsp;&nbsp;&nbsp;2474953 |
|  | Songcheng Performance Development Co. Ltd., Class A | 170500 | 269318 |
|  | SooChow Securities Co. Ltd., Class A | 334850 | 300999 |
|  | Southwest Securities Co. Ltd., Class A | 779936 | 396137 |
| \* | Spring Airlines Co. Ltd., Class A | 48500 | 323375 |
|  | State Grid Information & Communication Co. Ltd., Class A | 75800 | 155718 |
| \* | STO Express Co. Ltd., Class A | 94000 | 144537 |
|  | Sungrow Power Supply Co. Ltd., Class A | 31600 | 567742 |
|  | Sunny Optical Technology Group Co. Ltd. | 719500 | 6235183 |
|  | Sunresin New Materials Co. Ltd., Class A | 16350 | 171392 |
|  | Sunwoda Electronic Co. Ltd., Class A | 74600 | 237881 |
|  | Suofeiya Home Collection Co. Ltd., Class A | 27570 | 52842 |
|  | Suplet Power Co. Ltd., Class A | 26600 | 191853 |
|  | Suzhou Dongshan Precision Manufacturing Co. Ltd., Class A | 209200 | 724360 |
|  | Suzhou Maxwell Technologies Co. Ltd., Class A | 3476 | 228716 |
|  | Suzhou TA&A Ultra Clean Technology Co. Ltd., Class A | 31900 | 270963 |
|  | Tangshan Jidong Cement Co. Ltd., Class A | 155000 | 161448 |
|  | TangShan Port Group Co. Ltd., Class A | 454800 | 156594 |
|  | TBEA Co. Ltd., Class A | 217400 | 609232 |
|  | TCL Technology Group Corp., Class A | 1321080 | 709569 |
|  | TCL Zhonghuan Renewable Energy Technology Co. Ltd., Class A | 112100 | 607757 |
|  | Tencent Holdings Ltd. | 3556400 | 93450715 |
| \* | Tencent Music Entertainment Group, ADR | 730433 | 2636863 |
|  | Thunder Software Technology Co. Ltd., Class A | 13300 | 180156 |
|  | Tian Di Science & Technology Co. Ltd., Class A | 399320 | 268455 |
|  | Tianjin 712 Communication & Broadcasting Co. Ltd., Class A | 28400 | 153173 |
|  | Tianjin Chase Sun Pharmaceutical Co. Ltd., Class A | 193100 | 186951 |
|  | Tianjin Pharmaceutical Da Re Tang Group Corp. Ltd., Class A | 30300 | 115017 |
|  | Tianma Microelectronics Co. Ltd., Class A | 161455 | 195866 |
|  | Tianshan Aluminum Group Co. Ltd., Class A | 216300 | 185276 |
|  | Tianshui Huatian Technology Co. Ltd., Class A | 305000 | 368401 |
| \* | Tibet Summit Resources Co. Ltd., Class A | 86100 | 247047 |
|  | Tingyi Cayman Islands Holding Corp. | 2592000 | 4051549 |
|  | Titan Wind Energy Suzhou Co. Ltd., Class A | 124100 | 200050 |
|  | Tofflon Science & Technology Group Co. Ltd., Class A | 65800 | 255270 |
|  | Toly Bread Co. Ltd., Class A | 151865 | 234737 |
| \* | TongFu Microelectronics Co. Ltd., Class A | 167000 | 431042 |
|  | Tongkun Group Co. Ltd., Class A | 157809 | 262574 |
|  | Tongling Nonferrous Metals Group Co. Ltd., Class A | 1091500 | 377872 |
|  | Tongwei Co. Ltd., Class A | 209300 | 1251476 |
| \* | Topchoice Medical Corp., Class A | 13300 | 224038 |
| W | Topsports International Holdings Ltd. | 979000 | 493648 |
|  | Transfar Zhilian Co. Ltd., Class A | 287626 | 195005 |
|  | TravelSky Technology Ltd., Class H | 183000 | 266106 |
|  | Trina Solar Co. Ltd., Class A | 26178 | 238908 |
| # \* | Trip.com Group Ltd., ADR | 412258 | 9329399 |
| \* | Trip.com Group Ltd. | 99700 | 2239492 |
|  | Tsingtao Brewery Co. Ltd., Class H | 418000 | 2926456 |
|  | Unigroup Guoxin Microelectronics Co. Ltd., Class A | 37799 | 851736 |
|  | Unisplendour Corp. Ltd., Class A | 164160 | 386236 |
|  | Universal Scientific Industrial Shanghai Co. Ltd., Class A | 110389 | 263838 |
|  | Valiant Co. Ltd., Class A | 56000 | 106564 |
| \* | Vipshop Holdings Ltd., ADR | 720998 | 5025356 |
|  | Walvax Biotechnology Co. Ltd., Class A | 55500 | 293166 |
|  | Wanhua Chemical Group Co. Ltd., Class A | 203200 | 2242604 |
|  | Want Want China Holdings Ltd. | 6370000 | 4184356 |
|  | Wanxiang Qianchao Co. Ltd., Class A | 189000 | 128629 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) |  |  |
| \* | Weibo Corp., Sponsored ADR | 51476 | $582708 |
|  | Weichai Power Co. Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;2877800 | &nbsp;&nbsp;&nbsp;&nbsp;2756476 |
|  | Weifu High-Technology Group Co. Ltd., Class A | 52714 | 124340 |
|  | Weihai Guangwei Composites Co. Ltd., Class A | 20829 | 221594 |
| \* | Wens Foodstuffs Group Co. Ltd., Class A | 164980 | 405489 |
|  | Western Securities Co. Ltd., Class A | 568600 | 465836 |
|  | Western Superconducting Technologies Co. Ltd., Class A | 14442 | 230796 |
|  | Westone Information Industry, Inc., Class A | 33300 | 166071 |
|  | Wharf Holdings Ltd. | 995000 | 2849177 |
|  | Will Semiconductor Co. Ltd., Class A | 54421 | 548489 |
|  | Wingtech Technology Co. Ltd., Class A | 47900 | 314184 |
|  | Winning Health Technology Group Co. Ltd., Class A | 183700 | 244265 |
|  | Wolong Electric Group Co. Ltd., Class A | 143200 | 244251 |
|  | Wuchan Zhongda Group Co. Ltd., Class A | 615250 | 351960 |
|  | Wuhan DR Laser Technology Corp. Ltd., Class A | 3460 | 77021 |
|  | Wuhan Guide Infrared Co. Ltd., Class A | 106841 | 170448 |
| \* | Wuhan Raycus Fiber Laser Technologies Co. Ltd., Class A | 9400 | 36818 |
|  | Wuhu Token Science Co. Ltd., Class A | 200630 | 172043 |
|  | Wuliangye Yibin Co. Ltd., Class A | 174006 | 3189306 |
|  | WUS Printed Circuit Kunshan Co. Ltd., Class A | 159200 | 237312 |
| W | WuXi AppTec Co. Ltd., Class H | 159060 | 1276652 |
| \* W | Wuxi Biologics Cayman, Inc. | 1131500 | 5091345 |
|  | Wuxi Lead Intelligent Equipment Co. Ltd., Class A | 17680 | 121556 |
|  | Wuxi NCE Power Co. Ltd., Class A | 14040 | 156356 |
|  | Wuxi Shangji Automation Co. Ltd., Class A | 27080 | 455187 |
|  | XCMG Construction Machinery Co. Ltd., Class A | 472203 | 299843 |
|  | Xiamen C & D, Inc., Class A | 153900 | 253189 |
|  | Xiamen Faratronic Co. Ltd., Class A | 12100 | 292930 |
|  | Xiamen Intretech, Inc., Class A | 78460 | 185514 |
|  | Xiamen ITG Group Corp. Ltd., Class A | 163430 | 139497 |
|  | Xiamen Tungsten Co. Ltd., Class A | 107480 | 295798 |
|  | Xiamen Xiangyu Co. Ltd., Class A | 179500 | 243266 |
|  | Xi'an Triangle Defense Co. Ltd., Class A | 32400 | 207574 |
|  | Xianhe Co. Ltd., Class A | 39900 | 133084 |
| # \* W | Xiaomi Corp., Class B | 12403400 | 13929917 |
|  | Xinfengming Group Co. Ltd., Class A | 153500 | 170939 |
|  | Xinjiang Goldwind Science & Technology Co. Ltd., Class H | 891559 | 772542 |
|  | Xinjiang Tianshan Cement Co. Ltd., Class A | 90800 | 96085 |
|  | Xinjiang Zhongtai Chemical Co. Ltd., Class A | 416100 | 335543 |
|  | Xinxiang Richful Lube Additive Co. Ltd., Class A | 5500 | 109325 |
|  | Xinxing Ductile Iron Pipes Co. Ltd., Class A | 244900 | 116541 |
|  | Xinyangfeng Agricultural Technology Co. Ltd., Class A | 105900 | 160335 |
|  | Xinyi Solar Holdings Ltd. | 6243103 | 6198140 |
|  | Xuji Electric Co. Ltd., Class A | 77400 | 188854 |
| W | Yadea Group Holdings Ltd. | 526000 | 803139 |
|  | Yangling Metron New Material, Inc., Class A | 27640 | 188045 |
|  | Yangzhou Yangjie Electronic Technology Co. Ltd., Class A | 52200 | 367264 |
|  | Yankuang Energy Group Co. Ltd., Class H | 1594000 | 4481556 |
|  | Yantai Changyu Pioneer Wine Co. Ltd., Class A | 8400 | 31186 |
|  | Yantai Jereh Oilfield Services Group Co. Ltd., Class A | 56455 | 232817 |
|  | Yealink Network Technology Corp. Ltd., Class A | 41840 | 395987 |
|  | Yifeng Pharmacy Chain Co. Ltd., Class A | 58834 | 452811 |
|  | Yintai Gold Co. Ltd., Class A | 195817 | 385600 |
|  | Yixintang Pharmaceutical Group Co. Ltd., Class A | 18200 | 69267 |
|  | YongXing Special Materials Technology Co. Ltd., Class A | 17100 | 273186 |
|  | Yonyou Network Technology Co. Ltd., Class A | 83500 | 280534 |
|  | Youngor Group Co. Ltd., Class A | 340604 | 279241 |
| \* | Youngy Co., Ltd., Class A | 10200 | 154531 |
|  | YTO Express Group Co. Ltd., Class A | 174400 | 451272 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) |  |  |
| \* | Yuan Longping High-tech Agriculture Co. Ltd., Class A | 80100 | $159205 |
| # | Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363986 | 15050821 |
|  | Yunda Holding Co. Ltd., Class A | 227590 | 412106 |
|  | Yunnan Aluminium Co. Ltd., Class A | 373200 | 469469 |
|  | Yunnan Baiyao Group Co. Ltd., Class A | 54740 | 409488 |
|  | Yunnan Copper Co. Ltd., Class A | 383300 | 578878 |
|  | Yunnan Energy New Material Co. Ltd., Class A | 30462 | 617783 |
|  | Yunnan Tin Co. Ltd., Class A | 179800 | 280999 |
|  | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd., Class A | 25050 | 783005 |
|  | Zhefu Holding Group Co. Ltd., Class A | 607423 | 326336 |
| \* | Zhejiang Century Huatong Group Co. Ltd., Class A | 458400 | 232615 |
|  | Zhejiang China Commodities City Group Co. Ltd., Class A | 697879 | 400994 |
|  | Zhejiang Chint Electrics Co. Ltd., Class A | 125484 | 437788 |
|  | Zhejiang Crystal-Optech Co. Ltd., Class A | 92800 | 153567 |
|  | Zhejiang Dahua Technology Co. Ltd., Class A | 297413 | 472108 |
|  | Zhejiang Dingli Machinery Co. Ltd., Class A | 46470 | 286643 |
|  | Zhejiang Hailiang Co. Ltd., Class A | 143800 | 228464 |
|  | Zhejiang HangKe Technology, Inc. Co., Class A | 17887 | 122823 |
|  | Zhejiang Huahai Pharmaceutical Co. Ltd., Class A | 99240 | 272016 |
|  | Zhejiang Huayou Cobalt Co. Ltd., Class A | 42881 | 320683 |
|  | Zhejiang Jingsheng Mechanical & Electrical Co. Ltd., Class A | 54000 | 528542 |
|  | Zhejiang JIULI Hi-tech Metals Co. Ltd., Class A | 80500 | 187170 |
|  | Zhejiang Juhua Co. Ltd., Class A | 126000 | 271389 |
|  | Zhejiang Longsheng Group Co. Ltd., Class A | 316700 | 392357 |
| \* | Zhejiang Narada Power Source Co. Ltd., Class A | 56700 | 142621 |
|  | Zhejiang NHU Co. Ltd., Class A | 264988 | 650383 |
|  | Zhejiang Supor Co. Ltd., Class A | 47603 | 261330 |
|  | Zhejiang Weiming Environment Protection Co. Ltd., Class A | 94503 | 244722 |
|  | Zhejiang Weixing New Building Materials Co. Ltd., Class A | 125034 | 298516 |
|  | Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd., Class A | 35300 | 227455 |
|  | Zhejiang Xinan Chemical Industrial Group Co. Ltd., Class A | 177154 | 363145 |
|  | Zhejiang Yongtai Technology Co. Ltd., Class A | 60300 | 181018 |
|  | Zheshang Securities Co. Ltd., Class A | 270063 | 377151 |
|  | Zhongji Innolight Co. Ltd., Class A | 55527 | 222981 |
|  | Zhongjin Gold Corp. Ltd., Class A | 428700 | 437988 |
|  | Zhongsheng Group Holdings Ltd. | 1088500 | 4131192 |
|  | Zhuzhou CRRC Times Electric Co. Ltd. | 588600 | 2553642 |
|  | Zhuzhou Hongda Electronics Corp. Ltd., Class A | 42700 | 259579 |
|  | Zhuzhou Kibing Group Co. Ltd., Class A | 352001 | 379238 |
| \* | Zibo Qixiang Tengda Chemical Co. Ltd., Class A | 386760 | 361547 |
| # | Zijin Mining Group Co. Ltd., Class H | 6627000 | 6321085 |
|  | Zoomlion Heavy Industry Science & Technology Co. Ltd., Class H | 1859600 | 599297 |
|  | ZTE Corp., Class H | 1138285 | 2030522 |
| # | ZTO Express Cayman, Inc., ADR | 290097 | 4899738 |
| # | ZTO Express Cayman, Inc. | 1050 | 17865 |
| TOTAL CHINA | TOTAL CHINA |  | 951805648 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |  |  |
| \* | BAC Holding International Corp. | 7858220 | 312658 |
|  | Banco de Bogota SA | 32600 | 171622 |
|  | Bancolombia SA, Sponsored ADR | 39205 | 994631 |
|  | Bancolombia SA | 108694 | 781298 |
|  | Ecopetrol SA | 2140333 | 1061770 |
|  | Grupo Argos SA | 357079 | 741090 |
|  | Grupo Aval Acciones y Valores SA, ADR | 5840 | 12965 |
|  | Grupo Energia Bogota SA ESP | 501293 | 167174 |
|  | Interconexion Electrica SA ESP | 201685 | 786934 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | 5030142 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CZECH REPUBLIC — (0.2%) | CZECH REPUBLIC — (0.2%) |  |  |
|  | CEZ AS | 119036 | $3890179 |
|  | Komercni Banka AS | 72622 | 2079914 |
| W | Moneta Money Bank AS | 421608 | 1229775 |
| TOTAL CZECH REPUBLIC | TOTAL CZECH REPUBLIC | TOTAL CZECH REPUBLIC | 7199868 |
| EGYPT — (0.0%) | EGYPT — (0.0%) |  |  |
|  | Commercial International Bank Egypt SAE,GDR | 1513486 | 1920708 |
| GREECE — (0.3%) | GREECE — (0.3%) |  |  |
| \* | Alpha Services & Holdings SA | 1298257 | 1202309 |
| \* | Eurobank Ergasias Services & Holdings SA, Class A | &nbsp;&nbsp;&nbsp;&nbsp;1373666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356086 |
| \* †† | FF Group | 12618 | 11223 |
|  | Galaxy Cosmos Mezz PLC | 48084 | 7765 |
|  | Hellenic Energy Holdings SA | 63899 | 436843 |
|  | Hellenic Telecommunications Organization SA | 145052 | 2277975 |
|  | JUMBO SA | 91113 | 1294131 |
| \* | LAMDA Development SA | 7667 | 46452 |
|  | Motor Oil Hellas Corinth Refineries SA | 85551 | 1470366 |
|  | Mytilineos SA | 72048 | 1208116 |
| \* | National Bank of Greece SA | 290272 | 1051735 |
|  | OPAP SA | 110434 | 1353164 |
| \* | Piraeus Financial Holdings SA | 215062 | 265129 |
| \* | Public Power Corp. SA | 53369 | 336874 |
|  | Sunrisemezz PLC | 30723 | 2487 |
|  | Terna Energy SA | 49394 | 917948 |
| TOTAL GREECE | TOTAL GREECE | TOTAL GREECE | 13238603 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) |  |  |
| \* †† | China Common Rich Renewable Energy Investments Ltd. | 5416000 | 0 |
| HUNGARY — (0.2%) | HUNGARY — (0.2%) |  |  |
|  | MOL Hungarian Oil & Gas PLC | 840922 | 5048973 |
| # | OTP Bank Nyrt | 103748 | 2263349 |
|  | Richter Gedeon Nyrt | 82986 | 1641524 |
| TOTAL HUNGARY | TOTAL HUNGARY | TOTAL HUNGARY | 8953846 |
| INDIA — (18.0%) | INDIA — (18.0%) |  |  |
|  | Aarti Industries Ltd. | 231928 | 1955086 |
|  | Aarti Pharmalabs Ltd. | 57982 | 265613 |
|  | ABB India Ltd. | 45775 | 1691933 |
|  | ACC Ltd. | 106088 | 3066940 |
|  | Adani Enterprises Ltd. | 134677 | 5454980 |
| \* | Adani Green Energy Ltd. | 89876 | 2289621 |
|  | Adani Ports & Special Economic Zone Ltd. | 464142 | 4631940 |
| \* | Adani Power Ltd. | 748312 | 3041139 |
|  | Adani Total Gas Ltd. | 102479 | 4509790 |
| \* | Adani Transmission Ltd. | 219644 | 8903207 |
| \* | Aditya Birla Capital Ltd. | 391081 | 551389 |
|  | Alkem Laboratories Ltd. | 32515 | 1239882 |
|  | Ambuja Cements Ltd. | 553447 | 3570030 |
|  | APL Apollo Tubes Ltd. | 7651 | 99833 |
|  | Apollo Hospitals Enterprise Ltd. | 77348 | 4216487 |
|  | Ashok Leyland Ltd. | 1199908 | 2221974 |
|  | Asian Paints Ltd. | 220693 | 8316379 |
|  | Astral Ltd. | 84526 | 2081831 |
|  | Atul Ltd. | 2391 | 244317 |
| W | AU Small Finance Bank Ltd. | 174230 | 1242086 |
|  | Aurobindo Pharma Ltd. | 407142 | 2641766 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) |  |  |
| \* W | Avenue Supermarts Ltd. | 53575 | $2800161 |
|  | Axis Bank Ltd. | 1721283 | 18876411 |
|  | Bajaj Auto Ltd. | 60754 | 2700693 |
|  | Bajaj Finance Ltd. | 131798 | 11395650 |
|  | Bajaj Finserv Ltd. | 159010 | 3244751 |
|  | Bajaj Holdings & Investment Ltd. | 45088 | 3623841 |
|  | Balkrishna Industries Ltd. | 115271 | 2739535 |
| \* W | Bandhan Bank Ltd. | 603569 | 1749182 |
|  | Bank of Baroda | 1064648 | 1902732 |
|  | Berger Paints India Ltd. | 186084 | 1320621 |
|  | Bharat Electronics Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4884543 | 6318346 |
|  | Bharat Forge Ltd. | 271888 | 2730626 |
|  | Bharat Petroleum Corp. Ltd. | 427867 | 1570814 |
|  | Bharti Airtel Ltd. | 1493167 | &nbsp;&nbsp;&nbsp;&nbsp;15016466 |
|  | Biocon Ltd. | 396886 | 1298940 |
|  | Bosch Ltd. | 4913 | 978153 |
|  | Britannia Industries Ltd. | 54714 | 2489318 |
|  | Canara Bank | 364746 | 1283075 |
| \* | CG Power & Industrial Solutions Ltd. | 114992 | 361812 |
|  | Cholamandalam Investment & Finance Co. Ltd. | 539910 | 4648411 |
|  | Cipla Ltd. | 657406 | 9280072 |
|  | Coal India Ltd. | 649232 | 1927681 |
|  | Colgate-Palmolive India Ltd. | 122914 | 2424311 |
|  | Container Corp. of India Ltd. | 294357 | 2834831 |
|  | Coromandel International Ltd. | 56910 | 661343 |
|  | CRISIL Ltd. | 667 | 24168 |
|  | Crompton Greaves Consumer Electricals Ltd. | 170496 | 746226 |
|  | Cummins India Ltd. | 55131 | 896769 |
|  | Dabur India Ltd. | 338762 | 2278236 |
|  | Dalmia Bharat Ltd. | 44184 | 852713 |
|  | Deepak Nitrite Ltd. | 86786 | 2428457 |
|  | Divi's Laboratories Ltd. | 72911 | 3178899 |
|  | Dixon Technologies India Ltd. | 2979 | 162749 |
|  | DLF Ltd. | 530091 | 2467536 |
| # | Dr Reddy's Laboratories Ltd., ADR | 102286 | 5555153 |
|  | Dr Reddy's Laboratories Ltd. | 31975 | 1718684 |
|  | Eicher Motors Ltd. | 93424 | 4358089 |
|  | Federal Bank Ltd. | 142671 | 226811 |
|  | GAIL India Ltd. | 2303665 | 2531004 |
|  | GAIL India Ltd., GDR | 153552 | 1027556 |
|  | GlaxoSmithKline Pharmaceuticals Ltd. | 32553 | 543155 |
| \* | Godrej Consumer Products Ltd. | 251241 | 2526855 |
| \* | Godrej Properties Ltd. | 82253 | 1259074 |
|  | Grasim Industries Ltd. | 247208 | 5162859 |
|  | Gujarat Fluorochemicals Ltd. | 6906 | 315839 |
|  | Gujarat Gas Ltd. | 139066 | 874279 |
|  | Havells India Ltd. | 137674 | 2030143 |
|  | HCL Technologies Ltd. | 708997 | 8903865 |
| W | HDFC Asset Management Co. Ltd. | 49414 | 1240369 |
|  | HDFC Bank Ltd. | 1512827 | 27440778 |
| W | HDFC Life Insurance Co. Ltd. | 341801 | 2233925 |
|  | Hero MotoCorp Ltd. | 174353 | 5650144 |
|  | Hindalco Industries Ltd. | 2222008 | 10881758 |
|  | Hindustan Aeronautics Ltd. | 73506 | 2245995 |
|  | Hindustan Petroleum Corp. Ltd. | 614890 | 1586642 |
|  | Hindustan Unilever Ltd. | 440646 | 13635504 |
|  | Honeywell Automation India Ltd. | 1617 | 768016 |
|  | Housing Development Finance Corp. Ltd. | 698934 | 20898952 |
| # | ICICI Bank Ltd., Sponsored ADR | 649989 | 14325747 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | ICICI Bank Ltd. | 1390129 | $15285795 |
| W | ICICI Lombard General Insurance Co. Ltd. | 132332 | 1874249 |
| W | ICICI Prudential Life Insurance Co. Ltd. | 169973 | 1046001 |
| \* | IDFC First Bank Ltd. | 3037968 | 2064225 |
|  | Indian Hotels Co. Ltd. | 373713 | 1507706 |
|  | Indian Oil Corp. Ltd. | 1397934 | 1153779 |
| \* | Indian Overseas Bank | 1569149 | 352865 |
|  | Indian Railway Catering & Tourism Corp. Ltd. | 315471 | 2824196 |
| W | Indian Railway Finance Corp. Ltd. | 193243 | 52871 |
|  | Indraprastha Gas Ltd. | 248390 | 1283351 |
|  | Indus Towers Ltd. | 1064122 | 2389762 |
|  | IndusInd Bank Ltd. | 317938 | 4397592 |
|  | Info Edge India Ltd. | 41683 | 1972413 |
| # | Infosys Ltd., Sponsored ADR | 500328 | 9371143 |
|  | Infosys Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1779532 | &nbsp;&nbsp;&nbsp;&nbsp;33201533 |
| \* W | InterGlobe Aviation Ltd. | 51183 | 1104849 |
|  | Ipca Laboratories Ltd. | 58404 | 637518 |
|  | ITC Ltd. | 1903270 | 8030571 |
|  | Jindal Steel & Power Ltd. | 801679 | 4465891 |
|  | JSW Energy Ltd. | 309078 | 1258491 |
|  | JSW Steel Ltd. | 1422439 | 11597295 |
|  | Jubilant Foodworks Ltd. | 480298 | 3561998 |
|  | Kansai Nerolac Paints Ltd. | 114122 | 666096 |
|  | Kotak Mahindra Bank Ltd. | 406367 | 9354657 |
| W | L&T Technology Services Ltd. | 29195 | 1247680 |
| W | Larsen & Toubro Infotech Ltd. | 40803 | 2336124 |
|  | Larsen & Toubro Ltd. | 390209 | 9592960 |
| W | Laurus Labs Ltd. | 355427 | 1955241 |
|  | Linde India Ltd. | 2782 | 103092 |
|  | Lupin Ltd. | 260207 | 2195302 |
|  | Mahindra & Mahindra Ltd. | 905189 | 14787857 |
|  | Marico Ltd. | 535354 | 3405764 |
|  | Maruti Suzuki India Ltd. | 42433 | 4895914 |
| \* | Max Financial Services Ltd. | 154648 | 1323112 |
| \* | Max Healthcare Institute Ltd. | 223862 | 1233248 |
|  | Mindtree Ltd. | 77849 | 3199425 |
|  | Motherson Sumi Wiring India Ltd. | 1325504 | 1354133 |
|  | Mphasis Ltd. | 126795 | 3036671 |
|  | MRF Ltd. | 2316 | 2534212 |
|  | Muthoot Finance Ltd. | 242710 | 3066984 |
|  | Nestle India Ltd. | 20232 | 4976646 |
|  | NHPC Ltd. | 1327907 | 685266 |
|  | NMDC Ltd. | 1251805 | 1503514 |
|  | Nmdc Steel Ltd. | 1251805 | 582217 |
|  | NTPC Ltd. | 1541570 | 3233532 |
|  | Oberoi Realty Ltd. | 85578 | 960204 |
|  | Oil & Natural Gas Corp. Ltd. | 877424 | 1417903 |
|  | Oracle Financial Services Software Ltd. | 32810 | 1157566 |
|  | Page Industries Ltd. | 8044 | 4842885 |
|  | Persistent Systems Ltd. | 41548 | 1854889 |
|  | Petronet LNG Ltd. | 1564099 | 3879853 |
|  | PI Industries Ltd. | 68216 | 2674539 |
|  | Pidilite Industries Ltd. | 87949 | 2757340 |
|  | Piramal Enterprises Ltd. | 117594 | 1209343 |
| \* | Piramal Pharma Ltd. | 470376 | 945270 |
|  | Polycab India Ltd. | 9594 | 321997 |
|  | Power Finance Corp. Ltd. | 2196312 | 3053182 |
|  | Power Grid Corp. of India Ltd. | 1541802 | 4242761 |
|  | Procter & Gamble Hygiene & Health Care Ltd. | 10621 | 1801872 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Punjab National Bank | 1966565 | $1019645 |
|  | REC Ltd. | 1685443 | 2093372 |
|  | Relaxo Footwears Ltd. | 18573 | 217623 |
|  | Reliance Industries Ltd. | 1374995 | 42364653 |
|  | Samvardhana Motherson International Ltd. | 1988257 | 1553560 |
|  | SBI Cards & Payment Services Ltd. | 79899 | 798204 |
| W | SBI Life Insurance Co. Ltd. | 143303 | 2196016 |
|  | Schaeffler India Ltd. | 10805 | 362053 |
|  | Shree Cement Ltd. | 7834 | 2153796 |
|  | Shriram Transport Finance Co. Ltd. | 254074 | 3771894 |
|  | Siemens Ltd. | 33599 | 1186441 |
|  | Solar Industries India Ltd. | 4601 | 216269 |
|  | SRF Ltd. | 132025 | 4083465 |
|  | State Bank of India | 933814 | 6481513 |
|  | State Bank of India, GDR | 3115 | 214312 |
|  | Steel Authority of India Ltd. | 2218861 | 2109344 |
|  | Sun Pharmaceutical Industries Ltd. | 598582 | 7360059 |
|  | Sundaram Finance Holdings Ltd. | 40687 | 43943 |
|  | Sundaram Finance Ltd. | 964 | 27076 |
|  | Supreme Industries Ltd. | 12166 | 318824 |
|  | Tata Chemicals Ltd. | 33210 | 454689 |
|  | Tata Communications Ltd. | 108655 | 1649439 |
|  | Tata Consultancy Services Ltd. | 572990 | &nbsp;&nbsp;&nbsp;&nbsp;22023536 |
|  | Tata Consumer Products Ltd. | 546708 | 5092380 |
|  | Tata Elxsi Ltd. | 32921 | 2793084 |
| # \* | Tata Motors Ltd., Sponsored ADR | 47265 | 1182098 |
| \* | Tata Motors Ltd. | 2234196 | 11170004 |
|  | Tata Power Co. Ltd. | 771887 | 2111151 |
|  | Tata Steel Ltd. | 11675250 | 14256387 |
|  | Tech Mahindra Ltd. | 590572 | 7595637 |
|  | Thermax Ltd. | 1412 | 37280 |
|  | Titan Co. Ltd. | 181344 | 6058766 |
|  | Torrent Pharmaceuticals Ltd. | 152170 | 3029268 |
|  | Trent Ltd. | 96354 | 1776320 |
|  | Tube Investments of India Ltd. | 47225 | 1552924 |
|  | TVS Motor Co. Ltd. | 199478 | 2762580 |
|  | UltraTech Cement Ltd. | 61077 | 4957393 |
|  | Union Bank of India Ltd. | 739695 | 481076 |
|  | United Breweries Ltd. | 45973 | 917818 |
| \* | United Spirits Ltd. | 259011 | 2806346 |
|  | UNO Minda Ltd. | 73811 | 477875 |
|  | UPL Ltd. | 1057811 | 9361501 |
|  | Varun Beverages Ltd. | 249699 | 3166734 |
|  | Vedanta Ltd. | 1416252 | 4803331 |
| \* | Vodafone Idea Ltd. | 7119524 | 740987 |
|  | Voltas Ltd. | 162390 | 1722180 |
|  | Wipro Ltd. | 857062 | 4009544 |
|  | Zee Entertainment Enterprises Ltd. | 7924 | 25164 |
|  | Zydus Lifesciences Ltd. | 310331 | 1624596 |
| TOTAL INDIA | TOTAL INDIA | TOTAL INDIA | 732426443 |
| INDONESIA — (2.4%) | INDONESIA — (2.4%) |  |  |
|  | Adaro Energy Indonesia Tbk PT | 26638800 | 6796053 |
| \* | Allo Bank Indonesia Tbk PT | 285800 | 42153 |
|  | Aneka Tambang Tbk PT | 7413500 | 877522 |
|  | Astra International Tbk PT | 16277210 | 6955749 |
|  | Bank Central Asia Tbk PT | 30668300 | 17336096 |
| \* | Bank Jago Tbk PT | 1709200 | 559590 |
|  | Bank Mandiri Persero Tbk PT | 9252634 | 6250645 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Bank Negara Indonesia Persero Tbk PT | 5902722 | $3558946 |
|  | Bank Pan Indonesia Tbk PT | 307900 | 47435 |
|  | Bank Rakyat Indonesia Persero Tbk PT | 29651176 | 8845927 |
|  | Bank Syariah Indonesia Tbk PT | 4614000 | 414162 |
|  | Barito Pacific Tbk PT | 17543900 | 928188 |
|  | Bukit Asam Tbk PT | 7340300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838312 |
| \* | Capital Financial Indonesia Tbk PT | 3491300 | 170018 |
|  | Charoen Pokphand Indonesia Tbk PT | 5302800 | 1894452 |
|  | Elang Mahkota Teknologi Tbk PT | 8468400 | 839532 |
|  | Gudang Garam Tbk PT | 590900 | 913178 |
|  | Indah Kiat Pulp & Paper Tbk PT | 3417500 | 2102985 |
|  | Indo Tambangraya Megah Tbk PT | 637600 | 1836708 |
|  | Indocement Tunggal Prakarsa Tbk PT | 1530800 | 910591 |
|  | Indofood CBP Sukses Makmur Tbk PT | 1227000 | 765865 |
|  | Indofood Sukses Makmur Tbk PT | 6125100 | 2534348 |
|  | Indosat Tbk PT | 968600 | 420348 |
| \* | Jasa Marga Persero Tbk PT | 314813 | 68831 |
|  | Kalbe Farma Tbk PT | 26423900 | 3474908 |
|  | Mayora Indah Tbk PT | 2611225 | 401356 |
| \* | Merdeka Copper Gold Tbk PT | 3606495 | 873264 |
|  | Mitra Keluarga Karyasehat Tbk PT | 4337300 | 768305 |
| \* | MNC Studios International Tbk PT | 169100 | 54437 |
|  | Perusahaan Gas Negara Tbk PT | 9214200 | 1167528 |
|  | Sarana Menara Nusantara Tbk PT | 22264500 | 1648117 |
|  | Semen Indonesia Persero Tbk PT | 3768500 | 1922349 |
|  | Sinar Mas Agro Resources & Technology Tbk PT | 1019900 | 302617 |
| \* | Smartfren Telecom Tbk PT | 100723200 | 502773 |
|  | Sumber Alfaria Trijaya Tbk PT | 11117200 | 2008884 |
|  | Telkom Indonesia Persero Tbk PT | 22978700 | 6453586 |
|  | Tower Bersama Infrastructure Tbk PT | 2421400 | 382375 |
|  | Transcoal Pacific Tbk PT | 870200 | 573132 |
|  | Unilever Indonesia Tbk PT | 4594500 | 1366884 |
|  | United Tractors Tbk PT | 3132496 | 6479680 |
| \* | Vale Indonesia Tbk PT | 2888500 | 1206497 |
|  | XL Axiata Tbk PT | 6670600 | 1078274 |
| TOTAL INDONESIA | TOTAL INDONESIA | TOTAL INDONESIA | 97572600 |
| MALAYSIA — (1.7%) | MALAYSIA — (1.7%) |  |  |
|  | Alliance Bank Malaysia Bhd | 659500 | 515961 |
|  | AMMB Holdings Bhd | 2258559 | 1954307 |
|  | Axiata Group Bhd | 1981532 | 1192504 |
|  | Batu Kawan Bhd | 117300 | 520174 |
| # | BIMB Holdings Bhd | 963955 | 516928 |
|  | Bursa Malaysia Bhd | 325200 | 443659 |
|  | Carlsberg Brewery Malaysia Bhd, Class B | 142900 | 673229 |
|  | CIMB Group Holdings Bhd | 2885948 | 3371143 |
|  | D&O Green Technologies Bhd | 461100 | 379506 |
|  | Dialog Group Bhd | 2084818 | 908557 |
|  | DiGi.Com Bhd | 1985320 | 1592453 |
|  | FGV Holdings Bhd | 168700 | 47105 |
|  | Fraser & Neave Holdings Bhd | 135400 | 587861 |
|  | Gamuda Bhd | 2068727 | 1683207 |
|  | Genting Bhd | 1808100 | 1699111 |
|  | Genting Malaysia Bhd | 2150900 | 1247772 |
|  | Genting Plantations Bhd | 294500 | 381233 |
|  | HAP Seng Consolidated Bhd | 792800 | 1079314 |
| # | Hartalega Holdings Bhd | 3107000 | 1418455 |
| # | Heineken Malaysia Bhd | 142000 | 692849 |
|  | Hong Leong Bank Bhd | 259166 | 1161718 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | Hong Leong Financial Group Bhd | 307783 | $1243478 |
|  | IHH Healthcare Bhd | 744900 | 937649 |
|  | IJM Corp. Bhd | 1900700 | 654851 |
|  | Inari Amertron Bhd | 2621400 | 1383566 |
|  | IOI Corp. Bhd | 1432105 | 1235898 |
|  | IOI Properties Group Bhd | 1450429 | 316113 |
|  | Kuala Lumpur Kepong Bhd | 376546 | 1723966 |
|  | Malayan Banking Bhd | 2464719 | 4477296 |
| \* | Malaysia Airports Holdings Bhd | 768241 | 971338 |
|  | Malaysian Pacific Industries Bhd | 77600 | 395212 |
| # | Maxis Bhd | 1355100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103045 |
|  | MISC Bhd | 629598 | 963454 |
| # W | MR DIY Group M Bhd | 526850 | 225241 |
|  | My EG Services Bhd | 5751538 | 1076761 |
|  | Nestle Malaysia Bhd | 43200 | 1215166 |
|  | Petronas Chemicals Group Bhd | 1202900 | 2217697 |
|  | Petronas Dagangan Bhd | 165700 | 760366 |
|  | Petronas Gas Bhd | 397700 | 1438357 |
|  | PPB Group Bhd | 495880 | 1751010 |
|  | Press Metal Aluminium Holdings Bhd | 1958700 | 1803060 |
|  | Public Bank Bhd | 8022870 | 7587220 |
|  | QL Resources Bhd | 932285 | 1009961 |
|  | RHB Bank Bhd | 1664929 | 2016214 |
|  | Scientex Bhd | 251200 | 173222 |
|  | Sime Darby Bhd | 4489961 | 2137908 |
|  | Sime Darby Plantation Bhd | 1349221 | 1256150 |
| # | Sunway Bhd | 2102182 | 711531 |
|  | Telekom Malaysia Bhd | 517329 | 608437 |
|  | Tenaga Nasional Bhd | 985950 | 1755801 |
|  | TIME dotCom Bhd | 1062500 | 1022868 |
| # | Top Glove Corp. Bhd | 9558800 | 1608897 |
| # | United Plantations Bhd | 124500 | 375295 |
|  | ViTrox Corp. Bhd | 242100 | 364225 |
|  | Westports Holdings Bhd | 718400 | 509505 |
|  | Yinson Holdings Bhd | 1423240 | 638304 |
|  | YTL Corp. Bhd | 6697612 | 800363 |
| TOTAL MALAYSIA | TOTAL MALAYSIA | TOTAL MALAYSIA | 70536471 |
| MEXICO — (2.6%) | MEXICO — (2.6%) |  |  |
|  | Alfa SAB de CV, Class A | 8597258 | 5710388 |
|  | America Movil SAB de CV | 17462580 | 16481615 |
|  | Arca Continental SAB de CV | 368914 | 3013800 |
|  | Becle SAB de CV | 199974 | 423505 |
| \* | Cemex SAB de CV | 11428443 | 4453015 |
| \* | Cemex SAB de CV, Sponsored ADR | 27210 | 105031 |
|  | Coca-Cola Femsa SAB de CV, Sponsored ADR | 3923 | 246325 |
|  | Coca-Cola Femsa SAB de CV | 415925 | 2616089 |
|  | El Puerto de Liverpool SAB de CV, Class C1 | 158233 | 808455 |
| # | Fomento Economico Mexicano SAB de CV | 748304 | 5368391 |
|  | Gruma SAB de CV, Class B | 252563 | 2914679 |
| # | Grupo Aeroportuario del Pacifico SAB de CV, ADR | 5030 | 779952 |
|  | Grupo Aeroportuario del Pacifico SAB de CV, Class B | 214220 | 3322664 |
|  | Grupo Aeroportuario del Sureste SAB de CV, ADR | 10474 | 2444841 |
|  | Grupo Aeroportuario del Sureste SAB de CV, Class B | 2990 | 70169 |
|  | Grupo Bimbo SAB de CV, Class A | 997325 | 3866377 |
|  | Grupo Carso SAB de CV | 511112 | 2061164 |
| # | Grupo Elektra SAB de CV | 50113 | 2516653 |
|  | Grupo Financiero Banorte SAB de CV, Class O | 1806062 | 14702455 |
| # \* | Grupo Financiero Inbursa SAB de CV, Class O | 2047375 | 3764492 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  | Grupo Mexico SAB de CV, Class B | 2030191 | $7313114 |
|  | Grupo Televisa SAB, Sponsored ADR | 46299 | 243070 |
|  | Grupo Televisa SAB | 1867160 | 1979022 |
| # | Industrias Penoles SAB de CV | 183600 | 2057287 |
|  | Kimberly-Clark de Mexico SAB de CV, Class A | 1548097 | 2439388 |
|  | Orbia Advance Corp. SAB de CV | 2213800 | 3724118 |
|  | Organizacion Soriana SAB de CV, Class B | 383357 | 585300 |
| # \* | Sitios Latinoamerica SAB de CV | 873128 | 258682 |
| # | Wal-Mart de Mexico SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;2505757 | 9680040 |
| TOTAL MEXICO | TOTAL MEXICO | TOTAL MEXICO | 103950081 |
| PERU — (0.2%) | PERU — (0.2%) |  |  |
| \* | Aenza SAA, Sponsored ADR | 42218 | 39022 |
| \* | Cementos Pacasmayo SAA, ADR | 16712 | 89411 |
| # | Cia de Minas Buenaventura SAA, ADR | 53274 | 369722 |
|  | Credicorp Ltd. | 39029 | 5712284 |
| TOTAL PERU | TOTAL PERU | TOTAL PERU | 6210439 |
| PHILIPPINES — (0.8%) | PHILIPPINES — (0.8%) |  |  |
|  | Aboitiz Equity Ventures, Inc. | 815740 | 801730 |
|  | Aboitiz Power Corp. | 1370000 | 750471 |
|  | ACEN Corp. | 3064506 | 333217 |
|  | Ayala Corp. | 117302 | 1361266 |
|  | Ayala Land, Inc. | 3424218 | 1519631 |
|  | Bank of the Philippine Islands | 1507742 | 2507470 |
|  | BDO Unibank, Inc. | 1553962 | 3434854 |
| \* | Converge Information & Communications Technology Solutions, Inc. | 95300 | 20411 |
|  | DMCI Holdings, Inc. | 393900 | 64932 |
| \* | Emperador, Inc. | 1390700 | 470589 |
| \* †† | Fwbc Holdings, Inc. | 2006957 | 0 |
|  | Globe Telecom, Inc. | 21677 | 873918 |
|  | International Container Terminal Services, Inc. | 623010 | 1867577 |
|  | JG Summit Holdings, Inc. | 2422589 | 1813487 |
|  | Jollibee Foods Corp. | 284210 | 1140058 |
|  | Manila Electric Co. | 109980 | 573424 |
|  | Metro Pacific Investments Corp. | 4297700 | 271918 |
|  | Metropolitan Bank & Trust Co. | 2744218 | 2463708 |
|  | PLDT, Inc., Sponsored ADR | 19949 | 548996 |
|  | PLDT, Inc. | 102335 | 2885840 |
|  | San Miguel Corp. | 1213110 | 2016296 |
|  | San Miguel Food & Beverage, Inc. | 85800 | 54249 |
|  | Semirara Mining & Power Corp. | 387700 | 235711 |
|  | SM Investments Corp. | 102383 | 1459200 |
|  | SM Prime Holdings, Inc. | 4214410 | 2301586 |
|  | Union Bank of the Philippines | 2107 | 2808 |
|  | Universal Robina Corp. | 775650 | 1640957 |
|  | Wilcon Depot, Inc. | 236600 | 120248 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES | TOTAL PHILIPPINES | 31534552 |
| POLAND — (0.6%) | POLAND — (0.6%) |  |  |
| # \* W | Allegro.eu SA | 105206 | 510265 |
|  | Asseco Poland SA | 45345 | 652422 |
|  | Bank Handlowy w Warszawie SA | 19571 | 253303 |
| \* | Bank Millennium SA | 124117 | 113060 |
|  | Bank Polska Kasa Opieki SA | 117069 | 1918697 |
|  | Budimex SA | 3960 | 198813 |
| # | CD Projekt SA | 33657 | 894292 |
|  | Cyfrowy Polsat SA | 260132 | 973956 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) |  |  |
| \* W | Dino Polska SA | 30321 | $1979122 |
|  | Grupa Kety SA | 1845 | 190336 |
|  | ING Bank Slaski SA | 21579 | 751873 |
|  | Inter Cars SA | 114 | 8590 |
| \* | Jastrzebska Spolka Weglowa SA | 13839 | 120020 |
|  | KGHM Polska Miedz SA | 112453 | 2248217 |
|  | KRUK SA | 1908 | 111108 |
|  | LPP SA | 714 | 1237183 |
| \* | mBank SA | 18089 | 1012599 |
|  | Orange Polska SA | 653211 | 823581 |
| \* | PGE Polska Grupa Energetyczna SA | 675732 | 770164 |
|  | Polski Koncern Naftowy Orlen SA | 453542 | 5208255 |
| \* | Polskie Gornictwo Naftowe i Gazownictwo SA | 904182 | 974996 |
|  | Powszechna Kasa Oszczednosci Bank Polski SA | 336889 | 1835834 |
|  | Powszechny Zaklad Ubezpieczen SA | 323904 | 1814611 |
|  | Santander Bank Polska SA | 18511 | 982917 |
| TOTAL POLAND | TOTAL POLAND |  | 25584214 |
| QATAR — (1.0%) | QATAR — (1.0%) |  |  |
|  | Barwa Real Estate Co. | 45574 | 42526 |
|  | Commercial Bank PSQC | 1021572 | 1765816 |
|  | Industries Qatar QSC | 748482 | 3240190 |
|  | Masraf Al Rayan QSC | 3533707 | 3723242 |
|  | Mesaieed Petrochemical Holding Co. | 3448812 | 2150991 |
|  | Ooredoo QPSC | 1353316 | 3628229 |
|  | Qatar Electricity & Water Co. QSC | 382308 | 1941731 |
|  | Qatar Fuel QSC | 331230 | 1735336 |
|  | Qatar Gas Transport Co. Ltd. | 3816139 | 4296413 |
|  | Qatar International Islamic Bank QSC | 559434 | 1776922 |
|  | Qatar Islamic Bank SAQ | 680495 | 4553480 |
|  | Qatar National Bank QPSC | 2505254 | 13717886 |
| TOTAL QATAR | TOTAL QATAR |  | 42572762 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |  |
| \* †† | Gazprom PJSC,Sponsored ADR | 1293312 | 0 |
| \* †† | Lukoil PJSC, Sponsored ADR | 128002 | 0 |
| \* †† | Magnitogorsk Iron & Steel Works PJSC, GDR | 172148 | 0 |
| \* †† | MMC Norilsk Nickel PJSC,ADR | 205087 | 0 |
| \* †† | Mobile TeleSystems PJSC, ADR | 294338 | 0 |
| \* †† | Novatek PJSC,GDR | 15415 | 0 |
| \* †† | Novolipetsk Steel PJSC,GDR | 60064 | 0 |
| \* †† | PhosAgro PJSC | 582 | 0 |
| \* †† | PhosAgro PJSC,GDR | 90265 | 0 |
| \* †† | Polyus PJSC,GDR | 20177 | 0 |
| \* †† | Rosneft Oil Co. PJSC,GDR | 275526 | 0 |
| \* †† | Rostelecom PJSC,Sponsored ADR | 88099 | 0 |
| \* †† | RusHydro PJSC,ADR | 808023 | 0 |
| \* †† | Sberbank of Russia PJSC, Sponsored ADR | 948237 | 0 |
| \* †† | Severstal PAO,GDR | 67875 | 0 |
| \* †† | Tatneft PJSC,Sponsored ADR | 122269 | 0 |
| \* †† | VK Co. Ltd., GDR | 9666 | 0 |
| \* †† | VTB Bank PJSC,GDR | 1705908 | 0 |
| \* †† | X5 Retail Group NV, GDR | 81764 | 0 |
| SAUDI ARABIA — (4.7%) | SAUDI ARABIA — (4.7%) |  |  |
|  | Abdullah Al Othaim Markets Co. | 53471 | 1615343 |
|  | Advanced Petrochemical Co. | 123833 | 1457469 |
| \* | Al Rajhi Bank | 1085108 | 24605766 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | Alinma Bank | 765866 | $7640252 |
|  | Almarai Co. JSC | 151980 | 2275921 |
|  | Arab National Bank | 471307 | 4047013 |
|  | Arabian Centres Co. Ltd. | 120619 | 626718 |
| \* | Bank AlBilad | 379651 | 5126953 |
|  | Bank Al-Jazira | 473561 | 2946359 |
|  | Banque Saudi Fransi | 470724 | 5410962 |
|  | Bupa Arabia for Cooperative Insurance Co. | 48595 | 2495855 |
| \* | Dar Al Arkan Real Estate Development Co. | 584678 | 2091862 |
|  | Dr Sulaiman Al Habib Medical Services Group Co. | 40198 | 2424856 |
| \* | Emaar Economic City | 186198 | 475435 |
|  | Etihad Etisalat Co. | 943798 | 9188419 |
|  | Jarir Marketing Co. | 73421 | 3202523 |
| \* | Mobile Telecommunications Co. Saudi Arabia | 996100 | 3440421 |
|  | Mouwasat Medical Services Co. | 52804 | 3073886 |
| \* | National Industrialization Co. | 358846 | 1275783 |
| \* | Rabigh Refining & Petrochemical Co. | 649687 | 2355300 |
|  | Riyad Bank | 967941 | 9250996 |
|  | SABIC Agri-Nutrients Co. | 152786 | 6455496 |
|  | Sahara International Petrochemical Co. | 608267 | 6548522 |
| \* | Saudi Arabian Mining Co. | 512286 | 11402576 |
| W | Saudi Arabian Oil Co. | 1032167 | 9579044 |
|  | Saudi Basic Industries Corp. | 442004 | 10378482 |
|  | Saudi British Bank | 712216 | 8250011 |
|  | Saudi Electricity Co. | 366509 | 2631711 |
|  | Saudi Industrial Investment Group | 463238 | 2767528 |
|  | Saudi Investment Bank | 413525 | 1994838 |
| \* | Saudi Kayan Petrochemical Co. | 1216330 | 4260800 |
|  | Saudi National Bank | 945913 | 14950375 |
| \* | Saudi Research & Media Group | 46206 | 2475135 |
|  | Saudi Telecom Co. | 1007500 | 10824373 |
|  | Savola Group | 305124 | 2377204 |
|  | Southern Province Cement Co. | 14117 | 205756 |
|  | Yanbu National Petrochemical Co. | 267708 | 3183024 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | 193312967 |
| SOUTH AFRICA — (3.5%) | SOUTH AFRICA — (3.5%) | SOUTH AFRICA — (3.5%) |  |
|  | Absa Group Ltd. | 539065 | 5853827 |
|  | African Rainbow Minerals Ltd. | 35825 | 504492 |
|  | Anglo American Platinum Ltd. | 30706 | 2444997 |
|  | AngloGold Ashanti Ltd., Sponsored ADR | 416896 | 5440493 |
|  | Aspen Pharmacare Holdings Ltd. | 422830 | 3478168 |
|  | Bid Corp. Ltd. | 191129 | 3075681 |
|  | Bidvest Group Ltd. | 364485 | 4211317 |
|  | Capitec Bank Holdings Ltd. | 41839 | 4332296 |
| # | Clicks Group Ltd. | 277963 | 4709390 |
| \* | Discovery Ltd. | 488952 | 3198150 |
|  | Exxaro Resources Ltd. | 326361 | 3636710 |
|  | FirstRand Ltd. | 2693023 | 9414756 |
| # | Gold Fields Ltd., Sponsored ADR | 802892 | 6326789 |
|  | Impala Platinum Holdings Ltd. | 739263 | 7569063 |
|  | Investec Ltd. | 262805 | 1292125 |
|  | Kumba Iron Ore Ltd. | 34502 | 649069 |
|  | Mr Price Group Ltd. | 256073 | 2464642 |
|  | MTN Group Ltd. | 1570195 | 11097278 |
|  | MultiChoice Group | 429429 | 2806665 |
|  | Naspers Ltd., Class N | 50967 | 5253770 |
|  | Nedbank Group Ltd. | 460235 | 5448627 |
|  | NEPI Rockcastle NV | 348853 | 1753394 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |  |
|  | Ninety One Ltd. | 225714 | $530755 |
| \* | Northam Platinum Holdings Ltd. | 303245 | 2836896 |
|  | Old Mutual Ltd. | 7858201 | 4460566 |
| W | Pepkor Holdings Ltd. | 1217627 | 1504853 |
|  | Sanlam Ltd. | 1479776 | 4313461 |
| # | Sasol Ltd., Sponsored ADR | 501115 | 8433765 |
|  | Shoprite Holdings Ltd. | 295830 | 3765488 |
|  | Sibanye Stillwater Ltd. | 2439984 | 5714989 |
| # | Sibanye Stillwater Ltd., ADR | 214816 | 2017122 |
|  | Standard Bank Group Ltd. | 688647 | 6428683 |
|  | Vodacom Group Ltd. | 315489 | 2148956 |
|  | Woolworths Holdings Ltd. | 1130428 | 3876453 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 140993686 |
| SOUTH KOREA — (11.7%) | SOUTH KOREA — (11.7%) |  |  |
| \* | Alteogen, Inc. | 18172 | 466583 |
|  | Amorepacific Corp. | 10122 | 657184 |
| # | Amorepacific Group | 32258 | 558518 |
|  | BGF retail Co. Ltd. | 9471 | 1238542 |
|  | BNK Financial Group, Inc. | 332888 | 1495963 |
|  | Caregen Co. Ltd. | 975 | 65055 |
| # | Celltrion Healthcare Co. Ltd. | 27674 | 1346439 |
| \* | Celltrion Pharm, Inc. | 11394 | 540508 |
|  | Celltrion, Inc. | 44288 | 5953137 |
|  | Cheil Worldwide, Inc. | 69463 | 1190267 |
| # | Chunbo Co. Ltd. | 2789 | 426585 |
| # | CJ CheilJedang Corp. | 8824 | 2561976 |
|  | CJ Corp. | 24910 | 1253699 |
|  | CJ ENM Co. Ltd. | 20351 | 1046418 |
| \* | CJ Logistics Corp. | 12469 | 767899 |
|  | Com2uSCorp. | 2949 | 146734 |
| \* | CosmoAM&T Co. Ltd. | 12486 | 586279 |
|  | Coway Co. Ltd. | 56244 | 2180911 |
| # | CS Wind Corp. | 16801 | 692108 |
|  | Daeduck Electronics Co. Ltd. | 12770 | 219813 |
|  | Daejoo Electronic Materials Co. Ltd. | 3936 | 247570 |
|  | Daesung Holdings Co. Ltd. | 2439 | 168967 |
| \* | Daewoo Engineering & Construction Co. Ltd. | 313837 | 924229 |
| # \* | Daewoo Shipbuilding & Marine Engineering Co. Ltd. | 31106 | 398947 |
|  | Daewoong Co. Ltd. | 1530 | 22139 |
|  | Daewoong Pharmaceutical Co. Ltd. | 732 | 82872 |
| # | DB HiTek Co. Ltd. | 45779 | 1417045 |
|  | DB Insurance Co. Ltd. | 93028 | 3671436 |
| # | DL E&C Co. Ltd. | 57621 | 1390160 |
| # | DL Holdings Co. Ltd. | 17437 | 751412 |
| # | Dongjin Semichem Co. Ltd. | 30624 | 644431 |
|  | Dongkuk Steel Mill Co. Ltd. | 41126 | 329531 |
|  | Dongsuh Cos., Inc. | 23600 | 337591 |
| \* | Dongwha Enterprise Co. Ltd. | 922 | 42388 |
|  | Dongwon Systems Corp. | 1506 | 48473 |
|  | Doosan Bobcat, Inc. | 59853 | 1404687 |
| \* | Doosan Enerbility Co. Ltd. | 217682 | 2019734 |
| # \* | Doosan Fuel Cell Co. Ltd. | 28267 | 539437 |
|  | Douzone Bizon Co. Ltd. | 12968 | 277169 |
|  | Ecopro BM Co. Ltd. | 19332 | 1557075 |
| # | Ecopro Co. Ltd. | 10233 | 1015850 |
|  | E-MART, Inc. | 20339 | 1205750 |
|  | F&F Co. Ltd. | 4455 | 453911 |
| # | Fila Holdings Corp. | 69695 | 1596208 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Foosung Co. Ltd. | 47363 | $410845 |
| # | Green Cross Corp. | 4063 | 362903 |
|  | GS Engineering & Construction Corp. | 80479 | 1222859 |
|  | GS Holdings Corp. | 83334 | 2687984 |
|  | GS Retail Co. Ltd. | 60832 | 1083204 |
|  | Hana Financial Group, Inc. | 337861 | 9768026 |
| \* | Hanjin Kal Corp. | 7798 | 217391 |
|  | Hankook Tire & Technology Co. Ltd. | 82943 | 2124523 |
|  | Hanmi Pharm Co. Ltd. | 4282 | 759692 |
| # | Hanmi Science Co. Ltd. | 7614 | 170847 |
| # | Hanon Systems | 115792 | 632722 |
| # | Hansol Chemical Co. Ltd. | 9131 | 1185951 |
|  | Hanwha Aerospace Co. Ltd. | 31151 | 1450748 |
| # | Hanwha Corp. | 56544 | 1006095 |
| \* | Hanwha Life Insurance Co. Ltd. | 349192 | 534602 |
| \* | Hanwha Solutions Corp. | 53323 | 1762253 |
|  | HD Hyundai Co. Ltd. | 50425 | 2152606 |
|  | Hite Jinro Co. Ltd. | 24304 | 437001 |
|  | HL Mando Co. Ltd. | 37987 | 1315254 |
| # \* | HLB, Inc. | 63504 | 1800378 |
| # | HMM Co. Ltd. | 398652 | 5332741 |
|  | Hotel Shilla Co. Ltd. | 28318 | 1289523 |
| \* | Hugel, Inc. | 2731 | 213939 |
| # \* | HYBE Co. Ltd. | 4789 | 405377 |
| # | Hyosung Advanced Materials Corp. | 2410 | 538351 |
| # | Hyosung Corp. | 9034 | 434009 |
|  | Hyosung TNC Corp. | 175 | 32065 |
|  | Hyundai Autoever Corp. | 3735 | 309743 |
|  | Hyundai Department Store Co. Ltd. | 6109 | 231700 |
| \* | Hyundai Doosan Infracore Co. Ltd. | 223139 | 867484 |
|  | Hyundai Elevator Co. Ltd. | 15545 | 274668 |
|  | Hyundai Engineering & Construction Co. Ltd. | 84807 | 2073306 |
|  | Hyundai Glovis Co. Ltd. | 23148 | 2821445 |
|  | Hyundai Marine & Fire Insurance Co. Ltd. | 127359 | 2974231 |
| \* | Hyundai Mipo Dockyard Co. Ltd. | 15813 | 1017674 |
|  | Hyundai Mobis Co. Ltd. | 40679 | 6239318 |
|  | Hyundai Motor Co. | 59619 | 6870402 |
| \* | Hyundai Rotem Co. Ltd. | 47080 | 803357 |
|  | Hyundai Steel Co. | 128244 | 2523561 |
| # | Hyundai Wia Corp. | 16610 | 710565 |
| # | Iljin Materials Co. Ltd. | 12480 | 529556 |
|  | Industrial Bank of Korea | 314491 | 2304781 |
|  | JB Financial Group Co. Ltd. | 63408 | 319293 |
|  | JYP Entertainment Corp. | 24714 | 960745 |
|  | Kakao Corp. | 86689 | 3075272 |
| \* | Kakao Games Corp. | 18687 | 516891 |
| \* | Kangwon Land, Inc. | 32321 | 521123 |
|  | KB Financial Group, Inc. | 309585 | 10417236 |
|  | KB Financial Group, Inc., ADR | 30584 | 1025787 |
|  | KCC Corp. | 4724 | 806830 |
|  | KEPCO Engineering & Construction Co., Inc. | 6591 | 229377 |
|  | KEPCO Plant Service & Engineering Co. Ltd. | 13138 | 293812 |
|  | KG Dongbu Steel | 19170 | 104361 |
|  | Kia Corp. | 144165 | 6699461 |
|  | KIWOOM Securities Co. Ltd. | 27235 | 1540983 |
| \* | KMW Co. Ltd. | 13691 | 226839 |
|  | Kolon Industries, Inc. | 19334 | 588749 |
|  | Korea Aerospace Industries Ltd. | 25553 | 848629 |
| \* | Korea Electric Power Corp., Sponsored ADR | 25248 | 148206 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
| \* | Korea Electric Power Corp. | 92178 | $1080925 |
|  | Korea Gas Corp. | 24489 | 597632 |
|  | Korea Investment Holdings Co. Ltd. | 62842 | 2181483 |
| \* | Korea Shipbuilding & Offshore Engineering Co. Ltd. | 39696 | 2022170 |
|  | Korea Zinc Co. Ltd. | 3733 | 1674073 |
| \* | Korean Air Lines Co. Ltd. | 220303 | 3567594 |
| # | KT Corp., Sponsored ADR | 82100 | 1043491 |
|  | KT&G Corp. | 70941 | 4764505 |
|  | Kumho Petrochemical Co. Ltd. | 35567 | 3260585 |
| \* | L&F Co. Ltd. | 8283 | 1305312 |
| # | LEENO Industrial, Inc. | 10832 | 1037787 |
|  | LG Chem Ltd. | 21330 | 9360424 |
|  | LG Corp. | 73098 | 4057890 |
| # | LG Display Co. Ltd., ADR | 327393 | 1453625 |
|  | LG Display Co. Ltd. | 221348 | 1975374 |
|  | LG Electronics, Inc. | 157679 | 9006661 |
|  | LG H&H Co. Ltd. | 4994 | 1784260 |
|  | LG Innotek Co. Ltd. | 9241 | 1917177 |
|  | LG Uplus Corp. | 420444 | 3376283 |
|  | LIG Nex1 Co. Ltd. | 4208 | 300005 |
| # | Lotte Chemical Corp. | 15371 | 1592718 |
|  | Lotte Chilsung Beverage Co. Ltd. | 2724 | 268243 |
|  | Lotte Corp. | 34062 | 778424 |
|  | LOTTE Fine Chemical Co. Ltd. | 20046 | 788279 |
|  | Lotte Shopping Co. Ltd. | 12790 | 783083 |
|  | LS Corp. | 19269 | 897830 |
|  | LS Electric Co. Ltd. | 17507 | 674737 |
|  | LX International Corp. | 39692 | 1130560 |
| # | LX Semicon Co. Ltd. | 11384 | 660496 |
|  | Macquarie Korea Infrastructure Fund | 208019 | 1612185 |
|  | Meritz Financial Group, Inc. | 62223 | 945721 |
|  | Meritz Fire & Marine Insurance Co. Ltd. | 47853 | 1054593 |
|  | Meritz Securities Co. Ltd. | 397797 | 1031517 |
|  | Mirae Asset Securities Co. Ltd. | 333586 | 1484965 |
|  | NAVER Corp. | 38269 | 4539401 |
| # | NCSoft Corp. | 5915 | 1615856 |
| # W | Netmarble Corp. | 22472 | 702270 |
|  | NH Investment & Securities Co. Ltd. | 177468 | 1115859 |
| # | NongShim Co. Ltd. | 2906 | 615554 |
| # | OCI Co. Ltd. | 29953 | 2139393 |
| # | Orion Corp. | 19068 | 1356942 |
| # | Osstem Implant Co. Ltd. | 7119 | 530102 |
|  | Ottogi Corp. | 1618 | 501179 |
|  | Pan Ocean Co. Ltd. | 444419 | 1338286 |
| \* | Paradise Co. Ltd. | 24370 | 242530 |
| \* | Pearl Abyss Corp. | 18229 | 530749 |
| # | POSCO Chemical Co. Ltd. | 8327 | 1162689 |
|  | POSCO Holdings, Inc. | 47972 | 8361075 |
| # | Posco International Corp. | 94648 | 1369403 |
|  | S-1 Corp. | 18026 | 788931 |
| \* W | Samsung Biologics Co. Ltd. | 5311 | 3263807 |
|  | Samsung C&T Corp. | 39138 | 3248925 |
| # | Samsung Card Co. Ltd. | 26138 | 566644 |
|  | Samsung Electro-Mechanics Co. Ltd. | 51069 | 4325111 |
|  | Samsung Electronics Co. Ltd. | 3140501 | 130707098 |
| \* | Samsung Engineering Co. Ltd. | 99972 | 1670062 |
|  | Samsung Fire & Marine Insurance Co. Ltd. | 40945 | 5742510 |
| \* | Samsung Heavy Industries Co. Ltd. | 317207 | 1145153 |
|  | Samsung Life Insurance Co. Ltd. | 63894 | 3019486 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Samsung SDI Co. Ltd. | 19354 | $9985019 |
|  | Samsung SDS Co. Ltd. | 21777 | 1907861 |
|  | Samsung Securities Co. Ltd. | 74696 | 1661897 |
| # | Seegene, Inc. | 44351 | 891617 |
|  | Seoul City Gas Co. Ltd. | 439 | 101500 |
|  | SFA Engineering Corp | 10979 | 293535 |
|  | Shinhan Financial Group Co. Ltd. | 380795 | 9678506 |
|  | Shinhan Financial Group Co. Ltd., ADR | 46849 | 1184811 |
|  | Shinsegae, Inc. | 10056 | 1497282 |
| # \* | SK Biopharmaceuticals Co. Ltd. | 12316 | 501419 |
|  | SK Chemicals Co. Ltd. | 6497 | 402508 |
|  | SK Hynix, Inc. | 384714 | 22271674 |
| \* | SK Innovation Co. Ltd. | 76816 | 9301452 |
| # | SK Networks Co. Ltd. | 242361 | 684542 |
|  | SK Telecom Co. Ltd. | 55517 | 1950963 |
|  | SK, Inc. | 42871 | 6424110 |
|  | SKC Co. Ltd. | 12904 | 934648 |
| # | SL Corp. | 10180 | 219065 |
| # | SM Entertainment Co. Ltd. | 9331 | 464777 |
| # | S-Oil Corp. | 33599 | 2037260 |
|  | Solus Advanced Materials Co. Ltd. | 5507 | 129446 |
|  | Soulbrain Co. Ltd. | 4534 | 650092 |
|  | Ssangyong C&E Co. Ltd. | 107296 | 427560 |
|  | ST Pharm Co. Ltd. | 3410 | 198978 |
| \* | Studio Dragon Corp. | 9633 | 461409 |
| \* | Taihan Electric Wire Co. Ltd. | 275870 | 289929 |
|  | Tokai Carbon Korea Co. Ltd. | 1652 | 117395 |
| # | Wemade Co. Ltd. | 8431 | 261379 |
|  | WONIK IPS Co. Ltd. | 21433 | 412628 |
|  | Woori Financial Group, Inc. | 563198 | 4647509 |
|  | Youngone Corp. | 24214 | 802583 |
| # | Yuhan Corp. | 28751 | 1205496 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | 474217376 |
| TAIWAN — (15.0%) | TAIWAN — (15.0%) |  |  |
|  | Accton Technology Corp. | 390000 | 2932742 |
| # | Acer, Inc. | 4172811 | 2855205 |
| # | Advanced Energy Solution Holding Co. Ltd. | 18000 | 312819 |
|  | Advantech Co. Ltd. | 175190 | 1587158 |
| # | Airtac International Group | 132602 | 3034388 |
|  | Alchip Technologies Ltd. | 52000 | 1041344 |
| # | ASE Technology Holding Co. Ltd., ADR | 27294 | 138928 |
| # | ASE Technology Holding Co. Ltd. | 3764782 | 9295807 |
| # | Asia Cement Corp. | 2725758 | 3151751 |
| # | ASMedia Technology, Inc. | 20000 | 359050 |
| # | ASPEED Technology, Inc. | 30300 | 1570775 |
| # | Asustek Computer, Inc. | 678180 | 4958354 |
|  | AUO Corp. | 9061498 | 4729067 |
|  | Catcher Technology Co. Ltd. | 783429 | 4115401 |
|  | Cathay Financial Holding Co. Ltd. | 4019340 | 4703862 |
| # | Chailease Holding Co. Ltd. | 1317016 | 6074981 |
|  | Chang Hwa Commercial Bank Ltd. | 4582777 | 2358343 |
|  | Cheng Shin Rubber Industry Co. Ltd. | 2224965 | 2226049 |
|  | Chicony Electronics Co. Ltd. | 818497 | 2030631 |
|  | China Airlines Ltd. | 6027536 | 3155290 |
|  | China Development Financial Holding Corp. | 13783045 | 5015315 |
| # | China Steel Corp. | 11906932 | 9911573 |
|  | Chipbond Technology Corp. | 986000 | 1661691 |
|  | Chroma ATE, Inc. | 355000 | 1938170 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
| # | Chung Hung Steel Corp. | 940000 | $572786 |
| # | Chunghwa Telecom Co. Ltd., Sponsored ADR | 117361 | 4038392 |
|  | Chunghwa Telecom Co. Ltd. | 683000 | 2354926 |
|  | Compal Electronics, Inc. | 5218541 | 3413282 |
|  | Compeq Manufacturing Co. Ltd. | 859000 | 1160447 |
| # | CTBC Financial Holding Co. Ltd. | 16024175 | 10123062 |
|  | Delta Electronics, Inc. | 827486 | 6584150 |
|  | E Ink Holdings, Inc. | 270000 | 1715626 |
| # | E.Sun Financial Holding Co. Ltd. | 9531922 | 6850249 |
| # | Eclat Textile Co. Ltd. | 142402 | 1868700 |
| # | Elite Material Co. Ltd. | 288000 | 1302723 |
|  | eMemory Technology, Inc. | 64000 | 2122206 |
|  | Eternal Materials Co. Ltd. | 768161 | 711769 |
|  | Eva Airways Corp. | 4130758 | 2982912 |
|  | Evergreen Marine Corp. Taiwan Ltd. | 1047289 | 4455481 |
|  | Far Eastern International Bank | 488111 | 160333 |
|  | Far Eastern New Century Corp. | 3183085 | 3172604 |
|  | Far EasTone Telecommunications Co. Ltd. | 1337000 | 2931507 |
| # | Faraday Technology Corp. | 122000 | 534285 |
|  | Farglory Land Development Co. Ltd. | 48000 | 79197 |
|  | Feng TAY Enterprise Co. Ltd. | 352559 | 1750906 |
|  | First Financial Holding Co. Ltd. | 9311665 | 7143005 |
|  | Formosa Chemicals & Fibre Corp. | 3269518 | 7047367 |
| # | Formosa Petrochemical Corp. | 537000 | 1381652 |
|  | Formosa Plastics Corp. | 1804153 | 4648239 |
|  | Formosa Sumco Technology Corp. | 91000 | 409105 |
|  | Formosa Taffeta Co. Ltd. | 699000 | 555832 |
|  | Foxconn Technology Co. Ltd. | 1025627 | 1435687 |
|  | Fubon Financial Holding Co. Ltd. | 3783631 | 5976372 |
| # | Genius Electronic Optical Co. Ltd. | 130695 | 1212833 |
|  | Giant Manufacturing Co. Ltd. | 394506 | 2510540 |
|  | Gigabyte Technology Co. Ltd. | 662000 | 1890112 |
|  | Global Unichip Corp. | 76000 | 1143248 |
|  | Globalwafers Co. Ltd. | 321000 | 3557943 |
| # | Highwealth Construction Corp. | 1091973 | 1403307 |
|  | Hiwin Technologies Corp. | 386291 | 1984643 |
|  | Hon Hai Precision Industry Co. Ltd. | 5794322 | &nbsp;&nbsp;&nbsp;&nbsp;18403209 |
|  | Hotai Finance Co. Ltd. | 113000 | 329512 |
|  | Hotai Motor Co. Ltd. | 182000 | 3292822 |
| \* | HTC Corp. | 191000 | 297907 |
|  | Hua Nan Financial Holdings Co. Ltd. | 7423500 | 4842869 |
|  | Innolux Corp. | 12225863 | 4483610 |
|  | International Games System Co. Ltd. | 146000 | 1589576 |
| # | Inventec Corp. | 2864550 | 2166320 |
|  | King Yuan Electronics Co. Ltd. | 1629000 | 1648169 |
|  | King's Town Bank Co. Ltd. | 329000 | 313122 |
| # | Kinsus Interconnect Technology Corp. | 315000 | 1015015 |
| # | Largan Precision Co. Ltd. | 74860 | 4282887 |
|  | Lien Hwa Industrial Holdings Corp. | 881061 | 1270406 |
|  | Lite-On Technology Corp. | 2650410 | 5248420 |
|  | Lotes Co. Ltd. | 68139 | 1635262 |
| # | Macronix International Co. Ltd. | 2734074 | 2518876 |
|  | Makalot Industrial Co. Ltd. | 238000 | 1473769 |
| # | MediaTek, Inc. | 799995 | 14582464 |
| # | Mega Financial Holding Co. Ltd. | 8514028 | 7887801 |
| # | Merida Industry Co. Ltd. | 207287 | 1129550 |
|  | Micro-Star International Co. Ltd. | 918000 | 3109452 |
|  | momo.com, Inc. | 63000 | 939937 |
| # | Nan Ya Plastics Corp. | 2602599 | 5514491 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
| # | Nan Ya Printed Circuit Board Corp. | 417000 | $2720598 |
| # | Nanya Technology Corp. | 1356010 | 2286003 |
|  | Nien Made Enterprise Co. Ltd. | 254000 | 1958452 |
|  | Novatek Microelectronics Corp. | 839000 | 6251173 |
| # | Nuvoton Technology Corp. | 171000 | 540595 |
| # \* | Oneness Biotech Co. Ltd. | 141000 | 995578 |
| # | Parade Technologies Ltd. | 84000 | 1581887 |
| # | Pegatron Corp. | 1911345 | 3494088 |
| \* | PharmaEssentia Corp. | 91869 | 1288934 |
| # | Phison Electronics Corp. | 152000 | 1389133 |
| # \* | Polaris Group | 142000 | 395454 |
|  | Pou Chen Corp. | 2710487 | 2288218 |
|  | Powerchip Semiconductor Manufacturing Corp. | 3884000 | 3697371 |
|  | Powertech Technology, Inc. | 1216819 | 2810270 |
| # | President Chain Store Corp. | 347831 | 2892211 |
|  | Qisda Corp. | 1617000 | 1229182 |
|  | Quanta Computer, Inc. | 2513000 | 5322801 |
|  | Radiant Opto-Electronics Corp. | 649000 | 1977418 |
|  | Realtek Semiconductor Corp. | 722950 | 5699201 |
|  | Ruentex Development Co. Ltd. | 1856224 | 2278533 |
|  | Ruentex Industries Ltd. | 715214 | 1221775 |
|  | Shanghai Commercial & Savings Bank Ltd. | 2779000 | 3999825 |
| # | Shin Kong Financial Holding Co. Ltd. | 13710712 | 3399186 |
|  | Silergy Corp. | 205000 | 2363996 |
|  | Simplo Technology Co. Ltd. | 240000 | 1906987 |
|  | Sinbon Electronics Co. Ltd. | 190000 | 1475463 |
|  | Sino-American Silicon Products, Inc. | 758000 | 2906907 |
| # | SinoPac Financial Holdings Co. Ltd. | 10193549 | 5086121 |
|  | Standard Foods Corp. | 442418 | 530218 |
|  | Synnex Technology International Corp. | 1370343 | 2231071 |
| # | TA Chen Stainless Pipe | 2019823 | 2360121 |
| # | Taichung Commercial Bank Co. Ltd. | 3160446 | 1229177 |
|  | Taishin Financial Holding Co. Ltd. | 10100425 | 4145142 |
|  | Taiwan Business Bank | 7257274 | 2686728 |
| # | Taiwan Cement Corp. | 5147701 | 4826916 |
| # | Taiwan Cooperative Financial Holding Co. Ltd. | 8096365 | 6273166 |
|  | Taiwan FamilyMart Co. Ltd. | 48000 | 275516 |
|  | Taiwan Fertilizer Co. Ltd. | 723000 | 1172200 |
|  | Taiwan Glass Industry Corp. | 1402375 | 885794 |
|  | Taiwan High Speed Rail Corp. | 1023000 | 891204 |
|  | Taiwan Mobile Co. Ltd. | 955300 | 2816784 |
|  | Taiwan Secom Co. Ltd. | 264670 | 758252 |
|  | Taiwan Semiconductor Manufacturing Co. Ltd. | 13416808 | 161299590 |
| \* | Tatung Co. Ltd. | 1748000 | 1694849 |
|  | Teco Electric & Machinery Co. Ltd. | 1902000 | 1679980 |
|  | Tong Hsing Electronic Industries Ltd. | 33000 | 176438 |
| # | Tripod Technology Corp. | 623870 | 1723802 |
| # | Tung Ho Steel Enterprise Corp. | 321040 | 491297 |
|  | U-Ming Marine Transport Corp. | 289000 | 314783 |
|  | Unimicron Technology Corp. | 1488000 | 5717447 |
|  | Union Bank Of Taiwan | 205000 | 96215 |
|  | Uni-President Enterprises Corp. | 4631033 | 9404512 |
| # | United Microelectronics Corp. | 6765000 | 8134649 |
| # | Vanguard International Semiconductor Corp. | 1550000 | 3182412 |
|  | Voltronic Power Technology Corp. | 75224 | 3049891 |
|  | Walsin Lihwa Corp. | 2857818 | 3161237 |
|  | Walsin Technology Corp. | 395000 | 964136 |
|  | Wan Hai Lines Ltd. | 1145747 | 2398589 |
| # | Win Semiconductors Corp. | 416034 | 1569743 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Winbond Electronics Corp. | 4548407 | $2741592 |
| †† | Wintek Corp. | 604760 | 6439 |
|  | Wisdom Marine Lines Co. Ltd. | 390000 | 630765 |
|  | Wistron Corp. | 4067699 | 3284152 |
| # | Wiwynn Corp. | 94000 | 2105760 |
|  | WPG Holdings Ltd. | 1859039 | 2531186 |
| # | WT Microelectronics Co. Ltd. | 87000 | 157137 |
|  | Yageo Corp. | 330055 | 3741835 |
|  | Yang Ming Marine Transport Corp. | 2345000 | 4365521 |
| # | YFY, Inc. | 1334000 | 1055901 |
|  | Yuanta Financial Holding Co. Ltd. | 9319849 | 5690768 |
|  | Yulon Finance Corp. | 370476 | 1565211 |
|  | Yulon Motor Co. Ltd. | 354000 | 500082 |
|  | Zhen Ding Technology Holding Ltd. | 971700 | 3184569 |
| TOTAL TAIWAN | TOTAL TAIWAN | TOTAL TAIWAN | 609479705 |
| THAILAND — (2.5%) | THAILAND — (2.5%) |  |  |
|  | Advanced Info Service PCL | 733300 | 3679987 |
|  | AEON Thana Sinsap Thailand PCL | 149100 | 640511 |
| \* | Airports of Thailand PCL | 1898400 | 3691056 |
|  | Asset World Corp. PCL | &nbsp;&nbsp;&nbsp;&nbsp;5732900 | 918831 |
|  | B Grimm Power PCL | 545900 | 484081 |
|  | Bangchak Corp. PCL | 1934400 | 1550163 |
|  | Bangkok Bank PCL | 529400 | 2023849 |
|  | Bangkok Bank PCL, NVDR | 126700 | 484363 |
|  | Bangkok Chain Hospital PCL | 2177500 | 1058428 |
|  | Bangkok Commercial Asset Management PCL | 1838500 | 739071 |
|  | Bangkok Dusit Medical Services PCL, Class F | 4406100 | 3415133 |
|  | Bangkok Expressway & Metro PCL | 3479999 | 859485 |
|  | Bangkok Life Assurance PCL, NVDR | 618200 | 531951 |
|  | Banpu PCL | 8546866 | 2807037 |
|  | Banpu Power PCL | 669100 | 261944 |
|  | Berli Jucker PCL | 1097400 | 987545 |
| \* | Beyond Securities PCL | 723900 | 264378 |
|  | BTS Group Holdings PCL | 5069500 | 1105540 |
|  | Bumrungrad Hospital PCL | 251300 | 1498820 |
|  | Carabao Group PCL, Class F | 163600 | 387938 |
|  | Central Pattana PCL | 882500 | 1594111 |
| \* | Central Plaza Hotel PCL | 364500 | 486032 |
|  | Central Retail Corp. PCL | 1073050 | 1184133 |
|  | CH Karnchang PCL | 35800 | 21822 |
|  | Charoen Pokphand Foods PCL | 2323200 | 1541272 |
|  | Chularat Hospital PCL, Class F | 5791500 | 538673 |
|  | CK Power PCL | 1368200 | 177586 |
|  | Com7 PCL, Class F | 1312700 | 1043331 |
|  | CP ALL PCL | 2280200 | 3594640 |
|  | Delta Electronics Thailand PCL | 115000 | 1752496 |
|  | Dohome PCL | 829600 | 281183 |
|  | Electricity Generating PCL | 120500 | 539812 |
|  | Energy Absolute PCL | 823900 | 2088974 |
|  | Esso Thailand PCL | 1807500 | 688617 |
|  | Forth Corp. PCL | 260000 | 362060 |
|  | Global Power Synergy PCL, Class F | 282900 | 460846 |
|  | Gulf Energy Development PCL | 1161100 | 1540608 |
|  | Gunkul Engineering PCL | 5933900 | 802932 |
|  | Hana Microelectronics PCL | 33600 | 30678 |
|  | Home Product Center PCL | 3733413 | 1432155 |
|  | Indorama Ventures PCL | 1401500 | 1546584 |
|  | Intouch Holdings PCL, Class F | 356100 | 673652 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | IRPC PCL | 19703000 | $1625523 |
| \* | Jasmine Technology Solution PCL | 81800 | 104238 |
|  | Jay Mart PCL | 380000 | 451787 |
|  | JMT Network Services PCL, Class F | 248053 | 423632 |
|  | Kasikornbank PCL | 121700 | 468446 |
|  | Kasikornbank PCL, NVDR | 5500 | 21098 |
|  | KCE Electronics PCL | 1036100 | 1143358 |
|  | Kiatnakin Phatra Bank PCL | 389500 | 747070 |
|  | Krung Thai Bank PCL | 1429987 | 657509 |
|  | Krungthai Card PCL | 619200 | 927336 |
|  | Land & Houses PCL | 6942300 | 1678118 |
|  | Mega Lifesciences PCL | 434200 | 504817 |
| \* | Minor International PCL | 1730783 | 1284672 |
|  | MK Restaurants Group PCL | 309800 | 474142 |
|  | Muangthai Capital PCL | 963600 | 917775 |
|  | Ngern Tid Lor PCL | 24700 | 16873 |
|  | Osotspa PCL | 1174400 | 817698 |
| \* | PSG Corp. PCL | 1565000 | 58389 |
|  | PTT Exploration & Production PCL | 1189455 | 5672257 |
|  | PTT Global Chemical PCL | 1555872 | 1778256 |
|  | PTT Oil & Retail Business PCL | 840700 | 532340 |
|  | PTT PCL | 6973400 | 6595964 |
|  | Ramkhamhaeng Hospital PCL, Class F | 21700 | 31643 |
|  | Ratch Group PCL | 487100 | 524727 |
|  | Regional Container Lines PCL | 134800 | 93857 |
|  | SCB X PCL | 355366 | 989721 |
|  | SCG Packaging PCL | 753600 | 1029616 |
|  | Siam Cement PCL | 347900 | 2961629 |
|  | Siam City Cement PCL | 113989 | 452242 |
|  | Siam Global House PCL | 1544492 | 815667 |
|  | Singer Thailand PCL | 118200 | 112579 |
|  | Sri Trang Agro-Industry PCL | 1139508 | 574844 |
|  | Sri Trang Gloves Thailand PCL | 1277300 | 372518 |
|  | Srisawad Corp. PCL | 1258772 | 1356008 |
|  | Star Petroleum Refining PCL | 2954000 | 923610 |
| \* | STARK Corp. PCL | 3436000 | 288891 |
|  | Supalai PCL | 1627800 | 898156 |
|  | Thai Oil PCL | 1979917 | 2835141 |
|  | Thai Union Group PCL, Class F | 3062540 | 1448390 |
|  | Thanachart Capital PCL | 441600 | 464109 |
|  | Thonburi Healthcare Group PCL | 455000 | 806950 |
|  | Tisco Financial Group PCL | 309700 | 781167 |
|  | TMBThanachart Bank PCL | 25424697 | 908502 |
|  | TOA Paint Thailand PCL | 590800 | 488970 |
|  | Total Access Communication PCL | 700700 | 828468 |
|  | True Corp. PCL | 17144931 | 2234337 |
|  | TTW PCL | 1054700 | 241090 |
|  | VGI PCL | 3956670 | 378410 |
|  | Vibhavadi Medical Center PCL | 746200 | 56073 |
|  | WHA Corp. PCL | 8501900 | 880123 |
| TOTAL THAILAND | TOTAL THAILAND | TOTAL THAILAND | 100451044 |
| TURKEY — (0.7%) | TURKEY — (0.7%) |  |  |
|  | Akbank TAS | 2934684 | 2306994 |
|  | Aksa Akrilik Kimya Sanayii AS | 65145 | 243809 |
| # | Aksa Enerji Uretim AS | 237721 | 528761 |
| # | Anadolu Efes Biracilik Ve Malt Sanayii AS | 233645 | 601198 |
| # | Arcelik AS | 76332 | 322613 |
| # | Aselsan Elektronik Sanayi Ve Ticaret AS | 276008 | 477840 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  | BIM Birlesik Magazalar AS | 283141 | $2038579 |
|  | Borusan Yatirim ve Pazarlama AS | 2256 | 90035 |
|  | Coca-Cola Icecek AS | 53405 | 493263 |
|  | Dogus Otomotiv Servis ve Ticaret AS | 9274 | 61105 |
| # W | Enerjisa Enerji AS | 87431 | 96343 |
|  | Enka Insaat ve Sanayi AS | 775859 | 781482 |
| # | Eregli Demir ve Celik Fabrikalari TAS | 842011 | 1341869 |
| # | Ford Otomotiv Sanayi AS | 45341 | 884924 |
| \* | Gubre Fabrikalari TAS | 17401 | 136327 |
| # \* | Hektas Ticaret TAS | 770209 | 1184225 |
|  | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS, Class D | 924114 | 593863 |
|  | KOC Holding AS | 446849 | 1332999 |
| # | Koza Altin Isletmeleri AS | 22016 | 230274 |
| \* | Migros Ticaret AS | 18380 | 119518 |
|  | Otokar Otomotiv Ve Savunma Sanayi AS | 12650 | 359573 |
| \* | Oyak Cimento Fabrikalari AS | 119573 | 107982 |
| \* | Pegasus Hava Tasimaciligi AS | 35848 | 616571 |
| \* | Petkim Petrokimya Holding AS | 1468954 | 1050831 |
| # \* | Sasa Polyester Sanayi AS | 263986 | 1700243 |
| \* | TAV Havalimanlari Holding AS | 190894 | 804030 |
|  | Tofas Turk Otomobil Fabrikasi AS | 74286 | 391960 |
| \* | Turk Hava Yollari AO | 306328 | 1667273 |
| # | Turk Telekomunikasyon AS | 467239 | 311376 |
|  | Turk Traktor ve Ziraat Makineleri AS | 7711 | 157628 |
| # | Turkcell Iletisim Hizmetleri AS | 972496 | 1342274 |
| \* | Turkiye Halk Bankasi AS | 384954 | 170471 |
|  | Turkiye Is Bankasi AS, Class C | 2062210 | 1033060 |
| \* | Turkiye Petrol Rafinerileri AS | 73386 | 1486644 |
|  | Turkiye Sise ve Cam Fabrikalari AS | 582052 | 1037847 |
| # \* | Turkiye Vakiflar Bankasi TAO, Class D | 822870 | 378619 |
|  | Vestel Beyaz Esya Sanayi ve Ticaret AS | 296319 | 149332 |
|  | Yapi ve Kredi Bankasi AS | 2854262 | 1413268 |
| TOTAL TURKEY | TOTAL TURKEY | TOTAL TURKEY | 28045003 |
| UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) |  |  |
|  | Abu Dhabi Commercial Bank PJSC | 2483364 | 6392591 |
|  | Abu Dhabi Islamic Bank PJSC | 2055881 | 5319388 |
|  | Abu Dhabi National Oil Co. for Distribution PJSC | 2078002 | 2553818 |
|  | Aldar Properties PJSC | 3907903 | 4596753 |
|  | Dubai Islamic Bank PJSC | 4462522 | 7069864 |
|  | Emaar Properties PJSC | 4313170 | 7119985 |
|  | Emirates Integrated Telecommunications Co. PJSC | 207413 | 323562 |
|  | Emirates NBD Bank PJSC | 1188088 | 4290114 |
|  | Emirates Telecommunications Group Co. PJSC | 1754520 | 12330867 |
|  | First Abu Dhabi Bank PJSC | 2034758 | 9923020 |
| \* | International Holding Co. PJSC | 24261 | 2661765 |
| TOTAL UNITED ARAB EMIRATES | TOTAL UNITED ARAB EMIRATES | TOTAL UNITED ARAB EMIRATES | 62581727 |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |  |  |
|  | Sempra Energy | 9588 | 1338052 |
| TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | 3912714070 |
| PREFERRED STOCKS — (1.3%) | PREFERRED STOCKS — (1.3%) |  |  |
| BRAZIL — (1.2%) | BRAZIL — (1.2%) |  |  |
|  | Banco Bradesco SA | 2373138 | 9124096 |
|  | Braskem SA Class A | 82539 | 538649 |
|  | Centrais Eletricas Brasileiras SA Class B | 103746 | 1070900 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Cia de Transmissao de Energia Eletrica Paulista | 122300 | $580070 |
|  | Cia Energetica de Minas Gerais | 1094369 | 2408861 |
|  | Cia Paranaense de Energia | 1292740 | 1851955 |
|  | Gerdau SA | 653216 | 3256280 |
|  | Itau Unibanco Holding SA | 2317176 | 13637044 |
|  | Petroleo Brasileiro SA | 2952047 | 17036206 |
| TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 49504061 |
| CHILE — (0.0%) | CHILE — (0.0%) |  |  |
|  | Embotelladora Andina SA Class B | 431209 | 753310 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |  |  |
|  | Banco Davivienda SA | 49344 | 259771 |
|  | Grupo Aval Acciones y Valores SA | 2461699 | 269161 |
|  | Grupo de Inversiones Suramericana SA | 84488 | 233684 |
| TOTAL COLOMBIA | TOTAL COLOMBIA | TOTAL COLOMBIA | 762616 |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |  |  |
|  | Hyundai Engineering & Construction Co. Ltd. | 985 | 39130 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) |  |  |
|  | China Development Financial Holding Corp. | 1176143 | 276224 |
| TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | 51335341 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |  |  |
| \* | Yinson Holdings Bhd Warrants 06/21/25 | 174274 | 16218 |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |  |  |
| \* | HLB, Inc. Rights 12/02/22 | 5687 | 39126 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) |  |  |
| \* | Shanghai Commercial & Savings Bank Ltd. Rights 10/31/22 | 203719 | 59429 |
| THAILAND — (0.0%) | THAILAND — (0.0%) |  |  |
| \* | Singer Thailand PCL Rights 10/31/22 | 82507 | 0 |
| \* | Thai Union Group PCL Rights 11/30/22 | 86840 | 0 |
| TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS | 114773 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $3,031,692,639) | TOTAL INVESTMENT SECURITIES<br>(Cost $3,031,692,639) |  | 3964164184 |
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) |  |  |
| @ § | The DFA Short Term Investment Fund | 9232721 | 106739492 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $3,138,466,170) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $3,138,466,170) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $3,138,466,170) | $4070903676 |

---

ADR American Depositary Receipt

CP Certificate Participation

GDR Global Depositary Receipt

SA Special Assessment

» Securities that have been fair value factored. See Note B to Financial Statements.

\* Non-Income Producing Securities.

# Total or Partial Securities on Loan. 

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

W Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional investors. This security has been deemed liquid based upon the Fund's Liquidity Guidelines. The liquidity determination is unaudited.

†† Security valued using significant unobservable inputs (Level 3).

† See Note B to Financial Statements.

@ Security purchased with cash collateral received from Securities on Loan.

§ Affiliated Fund.

As of October 31, 2022, The Emerging Markets Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  E-Mini MSCI Emerging Markets Index | 644 | 12/16/22 | $29866714 | $27485920 | $(2380794) |
|  S&P 500<sup>®</sup> Emini Index | 73 | 12/16/22 | 13941096 | 14172950 | 231854 |
|  **Total Futures Contracts** |  |  | $**43807810** | $**41658870** | $**(2148940)** |

---

Summary of the Series' investments as of October 31, 2022, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | $182023797 | $9600 |  | $182033397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile | 11803006 | 9921730 |  | 21724736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 123031320 | 828774328 |  | 951805648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 4717484 | 312658 |  | 5030142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Czech Republic |  | 7199868 |  | 7199868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Egypt | 1962 | 1918746 |  | 1920708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greece | 10252 | 13217128 | $11223 | 13238603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 8953846 |  | 8953846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | 31593723 | 700832720 |  | 732426443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 97572600 |  | 97572600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 70536471 |  | 70536471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 103950081 |  |  | 103950081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Peru | 6210439 |  |  | 6210439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines | 548996 | 30985556 |  | 31534552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 25584214 |  | 25584214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 42572762 |  | 42572762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia |  | 193312967 |  | 193312967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 22218169 | 118775517 |  | 140993686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea | 4855920 | 469361456 |  | 474217376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 4177320 | 605295946 | 6439 | 609479705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 98389048 | 2061996 |  | 100451044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 28045003 |  | 28045003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 62581727 |  | 62581727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 1338052 |  | 1338052 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 49504061 |  |  | 49504061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 753310 |  | 753310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 762616 |  |  | 762616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 39130 |  | 39130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 276224 |  | 276224 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 16218 |  | 16218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 39126 |  | 39126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 59429 |  | 59429 |

---

------

**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Securities Lending Collateral |  | $106739492 |  | $106739492 |
|  Futures Contracts\*\* | $(2148940) |  |  | (2148940) |
|  TOTAL. | $641649254 | $3427087820 | $17,662^ | $4068754736 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

| | |
|:---|:---|
| ^ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.  |

---

See accompanying Notes to Financial Statements.

------

![LOGO](g413846dsp.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of Dimensional Investment Group Inc. and Shareholders of U.S. Large Company Portfolio

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the summary schedule of portfolio holdings, of U.S. Large Company Portfolio (one of the portfolios constituting Dimensional Investment Group Inc., hereafter referred to as the "Portfolio") as of October 31, 2022, the related statement of operations for the year ended October 31, 2022, the statement of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (included in Item 1 of this Form N-CSR) and the schedule of investments (included in Item 6 of this Form N-CSR) as of October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of October 31, 2022, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2022 and the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Portfolio's management. Our responsibility is to express an opinion on the Portfolio's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolio in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodian, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 22, 2022

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;*PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1800, 2001 Market Street, Philadelphia, PA 19103-7042* |
| &nbsp;&nbsp;&nbsp;*T: (267) 330-3000, F: (267) 330-3300, www.pwc.com/us* |

---

------

![LOGO](g413846dsp.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Trustees of The DFA Investment Trust Company and Shareholders of The U.S. Large Cap Value Series, The DFA International Value Series, The Japanese Small Company Series, The Asia Pacific Small Company Series, The United Kingdom Small Company Series, The Continental Small Company Series, The Canadian Small Company Series, The Emerging Markets Series and The Emerging Markets Small Cap Series

***Opinions on the Financial Statements***

We have audited the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, of The U.S. Large Cap Value Series, The DFA International Value Series, The Japanese Small Company Series, The Asia Pacific Small Company Series, The United Kingdom Small Company Series, The Continental Small Company Series, The Canadian Small Company Series, The Emerging Markets Series, and The Emerging Markets Small Cap Series (nine of the series constituting The DFA Investment Trust Company, hereafter collectively referred to as the "Series") as of October 31, 2022, the related statements of operations for the year ended October 31, 2022, the statements of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2022 (included in Item 1 of this Form N-CSR) and the schedules of investments (included in Item 6 of this Form N-CSR) as of October 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Series as of October 31, 2022, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2022, and each of the financial highlights for each of the five years in the period ended October 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinions***

These financial statements are the responsibility of the Series' management. Our responsibility is to express an opinion on the Series' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Series in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;*PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1800, 2001 Market Street, Philadelphia, PA 19103-7042* |
| &nbsp;&nbsp;&nbsp;*T: (267) 330-3000, F: (267) 330-3300, www.pwc.com/us* |

---

------

![LOGO](g413846dsp.jpg)

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodians, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 22, 2022

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;*PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1800, 2001 Market Street, Philadelphia, PA 19103-7042* |
| &nbsp;&nbsp;&nbsp;*T: (267) 330-3000, F: (267) 330-3300, www.pwc.com/us* |

---

------

(b) Not applicable.

ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 8. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 9. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.

This item is not applicable to the Registrant, which is an open-end management investment company.

---

| | |
|:---|:---|
| ITEM 10. | SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.  |

---

None.

ITEM 11. CONTROLS AND PROCEDURES.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Based on their evaluation of the Registrant's disclosure controls and procedures as of a date within 90
days of the filing date of this Form N-CSR (the "Report"), the Registrant's Co-Principal Executive Officers and Principal Financial Officer believe that
the disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) are effectively designed to ensure that information required to be disclosed by the
Registrant in the Report is recorded, processed, summarized and reported by the filing date, including ensuring that information required to be disclosed in the Report is accumulated and communicated to the Registrant's officers that are making
certifications in the Report, as appropriate, to allow timely decisions regarding required disclosure. The Registrant's management, including the Co-Principal Executive Officers and the Principal
Financial Officer, recognizes that any set of controls and procedures, no matter how well designed and operated, can provide only reasonable assurance of achieving the desired control objectives.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) There were no changes in the Registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) that occurred during the period covered by this Report that have materially affected, or are reasonably likely to materially affect, the
Registrant's internal control over financial reporting.

ITEM 12. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 13. EXHIBITS.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a)(1) | [Code of Ethics is filed herewith.](d413846dex99codeeth.htm) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a)(2) | [Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 are filed herewith.](d413846dex99cert.htm) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a)(3) | This item is not applicable. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) | [Certifications pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 are filed herewith.](d413846dex99906cert.htm) |

---

------

**SIGNATURES** 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.

---

| | |
|:---|:---|
| Dimensional Investment Group Inc. | Dimensional Investment Group Inc. |
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Chief Executive Officer |

---

Date: January 4, 2023

---

| | |
|:---|:---|
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Chief Executive Officer and |
|  | Chief Investment Officer |

---

Date: January 4, 2023

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this Report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Principal Executive Officer |
|  | Dimensional Investment Group Inc. |

---

Date: January 4, 2023

---

| | |
|:---|:---|
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Principal Executive Officer |
|  | Dimensional Investment Group Inc. |

---

Date: January 4, 2023

------

---

| | |
|:---|:---|
| By: | /s/ Jan Miller |
|  | Jan Miller |
|  | Principal Financial Officer |
|  | Dimensional Investment Group Inc. |

---

Date: January 3, 2023

## Ex-99.Code

---

| | |
|:---|:---|
| **Effective Date: September 18, 2020** | **CONFIDENTIAL AND** |
|  | **PROPRIETARY** |

---

**CODE OF BUSINESS ETHICS FOR** 

**PRINCIPAL EXECUTIVE AND FINANCIAL OFFICERS** 

DFA INVESTMENT DIMENSIONS GROUP INC.

DIMENSIONAL EMERGING MARKETS VALUE FUND

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DIMENSIONAL ETF TRUST

**I.**  **<u>Covered Officers and Purposes of the Code</u>** 

The Boards of Directors/Trustees (together, the "Boards") of DFA Investment Dimensions Group Inc., Dimensional Emerging Markets Value Fund, Dimensional Investment Group Inc., The DFA Investment Trust Company, and Dimensional ETF Trust (each a "Fund," and together, the "Funds") have adopted this Code of Business Ethics for Principal Executive and Financial Officers (the "Code"). The Code applies to the Funds' principal executive officers and principal financial officers (together, the "Covered Officers"), and is adopted to promote:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• honest and ethical conduct, including the ethical handling of conflicts of interest;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• full, fair, accurate, timely and understandable disclosure in reports and documents that a Fund files with, or
submits to, the U.S. Securities and Exchange Commission (the "SEC"), and in other public communications made by the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• compliance with applicable laws and governmental rules and regulations;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the prompt internal reporting of violations of the Code to the appropriate person(s) identified in the Code; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• accountability for adherence to the Code.

**II.**  **<u>Covered Officers Should "Adhere to a High Standard of Business Ethics"</u>** 

Each Covered Officer owes a duty to the Funds to adhere to a high standard of business ethics and should be sensitive to situations that may give rise to actual, as well as apparent, conflicts of interests.

Each Covered Officer shall:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• observe all laws and governmental rules and regulations, accounting standards and Fund policies;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• adhere to a high standard of business ethics; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• place the interests of the Funds before the Covered Officer's own personal interests.

All activities of Covered Officers should be guided by and adhere to these fiduciary standards.

![LOGO](g762502g41x12.jpg)

------

**III.**  **<u>Covered Officers Should Handle Ethically Conflicts of Interest</u>** 

**Guiding Principles.** A "conflict of interest" occurs when a Covered Officer's private interests interfere with the interests of, or his service to, the Funds. A conflict of interest can arise when a Covered Officer takes actions or has interests that may make it difficult to perform his Fund work objectively and effectively. For example, a conflict of interest would arise if a Covered Officer, or a member of his family, receives improper personal benefits as a result of his positions with the Funds. In addition, the Funds must be sensitive to situations that create apparent, if not actual, conflicts of interest. Service to the Funds should not be subordinated to personal gain and advantage.

Certain conflicts of interest covered by this Code arise out of the relationships between Covered Officers and the Funds that already are subject to conflict of interest provisions in the Investment Company Act of 1940, as amended (the "1940 Act"), and the Investment Advisers Act of 1940, as amended (the "Advisers Act"). For example, Covered Officers may not individually engage in certain transactions (such as the purchase or sale of securities or other property) with the Funds because of the Covered Officers' status as "affiliated persons" of the Funds. The compliance programs and procedures of the Funds and Dimensional Fund Advisors LP, the Funds' investment advisor and administrator (the "Advisor"), are designed to prevent, or identify and correct, violations of these provisions. This Code does not, and is not intended to, repeat or replace those compliance programs and procedures. Covered Officers must in all cases comply with applicable statutes and regulations.

Although typically not presenting an opportunity for improper personal benefit, conflicts of interest arise from, or as a result of, the contractual relationships between the Funds and the Advisor, of which the Covered Officers are also officers or employees. As a result, it is recognized by the Boards that, subject to the Advisor's fiduciary duties to the Funds, the Covered Officers will, in the normal course of their duties (whether formally for the Funds or for the Advisor, or for both), be involved in establishing policies and implementing decisions that will have different effects on the Advisor and the Funds. The Boards recognize that the participation of the Covered Officers in such activities is inherent in the contractual relationships between the Funds and the Advisor, and is consistent with the expectation of the Boards of the performance by the Covered Officers of their duties as officers of the Funds. Such participation, if addressed in conformity with the provisions of the 1940 Act and the Advisers Act, will be deemed to have been handled ethically. In addition, it is recognized by the Boards that the Covered Officers may also be officers or employees of one or more other investment companies advised by the Advisor and covered by this or other Codes.

Other conflicts of interest are covered by the Code, even if such conflicts of interest are not subject to provisions in the 1940 Act and the Advisers Act. In reading the following examples of conflicts of interest under the Code, the Covered Officers should keep in mind that such a list cannot be exhaustive by covering every possible scenario. It follows that the overarching principle—that the personal interest of a Covered Officer should not be placed improperly before the interest of a Fund—should be the guiding principle in all circumstances.

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• avoid conflicts of interest whenever possible;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• handle any actual or apparent conflict of interest ethically;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not use his personal influence or personal relationships improperly to influence investment decisions or
financial reporting by the Funds whereby the Covered Officer would benefit personally to the detriment of the Funds;

2. ![LOGO](g762502g41x12.jpg)

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not cause the Funds to take action, or fail to take action, for the individual personal benefit of the Covered
Officer rather than for the benefit of the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not use material, non-public knowledge of portfolio transactions made or
contemplated for the Funds to profit personally, or to cause others to profit, by the market effect of such transactions; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• as described in more detail below, discuss any material transaction or relationship, which could reasonably be
expected to give rise to a conflict of interest, with the Chief Compliance Officer of the Funds (the "Designated Ethics Officer"). In the event the Chief Compliance Officer of the Funds is not available, the Chairman of the Audit Committee
may take action required hereunder of the Designated Ethics Officer.

There are some conflict of interest situations that should always be discussed with the Designated Ethics Officer, if material. Examples of these situations include:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any outside business activity that detracts from an individual's ability to devote appropriate time and
attention to his responsibilities with the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• service as a director on the board of any public or private company;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the receipt of any non-nominal gifts;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the receipt of any entertainment from any company with which the Funds have current or prospective business
dealings, unless such entertainment is business-related, reasonable in cost, appropriate as to time and place, and not so frequent as to raise any question of impropriety;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• being in the position of supervising, reviewing or having any influence on the job evaluation, pay or benefit of
any immediate family member;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any ownership interest in, or any consulting or employment relationship with, any of the Funds' service
providers, other than the Advisor and DFA Securities Inc. ("DFAS"), or any affiliated person thereof; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• a direct or indirect financial interest in commissions, transaction charges or spreads paid by a Fund for
effecting portfolio transactions or for selling or redeeming shares other than an interest arising from the Covered Officer's employment, such as compensation or equity ownership.

**IV.**  **<u>Disclosure</u>** 

Each Covered Officer is required to be familiar and comply with the Funds' disclosure controls and procedures so that the Funds' subject reports and documents filed with the SEC comply in all material respects with the applicable federal securities laws and SEC rules. In addition, each Covered Officer having direct or supervisory authority regarding these SEC filings or the Funds' other public communications should, to the extent appropriate within his area of responsibility, consult with other Fund officers and employees and take other appropriate steps regarding these disclosures with the goal of making full, fair, accurate, timely and understandable disclosure.

3. ![LOGO](g762502g41x12.jpg)

------

Each Covered Officer:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• must familiarize himself with the disclosure requirements applicable to the Funds as well as the business and
financial operations of the Funds; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• must not knowingly misrepresent, or intentionally cause others to misrepresent, facts about the Funds to others,
whether within or outside the Funds, including to the Funds' directors/trustees and auditors, and to governmental regulators and self-regulatory organizations.

**V.**  **<u>Compliance</u>** 

It is the Funds' policy to comply with all applicable laws and governmental rules and regulations. It is the responsibility of each Covered Officer to adhere to the standards and restrictions imposed by those laws, rules and regulations, including those relating to affiliated transactions, accounting and auditing matters.

**VI.**  **<u>Reporting and Accountability</u>** 

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• upon adoption of the Code, affirm in writing to the Designated Ethics Officer that he has received, read, and
understands the Code;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• annually thereafter affirm to the Designated Ethics Officer that he has received, read and understands the Code
and has complied with the requirements of the Code;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not retaliate against any employee or Covered Officer for reports of potential violations that are made in good
faith; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• notify the Designated Ethics Officer promptly if the Covered Officer knows of any violation of this Code. Failure
to do so is itself a violation of this Code.

The Designated Ethics Officer is responsible for applying the provisions of the Code to specific situations in which questions arise under the Code, and the Designated Ethics Officer has the authority to interpret this Code in any particular situation. The Designated Ethics Officer is authorized (and encouraged) to consult, as appropriate, with the Audit Committee of the Funds, the members of the Boards who are not "interested persons" (together, the "Independent Directors"), and counsel to the Funds and the Independent Directors.

The Funds will comply with the following procedures in investigating and enforcing this Code:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the Designated Ethics Officer will take all appropriate action to investigate any violations and potential
violations reported to him;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• violations and potential violations will be reported to the Audit Committee after such investigation;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• if the Audit Committee determines that a violation of this Code has occurred, the Audit Committee will consider
appropriate action, which may include the review of, and necessary modifications to, applicable policies and procedures; notification to appropriate personnel of the Advisor or the Advisor's board of directors; or recommending the dismissal of
the Covered Officer;

4. ![LOGO](g762502g41x12.jpg)

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• appropriate disciplinary or preventive action may include a letter of censure, suspension, dismissal or, in the
event of criminal or other serious violations of law, notification of the SEC or other appropriate law enforcement authorities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the Audit Committee will report to the Boards any action (whether disciplinary, preventive or otherwise) taken to
address violations of this Code;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the Audit Committee will be responsible for granting waivers and determining sanctions, as appropriate; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any changes to or waivers of this Code will, to the extent required, be disclosed on Form N-CSR as provided by SEC rules.

**VII.**  **<u>Other Policies and Procedures</u>** 

The Global Code of Ethics and Standard of Conduct under Rule 17j-1 under the 1940 Act, adopted by the Funds, the Advisor and the affiliated companies of the Advisor, and the Advisor's policies and procedures set forth in the *Insider Trading Policy* are separate requirements applying to the Covered Officers and others, and are not part of this Code.

**VIII.**  **<u>Amendments</u>** 

This Code may not be amended except in written form, which is specifically approved or ratified by a majority vote of the Boards, including a majority of the Independent Directors.

**IX.**  **<u>Confidentiality</u>** 

All reports and records prepared or maintained pursuant to this Code shall be considered confidential and shall be maintained and protected accordingly. Except as otherwise required by law or this Code, such matters shall not be disclosed to anyone other than the members of the Boards and their counsel, the Funds, and the Advisor.

**X.**  **<u>Internal Use</u>** 

The Code is intended solely for the internal use by the Funds and does not constitute an admission, by or on behalf of any Fund, as to any fact, circumstance, or legal conclusion.

5. ![LOGO](g762502g41x12.jpg)

------

**Exhibit A** 

**<u>Persons Covered by this Code of Business Ethics</u>**

**(as of June 24, 2021)** 

Gerard O'Reilly (Co-Principal Executive Officer of the Funds)

David P. Butler (Co-Principal Executive Officer of the Funds)

Jan Miller (Principal Financial Officer of the Funds)

---

| | |
|:---|:---|
| A-1 | ![LOGO](g762502g41x12.jpg) |

---

## Ex-99.Cert

CERTIFICATION PURSUANT TO SECTION 302 OF

THE SARBANES-OXLEY ACT OF 2002

I, David P. Butler, certify that:

1. I have reviewed this report on Form N-CSR of Dimensional Investment
Group Inc. (the "Registrant");

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the Registrant as of, and for, the
periods presented in this report;

4. The Registrant's other certifying officers and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) evaluated the effectiveness of the Registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) disclosed in this report any change in the Registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting; and

5. The Registrant's other certifying officers and I have disclosed to the Registrant's auditors and the
audit committee of the Registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) all significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the Registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) any fraud, whether or not material, that involves management or other employees who have a significant role in
the Registrant's internal control over financial reporting.

Date: January 4, 2023

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Principal Executive Officer |
|  | Dimensional Investment Group Inc |

---

.

------

CERTIFICATION PURSUANT TO SECTION 302 OF

THE SARBANES-OXLEY ACT OF 2002

I, Gerard K. O'Reilly, certify that:

1. I have reviewed this report on Form N-CSR of Dimensional Investment
Group Inc. (the "Registrant");

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the Registrant as of, and for, the
periods presented in this report;

4. The Registrant's other certifying officers and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) evaluated the effectiveness of the Registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) disclosed in this report any change in the Registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting; and

5. The Registrant's other certifying officers and I have disclosed to the Registrant's auditors and the
audit committee of the Registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) all significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the Registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) any fraud, whether or not material, that involves management or other employees who have a significant role in
the Registrant's internal control over financial reporting.

Date: January 4, 2023

---

| | |
|:---|:---|
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Principal Executive Officer |
|  | Dimensional Investment Group Inc |

---

.

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CERTIFICATION PURSUANT TO SECTION 302 OF

THE SARBANES-OXLEY ACT OF 2002

I, Jan Miller, certify that:

1. I have reviewed this report on Form N-CSR of Dimensional Investment
Group Inc. (the "Registrant");

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the Registrant as of, and for, the
periods presented in this report;

4. The Registrant's other certifying officers and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) evaluated the effectiveness of the Registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) disclosed in this report any change in the Registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting; and

5. The Registrant's other certifying officers and I have disclosed to the Registrant's auditors and the
audit committee of the Registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) all significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the Registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) any fraud, whether or not material, that involves management or other employees who have a significant role in
the Registrant's internal control over financial reporting.

Date: January 3, 2023

---

| | |
|:---|:---|
| By: | /s/ Jan Miller |
|  | Jan Miller |
|  | Principal Financial Officer |
|  | Dimensional Investment Group Inc. |

---

## Exhibit 99.906

CERTIFICATIONS PURSUANT TO SECTION 906 OF THE

SARBANES-OXLEY ACT OF 2002

David P. Butler and Gerard K. O'Reilly, Co-Principal Executive Officers, and Jan Miller, Principal Financial Officer, of Dimensional Investment Group Inc., a Maryland corporation (the "Registrant"), each certify that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Registrant's periodic report on Form N-CSR for the period
ended October 31, 2022 (the "Report") fully complies with the requirements of Section 13(a) or Section 15(d) of the Securities Exchange Act of 1934, as amended, as applicable; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The information contained in the Report fairly presents, in all material respects, the financial condition and
results of operations of the Registrant.

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| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Principal Executive Officer |
|  | Dimensional Investment Group Inc. |

---

Date: January 4, 2023

---

| | |
|:---|:---|
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Principal Executive Officer |
|  | Dimensional Investment Group Inc. |

---

Date: January 4, 2023

---

| | |
|:---|:---|
| By: | /s/ Jan Miller |
|  | Jan Miller |
|  | Principal Financial Officer |
|  | Dimensional Investment Group Inc. |

---

Date: January 3, 2023