UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811-6067

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, Vice President and Secretary

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, 2009

ITEM 1. REPORTS TO STOCKHOLDERS.

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes	1
Dimensional Investment Group Inc. — U.S. Large Company Institutional Index Portfolio
Performance Chart	2
Management’s Discussion and Analysis	3
Disclosure of Fund Expenses	5
Disclosure of Portfolio Holdings	6
Statement of Assets and Liabilities	7
Statement of Operations	8
Statement of Changes in Net Assets	9
Financial Highlights	10
Notes to Financial Statements	11
Report of Independent Registered Public Accounting Firm	15
Results of the Shareholder Meeting	16
The DFA Investment Trust Company — The U.S. Large Company Series
Performance Chart	17
Disclosure of Fund Expenses	18
Disclosure of Portfolio Holdings	19
Summary Schedule of Portfolio Holdings	20
Statement of Assets and Liabilities	23
Statements of Operations	24
Statement of Changes in Net Assets	25
Financial Highlights	26
Notes to Financial Statements	27
Report of Independent Registered Public Accounting Firm	33
Results of the Shareholder Meeting	34
Fund Management	35
Voting Proxies on Fund Portfolio Securities	43
Notice to Shareholders	44

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

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DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Statement of Assets and Liabilities/Summary Schedule of Portfolio Holdings

Investment Abbreviations

FHLMC	Federal Home Loan Mortgage Corporation
FNMA	Federal National Mortgage Association

Investment Footnotes

†	See Note B to Financial Statements.
**	Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.
*	Non-Income Producing Securities.
#	Total or Partial Securities on Loan.
@	Security purchased with cash proceeds from Securities on Loan.
(r)	The adjustable rate shown is effective as of October 31, 2009.
(y)	The rate shown is the effective yield.
§	Affiliated Fund.

Financial Highlights

(A)	Computed using average shares outstanding.
(B)	Annualized
(C)	Non-Annualized
(D)	Represents the combined ratios for the respective portfolio and its respective pro-rata share of its Master Fund Series.

All Statements and Schedules

—	Amounts designated as — are either zero or rounded to zero.
REITs	Real Estate Investment Trusts
SEC	Securities and Exchange Commission

1

DIMENSIONAL INVESTMENT GROUP INC.

PERFORMANCE CHART

U.S. Large Company Institutional Index Portfolio vs.

S&P 500^® Index

October 31, 1999-October 31, 2009

2

DIMENSIONAL INVESTMENT GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2009

The year ending October 31, 2009, was among the most volatile periods in U.S. market history. Broad market returns were positive with stocks represented by the mid cap index outperforming those within both small cap and large cap indexes and stocks represented by the growth index outperforming those represented by the value index. Investors moving out of stocks, beginning in late 2008 and extending into early 2009, contributed to high volatility and negative returns over that period. Markets turned sharply higher in March, and the size and value premiums both turned positive over the eight months ending October 2009. Although the large cap index outperformed the small cap index, and the growth index outperformed the value index, returns within the broader market (Russell 3000^® Index) demonstrate that there was a positive small size premium and a positive value premium. This counterintuitive result occurred because the stock markets were characterized by extreme volatility, and the indexes, which are reconstituted annually, were not able to rebalance during the course of the year to maintain their intended asset class exposure. Among the most important factors explaining differences in the behavior of diversified equity portfolios are the company size and company value/growth characteristics of the portfolio’s holdings. Size is measured by market capitalization, and value classification is a function of stock price relative to one or more fundamental characteristics. Compared to other stocks, value stocks often have lower market value relative to their earnings, dividends, and book value.

For the 12 months ended October 31, 2009, the total return of the Russell Microcap^® Index was 5.06%, the Russell 2000^® Index was 6.46%, the CRSP 6-10 Index was 20.94%, and the MSCI US Small Cap 1750 Index was 14.11%. Large cap growth stocks outperformed large cap value stocks, as measured by the Russell 1000^® Growth Index and Russell 1000^® Value Index^®. Small cap growth stocks outperformed small cap value stocks, by a lesser amount than in large caps, as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2009

Russell 2000® Index (small cap companies)	6.46	%
Russell Midcap® Index (mid cap companies)	18.74	%
Russell 1000® Index (large cap companies)	11.19	%
Russell 3000® Value Index	4.55	%
Russell 3000® Growth Index	17.04	%

Further dividing the large, mid, and small cap market segments by value and growth characteristics shows more detail in the performance differences over the period.

Total Return for 12 Months Ended October 31, 2009

Russell 1000® Value Index (large cap value companies)	4.78	%
Russell 1000® Growth Index (large cap growth companies)	17.50	%
Russell Midcap® Value Index (mid cap value companies)	14.52	%
Russell Midcap® Growth Index (mid cap growth companies)	22.48	%
Russell 2500TM Value Index (small/mid cap value companies)	8.56	%
Russell 2500TM Growth Index (small/mid cap growth companies)	18.20	%
Russell 2000® Value Index (small cap value companies)	1.95	%
Russell 2000® Growth Index (small cap growth companies)	11.34	%

Source: Russell data copyright © Russell Investment Group 1995-2009, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2009 were attributable primarily to differences in value/growth and size characteristics as well as the exclusion of REIT securities from most Dimensional portfolios, except for the DFA Real Estate Securities Portfolio and portfolios investing in the U.S. Large Company Series. Moreover, the portfolio construction approach used by Dimensional Fund Advisors (the “Advisor”) generally resulted in portfolios with greater emphasis on value or small company characteristics relative to widely used index benchmarks.

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Master-Feeder Structure

The portfolio described below, called a “Feeder Fund”, does not buy individual securities directly; instead, the portfolio invests in a corresponding fund called a “Master Fund”. The Master Fund, in turn, purchase stocks and/or other securities.

U.S. Large Company Institutional Index Portfolio

The U.S. Large Company Institutional Index Portfolio seeks to approximate the returns of the S&P 500^® Index by purchasing shares of a Master Fund that invests in S&P 500^® Index stocks in approximately the same proportions as they are represented in the Index. The Portfolio was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

For the 12 months ended October 31, 2009, the total return was 10.07% for the Portfolio and 9.80% for the S&P 500^® Index. Relative to the Index, outperformance was mostly due to the flexible trading approach employed by the Master Fund to gain exposure to the performance of the Index during periods of index reconstitution.

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

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, 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” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

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

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s 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, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*		Expenses Paid During Period*
Actual Fund Return	$	1,000.00	$	1,200.20	0.10	%	$	0.55
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.70	0.10	%	$	0.51

* 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 Portfolio is a Feeder Fund. The expenses shown reflect the direct expenses of the Feeder Fund and the indirect payment of the Feeder Fund’s portion of the expenses of its Master Fund.

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For Dimensional Investment Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. Dimensional Investment Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

PORTFOLIO HOLDINGS

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

The categories of industry classification for the Affiliated Investment Company are represented in the Disclosure of Portfolio Holdings, which are included elsewhere within the report. Refer to the Summary Schedule of Portfolio Holdings for the underlying Master Fund’s holdings which reflect the investments by category.

Affiliated Investment Company 100.0 % 

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

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

ASSETS:
Investment in The U.S. Large Company Series of The DFA Investment Trust Company (Affiliated Investment Company) at Value†	$	785,743
Investment Securities Sold		91
Receivable for Fund Shares Sold		337
Prepaid Expenses and Other Assets		24
Total Assets		786,195
LIABILITIES:
Payables:
Fund Shares Redeemed		428
Due to Advisor		25
Accrued Expenses and Other Liabilities		53
Total Liabilities		506
NET ASSETS	$	785,689
SHARES OUTSTANDING, $0.01 PAR VALUE (1)		96,246,158
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE	$	8.16
Investment in Affiliated Investment Company at Cost	$	763,427
NET ASSETS CONSIST OF:
Paid-In Capital	$	861,070
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		2,126
Accumulated Net Realized Gain (Loss)		(99,823	)
Net Unrealized Appreciation (Depreciation)		22,316
NET ASSETS	$	785,689
(1) NUMBER OF SHARES AUTHORIZED		500,000,000

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends	$	17,067
Interest		29
Income from Securities Lending		830
Expenses Allocated from Affiliated Investment Company		(409	)
Total Investment Income		17,517
Expenses
Administrative Services Fees		340
Accounting & Transfer Agent Fees		25
Filing Fees		41
Shareholders’ Reports		47
Directors’/Trustees’ Fees & Expenses		13
Audit Fees		3
Legal Fees		27
Other		9
Total Expenses		505
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		(233	)
Net Expenses		272
Net Investment Income (Loss)		17,245
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(37,974	)
Futures		12,592
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		73,084
Futures		1,948
Net Realized and Unrealized Gain (Loss)		49,650
Net Increase (Decrease) in Net Assets Resulting from Operations	$	66,895

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.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	17,245		$	18,019		$	18,174
Net Realized Gain (Loss) on:
Investment Securities Sold		(37,974	)		(22,091	)		2,354
Futures		12,592			(4,079	)		441
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		73,084			(342,835	)		48,691
Futures		1,948			682			(119	)
Net Increase (Decrease) in Net Assets Resulting from Operations		66,895			(350,304	)		69,541
Distributions From:
Net Investment Income		(18,243	)		(19,755	)		(17,347	)
Total Distributions		(18,243	)		(19,755	)		(17,347	)
Capital Share Transactions (1):
Shares Issued		156,796			224,711			178,336
Shares Issued in Lieu of Cash Distributions		17,318			19,426			16,995
Shares Redeemed		(166,295	)		(147,002	)		(122,788	)
Net Increase (Decrease) from Capital Share Transactions		7,819			97,135			72,543
Total Increase (Decrease) in Net Assets		56,471			(272,924	)		124,737
Net Assets
Beginning of Period		729,218			1,002,142			877,405
End of Period	$	785,689		$	729,218		$	1,002,142
(1) Shares Issued and Redeemed:
Shares Issued		22,124			22,832			15,525
Shares Issued in Lieu of Cash Distributions		2,474			1,861			1,500
Shares Redeemed		(24,057	)		(15,126	)		(10,622	)
Net Increase (Decrease) from Shares Issued and Redeemed		541			9,567			6,403
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	2,126		$	3,125		$	4,861

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

FINANCIAL HIGHLIGHTS

(for a share outstanding throughout each period)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Nov. 30, 2006			Year Ended Nov. 30, 2005			Year Ended Nov. 30, 2004
Net Asset Value, Beginning of Period	$	7.62		$	11.63		$	11.00		$	9.82		$	9.23		$	8.32
Income from Investment Operations
Net Investment Income (Loss)		0.18	(A)		0.20	(A)		0.22	(A)		0.19	(A)		0.17			0.17
Net Gains (Losses) on Securities
(Realized and Unrealized)		0.55			(3.99	)		0.62			1.18			0.61			0.88
Total from Investment Operations		0.73			(3.79	)		0.84			1.37			0.78			1.05
Less Distributions
Net Investment Income		(0.19	)		(0.22	)		(0.21	)		(0.19	)		(0.19	)		(0.14	)
Total Distributions		(0.19	)		(0.22	)		(0.21	)		(0.19	)		(0.19	)		(0.14	)
Net Asset Value, End of Period	$	8.16		$	7.62		$	11.63		$	11.00		$	9.82		$	9.23
Total Return		10.07	%		(33.10	)%(C)		7.71	%		14.11	%		8.50	%		12.66	%
Net Assets, End of Period (thousands)	$	785,689		$	729,218		$	1,002,142		$	877,405		$	692,595		$	534,285
Ratio of Expenses to Average Net Assets (D)		0.10	%		0.10	%(B)		0.10	%		0.10	%		0.10	%		0.10	%
Ratio of Expenses to Average Net Assets (Excluding Waivers and Assumption of Expenses and/or Recovery of Previously Waived Fees) (D)		0.13	%		0.11	%(B)		0.11	%		0.11	%		0.14	%		0.15	%
Ratio of Net Investment Income to Average Net Assets		2.53	%		2.10	%(B)		1.90	%		1.90	%		1.82	%		1.96	%

See Page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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DIMENSIONAL INVESTMENT GROUP INC.

U.S. LARGE COMPANY INSTITUTIONAL INDEX PORTFOLIO

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, whose shares are offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of fifteen portfolios, of which the U.S. Large Company Institutional lndex Portfolio (the “Portfolio”) is presented in this report.

The Portfolio primarily invests its assets in The U.S. Large Company Series (the “Series”), a corresponding series of The DFA Investment Trust Company. At October 31, 2009, the Portfolio owned 22% 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.

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

B. Significant Accounting Policies:

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

1.  Security Valuation:   The Portfolio’s investment reflects its proportionate interest in the net assets of the Series.

The Portfolios utilize a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

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

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

—   Level 3 – significant unobservable inputs (including the Portfolio’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. A summary of these inputs used to value the Portfolio’s net assets as of October 31, 2009 are listed below (in thousands):

	Valuation Inputs
	Investments in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
U.S. Large Company Institutional Index Portfolio	$	785,743	—	—	$	785,743

2.  Deferred Compensation Plan:   Each eligible Director of the Fund may elect participation in the Deferred Compensation Plan (the “Plan”). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds: U.S. Large Cap Value Portfolio; U.S. Core Equity 1

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Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income, are included in Directors’/Trustees’ Fees. At October 31, 2009, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $19 (in thousands).

Each Director has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Directors have requested distribution of proceeds.

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 futures 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 gain are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of distributions received that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides administrative services to the Portfolio, including supervision of services provided by others, providing information to the shareholders and to the Board of Directors/Trustees, and other administrative services. The Advisor provides investment advisory services to the Series. For the year ended October 31, 2009, the Portfolio’s administrative services fees were accrued daily and paid monthly to the Advisor at an effective annual rate of 0.05% of average daily net assets.

Pursuant to the Fee Waiver and Expense Assumption Agreement for the Portfolio, the Advisor has contractually agreed to waive its administration fee to the extent necessary to reduce the Portfolio’s expenses to the extent that its total direct and indirect expenses (including the expenses the Portfolio bears as a shareholder of the Series) exceed 0.10% of its average daily net assets on an annualized basis. At any time that the total direct and indirect expenses of the Portfolio are less than 0.10% of its average daily net assets on an annualized basis, the Advisor retains the right to recover any fees previously waived to the extent that such recovery will not cause the Portfolio’s total direct and indirect expenses to exceed 0.10% of its average daily net assets on an annualized basis. The Portfolio is not obligated to reimburse the Advisor for fees waived by the Advisor more than thirty-six months before the date of such recovery. The Fee Waiver and Expense Assumption Agreement will remain in effect for a period of one year from March 1, 2009 to March 1, 2010, and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. At October 31, 2009, approximately $418 (in thousands) of previously waived fees are subject to future recovery by the Advisor over various periods not exceeding October 31, 2012.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Fund; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Fund. For the year ended October 31, 2009, the total related amounts paid by the Fund to the CCO were $27 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

D. 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 accounting principles generally

12

accepted in the United States of America. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income or accumulated net realized gains, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences as of October 31, 2009, primarily attributable to net realized gains on securities were reclassified to the following accounts. These reclassifications had no effect on net assets or net asset value per share (amount in thousands):

Increase (Decrease) Paid-In-Capital	Increase (Decrease) Undistributed Net Investment       Income	Increase (Decrease) Accumulated Net Realized       Gains
$(51,204)	$(1)	$51,205

The tax character of dividends and distributions declared and paid during the year ended November 30, 2007, the period December 1, 2007 to October 31, 2008 and the year ended October 31, 2009 were as follows (amounts in thousands):

	Net Investment Income and Short-Term Capital Gains	Long-Term Capital Gains	Total
2007	$17,347	—	$17,347
2008	19,755	—	19,755
2009	18,243	—	18,243

As of October 31, 2009, the components of distributable earnings/(accumulated losses) were as follows (amounts in thousands):

Undistributed Net Investment Income and Short-Term Capital Gains	Undistributed Long-Term Capital Gains	Capital Loss Carryforwards	Total Net Distributable Earnings/ (Accumulated       Losses)
$2,146	—	$(50,288)	$(48,142)

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, 2009, the Portfolio had capital loss carryforward available to offset future realized capital gains through the indicated expiration dates (amounts in thousands):

Expires on October 31,
2010	2011	2013	2014	2016	2017	Total
$14,821	$13,996	$1,702	$1,944	$15,152	$2,673	$50,288

During the period ended October 31,2009, the Portfolio expired $50,824 of capital loss carryforwards.

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal   Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$812,931	$104,059	$(131,247)	$(27,188)

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 in a tax return. Management has analyzed the Portfolio’s

13

financial tax position and has concluded that no provision for income tax is required in the Portfolio’s financial statements. The Portfolio is not aware of any tax position for which it is reasonably possible 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 remains subject to examination by the Internal Revenue Service.

E. Line of Credit:

The Fund, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement of the line of credit expires on January 15, 2010. There were no borrowings by the Portfolio under this line of credit during the year ended October 31, 2009.

F. Indemnitees; Contractual Obligations:

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

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

G. Other:

At October 31, 2009, two shareholders held approximately 91% 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.

H. Subsequent Event Evaluations:

Management has evaluated the impact of all the subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that the following subsequent event requires recognition or disclosure in the financial statements.

On December 18, 2009, the Board of Directors of Dimensional Investment Group Inc., on behalf of the U.S. Large Company Institutional Index Portfolio (the “Large Company Institutional Portfolio”), approved an Agreement and Plan of Reorganization (the “Plan of Reorganization”), under which the U.S. Large Company Portfolio (the “Large Company Portfolio”), a portfolio of DFA Investment Dimensions Group Inc., will be reorganized with and into the Large Company Institutional Portfolio. Under the Plan of Reorganization, the Large Company Portfolio will transfer substantially all of its assets to the Large Company Institutional Portfolio in exchange solely for shares of the Large Company Institutional Portfolio (the “Reorganization”), which will be distributed to shareholders of the Large Company Portfolio according to their interests held in the Large Company Portfolio immediately prior to the Reorganization. As soon as practicable thereafter, the Large Company Portfolio will be liquidated and dissolved.

14

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of U.S. Large Company Institutional Index Portfolio and

Board of Directors of Dimensional Investment Group Inc.:

In our opinion, the accompanying statement of assets and liabilities, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of U.S. Large Company Institutional Index Portfolio (one of the portfolios constituting Dimensional Investment Group Inc., hereafter referred to as the “Portfolio”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Portfolio’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

15

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009, June 5, 2009, and July 8, 2009, Dimensional Investment Group Inc. (“DIG”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DIG and the Portfolio, including, among other items, the election of Directors, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Portfolio approved each of the applicable proposals for DIG and the Portfolio presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Portfolio. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DIG

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Directors for DIG*
1a	David G. Booth	754,612,895	96.26%	—	0.00%	29,301,677	3.74%	85.87%	0.00%	3.33%
1b	George M. Constantinides	753,991,785	96.18%	—	0.00%	29,922,787	3.82%	85.80%	0.00%	3.41%
1c	John P. Gould	753,344,569	96.10%	—	0.00%	30,570,003	3.90%	85.73%	0.00%	3.48%
1d	Roger G. Ibbotson	754,232,365	96.21%	—	0.00%	29,682,207	3.79%	85.83%	0.00%	3.38%
1e	Robert C. Merton	754,598,874	96.26%	—	0.00%	29,315,698	3.74%	85.87%	0.00%	3.34%
1f	Myron S. Scholes	754,057,040	96.19%	—	0.00%	29,857,532	3.81%	85.81%	0.00%	3.40%
1g	Eduardo A. Repetto	753,295,592	96.09%	—	0.00%	30,618,979	3.91%	85.72%	0.00%	3.48%
1h	Abbie J. Smith	754,123,603	96.20%	—	0.00%	29,790,969	3.80%	85.82%	0.00%	3.39%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/ WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 2: To approve Articles of Amendment and Restatement for DIG*	479,705,048	93.81%	7,503,436	1.47%	24,156,664	4.72%	NA	NA	54.59%	0.85%	2.75%

* Results are for all Portfolios within DIG

U.S. Large Company Institutional Index Portfolio

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	51,732,595	96.87%	662,055	1.24%	1,010,728	1.89%	55.52%	0.71%	1.08%
5b	Making Loans	51,732,615	96.87%	662,036	1.24%	1,010,727	1.89%	55.52%	0.71%	1.08%
5c	Investments in Real Estate	51,761,717	96.92%	613,072	1.15%	1,030,589	1.93%	55.55%	0.66%	1.11%
5d	Investments in Commodities	51,789,882	96.98%	610,543	1.14%	4,004,953	7.50%	55.58%	0.66%	4.30%
5e	Diversification of Investments	51,905,924	97.19%	509,910	0.95%	989,544	1.85%	55.71%	0.55%	1.06%
6	To approve the elimination of certain fundamental investment restrictions
6b	Purchasing Securities on Margin	51,634,695	96.68%	764,925	1.43%	1,005,758	1.88%	55.41%	0.82%	1.08%
8	Approval of Investment Advisory Agreement between Dimensional Fund Advisors LP and the Company	51,963,094	97.30%	431,757	0.81%	1,010,527	1.89%	55.77%	0.46%	1.08%

16

THE DFA INVESTMENT TRUST COMPANY

PERFORMANCE CHART

The U.S. Large Company Series vs.

S&P 500^® Index

October 31, 1999-October 31, 2009

17

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

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, 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” reflect the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

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

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s 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, 2009

EXPENSE TABLE

	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*	Expenses Paid During Period*
Actual Fund Return	$	1,000.00	$	1,200.50	0.06%	$0.33
Hypothetical 5% Annual Return	$	1,000.00	$	1,024.90	0.06%	$0.31

* 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.

18

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For The DFA Investment Trust Company, this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. The DFA Investment Trust Company filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

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

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

PORTFOLIO HOLDINGS

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

The U.S. Large Company Series
Consumer Discretionary	9.2%
Consumer Staples	11.9%
Energy	12.4%
Financials	13.6%
Health Care	12.6%
Industrials	10.0%
Information Technology	19.0%
Materials	3.4%
Real Estate Investment Trusts	1.1%
Telecommunication Services	3.1%
Utilities	3.7%
	100.0%

19

THE U.S. LARGE COMPANY SERIES

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage    of Net Assets**
COMMON STOCKS — (92.1%)
Consumer Discretionary — (8.5%)
*Amazon.com, Inc.	126,572	$	15,038,019	0.4%
Comcast Corp. Class A	1,092,473		15,840,859	0.4%
Disney (Walt) Co.	707,515		19,364,686	0.6%
#Home Depot, Inc.	648,891		16,280,675	0.5%
McDonald’s Corp.	415,454		24,349,759	0.7%
Other Securities			227,637,040	6.5%
Total Consumer Discretionary			318,511,038	9.1%
Consumer Staples — (11.0%)
Coca-Cola Co.	882,204		47,030,295	1.3%
Colgate-Palmolive Co.	189,741		14,919,335	0.4%
CVS Caremark Corp.	549,409		19,394,138	0.6%
Kraft Foods, Inc.	561,489		15,452,177	0.4%
PepsiCo, Inc.	593,045		35,908,875	1.0%
Philip Morris International, Inc.	736,409		34,876,330	1.0%
Procter & Gamble Co.	1,111,163		64,447,454	1.8%
Wal-Mart Stores, Inc.	822,201		40,846,946	1.2%
Other Securities			141,728,671	4.1%
Total Consumer Staples			414,604,221	11.8%
Energy — (11.4%)
Chevron Corp.	763,458		58,435,075	1.7%
ConocoPhillips	564,511		28,327,162	0.8%
Exxon Mobil Corp.	1,829,468		131,117,972	3.7%
Occidental Petroleum Corp.	308,646		23,420,058	0.7%
Schlumberger, Ltd.	455,987		28,362,391	0.8%
Other Securities			159,417,519	4.5%
Total Energy			429,080,177	12.2%
Financials — (12.5%)
American Express Co.	452,705		15,772,242	0.4%
Bank of America Corp.	3,293,490		48,019,084	1.4%
Citigroup, Inc.	4,964,744		20,305,803	0.6%
Goldman Sachs Group, Inc.	194,617		33,117,975	0.9%
JPMorgan Chase & Co.	1,497,052		62,531,862	1.8%
Morgan Stanley	517,407		16,619,113	0.5%
#U.S. Bancorp	727,850		16,900,677	0.5%
Wells Fargo & Co.	1,778,388		48,941,238	1.4%
Other Securities			209,712,141	6.0%
Total Financials			471,920,135	13.5%
Health Care — (11.7%)
Abbott Laboratories	588,498		29,760,344	0.8%
*Amgen, Inc.	386,571		20,770,460	0.6%
Bristol-Myers Squibb Co.	754,098		16,439,336	0.5%
*Gilead Sciences, Inc.	344,234		14,647,157	0.4%
Johnson & Johnson	1,049,083		61,948,351	1.8%
Medtronic, Inc.	421,338		15,041,767	0.4%
#Merck & Co., Inc.	802,803		24,830,697	0.7%
Pfizer, Inc.	3,069,869		52,279,869	1.5%
Schering-Plough Corp.	622,008		17,540,626	0.5%
Other Securities			186,020,772	5.3%
Total Health Care			439,279,379	12.5%
Industrials — (9.2%)
3M Co.	265,836		19,557,555	0.6%

20

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares		Value†		Percentage     of Net Assets**
Industrials — (Continued)
General Electric Co.		4,045,427	$	57,687,789	1.6%
United Parcel Service, Inc.		378,570		20,321,638	0.6%
United Technologies Corp.		358,323		22,018,948	0.6%
Other Securities				228,629,561	6.5%
Total Industrials				348,215,491	9.9%
Information Technology — (17.5%)
*Apple, Inc.		341,019		64,282,082	1.8%
*Cisco Sytems, Inc.		2,195,717		50,172,133	1.4%
*Google, Inc.		91,589		49,102,695	1.4%
Hewlett-Packard Co.		902,618		42,838,250	1.2%
Intel Corp.		2,131,047		40,724,308	1.2%
International Business Machines Corp.		499,027		60,187,646	1.7%
Microsoft Corp.		2,951,141		81,835,140	2.4%
Oracle Corp.		1,486,799		31,371,459	0.9%
QUALCOMM, Inc.		632,808		26,204,579	0.8%
Other Securities				214,771,869	6.1%
Total Information Technology				661,490,161	18.9%
Materials — (3.1%)
Other Securities				117,813,227	3.4%
Real Estate Investment Trusts — (1.0%)
Other Securities				37,279,130	1.1%
Telecommunication Services — (2.8%)
AT&T, Inc.		2,246,012		57,655,128	1.7%
Verizon Communications, Inc.		1,081,364		31,997,561	0.9%
Other Securities				17,544,350	0.5%
Total Telecommunication Services				107,197,039	3.1%
Utilities — (3.4%)
Other Securities				127,970,719	3.6%
TOTAL COMMON STOCKS				3,473,360,717	99.1%
	Face Amount
	(000)
TEMPORARY CASH INVESTMENTS — (0.7%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $25,855,000, FNMA 6.50%, 06/25/39 valued at $27,826,444) to be repurchased at $27,414,434	$	27,414		27,414,000	0.8%

21

THE U.S. LARGE COMPANY SERIES

CONTINUED

	Shares/ Face Amount		Value†		Percentage of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (7.2%)
§@DFA Short Term Investment Fund LP		269,088,352	$	269,088,352	7.7	%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $2,507,470 FHLMC 5.793%(r), 01/01/37, valued at $1,408,594) to be repurchased at $1,367,576	$	1,368		1,367,567	0.0	%
TOTAL SECURITIES LENDING COLLATERAL				270,455,919	7.7	%
TOTAL INVESTMENTS — (100.0%)
(Cost $3,544,033,089)			$	3,771,230,636	107.6	%

Summary of inputs used to value the Series’ net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	318,511,038	$	—	—	$	318,511,038
Consumer Staples		414,604,221		—	—		414,604,221
Energy		429,080,177		—	—		429,080,177
Financials		471,920,135		—	—		471,920,135
Health Care		439,279,379		—	—		439,279,379
Industrials		348,215,491		—	—		348,215,491
Information Technology		661,490,161		—	—		661,490,161
Materials		117,813,227		—	—		117,813,227
Real Estate Investment Trusts		37,279,130		—	—		37,279,130
Telecommunication Services		107,197,039		—	—		107,197,039
Utilities		127,970,719		—	—		127,970,719
Temporary Cash Investments		—		27,414,000	—		27,414,000
Securities Lending Collateral		—		270,455,919	—		270,455,919
Other Financial Instruments**		140,905		—	—		140,905
TOTAL	$	3,473,501,622	$	297,869,919	—	$	3,771,371,541

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

See accompanying Notes to Financial Statements.

22

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

STATEMENT OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

(Amounts in thousands)

ASSETS:
Investments at Value (including $252,538 of securities on loan)	$3,473,361
Temporary Cash Investments at Value & Cost	27,414
Collateral Received from Securities on Loan at Value & Cost	270,456
Cash	2,839
Receivables:
Dividends and Interest	4,362
Fund Shares Sold	71
Securities Lending Income	62
Prepaid Expenses and Other Assets	1
Total Assets	3,778,566
LIABILITIES:
Payables:
Upon Return of Securities Loaned	270,456
Investment Securities Purchased	1,042
Fund Shares Redeemed	458
Due to Advisor	75
Futures Margin Variation	851
Accrued Expenses and Other Liabilities	233
Total Liabilities	273,115
NET ASSETS	$3,505,451
Investments at Cost	$3,246,163

See accompanying Notes to Financial Statements.

23

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

STATEMENT OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

Investment Income
Dividends (Net of Foreign Taxes Withheld of $2)	$	76,385
Interest		131
Income from Securities Lending		3,715
Total Investment Income		80,231
Expenses
Investment Advisory Services Fees		762
Accounting & Transfer Agent Fees		341
S&P 500® Fees		90
Custodian Fees		47
Shareholders’ Reports		32
Directors’/Trustees’ Fees & Expenses		59
Audit Fees		63
Legal Fees		75
Other		359
Total Expenses		1,828
Net Investment Income (Loss)		78,403
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(215,329	)
Futures		20,268
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		427,495
Futures		(2,236	)
Net Realized and Unrealized Gain (Loss)		230,198
Net Increase (Decrease) in Net Assets Resulting from Operations	$	308,601

See accompanying Notes to Financial Statements.

24

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	78,403		$	84,705		$	94,262
Net Realized Gain (Loss) on:
Investment Securities Sold		(215,329	)		(126,174	)		10,206
Futures		20,268			(22,232	)		3,585
In-Kind Redemptions		—			24,362	*		529,199	*
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		427,495			(1,591,847	)		(217,829	)
Futures		(2,236	)		1,195			(216	)
Net Increase (Decrease) in Net Assets Resulting from Operations		308,601			(1,629,991	)		419,207
Transactions in Interest:
Contributions		363,357			696,520			616,294
Withdrawals		(440,159	)		(299,226	)*		(1,482,132	)*
Net Increase (Decrease) from Transactions in Interest		(76,802	)		397,294			(865,838	)
Total Increase (Decrease) in Net Assets		231,799			(1,232,697	)		(446,631	)
Net Assets
Beginning of Period		3,273,652			4,506,349			4,952,980
End of Period	$	3,505,451		$	3,273,652		$	4,506,349

  * See Note J in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

25

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

FINANCIAL HIGHLIGHTS

	Year Ended Oct. 31, 2009		Period Dec. 1, 2007 to Oct. 31, 2008		Year Ended Nov. 30, 2007		Year Ended Nov. 30, 2006		Year Ended Nov. 30, 2005		Year Ended Nov. 30, 2004
Total Return	10.17	%	(33.10	)%(C)	7.77	%	14.25	%	8.51	%	12.77	%
Net Assets, End of Period (thousands)	$3,505,451		$3,273,652		$4,506,349		$4,952,980		$4,238,712		$3,493,919
Ratio of Expenses to Average Net Assets	0.06	%	0.04	%(B)	0.04	%	0.04	%	0.05	%	0.05	%
Ratio of Net Investment Incometo Average Net Assets	2.57	%	2.16	%(B)	1.96	%	1.95	%	1.87	%	1.99	%
Portfolio Turnover Rate	10	%	6	%(C)	13	%*	4	%	6	%	2	%

 See Page 1 for the Definitions of Abbreviations and Footnotes.

 * Excluding security sales due to the In-Kind Redemptions, the portfolio turnover rate would have been 5%. See Note J in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

26

THE DFA INVESTMENT TRUST COMPANY

THE U.S. LARGE COMPANY SERIES

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 Trust consists of twelve investment portfolios, of which The U.S. Large Company Series (the “Series”) is presented in this report.

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

B. Significant Accounting Policies:

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

1.  Security Valuation:   Securities held by 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 at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE).

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

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded.

The Series utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:

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

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

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

A summary of the inputs used to value the Series’ net assets by each major security type, industry and/or country is disclosed at the end of the Summary Schedule of Portfolio Holdings. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

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2.  Deferred Compensation Plan:   Each eligible Trustee of the Trust may elect participation in the Deferred Compensation Plan (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: U.S. Large Cap Value Portfolio; U.S. Core Equity 1 Portfolio; U.S. Core Equity 2 Portfolio; U.S. Vector Equity Portfolio; U.S. Micro Cap Portfolio; DFA International Value Portfolio; International Core Equity Portfolio; Emerging Markets Portfolio; Emerging Markets Core Equity Portfolio; and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors’/Trustees’ Fees & Expenses. At October 31, 2009, 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 $87 (in thousands).

Each Trustee has the option to receive their distribution of proceeds in one of the following methods upon one year’s notice: lump sum; annual installments over a period of agreed upon years; or semi-annual installments over a period of agreed upon years. As of October 31, 2009, none of the Trustees have requested distribution of proceeds.

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 are 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 distributions received that may be considered return of capital distributions. Interest income is recorded on the accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities utilizing the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust are allocated using methods approved by the Board of Directors/Trustees, generally based on average net assets.

C. Investment Advisor:

Dimensional Fund Advisors LP (“Dimensional” or the “Advisor”) provides investment advisory services to the Series. For the year ended October 31, 2009, the Series’ investment advisory services fees were accrued daily and paid monthly to the Advisor based on an effective annual rate of 0.025% of average daily net assets.

Fees Paid to Officers and Directors/Trustees:

Certain Officers and Directors/Trustees of the Advisor are also Officers and Directors/Trustees of the Trust; however, such Officers and Directors/Trustees (with the exception of the Chief Compliance Officer (“CCO”)) receive no compensation from the Trust. For the year ended October 31, 2009, the total related amounts paid by the Trust to the CCO were $98 (in thousands). The total related amounts paid by the Series are included in Other Expenses on the Statement of Operations.

D. Purchases and Sales of Securities:

For the year ended October 31, 2009, the Series made the following purchases and sales of investment securities, other than short-term securities and U.S. government securities (amounts in thousands):

Purchases	$	324,298
Sales		294,824

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

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E. 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 or losses have been deemed to have been “passed down” to its partners.

At October 31, 2009, the total cost and aggregate gross unrealized appreciation and (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes (amounts in thousands):

Federal     Tax Cost	Unrealized Appreciation	Unrealized (Depreciation)	Net Unrealized Appreciation (Depreciation)
$3,858,145	$789,949	$(876,863)	$(86,914)

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 in a tax return. Management has analyzed the Series’ tax position and has concluded that no provision for income tax is required in the Portfolio’s financial statements. The Series is not aware of any tax position for which it is reasonably possible 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 remains subject to examination by the Internal Revenue Service.

F. 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:

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

Derivative Financial Instruments:

Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a fund uses derivatives, how derivatives are accounted for and how derivative instruments affect a fund’s results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Series.

2.  Futures Contracts:   The Series may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Upon entering into a futures contract, the Series 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. 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.

29

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

	Description	Expiration Date	Number of Contracts	Contract Value		Unrealized Gain (Loss)	Approximate Cash Collateral
The U.S. Large Company Series	S&P 500 ® Index	12/18/2009	118*	$	30,474	$141	$2,655

* During the year ended October 31, 2009, the Series had limited activity in futures transactions.

Additional disclosure on derivative instruments is required showing a summary by primary risk exposure of the derivatives instruments’ (i) location in the balance sheet and fair value at period end and (ii) the location in the Statement of Operations and the realized and change in unrealized gain or loss over the reporting period. The following is a summary of the Series’ derivative instrument holdings for the year ended October 31, 2009.

The following is a summary of the Series’ location and value of derivative instrument holdings on the Series’ Statements of Assets and Liabilities categorized by primary risk exposure as of October 31, 2009 (amounts in thousands):

		Asset Derivatives Value
	Location on the Statements of Assets and Liabilities	Equity Contracts
	Payables: Futures
The U.S. Large Company Series	Margin Variation	$141*

* 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 location of realized and change in unrealized gains and losses on the Series’ Statement of Operations for the Series’ derivative instrument holdings through the year ended October 31, 2009:

Derivative Type	Location of Gain (Loss) on Derivatives Recognized in Income
Equity contracts	Net Realized Gain (Loss) on: Futures Change in Unrealized Appreciation (Depreciation) of: Futures

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 through the year ended October 31, 2009 (amounts in thousands):

	Realized Gain (Loss) on Derivatives Recognized in Income
	Equity Contracts
The U.S. Large Company Series	$20,268

30

	Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized in Income
	Equity Contracts
The U.S. Large Company Series	$(2,236)

G. Line of Credit:

The Trust, together with other Dimensional-advised portfolios, has entered into an amended and restated $250 million unsecured discretionary line of credit effective July 8, 2009 with an affiliate of its domestic custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $250 million in the aggregate. Borrowings under the line of credit are charged interest at the then current Federal Funds Rate plus 1%. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The line of credit is scheduled to expire on June 22, 2010.

For the year ended October 31, 2009, borrowings by the Series under this line of credit were as follows (amounts in thousands, except for percentages and days):

Weighted Average Interest Rate	Weighted Average Loan Balance	Number of Days Outstanding	Interest Expense Incurred	Maximum Amount Borrowed During the Period
2.48%	$8,245	10	$6	$14,732

There were no outstanding borrowings by the Series under this line of credit as of October 31, 2009

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $500 million unsecured line of credit effective January 15, 2009 with its international custodian bank. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $500 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed to by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The agreement of the line of credit expires on January 15, 2010. There were no borrowings by the Series under this line of credit during the year ended October 31, 2009.

H. Securities Lending:

As of October 31, 2009, the Series had securities on loan to brokers/dealers, for which the Series held cash collateral. 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 equal to at least (i) 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the 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, and cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities and provided such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities.

Subject to the Series’ investment policy, the cash collateral received by the Series from securities on loan is invested in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of

31

the U.S. government or its agencies or shares of the DFA Short Term Investment Fund LP. Agencies include both agency debentures and agency mortgage backed securities. In addition, each 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 to be taxed at qualified dividend income rates.

I. Indemnitees; Contractual Obligations:

Under the Trust’s organizational documents, its officers and directors 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 which 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.

J. In-Kind Redemptions:

In accordance with guidelines described in the Series’ prospectus, the Series may distribute portfolio securities rather than cash as payment for a redemption of fund shares (in-kind redemption). For financial reporting purposes, the Series recognizes a gain on in-kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities. Gains and losses realized on in-kind redemptions are not recognized for tax purposes and are reclassified from undistributed realized gain (loss) to paid-in capital. During the period December 1, 2007 to October 31, 2008, the Series realized $24,362 (in thousands) of net gain.

During the year ended November 30, 2007, The U.S. Large Company Series distributed securities in lieu of cash for shareholder redemptions. The value of the redemption was $1,099,445 (in thousands) which resulted in a realized gain of $529,199 (in thousands) to the Series.

K. Subsequent Event Evaluations:

Management has evaluated the impact of all the subsequent events on the Series through December 23, 2009, the date the financial statements were available for issuance, and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

32

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Shareholders of The U.S. Large Company Series and

Board of Trustees of The DFA Investment Trust Company:

In our opinion, the accompanying statements of assets and liabilities, including the summary schedules of portfolio holdings, and the related statements of operations and of changes in net assets and the financial highlights presents fairly, in all material respects, the financial position of The U.S. Large Company Series (one of the series constituting The DFA Investment Trust Company, hereafter referred to as the “Series”) at October 31, 2009, the results of its operations for the year then ended, the changes in its net assets and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of the Series’ management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2009 by correspondence with the custodian, brokers and the transfer agent of the investee fund, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 23, 2009

33

RESULTS OF THE SHAREHOLDER MEETING

On June 2, 2009 and June 5, 2009, The DFA Investment Trust Company (“DFAITC”) held a Special Joint Meeting of Shareholders for the purpose of voting on several proposals affecting DFAITC and the Series, including, among other items, the election of Trustees, the amendment of certain fundamental investment limitations, and the elimination of certain fundamental investment limitations. The shareholders of the Series approved each of the applicable proposals for DFAITC and the Series presented at the Meeting. Listed below are the voting results from the Meeting. Please note that not all Proposals presented at the Meeting were voted on by the Series. Additionally, the Proposal numbers reflected below correlate to the Proposal numbers presented for vote at the Meeting.

DFAITC

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain / WithHold
Proposal 1: Election of Trustees for DFAITC*
1a	David G. Booth	2,166,359,402	96.50%	—	0.00%	78,661,259	3.50%	95.78%	0.00%	3.48%
1b	George M. Constantinides	2,169,219,982	96.62%	—	0.00%	75,800,679	3.38%	95.90%	0.00%	3.35%
1c	John P. Gould	2,168,577,186	96.59%	—	0.00%	76,443,476	3.41%	95.88%	0.00%	3.38%
1d	Roger G. Ibbotson	2,169,778,365	96.65%	—	0.00%	75,242,297	3.35%	95.93%	0.00%	3.33%
1e	Robert C. Merton	2,170,124,638	96.66%	—	0.00%	74,896,023	3.34%	95.94%	0.00%	3.31%
1f	Myron S. Scholes	2,169,439,189	96.63%	—	0.00%	75,581,473	3.37%	95.91%	0.00%	3.34%
1g	Eduardo A. Repetto	2,167,010,793	96.53%	—	0.00%	78,009,868	3.47%	95.81%	0.00%	3.45%
1h	Abbie J. Smith	2,169,626,842	96.64%	—	0.00%	75,393,820	3.36%	95.92%	0.00%	3.33%

	Shares Voted								Percent of Outstanding Shares Voted
	For	%	Against	%	Abstain/ WithHold	%	NonVote	%	For	Against	Abstain / WithHold
Proposal 4: To approve Articles of Amendment and Restatement for DFAITC*	2,076,877,329	92.43%	36,623,148	1.63%	133,356,326	5.94%	NA	NA	91.82%	1.62%	5.90%

* Results are for all Series within DFAITC

The U.S. Large Company Series

		Shares Voted						Percent of Outstanding Shares Voted
		For	%	Against	%	Abstain/ WithHold	%	For	Against	Abstain / WithHold
Proposals:
5	To approve amendments to certain fundamental investment restrictions
5a	Borrowing Money	98,665,686	84.14%	3,106,492	2.65%	15,494,433	13.21%	84.14%	2.65%	13.21%
5b	Making Loans	98,733,300	84.20%	3,052,305	2.60%	15,481,007	13.20%	84.20%	2.60%	13.20%
5c	Investments in Real Estate	100,125,217	85.38%	1,637,239	1.40%	15,504,156	13.22%	85.38%	1.40%	13.22%
5d	Investments in Commodities	98,776,384	84.23%	2,997,328	2.56%	15,492,899	13.21%	84.23%	2.56%	13.21%
5e	Diversification of Investments	99,185,648	84.58%	2,614,284	2.23%	15,466,679	13.19%	84.58%	2.23%	13.19%
6	To approve the elimination of certain fundamental investment restrictions
6a	Pledging, Mortgaging, or
	Hypothecating Assets	98,359,523	83.88%	3,372,501	2.88%	15,534,587	13.25%	83.88%	2.88%	13.25%
6b	Purchasing Securities on Margin	98,444,356	83.95%	3,290,886	2.81%	15,531,369	13.24%	83.95%	2.81%	13.24%
6c	Investing in Restricted or Illiquid
	Securities	98,296,531	83.82%	3,028,611	2.58%	15,941,469	13.59%	83.82%	2.58%	13.59%
6d	Investing for the Purpose of
	Exercising Control	98,535,100	84.03%	2,726,201	2.32%	16,005,309	13.65%	84.03%	2.32%	13.65%
6e	Investing in Other Investment
	Companies	98,532,657	84.02%	2,740,349	2.34%	15,993,605	13.64%	84.02%	2.34%	13.64%
6f	Management Ownership of
	Securities of an Issuer	98,694,385	84.16%	2,533,976	2.16%	16,038,250	13.68%	84.16%	2.16%	13.68%
6g	Investing in Oil, Gas, or other
	Mineral Exploration, Leases or
	Development Programs	98,853,168	84.30%	2,461,685	2.10%	15,951,758	13.60%	84.30%	2.10%	13.60%
6h	Investing in Securities of
	Unseasoned Issuers	98,385,119	83.90%	2,882,682	2.46%	15,998,811	13.64%	83.90%	2.46%	13.64%
6i	Investing in Warrants	98,619,865	84.10%	2,598,182	2.22%	16,048,564	13.69%	84.10%	2.22%	13.69%
6j	Writing or Acquiring Options	98,646,590	84.12%	2,632,309	2.24%	15,987,712	13.63%	84.12%	2.24%	13.63%

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FUND MANAGEMENT

Trustees/Directors

Each Board of Trustees/Directors of The DFA Investment Trust Company Inc. (“DFAITC”), DFA Investment Dimensions Group Inc. (“DFAIDG”), Dimensional Investment Group Inc. (“DIG”) 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 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 two standing committees, an Audit Committee and a Portfolio Performance and Service Review Committee (the “Performance Committee”). The Audit Committee is comprised of George M. Constantinides, Roger G. Ibbotson and Abbie J. Smith. Each member of the Audit Committee is a disinterested 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 also acts as a liaison between the Fund’s independent registered certified public accounting firm and the full Board. There were two Audit Committee meetings held during the fiscal year ended October 31, 2009.

Each Board’s Performance Committee is comprised of Messrs. Constantinides and Ibbotson, Ms. Smith, John P. Gould, Myron S. Scholes and Robert C. Merton. Each member of the Fund’s Performance Committee is a disinterested Director. The Performance Committee regularly reviews and monitors the investment performance of the Fund’s series and reviews the performance of the Fund’s service providers. There were six Performance Committee meetings held during the fiscal year ended October 31, 2009.

Certain biographical information for each disinterested Trustee/Director and each 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, Texas 78746. Prospectuses are also available at www.dimensional.com.

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Disinterested Trustees/Directors
George M. Constantinides Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 62	DFAITC - since 1993 DFAIDG - since 1983 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Leo Melamed Professor of Finance, The University of Chicago Booth School of Business.
John P. Gould Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 70	DFAITC - - since 1993 DFAIDG - since 1986 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Steven G. Rothmeier Distinguished Service Professor of Economics, The University of Chicago Booth School of Business (since 1965). Member of the Boards of Milwaukee Mutual Insurance Company (since 1997). Member and Chair, Competitive Markets Advisory Committee, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Formerly, Director of UNext, Inc. (1999-2006). Formerly, Senior Vice-President, Lexecon Inc. (economics, law, strategy and finance consulting) (1994-2004). Trustee, Harbor Fund (registered investment company) (27 Portfolios) (since 1994).

35

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Roger G. Ibbotson Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Yale School of Management 135 Prospect Street New Haven, CT 06520-8200 Age: 66	DFAITC - - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Professor in Practice of Finance, Yale School of Management (since 1984). Director, BIRR Portfolio Analysis, Inc. (software products) (since 1990). Chairman, CIO and Partner, Zebra Capital Management, LLC (hedge fund manager) (since 2001). Formerly, Chairman, Ibbotson Associates, Inc., Chicago, IL (software data publishing and consulting) (1977-2006).
Robert C. Merton Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Harvard Business School 353 Baker Library Soldiers Field Boston, MA 02163 Age: 65	DFAITC - since 2003 DFAIDG - since 2003 DIG - since 2003 DEM - since 2003	87 portfolios in 4 investment companies	John and Natty McArthur University Professor, Graduate School of Business Administration, Harvard University (since 1998). Director, MF Risk, Inc. (risk management software) (since 2001). Director, Peninsula Banking Group (bank) (since 2003). Director, Community First Financial Group (bank holding company) (since 2003). Member Competitive Markets Advisory Council, Chicago Mercantile Exchange (futures trading exchange) (since 2004). Chairman and Director, Daedalus Software (medical software) (since 2008). Formerly, Advisory Board Member, Alpha Simplex Group (hedge fund) (2001-2007). Formerly, Chief Science Officer and Director, Trinsum Group, a successor to Integrated Finance Limited (2002-2008). Director, Vical Incorporated (biopharmaceutical product development) (since 2002).
Myron S. Scholes Director of DFAIDG, DIG and DEM. Trustee of DFAITC. Platinum Grove Asset Management, L.P. Reckson Executive Park 1100 King Street Building 4 Rye Brook, NY 10573 Age: 68	DFAITC - - since 1993 DFAIDG - since 1981 DIG - since 1993 DEM - since 1993	87 portfolios in 4 investment companies	Frank E. Buck Professor Emeritus of Finance, Stanford University (since 1981). Chairman, Platinum Grove Asset Management, L.P. (hedge fund) (formerly, Oak Hill Platinum Partners) (since 1999). Formerly, Managing Partner, Oak Hill Capital Management (private equity firm) (until 2004). Formerly, Director, Chicago Mercantile Exchange (2001-2008). Director, American Century Fund Complex (registered investment companies) (37 Portfolios) (since 1981).
Abbie J. Smith Director of DFAIDG, DIG and DEM. Trustee of DFAITC. The University of Chicago Booth School of Business 5807 S. Woodlawn Avenue Chicago, IL 60637 Age: 56	DFAITC - since 2000 DFAIDG - since 2000 DIG - since 2000 DEM - since 2000	87 portfolios in 4 investment companies	Boris and Irene Stern Professor of Accounting, The University of Chicago Booth School of Business (since 1980), and Co-Director Investment Research, Fundamental Investment Advisors (hedge fund) (since 2008). Director, HNI Corporation (formerly known as HON Industries Inc.) (office furniture) (since 2000). Director, Ryder System Inc. (transportation, logistics and supply-chain management) (since 2003). Director/ Trustee, UBS Funds (fund complex) (5 portfolios) (since 2008).

36

Name, Position with the Fund, Address and Age	Term of Office1 and Length of Service	Portfolios within the DFA Fund Complex2 Overseen	Principal Occupation(s) During Past 5 Years and Other Directorships of Public Companies Held
Interested Trustees/Directors*
David G. Booth Chairman, Director, Chief Executive Officer and President of DFAIDG, DIG and DEM. Chairman, Trustee, Chief Executive Officer, Chief Investment Officer and President of DFAITC. 6300 Bee Cave Road, Building One Austin, Texas 78746 Age: 62	DFAITC - - since 1993 DFAIDG - since 1981 DIG - since 1992 DEM - since 1993	87 portfolios in 4 investment companies	Chairman, Director/Trustee, President, Chief Executive Officer and formerly Chief Investment Officer of the following companies: Dimensional Holdings Inc., Dimensional Fund Advisors LP, Dimensional Fund Advisors Canada ULC, DFAIDG, DIG, DEM and DFAITC. President and Chief Executive Officer of DFA Securities LLC. Director of Dimensional Fund Advisors Ltd, and formerly Chief Investment Officer. Director and formerly, President and Chief Investment Officer of DFA Australia Ltd. Formerly, Director of Dimensional Funds PLC and Dimensional Fund II PLC. Chairman, Director and Chief Executive Officer of Dimensional Fund Advisors Canada ULC (All Chief Investment Officer positions held starting 1/03 through 3/07 except Dimensional Holdings Inc., which was from 10/06 through 3/07.) Limited Partner, Oak Hill Partners (since 2001) and VSC Investors, LLC (since 2007). Trustee, The University of Chicago Booth School of Business. Formerly, Director, SA Funds (registered investment company). Formerly Director, Assante Corporation (investment management) (until 2002).
Eduardo A. Repetto Director, Chief Investment Officer and Vice President of DFAIDG, DIG and DEM. Trustee, Chief Investment Officer and Vice President of DFAITC 6300 Bee Cave Road, Building One Austin, TX 78746 Age: 42	DFAITC - since 2009 DFAIDG - since 2009 DIG - since 2009 DEM - since 2009	87 portfolios in 4 investment companies	Director/Trustee (beginning June 2009), Chief Investment Officer (beginning March 2007) and Vice President of DFAIDG, DIG, DEM and DFAITC. Chief Investment Officer (beginning March 2007) and Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Canada ULC.

¹ Each Trustee/Director holds office for an indefinite term until his or her successor is elected and qualified.

² Each Trustee/Director is a director or trustee of each of the four registered investment companies within the DFA Fund Complex, which includes the Funds.

* Interested Trustees/Directors are described as such because they are deemed to be “interested persons,” as that term is defined under the Investment Company Act of 1940, as amended, due to their positions with Dimensional Fund Advisors LP.

37

Officers

The name, age, information regarding positions with the Funds and the principal occupation for each officer of the Funds are set forth below. Each officer listed below holds the same office (except as otherwise noted) in the following entities: Dimensional Fund Advisors LP (prior to November 3, 2006, Dimensional Fund Advisors Inc.) (“Dimensional”), DFA Securities Inc., DFAIDG, DIG, DFAITC and DEM (collectively, the “DFA Entities”). The address of each officer is: Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, unless otherwise indicated.

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Officers
April A. Aandal Vice President and Chief Learning Officer Age: 46	Since 2008	Vice President of all the DFA Entities. Chief Learning Officer of Dimensional (since September 2008). Formerly, Regional Director of Dimensional (2004-2008); Vice President of Professional Development at Assante Asset Management (June 2002-January 2005).
Darryl D. Avery Vice President Age: 43	Since 2005	Vice President of all the DFA Entities. From June 2002 to January 2005, institutional client service representative of Dimensional.
Arthur H. Barlow Vice President Age: 53	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Scott A. Bosworth Vice President Age: 40	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since November 1997).
Valerie A. Brown Vice President and Assistant Secretary Age: 42	Since 2001	Vice President and Assistant Secretary of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and since June 2003, Dimensional Fund Advisors Canada ULC.
David P. Butler Vice President Age: 45	Since 2007	Vice President of all the DFA Entities. Director of Global Financial Services of Dimensional (since 2008). Formerly, Regional Director of Dimensional Fund Advisors LP (January 1995 to January 2005).
Patrick Carter Vice President Age: 47	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since March 2006). Formerly, Director of Merrill Lynch Retirement Group (December 1998 to March 2006).
Joseph H. Chi Vice President Age: 43	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since October 2005). Prior to October 2005, Corporate Counsel at Hewitt Associates (July 2002-August 2005).
Stephen A. Clark Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Formerly, Portfolio Manager of Dimensional (April 2001-April 2004).
Robert P. Cornell Vice President Age: 60	Since 2007	Vice President of all the DFA Entities. Regional Director of Financial Services Group of Dimensional (since August 1993).
Christopher S. Crossan Vice President and Chief Compliance Officer Age: 43	Since 2004	Vice President and Chief Compliance Officer of all the DFA Entities.
James L. Davis Vice President Age: 52	Since 1999	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Robert T. Deere Vice President Age: 52	Since 1994	Vice President of all the DFA Entities and DFA Australia Limited.
Robert W. Dintzner Vice President Age: 39	Since 2001	Vice President of all the DFA Entities.

38

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Kenneth Elmgren Vice President Age: 55	Since 2007	Vice President of all the DFA Entities. Formerly, Managing Principal of Beverly Capital (May 2004 to September 2006).
Richard A. Eustice Vice President and Assistant Secretary Age: 44	Since 1998	Vice President and Assistant Secretary of all the DFA Entities and DFA Australia Limited. Chief Operating Officer of Dimensional Fund Advisors Ltd. (since July 2008). Formerly, Vice President of Dimensional Fund Advisors Ltd.
Eugene F. Fama, Jr. Vice President Age: 48	Since 1993	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited and Dimensional Fund Advisors Ltd.
Gretchen A. Flicker Vice President Age: 38	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, institutional client service representative of Dimensional.
Jed S. Fogdall Vice President Age: 35	Since 2008	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since September 2004). Prior to September 2004, Staff Engineer at the Boeing Company (1997-2004).
Glenn S. Freed Vice President Age: 47	Since 2001	Vice President of all the DFA Entities.
Jeremy P. Freeman Vice President Age: 38	Since 2009	Vice President of all the DFA Entities. Senior Technology Manager for Dimensional Fund Advisors LP (since June 2006). Formerly, Principal at AIM Investments/Amvescap PLC (now Invesco) (June 1998-June 2006).
Mark R. Gochnour Vice President Age: 42	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional.
Henry F. Gray Vice President Age: 42	Since 2000	Vice President of all the DFA Entities. Prior to July 2000, Portfolio Manager of Dimensional. Formerly, Vice President of DFA Australia Limited.
John T. Gray Vice President Age: 35	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (January 2005 to February 2007).
Darla Hastings Vice President Age: 54	Since 2007	Vice President of all the DFA Entities. Chief Marketing Officer of Dimensional. Formerly, Senior Vice President, Customer Experience for Benchmark Assisted Living (May 2005 to April 2006); Executive Vice President and Chief Marketing Officer of State Street Corporation (September 2001 to October 2005).
Joel H. Hefner Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since June 1998).
Julie Henderson Vice President and Fund Controller Age: 35	Since 2005	Vice President and Fund Controller of all the DFA Entities. Formerly, Senior Manager at PricewaterhouseCoopers LLP (July 1996 to April 2005).
Kevin Hight Vice President Age: 41	Since 2005	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (since March 2003 to March 2005).
Christine W. Ho Vice President Age: 41	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Assistant Controller of Dimensional.
Jeff J. Jeon Vice President Age: 35	Since 2004	Vice President of all the DFA Entities. Counsel of Dimensional (since September 2001).
Patrick M. Keating Vice President Age: 54	Since 2003	Vice President of all the DFA Entities and Chief Operating Officer of Dimensional. Director, Vice President and Chief Privacy Officer of Dimensional Fund Advisors Canada ULC. Director of DFA Australia Limited.

39

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Joseph F. Kolerich Vice President Age: 37	Since 2004	Vice President of all the DFA Entities. Portfolio Manager for Dimensional (since April 2001).
Michael F. Lane Vice President Age: 42	Since 2004	Vice President of all the DFA Entities. Formerly, Vice President of Advisor Services at TIAA-CREF (July 2001 to September 2004).
Kristina M. LaRusso Vice President Age: 34	Since 2006	Vice President of all DFA Entities. Formerly, Operations Supervisor of Dimensional (March 2003 to December 2006).
Inmoo Lee Vice President Age: 43	Since 2007	Vice President of all the DFA Entities. Associate Professor Department of Finance and Accounting, Business School, National University of Singapore (July 2004 to present); Associate Professor, College of Business Administration, Korea University (September 2001 to May 2006).
Juliet Lee Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. Human Resources Manager of Dimensional (since January 2004).
Aaron M. Marcus Vice President & Head of Global Human Resources Age: 39	Since 2008	Vice President and Head of Global Human Resources of Dimensional. Formerly, Global Head of Recruiting and Vice President of Goldman Sachs & Co. (June 2006 to January 2008); Global Co-Head of HR of the Equities & FICC Division, and Vice President of Goldman Sachs & Co. (May 2005 to May 2006); Head of Americas Campus Recruiting and Vice President of Goldman Sachs & Co. (April 2003 to May 2005).
David R. Martin Vice President, Chief Financial Officer and Treasurer Age: 52	Since 2007	Vice President, Chief Financial Officer and Treasurer of all the DFA Entities. Director, Vice President, Chief Financial Officer and Treasurer of Dimensional Fund Advisors Ltd. and DFA Australia Limited. Chief Financial Officer, Treasurer, and Vice President of Dimensional Fund Advisors Canada ULC. Director of Dimensional Funds PLC and Dimensional Funds II PLC. Formerly, Executive Vice President and Chief Financial Officer of Janus Capital Group Inc. (June 2005 to March 2007); Senior Vice President of Finance at Charles Schwab & Co., Inc. (March 1999 to May 2005).
Catherine L. Newell Vice President and Secretary Age: 45	Vice President since 1997  and Secretary since 2000	Vice President and Secretary of all the DFA Entities. Director, Vice President and Secretary of DFA Australia Limited and Dimensional Fund Advisors Ltd. (since February 2002, April 1997 and May 2002, respectively). Vice President and Secretary of Dimensional Fund Advisors Canada ULC (since June 2003). Director, Dimensional Funds PLC and Dimensional Funds II PLC (since 2002 and 2006, respectively). Formerly, Assistant Secretary of all DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd.
Christian Newton Vice President Age: 34	Since 2009	Vice President of all DFA Entities. Web Services Manager for Dimensional Fund Advisors LP (Since January 2008). Formerly Design Manager (2005-2008) and Web Developer (2002-2005) of Dimensional Fund Advisors LP.
Gerard K. O’Reilly Vice President Age: 32	Since 2007	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional Fund Advisors LP (2004 to 2006); Research Assistant in PhD program, Aeronautics Department California Institute of Technology (1998 to 2004).
Daniel C. Ong Vice President Age: 35	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since July 2005). Prior to 2005, Graduate Student at the University of Chicago Booth School of Business (2003-2005).
Carmen Palafox Vice President Age: 35	Since 2006	Vice President of all the DFA Entities. Operations Manager of Dimensional Fund Advisors LP (since May 1996).
Sonya Park Vice President Age: 37	Since 2005	Vice President of all the DFA Entities. From February 2002 to January 2005, institutional client service representative of Dimensional.

40

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
David A. Plecha Vice President Age: 48	Since 1993	Vice President of all the DFA Entities, DFA Australia Limited and Dimensional Fund Advisors Ltd
Ted Randall Vice President Age: 36	Since 2008	Vice President of all the DFA Entities. Formerly, Research Associate of Dimensional (2006-2008). Systems Developer of Dimensional (2001-2006).
L. Jacobo Rodriguez Vice President Age: 38	Since 2005	Vice President of all the DFA Entities. From August 2004 to July 2005, institutional client service representative of Dimensional. Formerly, Financial Services Analyst, Cato Institute (September 2001 to June 2004); Book Review Editor, Cato Journal, Cato Institute (May 1996 to June 2004).
David E. Schneider Vice President Age: 63	Since 2001	Vice President of all the DFA Entities. Currently, Director of Institutional Services.
Bruce A. Simmons Vice President Age: 44	Since 2009	Vice President of all the DFA Entities. Investment Operations Manager for Dimensional Fund Advisors LP (since May 2007). Formerly, Vice President Client and Fund Reporting at Mellon Financial (September 2005-May 2007); Vice President Business Development at CUADPRO Marketing (July 2003-September 2005).
Ted R. Simpson Vice President Age: 41	Since 2007	Vice President of all the DFA Entities. Regional Director of Dimensional (since December 2002).
Bryce D. Skaff Vice President Age: 34	Since 2007	Vice President of all the DFA Entities. Formerly, Regional Director of Dimensional (December 1999 to January 2007).
Grady M. Smith Vice President Age: 53	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Portfolio Manager of Dimensional.
Carl G. Snyder Vice President Age: 46	Since 2000	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Lawrence R. Spieth Vice President Age: 61	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.
Bradley G. Steiman Vice President Age: 36	Since 2004	Vice President of all the DFA Entities and Director and Vice President of Dimensional Fund Advisors Canada ULC.
Robert C. Trotter Vice President Age: 51	Since 2009	Vice President of all the DFA Entities. Senior Manager Technology for Dimensional Fund Advisors LP (since March 2007). Formerly, Director of Technology at AMVESCAP (2002-2007).
Karen E. Umland Vice President Age: 43	Since 1997	Vice President of all the DFA Entities, DFA Australia Limited, Dimensional Fund Advisors Ltd., and Dimensional Fund Advisors Canada ULC.
Sunil Wahal Vice President Age: 42	Since 2009	Vice President of all the DFA Entities. Formerly, Research Associate for Dimensional Fund Advisors LP (July 2008-January 2009); Consultant to Dimensional Fund Advisors LP (September 2005-July 2008); Jack D. Furst Professor of Finance at Arizona State University, WP Carey School of Business (July 2005-July 2008); Associate Professor of Finance at Goizueta Business School, Emory University (1997-2005).
Brian J. Walsh Vice President Age: 39	Since 2009	Vice President of all the DFA Entities. Portfolio Manager for Dimensional Fund Advisors LP (since 2004). Formerly, Trader for Dimensional Fund Advisors LP (1997-2004).
Carol W. Wardlaw Vice President Age: 51	Since 2004	Vice President of all the DFA Entities. Prior to April 2004, Regional Director of Dimensional.

41

Name, Position with the Fund and Age	Term of Office1 and Length of Service	Principal Occupation(s) During Past 5 Years
Weston J. Wellington Vice President Age: 58	Since 1997	Vice President of all the DFA Entities. Formerly, Vice President of DFA Australia Limited.
Daniel M. Wheeler Vice President Age: 64	Since 2001	Vice President of all the DFA Entities. Prior to 2001 and currently, Director of Financial Advisors Services of Dimensional. Director of Dimensional Fund Advisors Ltd. (since October 2003) and President of Dimensional Fund Advisors Canada ULC (since June 2003).
Ryan Wiley Vice President Age: 33	Since 2007	Vice President of all the DFA Entities. Senior Trader of Dimensional. Formerly, Portfolio Manager (2006 to 2007); Trader (2001 to 2006).
Paul E. Wise Vice President Age: 54	Since 2005	Vice President of all the DFA Entities. Chief Technology Officer for Dimensional (since 2004). Formerly, Principal of Turnbuckle Management Group (January 2002 to August 2004).

¹ Each officer holds office for an indefinite term at the pleasure of the Boards of Trustees/Directors and until his or her successor is elected and qualified.

42

VOTING PROXIES ON FUND PORTFOLIO SECURITIES

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

43

NOTICE TO SHAREHOLDERS

(Unaudited)

For shareholders that do not have an October 31, 2009 tax year end, this notice is for informational purposes only. For shareholders with an October 31, 2009 tax year end, please consult your tax advisor as to the pertinence of this notice. For the fiscal year November 1, 2008 to October 31, 2009, the Portfolio is designating the following items with regard to distributions paid during the period. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each item, it is the intention of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

Dimensional Investment Group Inc.	Net Investment Income Distributions	Total Distributions	Qualifying For Corporate Dividends Received Deduction(1)	Qualifying Dividend Income(2)	Qualifying Interest Income(3)	Qualifying Short-Term Capital Gain(4)
U.S. Large Company Institutional Index Portfolio	100%	100%	100%	100%	100%	100%

(1) Qualifying dividends represent dividends which qualify for the corporate dividends received deduction and is reflected as a percentage of ordinary Income distributions (the total of short-term capital gain and net investment income distributions).

(2) The percentage in this column represents the amount of “Qualifying Dividend Income” as created by the Jobs and Growth Tax Relief Reconciliation Act of 2003 and is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(3) The percentage in this column represents the amount of “Qualifying Interest Income” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

(4) The percentage in this column represents the amount of “Qualifying Short-Term Capital Gain” as created by The American Jobs Creation Act of 2004. The information is reflected as a percentage of ordinary income distributions (the total of short-term capital gain and net investment income distributions).

44

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

December 2009

Dear Fellow Shareholder,

After sinking to ten-year lows, stock prices around the world rebounded sharply in March 2009 and posted steady gains in the seven months between March and September. March and April were among the best-return months in the life of Dimensional’s equity Funds.

The unexpected turns in the financial markets this year offered some valuable lessons. We were reminded that stock prices are unpredictable. We saw once again the benefits of staying disciplined in the market as it inevitably moves up and down. And I believe these markets showed very clearly why diversification is so important to long-term investment success.

Although diversification can’t prevent losses, it can help investors avoid the extreme outcomes that can result from concentrating investments in individual stocks or market segments. We believe that successful investing is about both increasing wealth and being able to sleep well at night. Investors who understand how markets work and have a realistic understanding of their own tolerance for risk are most likely to have a good overall experience.

More than $10 billion in net long-term assets flowed into Dimensional’s Funds during the first 10 months of 2009, a reflection of the trust our shareholders around the world have placed in us. We are grateful for that trust and want you to know that we take our responsibility as the steward of your investments in Dimensional’s Funds very seriously. We hope to have the opportunity to continue serving your needs for many years to come.

Sincerely,

David G. Booth

Chairman and Chief Executive Officer

[THIS PAGE INTENTIONALLY LEFT BLANK]

ANNUAL REPORT

Table of Contents

	Page
Letter to Shareholders
Definitions of Abbreviations and Footnotes	1
DFA Investment Dimensions Group Inc.
Performance Charts	3
Management’s Discussion and Analysis	16
Disclosure of Fund Expenses	33
Disclosure of Portfolio Holdings	39
Schedules of Investments/Summary Schedules of Portfolio Holdings
U.S. Large Company Portfolio	42
Enhanced U.S. Large Company Portfolio	43
U.S. Large Cap Value Portfolio	46
U.S. Targeted Value Portfolio	47
U.S. Small Cap Value Portfolio	50
U.S. Core Equity 1 Portfolio	53
U.S. Core Equity 2 Portfolio	56
U.S. Vector Equity Portfolio	59
T.A. U.S. Core Equity 2 Portfolio	62
U.S. Small Cap Portfolio	65
U.S. Micro Cap Portfolio	68
DFA Real Estate Securities Portfolio	71
Large Cap International Portfolio	73
International Core Equity Portfolio	77
T.A. World ex U.S. Core Equity Portfolio	82
International Small Company Portfolio	89
Japanese Small Company Portfolio	90
Asia Pacific Small Company Portfolio	90
United Kingdom Small Company Portfolio	91
Continental Small Company Portfolio	91
DFA International Real Estate Securities Portfolio	92
DFA Global Real Estate Securities Portfolio	96
DFA International Small Cap Value Portfolio	97
International Vector Equity Portfolio	102
Emerging Markets Portfolio	107
Emerging Markets Small Cap Portfolio	107
Emerging Markets Core Equity Portfolio	108
DFA One-Year Fixed Income Portfolio	113
DFA Two-Year Global Fixed Income Portfolio	116
DFA Selectively Hedged Global Fixed Income Portfolio	120
DFA Five-Year Government Portfolio	124
DFA Five-Year Global Fixed Income Portfolio	126
DFA Intermediate Government Fixed Income Portfolio	129
DFA Short-Term Extended Quality Portfolio	131
DFA Inflation-Protected Securities Portfolio	137
DFA Short-Term Municipal Bond Portfolio	138
DFA California Short-Term Municipal Bond Portfolio	144
Statements of Assets and Liabilities	148
Statements of Operations	157
Statements of Changes in Net Assets	166
Financial Highlights	184
Notes to Financial Statements	204
Report of Independent Registered Public Accounting Firm	235
Results of the Shareholder Meeting	236

i

Table of Contents

Continued

	Page
Dimensional Investment Group Inc. — DFA International Value Portfolio
Performance Charts	250
Management’s Discussion and Analysis	251
Disclosure of Fund Expenses	253
Disclosure of Portfolio Holdings	254
Statement of Assets and Liabilities	255
Statement of Operations	256
Statements of Changes in Net Assets	257
Financial Highlights	258
Notes to Financial Statements	260
Report of Independent Registered Public Accounting Firm	266
Results of the Shareholder Meeting	267

ii

Table of Contents

Continued

	Page
The DFA Investment Trust Company
Performance Charts	268
Management’s Discussion and Analysis	272
Disclosure of Fund Expenses	279
Disclosure of Portfolio Holdings	281
Schedules of Investments/Summary Schedules of Portfolio Holdings
The U.S. Large Company Series	283
The U.S. Large Cap Value Series	286
The DFA International Value Series	289
The Japanese Small Company Series	293
The Asia Pacific Small Company Series	296
The United Kingdom Small Company Series	299
The Continental Small Company Series	302
The Canadian Small Company Series	306
The Emerging Markets Series	309
The Emerging Markets Small Cap Series	313
Statements of Assets and Liabilities	317
Statement of Operations	320
Statements of Changes in Net Assets	323
Financial Highlights	328
Notes to Financial Statements	333
Report of Independent Registered Public Accounting Firm	343
Results of the Shareholder Meeting	344
Fund Management	350
Voting Proxies on Fund Portfolio Securities	358
Notice to Shareholders	359

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

iii

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DFA INVESTMENT DIMENSIONS GROUP INC.

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

Schedules of Investments/Summary Schedules of Portfolio Holdings

Investment Abbreviations
ADR	American Depositary Receipt
AMBAC	American Municipal Bond Assurance Corporation
ETM	Escrowed to Maturity
FGIC	Federal Guaranty Insurance Corporation
FSA	Financial Security Assurance
FHLMC	Federal Home Loan Mortgage Corporation
FNMA	Federal National Mortgage Association
GO	General Obligation
MBIA	Municipal Bond Insurance Association
NATL-RE	Credit rating enhanced by guaranty or insurance from National Public Finance Guarantee Corp.
P.L.C.	Public Limited Company
PSF-GTD	Public School Fund Guarantee
RB	Revenue Bond
REIT	Real Estate Investment Trust
SA	Special Assessment
SCSDE	South Carolina State Department of Education
SPDR	Standard & Poor’s Depository Receipts
TAN	Tax Anticipation Note
Investment Footnotes
†	See Note B to Financial Statements.
††	Securities have generally been fair valued. See Note B to Financial Statements.
**	Calculated as a percentage of total net assets. Percentages shown parenthetically next to the category headings have been calculated as a percentage of total investments. “Other Securities” are those securities that are not among the top 50 holdings of the Fund or do not represent more than 1.0% of the net assets of the Fund. Some of the individual securities within this category may include Total or Partial Securities on Loan and/or Non-Income Producing Securities.
*	Non-Income Producing Securities.
#	Total or Partial Securities on Loan.
^	Denominated in local currency or the Euro, unless otherwise noted.
@	Security purchased with cash proceeds from Securities on Loan.
(r)	The adjustable rate shown is effective as of October 31, 2009.
(y)	The rate shown is the effective yield.
(t)	Face Amount denominated in Australian Dollars.
(g)	Face Amount denominated in British Pounds.
(e)	Face Amount denominated in Euro.
(j)	Face Amount denominated in Japanese Yen.
(z)	Face Amount denominated in New Zealand Dollars.
(n)	Face Amount denominated in Norwegian Krone.
(u)	Face Amount denominated in United States Dollars.
§	Affiliated Fund.
v	Security segregated as collateral for the Open Futures Contracts.

1

DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES

CONTINUED

Financial Highlights

(A) Computed using average shares outstanding.

(B) Annualized

(C) Non-Annualized

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

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

N/A Does not apply to this fund.

All Statements and Schedules

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

SEC Securities and Exchange Commission

REITs Real Estate Investment Trusts

(a) Commencement of Operations.

2

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

U.S. Large Company Portfolio Institutional Class vs.

S&P 500^® Index

October 31, 1999-October 31, 2009

Enhanced U.S. Large Company Portfolio Institutional Class vs.

S&P 500^® Index

October 31, 1999-October 31, 2009

U.S. Large Cap Value Portfolio Institutional Class vs.

Russell 1000^® Value Index

October 31, 1999-October 31, 2009

3

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

U.S. Targeted Value Portfolio Institutional Class vs.

Russell 2000^® Value Index

February 23, 2000-October 31, 2009

U.S. Targeted Value Portfolio Class R1 vs.

Russell 2000^® Value Index

January 31, 2008-October 31, 2009

U.S. Targeted Value Portfolio Class R2 vs.

Russell 2000^® Value Index

June 30, 2008-October 31, 2009

4

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

U.S. Small Cap Value Portfolio Institutional Class vs.

Russell 2000^® Value Index

October 31, 1999-October 31, 2009

U.S. Core Equity 1 Portfolio Institutional Class vs.

Russell 3000^® Index

September 15, 2005-October 31, 2009

U.S. Core Equity 2 Portfolio Institutional Class vs.

Russell 3000^® Index

September 15, 2005-October 31, 2009

5

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

U.S. Vector Equity Portfolio Institutional Class vs.

Russell 2500™ Index

December 30, 2005-October 31, 2009

T.A. U.S. Core Equity 2 Portfolio Institutional Class vs.

Russell 3000^® Index

October 4, 2007-October 31, 2009

U.S. Small Cap Portfolio Institutional Class vs.

Russell 2000^® Index

October 31, 1999-October 31, 2009

6

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

U.S. Micro Cap Portfolio Institutional Class vs.

Russell 2000^® Index

October 31, 1999-October 31, 2009

DFA Real Estate Securities Portfolio Institutional Class vs.

Dow Jones U.S. Select REIT Index^SM, S&P 500^® Index

October 31, 1999-October 31, 2009

Large Cap International Portfolio Institutional Class vs.

MSCI World ex USA Index (net dividends)

October 31, 1999-October 31, 2009

7

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

International Core Equity Portfolio Institutional Class vs.

MSCI World ex USA Index (net dividends)

September 15, 2005-October 31, 2009

T.A. World ex U.S. Core Equity Portfolio Institutional Class vs.

MSCI All Country World ex USA Index (net dividends)

March 6, 2008-October 31, 2009

International Small Company Portfolio Institutional Class vs.

MSCI World ex USA Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

8

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

Japanese Small Company Portfolio Institutional Class vs.

MSCI Japan Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

Asia Pacific Small Company Portfolio Institutional Class vs.

MSCI Pacific ex Japan Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

United Kingdom Small Company Portfolio Institutional Class vs.

MSCI UK Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

9

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

Continental Small Company Portfolio Institutional Class vs.

MSCI Europe ex UK Small Cap Index (net dividends),

October 31, 1999-October 31, 2009

DFA International Real Estate Securities Portfolio Institutional Class vs.

S&P Global ex US REIT Index (net dividends), S&P Global ex US REIT Index (gross dividends)

March 1, 2007-October 31, 2009

DFA Global Real Estate Securities Portfolio Institutional Class vs.

S&P Global REIT Index (net dividends), S&P Global REIT Index (gross dividends)

June 4, 2008-October 31, 2009

10

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

DFA International Small Cap Value Portfolio Institutional Class vs.

MSCI World ex USA Small Cap Index (net dividends)

October 31, 1999-October 31, 2009

International Vector Equity Portfolio Institutional Class vs.

MSCI World ex USA Index (net dividends)

August 14, 2008-October 31, 2009

Emerging Markets Portfolio Institutional Class vs.

MSCI Emerging Markets Index (net dividends)

October 31, 1999-October 31, 2009

11

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

Emerging Markets Small Cap Portfolio Institutional Class vs.

MSCI Emerging Markets Index (net dividends)

October 31, 1999-October 31, 2009

Emerging Markets Core Equity Portfolio Institutional Class vs.

MSCI Emerging Markets Index (net dividends)

April 5, 2005-October 31, 2009

DFA One-Year Fixed Income Portfolio Institutional Class vs.

BofA Merrill Lynch Six-Month US Treasury Bill Index, BofA Merrill Lynch One-Year US Treasury Note Index

October 31, 1999-October 31, 2009

12

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

DFA Two-Year Global Fixed Income Portfolio Institutional Class vs.

Citigroup World Government Bond Index 1-3 Years (hedged)

October 31, 1999-October 31, 2009

DFA Selectively Hedged Global Fixed Income Portfolio Institutional Class vs.

Citigroup World Government Bond Index 1-3 Years (unhedged)

January 9, 2008-October 31, 2009

DFA Five-Year Government Portfolio Institutional Class vs.

BofA Merrill Lynch US Treasury/Agency Index 1-5 Years

October 31, 1999-October 31, 2009

13

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

DFA Five-Year Global Fixed Income Portfolio Institutional Class vs.

Citigroup World Government Bond Index 1-5 Years (hedged)

October 31, 1999-October 31, 2009

DFA Intermediate Government Fixed Income Portfolio Institutional Class vs.

Barclays Capital US Government Bond Index

October 31, 1999-October 31, 2009

DFA Short-Term Extended Quality Portfolio Institutional Class vs.

BofA Merrill Lynch US Corporate and Government Index 1-5 Years

March 4, 2009-October 31, 2009

14

DFA INVESTMENT DIMENSIONS GROUP INC.

PERFORMANCE CHARTS

DFA Inflation-Protected Securities Portfolio Institutional Class vs.

Barclays Capital US TIPS Index (Series-L)

September 18, 2006-October 31, 2009

DFA Short-Term Municipal Bond Portfolio Institutional Class vs.

Barclays Capital Municipal Bond Index 3 Years

August 20, 2002-October 31, 2009

DFA California Short-Term Municipal Bond Portfolio Institutional Class vs.

BofA Merrill Lynch California Municipal Bond Index 1-3 Years

April 2, 2007-October 31, 2009

15

DFA INVESTMENT DIMENSIONS GROUP INC.

MANAGEMENT’S DISCUSSION AND ANALYSIS

U.S. Equity Market Review 12 Months Ended October 31, 2009

The year ending October 31, 2009, was among the most volatile periods in U.S. market history. Broad market returns were positive with stocks represented by the mid cap index outperforming those within both small cap and large cap indexes and stocks represented by the growth index outperforming those represented by the value index. Investors moving out of stocks, beginning in late 2008 and extending into early 2009, contributed to high volatility and negative returns over that period. Markets turned sharply higher in March, and the size and value premiums both turned positive over the eight months ending October 2009. Although the large cap index outperformed the small cap index, and the growth index outperformed the value index, returns within the broader market (Russell 3000^® Index) demonstrate that there was a positive small size premium and a positive value premium. This counterintuitive result occurred because the stock markets were characterized by extreme volatility, and the indexes, which are reconstituted annually, were not able to rebalance during the course of the year to maintain their intended asset class exposure. Among the most important factors explaining differences in the behavior of diversified equity portfolios are the company size and company value/growth characteristics of the portfolio’s holdings. Size is measured by market capitalization, and value classification is a function of stock price relative to one or more fundamental characteristics. Compared to other stocks, value stocks often have lower market value relative to their earnings, dividends, and book value.

For the 12 months ended October 31, 2009, the total return of the Russell Microcap^® Index was 5.06%, the Russell 2000^® Index was 6.46%, the CRSP 6-10 Index was 20.94%, and the MSCI US Small Cap 1750 Index was 14.11%. Large cap growth stocks outperformed large cap value stocks, as measured by the Russell 1000^® Growth Index and Russell 1000^® Value Index. Small cap growth stocks outperformed small cap value stocks, by a lesser amount than in large caps, as measured by the Russell 2000^® Growth Index and Russell 2000^® Value Index.

Total Return for 12 Months Ended October 31, 2009

Russell 2000® Index (small cap companies)	6.46	%
Russell Midcap® Index (mid cap companies)	18.74	%
Russell 1000® Index (large cap companies)	11.19	%
Russell 3000® Value Index	4.55	%
Russell 3000® Growth Index	17.04	%

Further dividing the large, mid, and small cap market segments by value and growth characteristics shows more detail in the performance differences over the period.

Total Return for 12 Months Ended October 31, 2009

Russell 1000® Value Index (large cap value companies)	4.78	%
Russell 1000® Growth Index (large cap growth companies)	17.50	%
Russell Midcap® Value Index (mid cap value companies)	14.52	%
Russell Midcap® Growth Index (mid cap growth companies)	22.48	%
Russell 2500TM Value Index (small/mid cap value companies)	8.56	%
Russell 2500TM Growth Index (small/mid cap growth companies)	18.20	%
Russell 2000® Value Index (small cap value companies)	1.95	%
Russell 2000® Growth Index (small cap growth companies)	11.34	%

Source: Russell data copyright © Russell Investment Group 1995-2009, all rights reserved.

Differences in returns for the various Dimensional U.S. equity funds over the 12 months ended October 31, 2009 were attributable primarily to differences in value/growth and size characteristics as well as the exclusion of

16

REIT securities from most Dimensional portfolios, except for the DFA Real Estate Securities Portfolio and portfolios investing in the U.S. Large Company Series. Moreover, the portfolio construction approach used by Dimensional Fund Advisors (the “Advisor”) generally resulted in portfolios with greater emphasis on value or small company characteristics relative to widely used index benchmarks.

Master-Feeder Structure

Certain portfolios described below, called “Feeder Funds,” do not buy individual securities directly; instead, these portfolios invest in corresponding funds called “Master Funds.” Master Funds, in turn, purchase stocks and/or other securities.

Domestic Equity Portfolios’ Performance Overview

U.S. Large Company Portfolio

The U.S. Large Company Portfolio seeks to approximate the returns of the S&P 500^® Index by purchasing shares of a Master Fund that invests in S&P 500^® Index stocks in approximately the same proportions as they are represented in the Index. The Portfolio was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

For the 12 months ended October 31, 2009, the total return was 10.08% for the Portfolio and 9.80% for the S&P 500^® Index. Relative to the Index, outperformance was mostly due to the flexible trading approach employed by the Master Fund to gain exposure to the performance of the Index during periods of index reconstitution.

Enhanced U.S. Large Company Portfolio

The Enhanced U.S. Large Company Portfolio seeks to outperform the total return performance of the S&P 500^® Index by using an “enhanced cash” strategy. This strategy combines investment in high-grade, short-term fixed income instruments with an overlay of S&P 500^® Index futures contracts or swaps. For the 12 months ended October 31, 2009, approximately 97% of the overlay instruments consisted of S&P 500^® Index futures contracts. Swaps and ETFs completed the equity exposure for the last month of the fiscal year. The behavior of S&P 500^® Index futures contracts and ETFs linked to the S&P 500^® Index is determined principally by the performance of the S&P 500^® Index.

For the 12 months ended October 31, 2009, the total return was 12.23% for the Portfolio and 9.80% for the S&P 500^® Index. Relative to the Index, the Portfolio’s outperformance was primarily due to the fixed income component of the Portfolio exceeding the return embedded in the Portfolio’s S&P 500 futures contracts. The Portfolio’s concentration in government agency and corporate fixed income securities with maturities between one and two years had the most significant contribution to the outperformance.

U.S. Large Cap Value Portfolio

The U.S. Large Cap Value Portfolio seeks to capture the returns of U.S. large company value stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to large cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 213 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 11.76% for the Portfolio and 4.78% for the Russell 1000^® Value Index. The Portfolio benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Master Fund’s greater exposure to stocks with more pronounced value characteristics and composition differences along the value/growth dimension added approximately 4.2% to the relative performance. Differences in sector weights between the Portfolio and Index also contributed to the outperformance.

17

The Master Fund’s larger allocation than the Index to consumer discretionary stocks, due to its strategy of maintaining consistent large cap value exposure, added approximately 3% to relative performance. The Portfolio also benefited from composition differences among the Master Fund’s basket of financial stocks, which added approximately 3.6% to relative performance.

U.S. Targeted Value Portfolio

The U.S. Targeted Value Portfolio seeks to capture the returns of U.S. small and mid capitalization value stocks. The investment strategy employed by the U.S. Targeted Value Portfolio is a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small and mid cap value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 1,580 stocks, and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 9.47% for the Institutional Class shares of the Portfolio, 9.36% for the Class R1 shares of the Portfolio and 9.23% for the Class R2 shares of the Portfolio, as compared to 1.95% for the Russell 2000^® Value Index. The Portfolio benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Portfolio’s deeper value tilt contributed to outperformance. The Portfolio’s greater exposure to value stocks (42% of the Portfolio compared to 33% of the Index) added approximately 3.7% to the relative performance. Differences in sector weights between the Portfolio and Index also contributed to performance differences. The Portfolio’s greater exposure to information technology stocks and consumer discretionary stocks, due to its strategy of maintaining consistent small and value exposure, added approximately 1.5% and 1.1% respectively to relative performance.

U.S. Small Cap Value Portfolio

The U.S. Small Cap Value Portfolio seeks to capture the returns of U.S. small company value stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company and value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 1,634 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 9.97% for the Portfolio and 1.95% for the Russell 2000^® Value Index. The Portfolio benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Portfolio’s greater exposure to stocks with more pronounced value characteristics added approximately 4.0% to the relative performance. Higher exposure to, and differences in portfolio composition with respect to, the smallest stocks added approximately 3.8% to the Portfolio’s relative performance.

U.S. Core Equity 1 Portfolio

The U.S. Core Equity 1 Portfolio seeks to capture the returns of the total U.S. market universe, with increased exposure to smaller company stocks and those stocks with value characteristics as measured by book-to-market ratio. The investment strategy employs a disciplined, quantitative approach, emphasizing wide diversification and comprehensive exposure to U.S. stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 3,476 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 11.64% for the Portfolio and 10.83% for the Russell 3000^® Index. Relative to the Index, the Portfolio benefited from its greater small cap and value allocations and a positive size premium and value premium over the last eight months of the period. The Portfolio’s exposure to value stocks (on

18

average 9% more than the Index) added approximately 1.0% to the relative return. The Portfolio’s greater exposure to small cap stocks also contributed to the outperformance. The Portfolio’s increased exposure to the financials sector, which comes as a result of the Portfolio’s construction methodology which emphasizes value companies, detracted approximately 0.5% from relative return.

U.S. Core Equity 2 Portfolio

The U.S. Core Equity 2 Portfolio seeks to capture the returns of the total U.S. market universe with greater exposure to smaller company stocks and those stocks with value characteristics as measured by book-to-market ratio than the U.S. Core Equity 1 Portfolio. The investment strategy employs a disciplined, quantitative approach, emphasizing wide diversification and comprehensive exposure to U.S. stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 3,575 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 10.66% for the Portfolio and 10.83% for the Russell 3000^® Index. The Portfolio’s increased exposure to the financials sector, which comes as a result of the Portfolio’s construction methodology which emphasizes value companies, detracted approximately 1.5% from the relative return. Relative to the Index, the Portfolio benefited from its greater small cap and value allocations and a positive size premium and value premium over the last eight months of the period. The Portfolio’s exposure to value stocks (on average 17% more than the Index) added approximately 1.3% to the relative return. The Portfolio’s greater exposure to small cap stocks also had a positive impact.

U.S. Vector Equity Portfolio

The U.S. Vector Equity Portfolio seeks to capture the returns of a broadly diversified basket of U.S. stocks with stronger exposure to smaller company stocks and those stocks with value characteristics as measured by book-to-market ratio than the U.S. Core Equity 2 Portfolio. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 3,310 stocks and essentially was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 9.47% for the Portfolio and 13.26% for the Russell 2500^TM Index. The Portfolio’s increased exposure to the financials sector, which comes as a result of the Portfolio’s construction methodology which emphasizes value companies, detracted approximately 2.5% from the relative return. Relative to the Index, the Portfolio benefited from its greater small cap and value allocations and a positive size premium and value premium over the last eight months of the period. The Portfolio’s exposure to value stocks (more than twice the weight of the Index on average) added approximately 2.2% to the relative return. The Portfolio’s greater exposure to small cap stocks also had a positive impact.

T.A. U.S. Core Equity 2 Portfolio

The T.A. U.S. Core Equity 2 Portfolio seeks to capture the returns of the total U.S. market universe, with increased exposure to smaller company stocks and those stocks with value characteristics as measured by book-to-market ratio, while minimizing federal income tax implications of investment decisions. The investment strategy employs a disciplined, quantitative approach, emphasizing wide diversification and comprehensive exposure to U.S. stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 3,177 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months

19

ended October 31, 2009, total returns were 10.28% for the Portfolio and 10.83% for the Russell 3000^® Index. The Portfolio’s tilt toward value companies caused an increased exposure to the financials sector, which was the worst performing sector of the period. This increase in exposure and specific composition detracted approximately 1.0% from the Portfolio’s performance relative to the Index. The Portfolio benefited from a positive size premium and value premium over the last eight months of the period. Relative to the Index, the Portfolio benefited from its greater small cap and value allocations and a positive size premium and value premium over the last eight months of the period. The Portfolio’s exposure to value stocks (on average 18% more than the Index) added approximately 1.0% to the relative return. The Portfolio’s greater exposure to small cap stocks also had a positive impact.

U.S. Small Cap Portfolio

The U.S. Small Cap Portfolio seeks to capture the returns of U.S. small company stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 2,780 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 13.08% for the Portfolio and 6.46% for the Russell 2000^® Index. The Portfolio benefited from a positive size premium over the last eight months of the period. Relative to the Index, the Portfolio’s outperformance was primarily due to a larger allocation to small cap and micro cap stocks. The Portfolio also benefited from its larger allocation to the consumer discretionary and information technology sectors, due to the Portfolio’s strategy of maintaining consistent size exposure, which added approximately 1.7% and 0.7% respectively to the relative performance.

U.S. Micro Cap Portfolio

The U.S. Micro Cap Portfolio seeks to capture the returns of very small U.S. company stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to very small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 2,452 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the U.S. equity market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 6.61% for the Portfolio and 6.46% for the Russell 2000^® Index. The Portfolio benefited from a positive size premium over the last eight months of the period. Relative to the Index, the Portfolio’s outperformance was primarily due to a larger allocation to micro cap stocks. On average, more than 50% of the Portfolio was allocated to the tiniest micro cap stocks, compared to 25% for the Index, adding approximately 1.1% to the relative performance.

DFA Real Estate Securities Portfolio

The DFA Real Estate Securities Portfolio is designed to capture the returns of a broadly diversified portfolio of real estate securities (e.g., REITs), but does not attempt to track closely a specific index. As of October 31, 2009, the Portfolio held 105 REITs and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the real estate securities market, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 0.98% for the Portfolio, 9.80% for the S&P 500^® Index and -0.26% for the Dow Jones U.S. Select REIT Index^SM. Over the period, the Portfolio’s greater diversification than the Dow Jones U.S. Select REIT Index^SM, including allocations to smaller REITs and net-lease REITs entirely excluded from the Index, contributed to the outperformance. Small REITs generally outperformed the broader

20

Index. Composition differences between the Portfolio and the Index across sectors also had a positive impact on the Portfolio’s relative performance.

As of March 31, 2009, the Dow Jones Wilshire REIT Index^SM has been discontinued, and the Dow Jones U.S. Select REIT Index^SM has been selected to take its place as an appropriate benchmark for the Portfolio. According to the index provider, Dow Jones Indexes, the Dow Jones U.S. Select REIT Index^SM uses the same methodology, composition and historical data back to 1987 as the Portfolio’s previous benchmark.

International Equity Market Review 12 Months Ended October 31, 2009

The one-year period ending October 31, 2009, was characterized by unprecedented volatility in non-US developed markets. Non-US developed markets lost 18.87% from November 2008 through February 2009, as measured by the MSCI World ex USA Index (net dividends). From March through October 2009 these same markets gained 57.56%. In April 2009, the Index had its largest-ever monthly gain (12.90%) since October 1990.

From November 2008 through February 2009, developed markets returns were negative across all asset classes. The US dollar rallied against most currencies, reversing a general trend of depreciation dating back to 2006. From March through October 2009 the market reversed course, with small cap and value stocks strongly outperforming large cap and growth stocks. The US dollar depreciated against most major currencies. The rally drove strong positive returns for the 12-month period, with small cap stocks significantly outperforming large cap stocks and value stocks outperforming growth stocks, as measured by the MSCI indexes.

12 Months Ended October 31, 2009

Ten Largest Foreign Developed Markets by Market Cap (BB)	Local Currency Return	U.S. Dollar Return
Japan ($2,432)	6.03%	15.20%
United Kingdom ($2,328)	23.19%	25.68%
France ($1,106)	10.09%	28.10%
Canada ($1,060)	17.46%	32.58%
Australia ($912)	21.91%	66.97%
Germany ($843)	6.37%	23.77%
Switzerland ($821)	5.78%	20.63%
Spain ($488)	33.27%	55.06%
Italy ($388)	7.57%	25.17%
Netherlands ($277)	20.17%	39.83%

Country market capitalizations (in parentheses) are in USD billions. Source: Returns are of MSCI indices net of foreign withholding taxes on dividends. Country market capitalizations are based on country carve-outs of the MSCI All-Country World Investable Market Index. MSCI data copyright MSCI 2009, all rights reserved.

Small company stocks were the best-performing asset class in international markets, while growth stocks had the worst relative results.

12 Months Ended October 31, 2009

	U.S. Dollar Return
MSCI World ex USA Small Cap Index	50.01%
MSCI World ex USA Value Index	31.71%
MSCI World ex USA Index	27.83%
MSCI World ex USA Growth Index	24.03%

Source: MSCI indices are net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

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Gains in emerging markets were better, on average, than in developed markets, although results varied widely among the individual emerging markets countries. For the 12 month period, returns in U.S. dollars were 64.13% for the MSCI Emerging Markets Index (net dividends) and 27.83% for the MSCI World ex USA Index (net dividends).

12 Months Ended October 31, 2009

Country	U.S. Dollar Return
Argentina	53.21%
Brazil	91.55%
Chile	61.68%
China	82.16%
Czech Republic	26.83%
Hungary	63.54%
India	77.12%
Indonesia	127.39%
Israel	31.43%
Malaysia	56.99%
Mexico	39.79%
Philippines	50.71%
Poland	23.09%
South Africa	61.69%
South Korea	56.17%
Taiwan	48.86%
Thailand	78.58%
Turkey	68.21%

Source: Returns are of MSCI indices net of foreign withholding taxes on dividends, copyright MSCI 2009, all rights reserved.

Global REIT Market Review

The publicly-traded REIT market experienced significant volatility during the 1-year period ended October 31, 2009. REITs were particularly impacted by the credit crises that started with Lehman Brothers’ bankruptcy, as financing became increasingly expensive or unavailable, and serious concerns over both the residential and commercial real estate markets rippled through REIT valuations. The S&P Global REIT Index (net dividends) lost 34.55% from October 31, 2008 through February 28, 2009, which was on the heels of its largest ever monthly decline (–30.56%) in October 2008. The Index then returned 71.68% from February 28 through October 31, 2009, after large amounts of government-supplied liquidity helped ease the credit crisis and restored confidence in the markets. During this 8-month period, the Index saw its largest ever monthly return (+20.9%) in April 2009.

12 Months Ended October 31, 2009

	U.S. Dollar Return
S&P Global ex U.S. REIT Index (net dividends)	30.51%
S&P Global REIT Index (net dividends)	12.36%

Master-Feeder Structure

Certain portfolios described below, called “Feeder Funds,” do not buy individual securities directly; instead, these portfolios invest in corresponding funds called “Master Funds.” The Master Funds, in turn, purchase stocks and/or other securities.

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International Equity Portfolios’ Performance Overview

Large Cap International Portfolio

The Large Cap International Portfolio seeks to capture the returns of a broadly diversified basket of international large company stocks. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 1,212 stocks in 22 developed country markets and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the international equity markets rather than by the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 25.20% for the Portfolio and 27.83% for the MSCI World ex USA Index (net dividends). No single stock, industry sector, or geographical region explained a significant amount of the performance difference. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Portfolio and the Index had a significant impact on relative performance.

International Core Equity Portfolio

The International Core Equity Portfolio seeks to capture the returns of a broadly diversified basket of international stocks, with increased exposure to smaller company stocks and those with value characteristics as measured by book-to-market ratio. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 4,785 stocks in 22 developed country markets and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the international equity markets, rather than by the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 34.81% for the Portfolio and 27.83% for the MSCI World ex USA Index (net dividends). Relative to the Index, the Portfolio’s outperformance was primarily due to strong tilts towards small cap and value stocks. On average, the deepest value names constituted 44% of the Portfolio as compared to 26% for the Index. Small cap stocks, which accounted for 18% of the Portfolio on average and were excluded from the Index, also added to relative performance. The Portfolio’s larger relative allocation to materials and industrials, the best performing industries over the period, and smaller relative allocation to utilities and healthcare, the worst performing industries over the period, also contributed to the relative outperformance.

T.A. World ex U.S. Core Equity Portfolio

The T.A. World ex U.S. Core Equity Portfolio seeks to capture the returns of a broadly diversified basket of international stocks in developed and emerging markets, with stronger exposure to smaller company stocks and those with value characteristics as measured by book-to-market ratio. The Portfolio intends to consider the effects of the realization of capital gains and taxable dividend income. When selling a security, the Portfolio typically will select the highest cost shares in order to limit the realization of capital gains and, when possible, will refrain from disposing of a security until the long-term holding period for capital gains tax purposes has been satisfied. The purchase of a stock may be delayed to avoid dividend income, and a stock may be sold to realize a capital loss, subject to applicable investment criteria. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 4,239 stocks in 22 developed country markets and 18 emerging markets countries. The Portfolio was mostly invested in equities throughout the year as the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the international equity markets, rather than by the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 42.13% for the Portfolio and 34.10% for the MSCI All

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Country World ex USA Index (net dividends). Relative to the Index, the Portfolio’s outperformance was primarily due to strong tilts towards small cap and value stocks. On average, the deepest value names constituted 43% of the Portfolio as compared to 26% for the Index. Small cap stocks, which accounted for 37% of the Portfolio as compared to 8% for the Index, also added to relative performance. The Portfolio’s larger relative allocation to materials, financials, and industrials, the best performing industries over the period, and smaller relative allocation to utilities and healthcare, the worst performing industries over the period, also contributed to the relative outperformance.

International Small Company Portfolio

The International Small Company Portfolio seeks to capture the returns of international small company stocks by purchasing shares of five Master Funds that invest individually in Canada, the United Kingdom, Continental Europe (excluding the U.K.), Japan, and Asia Pacific. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Funds held 4,201 stocks in 22 developed country markets and were mostly invested in equities throughout the year: the combined average non-equitized cash level for the period was less than 1% of the Master Funds’ assets.

As a result of the Master Funds’ diversified investment approach, performance was determined principally by broad structural trends in international equity markets, rather than the behavior of a limited number of stocks. Over the period, international small company stocks outperformed international large company stocks. For the 12 months ended October 31, 2009, total returns were 42.34% for the Portfolio and 50.01% for the MSCI World ex USA Small Cap Index (net dividends). The Master Funds hold a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Portfolio underperformed primarily due to composition differences in the Continental Europe region, particularly in value stocks. The Portfolio and Index held a number of securities in common, but in different weights, due to the different methods for defining size and the Portfolio’s exclusion rules. Other differences in performance resulted from the process of continually rebalancing the Master Funds toward their targets. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

Japanese Small Company Portfolio

The Japanese Small Company Portfolio seeks to capture the returns of Japanese small company stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 1,313 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in the Japanese equity market, rather than the behavior of a limited number of stocks. Over the period, Japanese small company stocks outperformed Japanese large company stocks. For the 12 months ended October 31, 2009, total returns were 22.08% for the Portfolio and 24.60% for the MSCI Japan Small Cap Index (net dividends). The Master Fund holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Portfolio underperformed primarily due to composition differences, a result of the Master Fund’s process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

Asia Pacific Small Company Portfolio

The Asia Pacific Small Company Portfolio seeks to capture the returns of small company stocks in developed Asia Pacific markets, excluding Japan, by purchasing shares of a Master Fund that invests in such stocks. The

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investments strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 963 stocks, and assets were allocated mainly among four countries: Australia, Hong Kong, New Zealand, and Singapore (approximately 59%, 21%, 7%, and 13% respectively). Country allocations are determined by utilizing the approximate weights of individual securities within a universe of Asia Pacific small company stocks constructed by the Advisor. The allocations do not represent a forecast of future performance and are subject to change by the Advisor. The average non-equitized cash level for period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in Asia Pacific equity markets rather than the behavior of a limited number of stocks. Over the period, Asia Pacific small company stocks outperformed Asia Pacific large company stocks. For the 12 months ended October 31, 2009, total returns were 84.11% for the Portfolio and 90.41% for the MSCI Pacific ex Japan Small Cap Index (net dividends). The Master Fund holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Portfolio underperformed primarily due to composition differences, a result of the Master Fund’s process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

United Kingdom Small Company Portfolio

The United Kingdom Small Company Portfolio seeks to capture the returns of U.K. small company stocks by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 386 stocks and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in the U.K. equity market, rather than the behavior of a limited number of stocks. Over the period, U.K. small company stocks outperformed U.K. large company stocks. For the 12 months ended October 31, 2009, total returns were 42.81% for the Portfolio and 51.09% for the MSCI UK Small Cap Index (net dividends). The Master Fund holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Portfolio underperformed primarily due to composition differences, a result of the Master Fund’s process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

Continental Small Company Portfolio

The Continental Small Company Portfolio seeks to capture the returns of small company stocks in developed markets of Europe, excluding the U.K., by purchasing shares of a Master Fund that invests in such stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 1,234 stocks in 15 developed continental European countries. Country allocations reflect the approximate weights of individual securities within a universe of continental European small company stocks constructed by the Advisor. Country allocations do not represent a forecast of future performance and are subject to change by the Advisor. The average non-equitized cash level for period was less than 1% of the Master Fund’s assets.

As a result of the Master Fund’s diversified investment approach, performance was determined principally by broad structural trends in the continental European equity markets, excluding the U.K., rather than the behavior of

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a limited number of stocks. Over the period, continental European small company stocks outperformed continental European large company stocks. For the 12 months ended October 31, 2009, total returns were 43.12% for the Portfolio and 57.29% for the MSCI Europe ex UK Small Cap Index (net dividends). The Master Fund holds a large number of stocks, and no single stock explained a significant amount of the performance difference. Relative to the Index, the Portfolio underperformed primarily due to composition differences, a result of the Portolio’s process of continually rebalancing toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

DFA International Real Estate Securities Portfolio

The DFA International Real Estate Securities Portfolio is designed to capture the returns of a broadly diversified portfolio of real estate securities in international markets, but does not attempt to track closely a specific index. As of October 31, 2009, the Portfolio held 172 stocks in 16 developed and emerging countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified approach, performance was determined principally by structural trends in international real estate securities markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 29.25% for the Portfolio, 31.95% for the S&P Global ex US REIT Index (gross dividends), and 30.51% for the S&P Global ex US REIT Index (net dividends). The Portfolio’s underperformance relative to the Indexes was primarily the result of withholding taxes, expenses, and a difference in the timing of the pricing of securities and foreign exchange rates between the Portfolio and the Indexes. The Portfolio prices foreign exchange rates at the closing of the U.S. markets while the Index uses rates at 4 P.M. London time. Relative to the Index (net dividends), the Portfolio benefited from a smaller allocation to large cap REITs which generally underperformed over the period.

DFA Global Real Estate Securities Portfolio

The DFA Global Real Estate Securities Portfolio, a fund of funds, is designed to capture the returns of a broadly diversified portfolio of real estate securities in U.S. and international markets, but does not attempt to track closely a specific index. As of October 31, 2009, the Portfolio invested in the DFA International Real Estate Securities Portfolio and the DFA Real Estate Securities Portfolio. As of October 31, 2009, the Portfolio had exposure to 277 stocks, through its underlying funds, in 17 developed and emerging markets countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the diversified approach of the Portfolio’s underlying funds, performance was principally determined by structural trends in global real estate securities markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 13.81% for the Portfolio, 14.11% for the S&P Global REIT Index (gross dividends), and 12.36% for the S&P Global REIT Index (net dividends). Relative to the Index (net dividends), the Portfolio’s outperformance was primarily due to a greater allocation to small cap REITs, which outperformed over the period, and a smaller allocation to large cap REITs, which generally underperformed over the period.

DFA International Small Cap Value Portfolio

The DFA International Small Cap Value Portfolio seeks to capture the returns of international small company value stocks. The investment strategy employs a disciplined, quantitative approach, emphasizing broad diversification and consistent exposure to small company value stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 2,127 stocks in 22 developed countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

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As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in international equity markets, rather than the behavior of a limited number of stocks. Over the period, international small stocks outperformed international large stocks and international value stocks outperformed international growth stocks. For the 12 months ended October 31, 2009, total returns were 41.42% for the Portfolio and 50.01% for the MSCI World ex USA Small Cap Index (net dividends). The Portfolio holds a large number of stocks, and no single stock explained a significant amount of the performance difference. The Portfolio’s greater allocation than the Index to value stocks had a positive impact on relative performance. However, composition differences in the Portfolio’s stock portfolio relative to the Index had a greater negative impact. The Portfolio and Index held a number of securities in common, but in different weights, due to the different methods for defining size and value and the Portfolio’s exclusion rules. Other differences in performance resulted from the process of continually rebalancing the Portfolio toward its target. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Portfolio and the Index had a significant impact on relative performance.

International Vector Equity Portfolio

The International Vector Equity Portfolio seeks to capture the returns of a broadly diversified basket of international stocks, with stronger exposure to smaller company stocks and those with value characteristics, as measured by book-to-market ratio, than the International Core Equity Portfolio. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 2,989 stocks in 22 developed country markets and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets.

As a result of the Portfolio’s diversified investment approach, performance was determined principally by broad structural trends in the international equity markets, rather than by the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 39.52% for the Portfolio and 27.83% for the MSCI World ex USA Index (net dividends). Relative to the Index, the Portfolio’s outperformance was primarily due to strong tilts towards small cap and value stocks. On average, the deepest value names constituted 53% of the Portfolio as compared to 26% for the Index. Small cap stocks, which accounted for 26% of the Portfolio on average and were excluded from the Index, also added to relative performance. The Portfolio’s larger relative allocation to materials and industrials, the best performing industries over the period, and smaller relative allocation to utilities and healthcare, the worst performing industries over the period, also contributed to the relative outperformance.

Emerging Markets Portfolio

The Emerging Markets Portfolio seeks to capture the returns of large company stocks in selected emerging markets by purchasing shares of a Master Fund investing in such firms. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification and consistent exposure to large company emerging markets stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 654 stocks in 18 emerging countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets. The Master Fund’s target country weights are capped at a ceiling set by the manager in order to limit single-country risk exposure.

As a result of the Master Fund’s diversified approach, performance was generally determined by structural trends in emerging country stock markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 53.39% for the Portfolio and 64.13% for the MSCI Emerging Markets Index (net dividends). The Portfolio’s relative underperformance was primarily due to differences in country weights and in the composition of the Master Fund’s holdings relative to the Index. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

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Emerging Markets Small Cap Portfolio

The Emerging Markets Small Cap Portfolio seeks to capture the returns of small company stocks in selected emerging markets by purchasing shares of a Master Fund investing in such firms. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification and consistent exposure to emerging markets small company stocks, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Master Fund held 2,152 stocks across 16 emerging countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Master Fund’s assets. The Master Fund’s target country weights are capped at a ceiling set by the manager in order to limit single-country risk exposure.

As a result of the Master Fund’s diversified approach, performance was generally determined by structural trends in emerging country stock markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 91.35% for the Portfolio and 64.13% for the MSCI Emerging Markets Index (net dividends). The Portfolio outperformed primarily because small cap stocks dramatically outperformed large cap stocks during the period. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Master Fund and the Index had a significant impact on relative performance.

Emerging Markets Core Equity Portfolio

The Emerging Markets Core Equity Portfolio seeks to capture the returns of the broad universe of emerging markets stocks with increased exposure to smaller company stocks and those stocks with value characteristics as measured by book-to-market ratio. The investment strategy employs a disciplined quantitative approach, emphasizing broad diversification and consistent exposure to emerging market countries, but does not attempt to track closely a specific equity index. As of October 31, 2009, the Portfolio held 2,665 stocks across 18 emerging countries and was mostly invested in equities throughout the year: the average non-equitized cash level for the period was less than 1% of the Portfolio’s assets. The Portfolio’s target country weights were capped at a ceiling set by the manager in order to limit single-country risk exposure.

As a result of the Portfolio’s diversified approach, performance was generally determined by structural trends in emerging country stock markets, rather than the behavior of a limited number of stocks. For the 12 months ended October 31, 2009, total returns were 69.47% for the Portfolio and 64.13% for the MSCI Emerging Markets Index (net dividends). The Portfolio’s outperformance was primarily due to a stronger tilt than the Index toward value and small cap stocks, which outperformed their growth and large cap counterparts. Composition differences in the Portfolio’s holdings relative to the Index also had a positive impact on the relative performance. Over the period, there was a wider than usual performance difference between the best and worst performing stocks within countries, industry sectors, and asset classes. Consequently, slight differences in weights or in holdings between the Portfolio and the Index had a significant impact on relative performance.

Fixed Income Market Review 12 Months Ended October 31, 2009

U.S. and international credit markets experienced high levels of volatility in the fiscal year ended October 31, 2009. Investor appetite for credit risk returned as the year progressed, and credit spreads narrowed significantly. Over the course of the year the U.S. Federal Reserve lowered the target rate for federal funds from 1.00% on October 31, 2008 to between 0% and 0.25% by October 31, 2009, and continued to add liquidity into the financial system through various loan programs and capital injections into financial institutions. Central banks around the world took similar actions to loosen credit markets. The three-month London Interbank Offered Rate (LIBOR), a widely-used benchmark of short-term interest rates, fell 275 basis points during the 12 months ended October 31, 2009, while the yield on ten-year U.S. Treasury notes declined 57 basis points. The yield curve remained upwardly sloped throughout the year.

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	10/31/09	10/31/08	Change
Three-Month LIBOR (yield)	0.28%	3.03%	–90.76%
Ten-Year U.S. Treasury Notes (yield)	3.38%	3.95%	–14.43%

Source: Bloomberg. “Change” values are calculated prior to rounding.

There is generally an inverse relationship between interest rates and bond prices, such that bond prices fall when interest rates rise. For the fiscal year under review, changes in interest rates and bond prices were more pronounced in some parts of the yield curve than others. For the 12 months ended October 31, 2009, total returns were 0.32% for three-month U.S. Treasury bills, 6.77% for five-year U.S. Treasury notes, and 5.57% for thirty-year U.S. Treasury bonds.

Some of the Advisor’s fixed income strategies are based on a shifting-maturity strategy that identifies the maturity range with the highest risk-adjusted expected return. When the yield curve is flat or inverted, short-term securities are believed to offer the most attractive opportunity on a risk-adjusted basis. When the yield curve is upwardly sloped, maturities are lengthened to achieve higher returns associated with longer maturities. During the period under review, weighted average maturities of most Portfolios lengthened, reflecting upwardly sloped yield curves in the U.S.

Fixed Income Portfolio Performance Overview

DFA One-Year Fixed Income Portfolio

The DFA One-Year Fixed Income Portfolio seeks to maximize risk-adjusted total returns from a universe of high-quality fixed income securities with an average maturity of one year or less. The investment strategy shifts maturities based on changes in the yield curve. Using current prices, the strategy creates a matrix of expected returns from different buy and sell strategies, and identifies the maturity range for the highest risk-adjusted expected returns according to the variable maturity model. Maturities are shifted if expected premiums can be documented. The average maturity of the Portfolio increased to 340 days on October 31, 2009, from 265 days on October 31, 2008.

For the 12 months ended October 31, 2009 the total return was 3.80% for the Portfolio, 1.05% for the BofA Merrill Lynch Six-Month U.S. Treasury Bill Index, and 1.86% for the BofA Merrill Lynch One-Year U.S. Treasury Note Index. During the period, interest rates declined but maintained a positive expected return premium. Relative to the Indexes, the Portfolio benefited from exposure to securities with higher credit risk premium. The Portfolio had exposure to corporate and agency debt, which significantly outperformed Treasury debt during the period of tightening credit spreads. Additionally, the Portfolio benefited from the period of falling interest rates, as it maintained a higher average maturity than the BofA Merrill Lynch Six-Month U.S. Treasury Bill Index and had allocations to 1-2 year maturity securities, which significantly outperformed less-than-1-year maturity securities. The benchmarks had no exposure to securities with maturities of over one year.

DFA Two-Year Global Fixed Income Portfolio

The DFA Two-Year Global Fixed Income Portfolio seeks to maximize risk-adjusted returns from a universe of U.S. and foreign government securities, high-quality corporate securities, and currency-hedged global fixed income instruments maturing in two years or less. Eligible countries include but are not limited to Australia, Canada, Denmark, France, Germany, Japan, the Netherlands, Norway, Sweden, Switzerland, the United Kingdom, and the United States. The investment strategy shifts maturities based on changes in the yield curve. Using current prices, the strategy creates a matrix of expected returns from different buy and sell strategies and identifies the maturity range for the highest risk-adjusted expected returns according to the variable maturity model. Maturities are shifted if expected premiums can be documented. The average maturity of the Portfolio increased to 1.46 years on October 31, 2009, from 0.74 years on October 31, 2008.

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For the 12 months ended October 31, 2009 the total return was 3.71% for the Portfolio and 3.42% for the Citigroup World Government Bond Index 1-3 Years (hedged). Relative to the Index, outperformance of the Portfolio was primarily due to structural and maturity differences between the Portfolio and Index. A higher exposure to government agency securities, which outperformed sovereign government debt, had a positive impact on the relative performance. The Portfolio had an average duration of 1.42 years on October 31, 2009 compared to 1.89 years for the Index, which limited relative returns in a falling interest rate environment.

DFA Selectively Hedged Global Fixed Income Portfolio

The DFA Selectively Hedged Global Fixed Income Portfolio seeks to maximize risk-adjusted returns from a universe of U.S. and foreign government securities, high-quality corporate securities, and global fixed income instruments maturing in two years or less. It hedges foreign currency exposure on a selective basis to capture the higher interest rates that may be offered in foreign yield curves. Eligible countries include but are not limited to Australia, Canada, Denmark, the EMU countries, Japan, Sweden, Switzerland, the United Kingdom, and the United States. The investment strategy shifts maturities based on changes in the yield curve. Using current prices, the strategy creates a matrix of expected returns from different buy and sell strategies and identifies the maturity range for the highest risk-adjusted expected returns according to the variable maturity model. Maturities are shifted if expected premiums can be documented. The average maturity of the Portfolio increased to 1.31 years on October 31, 2009, from 0.47 years on October 31, 2008.

For the 12 months ended October 31, 2009, total returns were 12.23% for the Portfolio and 12.18% for the Citigroup World Government Bond Index 1-3 Years (unhedged). Relative to the Index, outperformance of the Portfolio was primarily due to differences in currency exposures. In particular, the Portfolio was aided by its unhedged Australian Dollar, New Zealand Dollar and Norwegian Krone holdings.

DFA Five-Year Government Portfolio

The DFA Five-Year Government Portfolio seeks to maximize risk-adjusted total returns from a universe of U.S. government securities maturing in five years or less. The investment strategy shifts maturities based on changes in the yield curve. Using current prices, the strategy creates a matrix of expected returns from different buy and sell strategies, and identifies the maturity range for the highest risk-adjusted expected returns according to the variable maturity model. Maturities are shifted if expected premiums can be documented. The average maturity of the Portfolio decreased to 3.06 years on October 31, 2009 from 3.46 years on October 31, 2008.

For the 12 months ended October 31, 2009, total returns were 7.27% for the Portfolio and 4.56% for the BofA Merrill Lynch US Treasury/Agency Index 1-5 Years. Relative to the Index, outperformance by the Portfolio was primarily due to structural differences. The Portfolio had much higher exposure to agency debt, which significantly outperformed Treasury debt during the period of significantly tightening credit spreads. Interest rates declined during the period, but the yield curve continued to be upwardly-sloped and exhibited positive expected term premium. The Portfolio also benefited from a longer duration than the Index during the period when interest rates declined.

DFA Five-Year Global Fixed Income Portfolio

The DFA Five-Year Global Fixed Income Portfolio seeks to maximize risk-adjusted returns from a universe of U.S. and foreign government securities, high-quality corporate securities, and currency-hedged global fixed income instruments maturing in five years or less. Eligible countries include but are not limited to Australia, Canada, Denmark, France, Germany, Japan, the Netherlands, Norway, Sweden, Switzerland, the United Kingdom, and the United States. The investment strategy shifts maturities based on changes in the yield curve. Using current prices, the strategy creates a matrix of expected returns from different buy and sell strategies and identifies the maturity range for the highest risk-adjusted expected returns according to the variable maturity model. Maturities are shifted if expected premiums can be documented. The average maturity of the Portfolio increased from 2.46 years on October 31, 2008 to 3.52 years on October 31, 2009.

30

For the 12 months ended October 31, 2009 the total return was 7.74% for the Portfolio and 4.26% for the Citigroup World Government Bond Index 1-5 Years (hedged). Relative to the Index, outperformance by the Portfolio was primarily due to structural and maturity differences. A higher exposure to government agency and corporate securities, during a period when credit spreads narrowed relative to sovereign governments, contributed to the outperformance.

DFA Intermediate Government Fixed Income Portfolio

The DFA Intermediate Government Fixed Income Portfolio seeks to provide a market rate of return and current income from investing generally in U.S. Treasury and government agency issues with maturities of between five and fifteen years. The investment strategy maintains a relatively constant average maturity. The average maturity of the Portfolio decreased to 5.83 years on October 31, 2009 from 6.37 years on October 31, 2008.

For the 12 months ended October 31, 2009, total returns were 10.71% for the Portfolio and 7.05% for the Barclays Capital U.S. Government Bond Index. The Portfolio’s outperformance was primarily due to a much higher allocation to agency debt, which significantly outperformed Treasury debt during the period of tightening credit spreads. The Portfolio also benefited from the period of falling interest rates, as it had a higher allocation to securities with maturities greater than ten years.

DFA Short-Term Extended Quality Portfolio

The DFA Short-Term Extended Quality Fixed Income Portfolio seeks to maximize total returns from a universe of U.S. and foreign corporate debt securities with an investment grade credit rating. The Portfolio emphasizes investment grade obligations rated in the lower half of the investment grade spectrum. However, the Portfolio will not emphasize investment grade obligations rated in the lower half of the investment grade spectrum when the Advisor believes the credit risk premium does not warrant the investment. The Portfolio primarily invests in securities that mature within five years from the date of settlement, and seeks to maintain an average portfolio duration of approximately three years or less. The Portfolio hedges foreign currency risks. The average maturity of the Portfolio was 3.12 years on October 31, 2009.

From the Portfolio’s inception on March 4, 2009, through October 31, 2009, total returns were 7.49% for the Portfolio and 5.24% for the BofA Merrill Lynch US Corporate and Government Index 1-5 Years. Relative to the Index, the Portfolio’s outperformance was primarily due to its significant overweight in corporate securities during the period when corporate securities outperformed government securities. The Portfolio’s average duration remained close to 2.8 years over the period as upwardly sloped yield curves exhibited positive expected return premiums.

DFA Inflation-Protected Securities Portfolio

The DFA Inflation-Protected Securities Portfolio seeks to provide inflation protection and current income from investing generally in inflation-protected securities issued by the US government and its agencies and instrumentalities with maturities of between five and twenty years. The investment strategy maintains a relatively constant average maturity. The average maturity of the Portfolio increased to 8.73 years on October 31, 2009, from 8.60 years on October 31, 2008.

For the 12 months ended October 31, 2009, total returns were 17.70% for the Portfolio and 17.15% for the Barclays Capital U.S. TIPS Index. The Portfolio’s outperformance was primarily due to structural differences with the Index. A much lower allocation to short-term securities, which underperformed intermediate and long-term securities during the period of falling interest rates, contributed to the outperformance.

DFA Short-Term Municipal Bond Portfolio

The DFA Short-Term Municipal Bond Portfolio seeks to provide a market rate of return from a universe of high-quality municipal securities providing current income exempt from federal personal income tax. The weighted average maturity of the Portfolio generally will not exceed three years. The average maturity of the Portfolio increased to 2.78 years on October 31, 2009 from 1.53 years on October 31, 2008.

31

For the 12 months ended October 31, 2009, total returns were 4.32% for the Portfolio and 7.34% for the Barclays Capital Municipal Bond Index 3 Years. Municipal interest rates decreased significantly during the period, and the Portfolio’s relative underperformance was primarily due to its shorter duration.

DFA California Short-Term Municipal Bond Portfolio

The DFA California Short-Term Municipal Bond Portfolio seeks to provide a market rate of return from a universe of municipal securities providing current income exempt from federal personal income taxes and California state personal income taxes. The weighted average maturity of the Portfolio generally will not exceed three years. The average maturity increased to 2.78 years on October 31, 2009, from 2.12 years on October 31, 2008.

For the 12 months ended October 31, 2009, total returns were 4.91% for the Portfolio and 5.37% for the BofA Merrill Lynch California Municipal Bond Index 1-3 Years. California municipal interest rates decreased significantly during the period, and the Portfolio’s 25% average allocation to securities with maturities of less than one year contributed to the relative underperformance.

Sources: Citigroup bond indexes copyright 2009 by Citigroup. Barclays Capital data, formerly Lehman Brothers, provided by Barclays Bank PLC. The Merrill Lynch Indices are used with permission; copyright 2009 Merrill Lynch, Pierce, Fenner & Smith Incorporated; all rights reserved.

32

DFA INVESTMENT DIMENSIONS GROUP INC.

DISCLOSURE OF FUND EXPENSES

(Unaudited)

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

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

Actual Fund Return

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

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

Hypothetical Example for Comparison Purposes

This section is intended to help you compare your fund’s costs with those of other mutual funds. The hypothetical “Ending Account Value” and “Expenses Paid During Period” are derived from the fund’s actual expense ratio and an assumed 5% annual return before expenses. In this case, because the return used is not the fund’s actual return, the results do not apply to your investment. The example is useful in making comparisons because the SEC requires all mutual funds to calculate expenses based on a 5% annual return. You can assess your fund’s 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, 2009

EXPENSE TABLES

	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*		Expenses Paid During Period*
U.S. Large Company Portfolio**
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,200.60	0.15	%	$	0.83
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.45	0.15	%	$	0.77

33

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Enhanced U.S. Large Company Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,216.90	0.30%	$1.68
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.69	0.30%	$1.53
U.S. Large Cap Value Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,241.40	0.30%	$1.69
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.69	0.30%	$1.53
U.S. Targeted Value Portfolio
Actual Fund Return
Class R1 Shares	$1,000.00	$1,189.10	0.52%	$2.87
Class R2 Shares	$1,000.00	$1,189.90	0.68%	$3.75
Institutional Class Shares	$1,000.00	$1,190.70	0.42%	$2.32
Hypothetical 5% Annual Return
Class R1 Shares	$1,000.00	$1,022.58	0.52%	$2.65
Class R2 Shares	$1,000.00	$1,021.78	0.68%	$3.47
Institutional Class Shares	$1,000.00	$1,023.09	0.42%	$2.14
U.S. Small Cap Value Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,214.80	0.54%	$3.01
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.48	0.54%	$2.75
U.S. Core Equity 1 Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,194.80	0.23%	$1.27
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,024.05	0.23%	$1.17
U.S. Core Equity 2 Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,192.60	0.25%	$1.38
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.95	0.25%	$1.28
U.S. Vector Equity Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,196.70	0.36%	$1.99
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.39	0.36%	$1.84

34

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
T.A. U.S. Core Equity 2 Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,188.30	0.29%	$1.60
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.74	0.29%	$1.48
U.S. Small Cap Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,200.50	0.40%	$2.22
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.19	0.40%	$2.04
U.S. Micro Cap Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,175.90	0.55%	$3.02
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.43	0.55%	$2.80
DFA Real Estate Securities Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,270.00	0.37%	$2.12
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.34	0.37%	$1.89
Large Cap International Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,299.90	0.32%	$1.86
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.59	0.32%	$1.63
International Core Equity Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,347.00	0.42%	$2.48
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.09	0.42%	$2.14
T.A. World ex U.S. Core Equity Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,363.10	0.51%	$3.04
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.63	0.51%	$2.60
International Small Company Portfolio***
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,372.40	0.57%	$3.41
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.33	0.57%	$2.91

35

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Japanese Small Company Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,226.20	0.57%	$3.20
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.33	0.57%	$2.91
Asia Pacific Small Company Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,670.90	0.64%	$4.31
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,021.98	0.64%	$3.26
United Kingdom Small Company Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,334.70	0.62%	$3.65
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.08	0.62%	$3.16
Continental Small Company Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,394.00	0.62%	$3.74
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.08	0.62%	$3.16
DFA International Real Estate Securities Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,459.60	0.43%	$2.67
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.04	0.43%	$2.19
DFA Global Real Estate Securities Portfolio***
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,360.90	0.47%	$2.80
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.84	0.47%	$2.40
DFA International Small Cap Value Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,360.20	0.71%	$4.22
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,021.63	0.71%	$3.62
International Vector Equity Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,359.20	0.60%	$3.57
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.18	0.60%	$3.06

36

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/09	Ending Account Value 10/31/09	Annualized Expense Ratio*	Expenses Paid During Period*
Emerging Markets Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,380.80	0.62%	$3.72
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,022.08	0.62%	$3.16
Emerging Markets Small Cap Portfolio**
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,509.00	0.80%	$5.06
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,021.17	0.80%	$4.08
Emerging Markets Core Equity Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,422.40	0.67%	$4.09
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,021.83	0.67%	$3.41
DFA One-Year Fixed Income Portfolio****
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,013.20	0.22%	$1.12
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,024.10	0.22%	$1.12
DFA Two-Year Global Fixed Income Portfolio****
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,013.30	0.22%	$1.12
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,024.10	0.22%	$1.12
DFA Selectively Hedged Global Fixed Income Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,091.70	0.26%	$1.37
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.89	0.26%	$1.33
DFA Five-Year Government Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,018.90	0.27%	$1.37
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.84	0.27%	$1.38
DFA Five-Year Global Fixed Income Portfolio
Actual Fund Return
Institutional Class Shares	$1,000.00	$1,037.70	0.32%	$1.64
Hypothetical 5% Annual Return
Institutional Class Shares	$1,000.00	$1,023.59	0.32%	$1.63

37

DISCLOSURE OF FUND EXPENSES

CONTINUED

	Beginning Account Value 05/01/09		Ending Account Value 10/31/09		Annualized Expense Ratio*	Expenses Paid During Period*
DFA Intermediate Government Fixed Income Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,026.90	0.16%	$0.82
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.40	0.16%	$0.82
DFA Short-Term Extended Quality Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,060.60	0.22%	$1.14
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.10	0.22%	$1.12
DFA Inflation-Protected Securities Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,066.20	0.17%	$0.89
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,024.35	0.17%	$0.87
DFA Short-Term Municipal Bond Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,010.10	0.26%	$1.32
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,023.89	0.26%	$1.33
DFA California Short-Term Municipal Bond Portfolio
Actual Fund Return
Institutional Class Shares	$	1,000.00	$	1,009.70	0.27%	$1.37
Hypothetical 5% Annual Return
Institutional Class Shares	$	1,000.00	$	1,023.84	0.27%	$1.38

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

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

**** Effective October 23, 2009, the Portfolio invests directly in securities rather than through the Master Fund. The expenses shown reflect the direct expenses of the Portfolio and the indirect payments of the Portfolio’s portion of the expenses, for the period May 1, 2009 through October 22, 2009 of the Master Fund (Affiliated Investment Company).

38

DFA INVESTMENT DIMENSIONS GROUP INC.

DISCLOSURE OF PORTFOLIO HOLDINGS

(Unaudited)

The SEC requires that all Funds file a complete Schedule of Investments with the SEC for their first and third fiscal quarters on Form N-Q. For DFA Investment Dimensions Group Inc., this would be for the fiscal quarters ending January 31 and July 31. The Form N-Q filing must be made within 60 days of the end of the quarter. DFA Investment Dimensions Group Inc. filed its most recent Form N-Q with the SEC on September 29, 2009. It is available upon request, without charge, by calling collect: (512) 306-7400 or by mailing a request to Dimensional Fund Advisors LP, 6300 Bee Cave Road, Building One, Austin, Texas 78746, or by visiting the SEC’s website at http://www.sec.gov, or they may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C. (call 1-800-732-0330 for information on the operation of the Public Reference Room).

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

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

PORTFOLIO HOLDINGS

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

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

FEEDER FUNDS

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

39

DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

DOMESTIC AND INTERNATIONAL EQUITY PORTFOLIOS

U.S. Targeted Value Portfolio
Consumer Discretionary	18.1%
Consumer Staples	3.5%
Energy	8.5%
Financials	22.6%
Health Care	7.3%
Industrials	14.8%
Information Technology	18.2%
Materials	6.2%
Telecommunication Services	0.3%
Utilities	0.5%
	100.0%

U.S. Small Cap Value Portfolio
Consumer Discretionary	18.3%
Consumer Staples	3.0%
Energy	8.7%
Financials	22.6%
Health Care	6.1%
Industrials	18.2%
Information Technology	16.5%
Materials	6.3%
Other	—
Telecommunication Services	0.3%
Utilities	—
	100.0%

U.S. Core Equity 1 Portfolio
Consumer Discretionary	12.7%
Consumer Staples	9.0%
Energy	10.1%
Financials	15.7%
Health Care	11.6%
Industrials	12.1%
Information Technology	17.3%
Materials	4.9%
Other	—
Telecommunication Services	2.7%
Utilities	3.9%
	100.0%

U.S. Core Equity 2 Portfolio
Consumer Discretionary	14.5%
Consumer Staples	7.2%
Energy	10.4%
Financials	19.4%
Health Care	10.1%
Industrials	12.9%
Information Technology	14.6%
Materials	5.2%
Other	—
Telecommunication Services	3.1%
Utilities	2.6%
	100.0%

U.S. Vector Equity Portfolio
Consumer Discretionary	16.3%
Consumer Staples	5.2%
Energy	10.0%
Financials	23.3%
Health Care	8.9%
Industrials	13.0%
Information Technology	14.3%
Materials	5.6%
Other	—
Telecommunication Services	1.9%
Utilities	1.5%
	100.0%

T.A. U.S. Core Equity 2 Portfolio
Consumer Discretionary	14.8%
Consumer Staples	6.8%
Energy	10.3%
Financials	18.5%
Health Care	10.3%
Industrials	13.5%
Information Technology	14.8%
Materials	4.8%
Telecommunication Services	3.4%
Utilities	2.8%
	100.0%

U.S. Small Cap Portfolio
Consumer Discretionary	18.1%
Consumer Staples	4.2%
Energy	5.6%
Financials	12.8%
Health Care	13.0%
Industrials	17.3%
Information Technology	20.6%
Materials	5.0%
Other	—
Telecommunication Services	1.1%
Utilities	2.3%
	100.0%

U.S. Micro Cap Portfolio
Consumer Discretionary	17.6%
Consumer Staples	4.8%
Energy	3.5%
Financials	14.5%
Health Care	14.5%
Industrials	16.7%
Information Technology	21.3%
Materials	4.2%
Other	—
Telecommunication Services	1.2%
Utilities	1.7%
	100.0%

DFA Real Estate Securities Portfolio
Real Estate Investment Trusts	100.0%
	100.0%

Large Cap International Portfolio
Consumer Discretionary	9.3%
Consumer Staples	9.5%
Energy	9.9%
Financials	25.7%
Health Care	7.5%
Industrials	10.9%
Information Technology	4.9%
Materials	10.8%
Other	—
Real Estate Investment Trusts	—
Telecommunication Services	6.0%
Utilities	5.5%
	100.0%

International Core Equity Portfolio
Consumer Discretionary	13.3%
Consumer Staples	6.8%
Energy	8.4%
Financials	26.8%
Health Care	4.1%
Industrials	16.2%
Information Technology	5.4%
Materials	13.0%
Other	0.1%
Real Estate Investment Trusts	—
Telecommunication Services	3.1%
Utilities	2.8%
	100.0%

T.A. World ex U.S. Core Equity Portfolio
Consumer Discretionary	12.7%
Consumer Staples	6.3%
Energy	7.4%
Financials	27.0%
Health Care	4.0%
Industrials	16.1%
Information Technology	6.5%
Materials	14.3%
Other	0.1%
Real Estate Investment Trusts	—
Telecommunication Services	2.8%
Utilities	2.8%
	100.0%

40

DISCLOSURE OF PORTFOLIO HOLDINGS

CONTINUED

DFA International Real Estate Securities Portfolio
Financials	5.3%
Other	—
Real Estate Investment Trusts	94.7%
	100.0%

DFA International Small Cap Value Portfolio
Consumer Discretionary	18.4%
Consumer Staples	6.9%
Energy	4.4%
Financials	21.4%
Health Care	1.8%
Industrials	23.3%
Information Technology	5.7%
Materials	17.2%
Other	0.1%
Real Estate Investment Trusts	0.1%
Telecommunication Services	0.3%
Utilities	0.4%
	100.0%

International Vector Equity Portfolio
Consumer Discretionary	15.2%
Consumer Staples	5.9%
Energy	6.8%
Financials	26.2%
Health Care	3.5%
Industrials	18.0%
Information Technology	6.1%
Materials	15.1%
Other	0.1%
Real Estate Investment Trusts	—
Telecommunication Services	1.7%
Utilities	1.4%
	100.0%

Emerging Markets Core Equity Portfolio
Consumer Discretionary	10.2%
Consumer Staples	6.6%
Energy	9.1%
Financials	23.5%
Health Care	3.7%
Industrials	11.3%
Information Technology	9.9%
Materials	16.2%
Other	0.1%
Real Estate Investment Trusts	—
Telecommunication Services	5.9%
Utilities	3.5%
	100.0%

FIXED INCOME PORTFOLIOS

Enhanced U.S. Large Company Portfolio
Corporate	20.2%
Government	21.0%
Foreign Corporate	19.7%
Foreign Government	34.3%
Supranational	4.8%
	100.0%

DFA One-Year Fixed Income Portfolio
Corporate	43.2%
Government	39.5%
Foreign Corporate	7.2%
Foreign Government	9.8%
Supranational	0.3%
	100.0%

DFA Two-Year Global Fixed Income Portfolio
Corporate	13.2%
Government	36.7%
Foreign Corporate	13.4%
Foreign Government	35.1%
Supranational	1.6%
	100.0%

DFA Selectively Hedged Global Fixed Income Portfolio
Corporate	13.2%
Government	25.9%
Foreign Corporate	20.5%
Foreign Government	30.5%
Supranational	9.9%
	100.0%

DFA Five-Year Government Portfolio
Government	100.0%
	100.0%

DFA Five-Year Global Fixed Income Portfolio
Corporate	16.4%
Government	29.9%
Foreign Corporate	18.7%
Foreign Government	22.3%
Supranational	12.7%
	100.0%

DFA Intermediate Government Fixed Income Portfolio
Government	100.0%
	100.0%

DFA Short-Term Extended Quality Portfolio
Corporate	59.8%
Government	6.7%
Foreign Corporate	13.8%
Foreign Government	18.3%
Supranational	1.4%
	100.0%

DFA Inflation-Protected Securities Portfolio
Government	100.0%
	100.0%

DFA Short-Term Municipal Bond Portfolio
Muni Insured	30.3%
Muni G.O. Local	30.0%
Muni G.O. State	27.6%
Muni Revenue	12.1%
	100.0%

DFA California Short-Term Municipal Bond Portfolio
Muni Insured	57.6%
Muni G.O. Local	14.4%
Muni G.O. State	15.7%
Muni Revenue	12.3%
	100.0%

41

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULE OF INVESTMENTS

October 31, 2009

U.S. LARGE COMPANY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The U.S. Large Company Series of The DFA Investment Trust Company	$	2,719,708,191
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $2,707,794,365)	$	2,719,708,191

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	2,719,708,191	—	—	$	2,719,708,191

See accompanying Notes to Financial Statements.

42

ENHANCED U.S. LARGE COMPANY PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount^	Value†
	(000)
BONDS — (70.1%)
AUSTRALIA — (4.8%)
Australia & New Zealand Banking Group, Ltd.
(u)     4.875%, 11/08/10	3,258	$	3,351,439
(u)     5.500%, 05/24/11	1,000		1,052,732
Commonwealth Bank of Australia
(u)     4.750%, 01/27/11	434		447,160
(g)     6.000%, 03/18/11	1,000		1,729,714
National Australia Bank, Ltd.
(u)     5.125%, 03/08/10	1,500		1,520,665
TOTAL AUSTRALIA			8,101,710
AUSTRIA — (3.4%)
ASFINAG
(u)     4.750%, 11/17/10	3,500		3,639,191
Oesterreichische Kontrollbank AG
(u)     2.875%, 03/15/11	1,000		1,030,422
Republic of Austria
(u)     4.375%, 08/30/10	1,000		1,030,087
TOTAL AUSTRIA			5,699,700
CANADA — (8.1%)
Canada Housing Trust
4.600%, 09/15/11	2,000		1,956,934
Canadian Government Bond
1.250%, 06/01/11	2,500		2,318,747
Ontario, Province of Canada
(u)     3.125%, 09/08/10	3,400		3,475,361
Royal Bank of Canada
(u)     5.650%, 07/20/11	1,500		1,611,332
(e)     5.750%, 07/25/11	2,000		3,130,774
Toronto-Dominion Bank
(g)     6.875%, 06/24/11	650		1,147,065
TOTAL CANADA			13,640,213
FRANCE — (3.1%)
Agence Francaise de Developpement
(u)     4.125%, 06/24/11	1,500		1,565,511
Caisse D’amortissement de la Dette Sociale
(u)     4.250%, 11/08/10	3,500		3,615,916
TOTAL FRANCE			5,181,427

	Face Amount^	Value†
	(000)
GERMANY — (7.4%)
Kreditanstalt fuer Wiederaufbau
(u)     4.625%, 01/20/11	3,000	$	3,132,237
(g)     4.375%, 03/07/11	600		1,024,404
Landeskreditbank Baden-Wuerttemberg Foerderbank
(u)     3.250%, 10/29/10	4,000		4,089,112
Landwirtschaftliche Rentenbank
(u)     4.250%, 01/21/11	4,000		4,156,204
TOTAL GERMANY			12,401,957
JAPAN — (0.6%)
Japan Finance Corp.
(u)     2.000%, 06/24/11	1,000		1,015,621
NETHERLANDS — (10.0%)
Bank Nederlandse Gemeenten
(u)     3.375%, 12/15/10	3,000		3,076,824
(u)     3.375%, 01/18/11	800		822,731
Deutsche Bahn Finance
(u)     5.125%, 01/05/11	4,500		4,678,285
Nederlandse Waterschapsbank
(u)     2.875%, 06/16/11	4,000		4,100,980
Rabobank Nederland
(u)     5.000%, 02/15/11	2,200		2,306,971
(g)     5.000%, 04/11/11	1,000		1,708,046
TOTAL NETHERLANDS			16,693,837
NORWAY — (2.5%)
Kommunalbanken
(u)     3.250%, 06/15/11	4,000		4,129,264
SPAIN — (2.7%)
Instituto de Credito Oficial
(u)     4.625%, 10/26/10	3,400		3,519,112
(u)     1.875%, 04/15/11	1,000		1,013,200
TOTAL SPAIN			4,532,312
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (4.6%)
Council of Europe Development Bank
(u)     6.125%, 01/25/11	2,000		2,121,490
Inter-American Development Bank
(u)     5.000%, 04/05/11	1,500		1,586,520

43

ENHANCED U.S. LARGE COMPANY PORTFOLIO

CONTINUED

	Face Amount^	Value†
	(000)
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (Continued)
Nordic Investment Bank
(u)     4.875%, 03/15/11	3,840	$	4,060,401
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS			7,768,411
SWEDEN — (3.3%)
Kommuninvest I Sverige
(u)     5.375%, 06/15/11	1,000		1,061,023
Svensk Exportkredit AB
(u)     4.000%, 06/15/10	4,332		4,424,800
TOTAL SWEDEN			5,485,823
UNITED KINGDOM — (5.7%)
BP Capital Markets P.L.C. Floating Rate Note
(r)(u)1.293%, 03/17/11	2,000		2,027,078
Network Rail Infrastructure Finance P.L.C.
(u)     3.000%, 01/24/11	3,115		3,191,031
United Kingdom Gilt
9.000%, 07/12/11	2,300		4,272,379
TOTAL UNITED KINGDOM			9,490,488
UNITED STATES — (13.9%)
CME Group, Inc. Floating Rate Note
(r)      1.121%, 08/06/10	$4,000		4,019,660
General Electric Capital Corp. Floating Rate Note
(r)      0.933%, 02/01/11	4,000		3,982,756
John Deere Capital Corp. Floating Rate Note
(r)      0.837%, 02/26/10	4,000		4,005,840
JPMorgan Chase & Co. Floating Rate Note
(r)      0.781%, 11/19/09	2,000		2,000,504
(r)      1.050%, 06/13/11	1,800		1,812,994
Procter & Gamble International Funding Floating Rate Note
(r)      0.478%, 05/07/10	400		399,620
Toyota Motor Credit Corp. Floating Rate Note
(r)      0.345%, 06/16/10	1,000		1,000,631
(r)      0.384%, 10/04/11	2,000		1,996,186

	Face Amount		Value†
	(000)
UNITED STATES — (Continued)
Wells Fargo Bank & Co.
4.625%, 08/09/10	$	4,000	$	4,121,152
TOTAL UNITED STATES				23,339,343
TOTAL BONDS				117,480,106
AGENCY OBLIGATIONS — (18.0%)
Federal Farm Credit Bank
1.125%, 10/03/11		2,000		1,998,506
Federal Home Loan Bank
1.625%, 03/16/11		1,000		1,013,162
1.375%, 05/16/11		1,500		1,514,568
3.750%, 09/09/11		2,000		2,105,046
v     3.625%, 09/16/11		4,200		4,414,070
Federal Home Loan Bank Discount Note
(y)     0.077%, 12/11/09		15,000		14,999,028
Federal Home Loan Mortgage Corporation
6.000%, 06/15/11		1,000		1,083,118
Federal National Mortgage Association
3.375%, 05/19/11		3,000		3,122,145
TOTAL AGENCY OBLIGATIONS				30,249,643
COMMERCIAL PAPER — (8.4%)
Bank of America Corp.
0.100%, 11/02/09		2,500		2,499,986
Caisse Cent Desjardins Du Quebec
0.310%, 11/19/09		2,000		1,999,728
Ireland
0.400%, 11/20/09		2,000		1,999,711
PACCAR Financial Corp.
0.200%, 12/17/09		2,000		1,999,408
Procter & Gamble International Funding
0.220%, 11/02/09		2,000		1,999,971
Queensland Treasury Corp.
0.190%, 12/15/09		2,000		1,999,438
Total Capital
0.170%, 12/30/09		1,500		1,499,570
TOTAL COMMERCIAL PAPER				13,997,812
	Shares
EXCHANGE-TRADED FUND — (2.7%)
UNITED STATES — (2.7%)
SPDR Trust Series I		44,100		4,566,996

44

ENHANCED U.S. LARGE COMPANY PORTFOLIO

CONTINUED

	Shares	Value†
TEMPORARY CASH INVESTMENTS — (0.8%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares	1,327,514	$	1,327,514

	Value†
TOTAL INVESTMENTS — (100.0%) (Cost $165,748,889)	$	167,622,071

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Bonds	$	—	$	117,480,106	—	$	117,480,106
Agency Obligations		—		30,249,643	—		30,249,643
Commercial Paper		—		13,997,812	—		13,997,812
Exchange-Traded Fund		4,566,996		—	—		4,566,996
Temporary Cash Investments		1,327,514		—	—		1,327,514
Other Financial Instruments**		1,705,113		38,625	—		1,743,738
TOTAL	$	7,599,623	$	161,766,186	—	$	169,365,809

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

See accompanying Notes to Financial Statements.

45

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULE OF INVESTMENTS

October 31, 2009

U.S. LARGE CAP VALUE PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The U.S. Large Cap Value Series of The DFA Investment Trust Company	$	5,864,670,633
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $4,959,195,121)	$	5,864,670,633

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	5,864,670,633	—	—	$	5,864,670,633

See accompanying Notes to Financial Statements.

46

U.S. TARGETED VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (83.3%)
Consumer Discretionary — (15.1%)
#*AutoNation, Inc.	285,685	$	4,925,209	0.3%
Cinemark Holdings, Inc.	382,492		4,433,082	0.3%
#*Collective Brands, Inc.	278,432		5,164,914	0.4%
#Jarden Corp.	239,973		6,572,860	0.5%
#*Mohawk Industries, Inc.	102,954		4,409,520	0.3%
#*Penske Automotive Group, Inc.	322,318		5,047,500	0.3%
Phillips-Van Heusen Corp.	104,053		4,177,728	0.3%
#*Royal Caribbean Cruises, Ltd.	278,627		5,636,624	0.4%
#*Toll Brothers, Inc.	269,219		4,662,873	0.3%
#Whirlpool Corp.	110,030		7,877,048	0.5%
#Wyndham Worldwide Corp.	271,939		4,636,560	0.3%
Other Securities			211,275,934	14.2%
Total Consumer Discretionary			268,819,852	18.1%
Consumer Staples — (2.9%)
*Constellation Brands, Inc. Class A	282,958		4,476,396	0.3%
Del Monte Foods Co.	386,240		4,171,392	0.3%
#PepsiAmericas, Inc.	160,714		4,699,277	0.3%
Other Securities			38,325,835	2.6%
Total Consumer Staples			51,672,900	3.5%
Energy — (7.1%)
#Cimarex Energy Co.	126,477		4,952,839	0.3%
#Pioneer Natural Resources Co.	149,975		6,165,472	0.4%
*Plains Exploration & Production Co.	155,941		4,132,436	0.3%
*Whiting Petroleum Corp.	72,600		4,094,640	0.3%
Other Securities			106,147,722	7.2%
Total Energy			125,493,109	8.5%
Financials — (18.9%)
American Financial Group, Inc.	221,530		5,449,638	0.3%
#*AmeriCredit Corp.	308,822		5,450,708	0.4%
First American Corp.	179,565		5,456,980	0.4%
*First Horizon National Corp.	346,956		4,104,489	0.3%
Genworth Financial, Inc.	545,763		5,796,003	0.4%
Hanover Insurance Group, Inc.	99,669		4,192,078	0.3%
HCC Insurance Holdings, Inc.	177,467		4,683,354	0.3%
Huntington Bancshares, Inc.	1,168,996		4,453,875	0.3%
#Old Republic International Corp.	431,692		4,610,471	0.3%
Reinsurance Group of America, Inc.	119,151		5,492,861	0.4%
Transatlantic Holdings, Inc.	115,613		5,838,456	0.4%
White Mountains Insurance Group, Ltd.	15,966		4,952,174	0.3%
Other Securities			274,940,649	18.5%
Total Financials			335,421,736	22.6%
Health Care — (6.1%)
#*Community Health Systems, Inc.	178,748		5,591,237	0.4%
#*Inverness Medical Innovations, Inc.	131,000		4,979,310	0.3%
*King Pharmaceuticals, Inc.	479,100		4,853,283	0.3%
Other Securities			92,153,883	6.2%
Total Health Care			107,577,713	7.2%
Industrials — (12.3%)
Applied Industrial Technologies, Inc.	202,120		4,088,888	0.3%
Masco Corp.	483,152		5,677,036	0.4%
#Ryder System, Inc.	101,652		4,121,989	0.3%

47

U.S. TARGETED VALUE PORTFOLIO

CONTINUED

	Shares	Value†		Percentage of Net Assets**
Industrials — (Continued)
Other Securities		$	205,535,777	13.8%
Total Industrials			219,423,690	14.8%
Information Technology — (15.2%)
*3Com Corp.	1,419,866		7,298,111	0.5%
*Arrow Electronics, Inc.	227,021		5,752,712	0.4%
*Avnet, Inc.	196,527		4,869,939	0.3%
*Benchmark Electronics, Inc.	298,403		5,013,170	0.3%
#*Cypress Semiconductor Corp.	579,563		4,885,716	0.3%
*Euronet Worldwide, Inc.	170,179		4,024,733	0.3%
Fidelity National Information Services, Inc.	259,600		5,648,896	0.4%
*IAC/InterActiveCorp.	221,621		4,197,502	0.3%
*Ingram Micro, Inc.	317,283		5,600,045	0.4%
Jabil Circuit, Inc.	387,509		5,184,870	0.3%
#*Rovi Corp.	191,465		5,274,861	0.4%
*Tech Data Corp.	220,978		8,492,185	0.6%
Other Securities			203,236,729	13.7%
Total Information Technology			269,479,469	18.2%
Materials — (5.1%)
Cabot Corp.	204,579		4,486,417	0.3%
#MeadWestavco Corp.	313,877		7,165,812	0.5%
Other Securities			79,535,488	5.3%
Total Materials			91,187,717	6.1%
Telecommunication Services — (0.2%)
Other Securities			4,169,050	0.3%
Utilities — (0.4%)
Other Securities			7,562,210	0.5%
TOTAL COMMON STOCKS			1,480,807,446	99.8%
RIGHTS/WARRANTS — (0.0%)
Other Securities			969	0.0%
TEMPORARY CASH INVESTMENTS — (0.9%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares	15,296,895		15,296,895	1.0%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (15.8%)
§@DFA Short Term Investment Fund LP	278,907,219		278,907,219	18.8%
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $2,598,967 FHLMC 5.793%(r), 01/01/37, valued at $1,459,993) to be repurchased at $1,417,478	$1,417		1,417,469	0.1%
TOTAL SECURITIES LENDING COLLATERAL			280,324,688	18.9%
TOTAL INVESTMENTS — (100.0%) (Cost $1,874,838,984)		$	1,776,429,998	119.7%

48

U.S. TARGETED VALUE PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	268,812,122	$	7,730	—	$	268,819,852
Consumer Staples		51,672,900		—	—		51,672,900
Energy		125,493,109		—	—		125,493,109
Financials		335,421,736		—	—		335,421,736
Health Care		107,577,713		—	—		107,577,713
Industrials		219,423,690		—	—		219,423,690
Information Technology		269,476,519		2,950	—		269,479,469
Materials		91,187,717		—	—		91,187,717
Telecommunication Services		4,169,050		—	—		4,169,050
Utilities		7,562,210		—	—		7,562,210
Rights/Warrants		969		—	—		969
Temporary Cash Investments		15,296,895		—	—		15,296,895
Securities Lending Collateral		—		280,324,688	—		280,324,688
TOTAL	$	1,496,094,630	$	280,335,368	—	$	1,776,429,998

See accompanying Notes to Financial Statements.

49

U.S. SMALL CAP VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (86.3%)
Consumer Discretionary — (15.8%)
#American Greetings Corp. Class A	1,904,200	$	38,731,428	0.7%
Bob Evans Farms, Inc.	984,921		25,873,875	0.4%
Foot Locker, Inc.	2,143,946		22,468,554	0.4%
Jarden Corp.	1,909,448		52,299,781	0.9%
Jones Apparel Group, Inc.	1,788,255		31,991,882	0.6%
#*Penske Automotive Group, Inc.	2,028,957		31,773,467	0.6%
#Scholastic Corp.	1,711,917		42,575,376	0.7%
Other Securities			793,297,778	14.0%
Total Consumer Discretionary			1,039,012,141	18.3%
Consumer Staples — (2.6%)
#*Hain Celestial Group, Inc.	1,303,172		22,857,637	0.4%
#Universal Corp.	653,753		27,189,587	0.5%
Other Securities			119,553,794	2.1%
Total Consumer Staples			169,601,018	3.0%
Energy — (7.5%)
*Bristow Group, Inc.	929,038		27,081,458	0.5%
#*Helix Energy Solutions Group, Inc.	1,727,104		23,713,138	0.4%
#Overseas Shipholding Group, Inc.	736,187		28,895,340	0.5%
#*SEACOR Holdings, Inc.	312,838		25,424,344	0.5%
Other Securities			385,596,115	6.8%
Total Energy			490,710,395	8.7%
Financials — (19.5%)
#*AmeriCredit Corp.	2,109,220		37,227,733	0.7%
*Argo Group International Holdings, Ltd.	919,019		31,209,885	0.5%
Delphi Financial Group, Inc. Class A	1,232,969		26,755,427	0.5%
Infinity Property & Casualty Corp.	579,946		22,426,512	0.4%
*Navigators Group, Inc.	458,215		24,317,470	0.4%
#NewAlliance Bancshares, Inc.	3,348,207		37,098,134	0.6%
#*PHH Corp.	1,619,647		26,173,496	0.5%
#Prosperity Bancshares, Inc.	777,550		27,828,514	0.5%
Provident Financial Services, Inc.	2,524,606		27,139,514	0.5%
Selective Insurance Group, Inc.	1,931,259		29,586,888	0.5%
Unitrin, Inc.	1,168,143		22,895,603	0.4%
Washington Federal, Inc.	1,442,759		24,743,317	0.4%
#Wintrust Financial Corp.	865,512		24,416,094	0.4%
Other Securities			916,613,580	16.2%
Total Financials			1,278,432,167	22.5%
Health Care — (5.2%)
*Kindred Healthcare, Inc.	1,556,280		22,877,316	0.4%
#*LifePoint Hospitals, Inc.	1,732,785		49,089,799	0.9%
Other Securities			271,704,113	4.8%
Total Health Care			343,671,228	6.1%
Industrials — (15.8%)
#Alexander & Baldwin, Inc.	1,094,786		31,562,680	0.6%
#Applied Industrial Technologies, Inc.	1,273,350		25,759,871	0.4%
#Briggs & Stratton Corp.	1,918,846		35,882,420	0.6%
*EnerSys, Inc.	1,239,788		27,399,315	0.5%
*Esterline Technologies Corp.	1,043,023		43,921,699	0.8%
#GATX Corp.	1,374,465		37,357,959	0.7%
*MPS Group, Inc.	2,729,886		36,908,059	0.6%
*Oshkosh Truck Corp. Class B	1,447,301		45,242,629	0.8%

50

U.S. SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares	Value†		Percentage of Net Assets**
Industrials — (Continued)
Seaboard Corp.	18,999	$	25,667,649	0.4%
SkyWest, Inc.	1,621,728		22,655,540	0.4%
#Trinity Industries, Inc.	1,569,201		26,488,113	0.5%
Watts Water Technologies, Inc.	882,816		24,939,552	0.4%
Other Securities			650,146,702	11.5%
Total Industrials			1,033,932,188	18.2%
Information Technology — (14.2%)
*Benchmark Electronics, Inc.	2,841,081		47,730,161	0.8%
#*Coherent, Inc.	952,417		23,934,239	0.4%
*Integrated Device Technology, Inc.	3,811,553		22,411,932	0.4%
*MKS Instruments, Inc.	1,978,214		30,939,267	0.6%
#*Skyworks Solutions, Inc.	3,593,575		37,480,987	0.7%
#*SYNNEX Corp.	978,845		25,185,682	0.4%
*Tech Data Corp.	1,314,127		50,501,901	0.9%
Other Securities			696,324,463	12.3%
Total Information Technology			934,508,632	16.5%
Materials — (5.4%)
#*Coeur d’Alene Mines Corp.	1,229,731		24,692,998	0.5%
#*OM Group, Inc.	836,126		22,592,125	0.4%
#Westlake Chemical Corp.	1,707,624		41,478,187	0.7%
Other Securities			266,133,234	4.7%
Total Materials			354,896,544	6.3%
Other — (0.0%)
Other Securities			14,709	0.0%
Telecommunication Services — (0.3%)
Other Securities			19,487,174	0.3%
Utilities — (0.0%)
Other Securities			1,886,349	0.0%
TOTAL COMMON STOCKS			5,666,152,545	99.9%
RIGHTS/WARRANTS — (0.0%)
Other Securities			8,086	0.0%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (13.7%)
§@DFA Short Term Investment Fund LP	891,912,224		891,912,224	15.7%
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $12,306,408 FHLMC 5.945%(r), 07/01/37, valued at $9,454,190) to be repurchased at $9,178,886	$9,179		9,178,825	0.2%
TOTAL SECURITIES LENDING COLLATERAL			901,091,049	15.9%
TOTAL INVESTMENTS — (100.0%) (Cost $7,346,609,773)		$	6,567,251,680	115.8%

51

U.S. SMALL CAP VALUE PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	1,038,674,739	$	337,402	—	$	1,039,012,141
Consumer Staples		169,601,018		—	—		169,601,018
Energy		490,710,395		—	—		490,710,395
Financials		1,278,432,167		—	—		1,278,432,167
Health Care		343,010,581		660,647	—		343,671,228
Industrials		1,033,932,188		—	—		1,033,932,188
Information Technology		934,303,993		204,639	—		934,508,632
Materials		354,896,544		—	—		354,896,544
Other		—		14,709	—		14,709
Telecommunication Services		19,487,174		—	—		19,487,174
Utilities		1,886,349		—	—		1,886,349
Rights/Warrants		8,086		—	—		8,086
Securities Lending Collateral		—		901,091,049	—		901,091,049
TOTAL	$	5,664,943,234	$	902,308,446	—	$	6,567,251,680

See accompanying Notes to Financial Statements.

52

U.S. CORE EQUITY 1 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (87.6%)
Consumer Discretionary — (11.1%)
*Amazon.com, Inc.	49,380	$	5,866,838	0.3%
Comcast Corp. Class A	347,609		5,040,331	0.3%
Disney (Walt) Co.	289,025		7,910,614	0.4%
#Home Depot, Inc.	200,625		5,033,681	0.2%
McDonald’s Corp.	124,831		7,316,345	0.4%
Time Warner, Inc.	188,821		5,687,289	0.3%
Other Securities			215,017,573	10.8%
Total Consumer Discretionary			251,872,671	12.7%
Consumer Staples — (7.9%)
Coca-Cola Co.	250,108		13,333,257	0.7%
CVS Caremark Corp.	263,150		9,289,195	0.5%
Kraft Foods, Inc.	255,784		7,039,176	0.3%
#PepsiCo, Inc.	171,759		10,400,007	0.5%
Philip Morris International, Inc.	212,774		10,076,977	0.5%
Procter & Gamble Co.	341,128		19,785,424	1.0%
Wal-Mart Stores, Inc.	347,708		17,274,133	0.9%
Other Securities			90,417,306	4.5%
Total Consumer Staples			177,615,475	8.9%
Energy — (8.9%)
Anadarko Petroleum Corp.	76,361		4,652,676	0.2%
Apache Corp.	58,756		5,530,115	0.3%
Chevron Corp.	276,544		21,166,678	1.1%
ConocoPhillips	239,732		12,029,752	0.6%
Exxon Mobil Corp.	442,772		31,733,469	1.6%
Occidental Petroleum Corp.	64,024		4,858,141	0.3%
Schlumberger, Ltd.	129,860		8,077,292	0.4%
Other Securities			112,273,218	5.6%
Total Energy			200,321,341	10.1%
Financials — (13.8%)
Bank of America Corp.	1,196,477		17,444,635	0.9%
Bank of New York Mellon Corp.	186,378		4,968,837	0.3%
Goldman Sachs Group, Inc.	77,173		13,132,529	0.7%
JPMorgan Chase & Co.	629,826		26,307,832	1.3%
Morgan Stanley	209,929		6,742,919	0.3%
Travelers Cos., Inc. (The)	98,865		4,922,488	0.2%
U.S. Bancorp	210,315		4,883,514	0.2%
Wells Fargo & Co.	683,030		18,796,986	0.9%
Other Securities			214,138,947	10.8%
Total Financials			311,338,687	15.6%
Health Care — (10.1%)
Abbott Laboratories	178,855		9,044,697	0.5%
*Amgen, Inc.	127,585		6,855,142	0.3%
Bristol-Myers Squibb Co.	231,655		5,050,079	0.2%
Johnson & Johnson	304,296		17,968,679	0.9%
#Merck & Co., Inc.	237,954		7,359,917	0.4%
Pfizer, Inc.	1,180,571		20,105,124	1.0%
Schering-Plough Corp.	182,136		5,136,235	0.3%
UnitedHealth Group, Inc.	183,755		4,768,442	0.2%
Other Securities			152,555,741	7.7%
Total Health Care			228,844,056	11.5%

53

U.S. CORE EQUITY 1 PORTFOLIO

CONTINUED

	Shares	Value†		Percentage of Net Assets**
Industrials — (10.6%)
3M Co.	79,085	$	5,818,283	0.3%
General Electric Co.	1,278,657		18,233,649	0.9%
United Technologies Corp.	103,303		6,347,969	0.3%
Other Securities			209,232,706	10.5%
Total Industrials			239,632,607	12.0%
Information Technology — (15.2%)
*Apple, Inc.	99,324		18,722,574	0.9%
*Cisco Sytems, Inc.	713,334		16,299,682	0.8%
*Google, Inc.	26,997		14,473,632	0.7%
Hewlett-Packard Co.	277,599		13,174,849	0.7%
Intel Corp.	614,522		11,743,515	0.6%
International Business Machines Corp.	135,495		16,342,052	0.8%
Microsoft Corp.	975,390		27,047,565	1.4%
Oracle Corp.	551,185		11,630,004	0.6%
QUALCOMM, Inc.	185,100		7,664,991	0.4%
Other Securities			205,577,304	10.3%
Total Information Technology			342,676,168	17.2%
Materials — (4.3%)
Other Securities			97,072,917	4.9%
Other — (0.0%)
Other Securities			—	0.0%
Telecommunication Services — (2.4%)
AT&T, Inc.	926,606		23,785,976	1.2%
Verizon Communications, Inc.	446,911		13,224,096	0.7%
Other Securities			16,360,101	0.8%
Total Telecommunication Services			53,370,173	2.7%
Utilities — (3.3%)
Other Securities			75,909,223	3.8%
TOTAL COMMON STOCKS			1,978,653,318	99.4%
RIGHTS/WARRANTS — (0.0%)
Other Securities			601	0.0%
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares	7,604,090		7,604,090	0.4%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (12.1%)
§@DFA Short Term Investment Fund LP	270,634,566		270,634,566	13.6%
@Repurchase Agreement, Deutsche Bank Securities 0.08%, 11/02/09 (Collateralized by $2,521,878 FHLMC 5.793%(r), 01/01/37, valued at $1,416,688) to be repurchased at $1,375,434	$1,375		1,375,425	0.1%
TOTAL SECURITIES LENDING COLLATERAL			272,009,991	13.7%
TOTAL INVESTMENTS — (100.0%) (Cost $2,487,093,788)		$	2,258,268,000	113.5%

54

U.S. CORE EQUITY 1 PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	251,868,671	$	4,000	—	$	251,872,671
Consumer Staples		177,615,475		—	—		177,615,475
Energy		200,321,341		—	—		200,321,341
Financials		311,338,687		—	—		311,338,687
Health Care		228,820,192		23,864	—		228,844,056
Industrials		239,632,607		—	—		239,632,607
Information Technology		342,675,389		779	—		342,676,168
Materials		97,072,917		—	—		97,072,917
Other		—		—	—		—
Telecommunication Services		53,370,173		—	—		53,370,173
Utilities		75,909,223		—	—		75,909,223
Rights/Warrants		334		267	—		601
Temporary Cash Investments		7,604,090		—	—		7,604,090
Securities Lending Collateral		—		272,009,991	—		272,009,991
TOTAL	$	1,986,229,099	$	272,038,901	—	$	2,258,268,000

See accompanying Notes to Financial Statements.

55

U.S. CORE EQUITY 2 PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (87.6%)
Consumer Discretionary — (12.7%)
Comcast Corp. Class A	803,975	$	11,657,638	0.3%
Disney (Walt) Co.	762,512		20,869,953	0.5%
*Liberty Media Corp. Entertainment Class A	324,533		10,002,107	0.3%
Lowe’s Cos., Inc.	577,087		11,293,593	0.3%
News Corp. Class A	776,144		8,941,179	0.2%
Time Warner, Inc.	505,637		15,229,786	0.4%
Other Securities			471,143,837	12.4%
Total Consumer Discretionary			549,138,093	14.4%
Consumer Staples — (6.3%)
Coca-Cola Co.	172,459		9,193,789	0.3%
CVS Caremark Corp.	598,385		21,122,991	0.6%
Kraft Foods, Inc.	594,231		16,353,237	0.4%
Procter & Gamble Co.	480,488		27,868,304	0.7%
Wal-Mart Stores, Inc.	405,500		20,145,240	0.5%
Other Securities			179,330,811	4.7%
Total Consumer Staples			274,014,372	7.2%
Energy — (9.1%)
Anadarko Petroleum Corp.	191,338		11,658,224	0.3%
Apache Corp.	140,063		13,182,730	0.3%
Chevron Corp.	638,061		48,837,189	1.3%
ConocoPhillips	584,396		29,324,991	0.8%
Devon Energy Corp.	160,926		10,413,521	0.3%
Exxon Mobil Corp.	404,458		28,987,505	0.8%
Marathon Oil Corp.	294,470		9,414,206	0.2%
Occidental Petroleum Corp.	157,660		11,963,241	0.3%
XTO Energy, Inc.	240,650		10,001,414	0.3%
Other Securities			220,292,233	5.8%
Total Energy			394,075,254	10.4%
Financials — (17.0%)
Bank of America Corp.	3,267,707		47,643,168	1.3%
Bank of New York Mellon Corp.	476,180		12,694,959	0.3%
Goldman Sachs Group, Inc.	174,144		29,634,084	0.8%
JPMorgan Chase & Co.	1,554,737		64,941,364	1.7%
MetLife, Inc.	327,880		11,157,756	0.3%
Morgan Stanley	535,661		17,205,431	0.5%
PNC Financial Services Group, Inc.	182,154		8,914,617	0.2%
Prudential Financial, Inc.	185,892		8,407,895	0.2%
Travelers Cos., Inc. (The)	240,418		11,970,412	0.3%
Wells Fargo & Co.	1,945,537		53,541,178	1.4%
Other Securities			469,783,862	12.3%
Total Financials			735,894,726	19.3%
Health Care — (8.8%)
Johnson & Johnson	294,829		17,409,652	0.5%
Pfizer, Inc.	2,232,446		38,018,555	1.0%
UnitedHealth Group, Inc.	468,620		12,160,689	0.3%
*WellPoint, Inc.	211,328		9,881,697	0.3%
Other Securities			304,873,393	8.0%
Total Health Care			382,343,986	10.1%
Industrials — (11.3%)
Burlington Northern Santa Fe Corp.	139,866		10,534,707	0.3%
FedEx Corp.	127,079		9,237,373	0.2%

56

U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Industrials — (Continued)
General Electric Co.		3,116,591	$	44,442,588	1.2%
Union Pacific Corp.		206,650		11,394,681	0.3%
Other Securities				413,720,137	10.9%
Total Industrials				489,329,486	12.9%
Information Technology — (12.8%)
*Apple, Inc.		70,536		13,296,036	0.4%
*Cisco Sytems, Inc.		558,086		12,752,265	0.3%
*Google, Inc.		21,180		11,355,022	0.3%
Hewlett-Packard Co.		421,467		20,002,824	0.5%
Intel Corp.		620,264		11,853,245	0.3%
International Business Machines Corp.		91,559		11,042,931	0.3%
Microsoft Corp.		709,934		19,686,470	0.5%
Oracle Corp.		435,610		9,191,371	0.2%
Other Securities				443,187,202	11.7%
Total Information Technology				552,367,366	14.5%
Materials — (4.6%)
Dow Chemical Co.		460,717		10,817,635	0.3%
International Paper Co.		388,835		8,674,909	0.2%
Other Securities				178,059,818	4.7%
Total Materials				197,552,362	5.2%
Other — (0.0%)
Other Securities				63	0.0%
Telecommunication Services — (2.8%)
AT&T, Inc.		2,076,121		53,294,026	1.4%
Verizon Communications, Inc.		1,065,744		31,535,365	0.8%
Other Securities				34,309,434	0.9%
Total Telecommunication Services				119,138,825	3.1%
Utilities — (2.2%)
Other Securities				96,927,672	2.5%
TOTAL COMMON STOCKS				3,790,782,205	99.6%
RIGHTS/WARRANTS — (0.0%)
Other Securities				2,115	0.0%
TEMPORARY CASH INVESTMENTS — (0.5%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		21,699,929		21,699,929	0.6%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (11.9%)
§@DFA Short Term Investment Fund LP		511,775,326		511,775,326	13.4%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $4,768,923 FHLMC 5.793%(r), 01/01/37, valued at $2,678,986) to be repurchased at $2,600,974	$	2,601		2,600,957	0.1%
TOTAL SECURITIES LENDING COLLATERAL				514,376,283	13.5%

57

U.S. CORE EQUITY 2 PORTFOLIO

CONTINUED

	Value†		Percentage of Net Assets**
TOTAL INVESTMENTS — (100.0%) (Cost $4,987,965,248)	$	4,326,860,532	113.7%

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	549,128,925	$	9,168	—	$	549,138,093
Consumer Staples		274,014,372		—	—		274,014,372
Energy		394,075,254		—	—		394,075,254
Financials		735,894,726		—	—		735,894,726
Health Care		382,279,666		64,320	—		382,343,986
Industrials		489,329,486		—	—		489,329,486
Information Technology		552,365,768		1,598	—		552,367,366
Materials		197,552,362		—	—		197,552,362
Other		—		63	—		63
Telecommunication Services		119,138,825		—	—		119,138,825
Utilities		96,927,672		—	—		96,927,672
Rights/Warrants		951		1,164	—		2,115
Temporary Cash Investments		21,699,929		—	—		21,699,929
Securities Lending Collateral		—		514,376,283	—		514,376,283
TOTAL	$	3,812,407,936	$	514,452,596	—	$	4,326,860,532

See accompanying Notes to Financial Statements.

58

U.S. VECTOR EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (84.1%)
Consumer Discretionary — (13.7%)
#*AutoNation, Inc.	161,659	$	2,787,001	0.2%
Carnival Corp.	88,808		2,586,089	0.2%
Comcast Corp. Class A	298,194		4,323,813	0.4%
Disney (Walt) Co.	112,792		3,087,117	0.3%
Jarden Corp.	98,783		2,705,666	0.2%
*Liberty Media Corp. Interactive Class A	257,857		2,924,098	0.3%
#*Sears Holdings Corp.	54,760		3,716,014	0.3%
Time Warner, Inc.	198,927		5,991,681	0.5%
Other Securities			162,744,900	13.8%
Total Consumer Discretionary			190,866,379	16.2%
Consumer Staples — (4.4%)
CVS Caremark Corp.	88,513		3,124,509	0.3%
J.M. Smucker Co.	49,794		2,625,638	0.2%
Kraft Foods, Inc.	120,422		3,314,013	0.3%
Procter & Gamble Co.	76,240		4,421,920	0.4%
Other Securities			47,503,444	4.0%
Total Consumer Staples			60,989,524	5.2%
Energy — (8.4%)
Anadarko Petroleum Corp.	62,067		3,781,742	0.3%
Chevron Corp.	79,607		6,093,120	0.5%
ConocoPhillips	197,546		9,912,858	0.8%
Exxon Mobil Corp.	66,600		4,773,222	0.4%
Marathon Oil Corp.	94,908		3,034,209	0.3%
XTO Energy, Inc.	69,919		2,905,834	0.3%
Other Securities			86,347,519	7.3%
Total Energy			116,848,504	9.9%
Financials — (19.6%)
American Financial Group, Inc.	129,237		3,179,230	0.3%
Ameriprise Financial, Inc.	89,186		3,092,079	0.3%
Bank of America Corp.	531,294		7,746,267	0.7%
#*CNA Financial Corp.	123,408		2,686,592	0.2%
Discover Financial Services	235,869		3,335,188	0.3%
First American Corp.	86,160		2,618,402	0.2%
Goldman Sachs Group, Inc.	21,070		3,585,482	0.3%
JPMorgan Chase & Co.	539,281		22,525,767	1.9%
#M&T Bank Corp.	55,943		3,516,018	0.3%
MetLife, Inc.	84,340		2,870,090	0.2%
Morgan Stanley	84,025		2,698,883	0.2%
Reinsurance Group of America, Inc.	59,129		2,725,847	0.2%
Travelers Cos., Inc. (The)	73,100		3,639,649	0.3%
Unum Group	203,475		4,059,326	0.3%
Wells Fargo & Co.	161,404		4,441,838	0.4%
Other Securities			200,054,535	17.0%
Total Financials			272,775,193	23.1%
Health Care — (7.5%)
#*Community Health Systems, Inc.	104,600		3,271,888	0.3%
Pfizer, Inc.	326,770		5,564,893	0.5%
*WellPoint, Inc.	62,400		2,917,824	0.2%
Other Securities			93,197,030	7.9%
Total Health Care			104,951,635	8.9%

59

U.S. VECTOR EQUITY PORTFOLIO

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Industrials — (10.9%)
General Electric Co.		267,064	$	3,808,333	0.3%
Ryder System, Inc.		66,622		2,701,522	0.2%
Southwest Airlines Co.		307,716		2,584,814	0.2%
Other Securities				143,551,380	12.2%
Total Industrials				152,646,049	12.9%
Information Technology — (12.1%)
Fidelity National Information Services, Inc.		121,153		2,636,289	0.2%
*IAC/InterActiveCorp		143,788		2,723,345	0.2%
*Ingram Micro, Inc.		166,139		2,932,353	0.3%
Jabil Circuit, Inc.		223,919		2,996,036	0.3%
*Rovi Corp.		110,469		3,043,421	0.3%
*Tellabs, Inc.		426,210		2,565,784	0.2%
#Xerox Corp.		518,918		3,902,263	0.3%
Other Securities				147,333,309	12.5%
Total Information Technology				168,132,800	14.3%
Materials — (4.7%)
International Paper Co.		281,200		6,273,572	0.5%
MeadWestavco Corp.		151,161		3,451,006	0.3%
Other Securities				55,796,528	4.8%
Total Materials				65,521,106	5.6%
Other — (0.0%)
Other Securities				6	0.0%
Telecommunication Services — (1.6%)
AT&T, Inc.		332,498		8,535,224	0.7%
Verizon Communications, Inc.		159,887		4,731,056	0.4%
Other Securities				9,379,784	0.8%
Total Telecommunication Services				22,646,064	1.9%
Utilities — (1.2%)
Other Securities				17,444,083	1.5%
TOTAL COMMON STOCKS				1,172,821,343	99.5%
RIGHTS/WARRANTS — (0.0%)
Other Securities				1,158	0.0%
TEMPORARY CASH INVESTMENTS — (0.7%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		10,352,638		10,352,638	0.9%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (15.2%)
§@DFA Short Term Investment Fund LP		210,532,503		210,532,503	17.9%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $1,961,824 FHLMC 5.793%(r), 01/01/37, valued at $1,102,073) to be repurchased at $1,069,980	$	1,070		1,069,973	0.1%
TOTAL SECURITIES LENDING COLLATERAL				211,602,476	18.0%
TOTAL INVESTMENTS — (100.0%) (Cost $1,626,855,214)			$	1,394,777,615	118.4%

60

U.S. VECTOR EQUITY PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	190,856,379	$	10,000	—	$	190,866,379
Consumer Staples		60,989,524		—	—		60,989,524
Energy		116,848,504		—	—		116,848,504
Financials		272,775,193		—	—		272,775,193
Health Care		104,930,024		21,611	—		104,951,635
Industrials		152,646,049		—	—		152,646,049
Information Technology		168,131,625		1,175	—		168,132,800
Materials		65,521,106		—	—		65,521,106
Other		—		6	—		6
Telecommunication Services		22,646,064		—	—		22,646,064
Utilities		17,444,083		—	—		17,444,083
Rights/Warrants		238		920	—		1,158
Temporary Cash Investments		10,352,638		—	—		10,352,638
Securities Lending Collateral		—		211,602,476	—		211,602,476
TOTAL	$	1,183,141,427	$	211,636,188	—	$	1,394,777,615

See accompanying Notes to Financial Statements.

61

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

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (87.0%)
Consumer Discretionary — (12.9%)
Comcast Corp. Class A	346,719	$	5,027,426	0.4%
Disney (Walt) Co.	340,594		9,322,058	0.6%
*Liberty Media Corp. Entertainment Class A	118,270		3,645,081	0.3%
Lowe’s Cos., Inc.	167,907		3,285,940	0.2%
News Corp. Class A	318,443		3,668,463	0.3%
Time Warner Cable, Inc.	88,298		3,482,473	0.2%
Time Warner, Inc.	177,057		5,332,957	0.4%
Other Securities			178,121,726	12.3%
Total Consumer Discretionary			211,886,124	14.7%
Consumer Staples — (5.9%)
Archer-Daniels-Midland Co.	114,684		3,454,282	0.2%
Coca-Cola Co.	69,082		3,682,761	0.3%
CVS Caremark Corp.	246,749		8,710,240	0.6%
Kraft Foods, Inc.	258,941		7,126,056	0.5%
Procter & Gamble Co.	126,580		7,341,640	0.5%
Other Securities			67,570,477	4.7%
Total Consumer Staples			97,885,456	6.8%
Energy — (8.9%)
Anadarko Petroleum Corp.	71,637		4,364,842	0.3%
Apache Corp.	56,903		5,355,710	0.4%
Chevron Corp.	236,822		18,126,356	1.3%
ConocoPhillips	207,460		10,410,343	0.7%
Devon Energy Corp.	70,570		4,566,585	0.3%
Exxon Mobil Corp.	232,529		16,665,353	1.1%
Marathon Oil Corp.	136,394		4,360,516	0.3%
Other Securities			83,187,956	5.8%
Total Energy			147,037,661	10.2%
Financials — (16.1%)
Bank of America Corp.	763,692		11,134,629	0.8%
Bank of New York Mellon Corp.	183,418		4,889,924	0.3%
#BlackRock, Inc.	18,115		3,921,716	0.3%
CME Group, Inc.	12,950		3,918,799	0.3%
Goldman Sachs Group, Inc.	79,332		13,499,926	0.9%
JPMorgan Chase & Co.	633,250		26,450,852	1.8%
MetLife, Inc.	126,449		4,303,059	0.3%
Morgan Stanley	205,947		6,615,018	0.5%
Travelers Cos., Inc. (The)	100,570		5,007,380	0.4%
Wells Fargo & Co.	439,736		12,101,535	0.8%
Other Securities			173,514,260	12.0%
Total Financials			265,357,098	18.4%
Health Care — (9.0%)
Johnson & Johnson	92,545		5,464,782	0.4%
Pfizer, Inc.	810,516		13,803,087	0.9%
*Thermo Fisher Scientific, Inc.	74,214		3,339,630	0.2%
UnitedHealth Group, Inc.	200,614		5,205,933	0.4%
*WellPoint, Inc.	83,721		3,914,794	0.3%
Other Securities			116,692,475	8.1%
Total Health Care			148,420,701	10.3%
Industrials — (11.8%)
Burlington Northern Santa Fe Corp.	54,536		4,107,652	0.3%
FedEx Corp.	55,500		4,034,295	0.3%

62

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

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Industrials — (Continued)
General Electric Co.		1,163,033	$	16,584,851	1.1%
Union Pacific Corp.		87,049		4,799,882	0.3%
Other Securities				164,472,087	11.4%
Total Industrials				193,998,767	13.4%
Information Technology — (12.9%)
*Apple, Inc.		27,332		5,152,082	0.4%
*Cisco Sytems, Inc.		153,862		3,515,747	0.2%
*Google, Inc.		7,940		4,256,793	0.3%
Hewlett-Packard Co.		150,483		7,141,923	0.5%
Intel Corp.		314,896		6,017,663	0.4%
International Business Machines Corp.		43,923		5,297,553	0.4%
Microsoft Corp.		263,082		7,295,264	0.5%
Oracle Corp.		166,850		3,520,535	0.2%
Other Securities				170,774,371	11.8%
Total Information Technology				212,971,931	14.7%
Materials — (4.2%)
Dow Chemical Co.		170,500		4,003,340	0.3%
International Paper Co.		173,200		3,864,092	0.3%
Other Securities				61,355,121	4.2%
Total Materials				69,222,553	4.8%
Telecommunication Services — (2.9%)
AT&T, Inc.		887,556		22,783,563	1.6%
Verizon Communications, Inc.		417,968		12,367,673	0.8%
Other Securities				12,939,327	0.9%
Total Telecommunication Services				48,090,563	3.3%
Utilities — (2.4%)
Other Securities				39,536,347	2.7%
TOTAL COMMON STOCKS				1,434,407,201	99.3%
RIGHTS/WARRANTS — (0.0%)
Other Securities				—	0.0%
TEMPORARY CASH INVESTMENTS — (0.8%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		13,452,630		13,452,630	0.9%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (12.2%)
§@DFA Short Term Investment Fund LP		199,507,736		199,507,736	13.8%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $1,164,996 FNMA 7.000%, 10/01/38, valued at $1,044,362) to be repurchased at $1,013,950	$	1,014		1,013,943	0.1%
TOTAL SECURITIES LENDING COLLATERAL				200,521,679	13.9%
TOTAL INVESTMENTS — (100.0%) (Cost $1,617,549,118)			$	1,648,381,510	114.1%

63

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

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	211,883,636	$	2,488	—	$	211,886,124
Consumer Staples		97,885,456		—	—		97,885,456
Energy		147,037,661		—	—		147,037,661
Financials		265,357,098		—	—		265,357,098
Health Care		148,398,711		21,990	—		148,420,701
Industrials		193,998,767		—	—		193,998,767
Information Technology		212,971,931		—	—		212,971,931
Materials		69,222,553		—	—		69,222,553
Telecommunication Services		48,090,563		—	—		48,090,563
Utilities		39,536,347		—	—		39,536,347
Rights/Warrants		—		—	—		—
Temporary Cash Investments		13,452,630		—	—		13,452,630
Securities Lending Collateral		—		200,521,679	—		200,521,679
TOTAL	$	1,447,835,353	$	200,546,157	—	$	1,648,381,510

See accompanying Notes to Financial Statements.

64

U.S. SMALL CAP PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (84.2%)
Consumer Discretionary — (15.2%)
#Buckle, Inc.	124,650	$	3,740,746	0.1%
#Cooper Tire & Rubber Co.	483,812		7,382,971	0.3%
#*Gymboree Corp.	83,700		3,563,109	0.1%
*Harman International Industries, Inc.	103,046		3,875,560	0.2%
*Liberty Media Corp. Capital Class A	306,878		6,349,306	0.3%
Stage Stores, Inc.	454,540		5,363,572	0.2%
Tupperware Corp.	100,500		4,524,510	0.2%
*Warnaco Group, Inc.	133,817		5,423,603	0.2%
Wolverine World Wide, Inc.	146,900		3,757,702	0.2%
Other Securities			409,239,690	16.2%
Total Consumer Discretionary			453,220,769	18.0%
Consumer Staples — (3.6%)
#Casey’s General Stores, Inc.	137,677		4,340,956	0.2%
*Central Garden & Pet Co. Class A	502,714		4,755,674	0.2%
Lancaster Colony Corp.	86,132		4,184,293	0.2%
Nu Skin Enterprises, Inc. Class A	180,500		4,108,180	0.1%
Other Securities			88,819,373	3.5%
Total Consumer Staples			106,208,476	4.2%
Energy — (4.7%)
CARBO Ceramics, Inc.	66,655		3,891,985	0.2%
Other Securities			137,267,123	5.4%
Total Energy			141,159,108	5.6%
Financials — (10.8%)
#Prosperity Bancshares, Inc.	112,211		4,016,032	0.2%
#*SVB Financial Group	86,286		3,559,298	0.1%
#Westamerica Bancorporation	79,557		3,802,825	0.2%
Other Securities			310,538,970	12.3%
Total Financials			321,917,125	12.8%
Health Care — (11.0%)
#*Allscripts-Misys Healthcare Solutions, Inc.	193,106		3,765,567	0.2%
*Catalyst Health Solutions, Inc.	114,340		3,586,846	0.1%
*Dionex Corp.	53,415		3,625,810	0.1%
#*NuVasive, Inc.	97,252		3,529,275	0.1%
#*PSS World Medical, Inc.	178,200		3,603,204	0.1%
#Quality Systems, Inc.	72,918		4,449,456	0.2%
*Varian, Inc.	76,999		3,942,349	0.2%
Other Securities			299,868,947	11.9%
Total Health Care			326,371,454	12.9%
Industrials — (14.6%)
*EMCOR Group, Inc.	176,300		4,164,206	0.2%
#Heartland Express, Inc.	264,941		3,603,198	0.1%
Knight Transportation, Inc.	227,179		3,643,951	0.1%
*MPS Group, Inc.	266,800		3,607,136	0.1%
Nordson Corp.	92,150		4,862,756	0.2%
*Oshkosh Truck Corp. Class B	113,829		3,558,295	0.1%
#Regal-Beloit Corp.	82,104		3,849,036	0.2%
*Tetra Tech, Inc.	153,296		3,944,306	0.2%
*United Stationers, Inc.	76,209		3,592,492	0.1%
#Werner Enterprises, Inc.	203,184		3,809,700	0.2%
Other Securities			396,316,990	15.7%
Total Industrials			434,952,066	17.2%

65

U.S. SMALL CAP PORTFOLIO

CONTINUED

	Shares	Value†		Percentage of Net Assets**
Information Technology — (17.3%)
#Adtran, Inc.	210,232	$	4,843,745	0.2%
#*Atheros Communications, Inc.	149,696		3,685,516	0.1%
#*Concur Technologies, Inc.	107,483		3,830,694	0.1%
*Euronet Worldwide, Inc.	178,724		4,226,823	0.2%
*Exar Corp.	521,305		3,597,004	0.1%
#*Informatica Corp.	245,857		5,219,544	0.2%
*Quest Software, Inc.	296,730		4,976,162	0.2%
*RF Micro Devices, Inc.	1,149,123		4,573,510	0.2%
#*Silicon Laboratories, Inc.	92,924		3,893,516	0.1%
*Skyworks Solutions, Inc.	384,710		4,012,525	0.2%
*Starent Networks Corp.	141,611		4,777,955	0.2%
Syntel, Inc.	108,782		3,897,659	0.2%
*TIBCO Software, Inc.	474,473		4,151,639	0.2%
Other Securities			461,308,866	18.3%
Total Information Technology			516,995,158	20.5%
Materials — (4.2%)
#NewMarket Corp.	43,500		4,067,250	0.1%
Schweitzer-Maudoit International, Inc.	80,768		4,171,667	0.2%
Other Securities			115,900,513	4.6%
Total Materials			124,139,430	4.9%
Other — (0.0%)
Other Securities			1,790	0.0%
Telecommunication Services — (0.9%)
Other Securities			26,637,821	1.1%
Utilities — (1.9%)
#Cleco Corp.	157,387		3,895,328	0.1%
Other Securities			52,686,048	2.1%
Total Utilities			56,581,376	2.2%
TOTAL COMMON STOCKS			2,508,184,573	99.4%
RIGHTS/WARRANTS — (0.0%)
Other Securities			1,961	0.0%
	Face   Amount
	(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $6,820,000 FNMA 5.00%, 08/25/18, valued at $5,330,182) to be repurchased at $5,249,083	$5,249		5,249,000	0.2%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (15.6%)
§@DFA Short Term Investment Fund LP	463,746,494		463,746,494	18.4%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $4,321,370 FHLMC 5.793%(r), 01/01/37, valued at $2,427,569) to be repurchased at $2,356,879	$2,357		2,356,863	0.1%
TOTAL SECURITIES LENDING COLLATERAL			466,103,357	18.5%

66

U.S. SMALL CAP PORTFOLIO

CONTINUED

	Value†		Percentage of Net Assets**
TOTAL INVESTMENTS — (100.0%) (Cost $3,017,501,920)	$	2,979,538,891	118.1%

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	453,196,769	$	24,000	—	$	453,220,769
Consumer Staples		106,208,476		—	—		106,208,476
Energy		141,159,108		—	—		141,159,108
Financials		321,917,125		—	—		321,917,125
Health Care		326,239,973		131,481	—		326,371,454
Industrials		434,952,066		—	—		434,952,066
Information Technology		516,973,323		21,835	—		516,995,158
Materials		124,139,430		—	—		124,139,430
Other		—		1,790	—		1,790
Telecommunication Services		26,637,821		—	—		26,637,821
Utilities		56,581,376		—	—		56,581,376
Rights/Warrants		1,961		—	—		1,961
Temporary Cash Investments		—		5,249,000	—		5,249,000
Securities Lending Collateral		—		466,103,357	—		466,103,357
TOTAL	$	2,508,007,428	$	471,531,463	—	$	2,979,538,891

See accompanying Notes to Financial Statements.

67

U.S. MICRO CAP PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (85.7%)
Consumer Discretionary — (15.0%)
#*Brunswick Corp.	643,908	$	6,104,248	0.2%
#*Buffalo Wild Wings, Inc.	156,089		6,401,210	0.2%
*Jo-Ann Stores, Inc.	231,900		6,173,178	0.2%
#*Jos. A. Bank Clothiers, Inc.	176,578		7,236,166	0.3%
Monro Muffler Brake, Inc.	187,706		5,817,009	0.2%
#*Penske Automotive Group, Inc.	835,188		13,079,044	0.5%
*Steven Madden, Ltd.	180,802		7,322,481	0.3%
#*True Religion Apparel, Inc.	215,705		5,558,718	0.2%
UniFirst Corp.	132,382		5,573,282	0.2%
*Valassis Communications, Inc.	395,647		7,212,645	0.2%
Other Securities			420,820,301	14.9%
Total Consumer Discretionary			491,298,282	17.4%
Consumer Staples — (4.1%)
#Cal-Maine Foods, Inc.	207,719		5,639,571	0.2%
J & J Snack Foods Corp.	181,697		7,117,071	0.3%
#Lance, Inc.	242,775		5,855,733	0.2%
PriceSmart, Inc.	296,600		5,724,380	0.2%
Other Securities			110,564,745	3.9%
Total Consumer Staples			134,901,500	4.8%
Energy — (3.0%)
*NATCO Group, Inc. Class A	168,512		7,343,753	0.3%
*Rosetta Resources, Inc.	481,444		6,513,937	0.2%
Other Securities			84,623,767	3.0%
Total Energy			98,481,457	3.5%
Financials — (12.4%)
FBL Financial Group, Inc. Class A	293,211		5,908,202	0.2%
Infinity Property & Casualty Corp.	144,873		5,602,239	0.2%
*PICO Holdings, Inc.	170,271		5,778,998	0.2%
#*Portfolio Recovery Associates, Inc.	134,197		6,191,850	0.2%
Other Securities			383,238,435	13.6%
Total Financials			406,719,724	14.4%
Health Care — (12.5%)
*Amsurg Corp.	297,081		6,259,497	0.3%
*CONMED Corp.	266,279		5,642,452	0.2%
#Invacare Corp.	251,311		5,636,906	0.2%
*Par Pharmaceutical Cos., Inc.	271,575		5,694,928	0.2%
Other Securities			383,894,332	13.6%
Total Health Care			407,128,115	14.5%
Industrials — (14.3%)
#American Science & Engineering, Inc.	88,885		5,877,076	0.2%
#Badger Meter, Inc.	157,501		5,870,062	0.2%
Healthcare Services Group, Inc.	353,878		6,989,090	0.3%
#Raven Industries, Inc.	253,116		6,251,965	0.2%
*Sykes Enterprises, Inc.	354,492		8,415,640	0.3%
Other Securities			433,609,242	15.4%
Total Industrials			467,013,075	16.6%
Information Technology — (18.3%)
#*Cabot Microelectronics Corp.	234,301		7,492,946	0.3%
*Forrester Research, Inc.	224,649		5,690,359	0.2%
*Littlefuse, Inc.	204,498		5,635,965	0.2%

68

U.S. MICRO CAP PORTFOLIO

CONTINUED

	Shares		Value†		Percentage of Net Assets**
Information Technology — (Continued)
#*Manhattan Associates, Inc.		243,170	$	5,580,752	0.2%
Maximus, Inc.		144,349		6,677,585	0.2%
#*Monolithic Power Systems, Inc.		283,490		5,666,965	0.2%
#Pegasystems, Inc.		274,711		7,875,964	0.3%
#Power Integrations, Inc.		254,493		7,940,182	0.3%
#*ScanSource, Inc.		237,698		6,035,152	0.2%
#*STEC, Inc.		446,325		9,515,649	0.3%
#*TNS, Inc.		214,400		6,058,944	0.2%
*Triquint Semiconductor, Inc.		1,347,578		7,263,445	0.3%
#*Tyler Technologies, Inc.		367,652		6,992,741	0.3%
#*Ultimate Software Group, Inc.		243,491		6,211,455	0.2%
United Online, Inc.		732,564		5,860,512	0.2%
Other Securities				496,102,824	17.6%
Total Information Technology				596,601,440	21.2%
Materials — (3.6%)
#AMCOL International Corp.		271,602		7,072,516	0.2%
Arch Chemicals, Inc.		221,263		6,126,772	0.2%
Schweitzer-Maudoit International, Inc.		146,820		7,583,253	0.3%
Other Securities				97,697,901	3.5%
Total Materials				118,480,442	4.2%
Other — (0.0%)
Other Securities				10,290	0.0%
Telecommunication Services — (1.1%)
Other Securities				34,241,370	1.2%
Utilities — (1.4%)
American States Water Co.		165,279		5,478,999	0.2%
Empire District Electric Co.		300,150		5,420,709	0.2%
#MGE Energy, Inc.		197,335		6,910,672	0.2%
Other Securities				28,565,305	1.0%
Total Utilities				46,375,685	1.6%
TOTAL COMMON STOCKS				2,801,251,380	99.4%
RIGHTS/WARRANTS — (0.0%)
Other Securities				2,209	0.0%
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio - Institutional Shares		9,293,471		9,293,471	0.3%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.0%)
§@DFA Short Term Investment Fund LP		456,745,018		456,745,018	16.2%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $4,256,128 FHLMC 5.793%(r), 01/01/37, valued at $2,390,919) to be repurchased at $2,321,295	$	2,321		2,321,280	0.1%
TOTAL SECURITIES LENDING COLLATERAL				459,066,298	16.3%
TOTAL INVESTMENTS — (100.0%) (Cost $3,473,226,895)			$	3,269,613,358	116.0%

69

U.S. MICRO CAP PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Consumer Discretionary	$	491,089,532	$	208,750	—	$	491,298,282
Consumer Staples		134,901,500		—	—		134,901,500
Energy		98,481,457		—	—		98,481,457
Financials		406,719,724		—	—		406,719,724
Health Care		406,927,042		201,073	—		407,128,115
Industrials		467,013,075		—	—		467,013,075
Information Technology		596,601,440		—	—		596,601,440
Materials		118,480,442		—	—		118,480,442
Other		—		10,290	—		10,290
Telecommunication Services		34,241,370		—	—		34,241,370
Utilities		46,375,685		—	—		46,375,685
Rights/Warrants		2,209		—	—		2,209
Temporary Cash Investments		9,293,471		—	—		9,293,471
Securities Lending Collateral		—		459,066,298	—		459,066,298
TOTAL	$	2,810,126,947	$	459,486,411	—	$	3,269,613,358

See accompanying Notes to Financial Statements.

70

DFA REAL ESTATE SECURITIES PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value†		Percentage of Net Assets**
COMMON STOCKS — (73.6%)
Real Estate Investment Trusts — (73.6%)
#Alexander’s, Inc.	55,500	$	14,703,060	0.7%
#Alexandria Real Estate Equities, Inc.	419,576		22,728,432	1.1%
#AMB Property Corp.	1,436,481		31,573,852	1.6%
American Campus Communites, Inc.	508,012		13,726,484	0.7%
#Apartment Investment & Management Co. Class A	1,251,241		15,452,826	0.8%
#AvalonBay Communities, Inc.	828,309		56,971,093	2.8%
BioMed Realty Trust, Inc.	955,828		12,970,586	0.6%
#Boston Properties, Inc.	1,347,700		81,899,729	4.1%
#BRE Properties, Inc. Class A	548,615		14,938,786	0.7%
#Camden Property Trust	635,103		23,022,484	1.1%
#Corporate Office Properties Trust	570,400		18,931,576	0.9%
#Developers Diversified Realty Corp.	1,727,951		14,843,099	0.7%
#Digital Realty Trust, Inc.	798,117		36,019,020	1.8%
#Douglas Emmett, Inc.	1,309,963		15,457,563	0.8%
#Duke Realty Corp.	2,172,470		24,418,563	1.2%
#Equity Lifestyle Properties, Inc.	298,926		13,885,113	0.7%
#Equity One, Inc.	849,219		12,670,347	0.6%
#Equity Residential	2,734,906		78,984,085	3.9%
#Essex Property Trust, Inc.	283,571		21,318,868	1.1%
#Federal Realty Investment Trust	631,358		37,269,063	1.8%
#HCP, Inc.	2,837,822		83,971,153	4.2%
#Health Care REIT, Inc.	1,174,673		52,120,241	2.6%
#Healthcare Realty Trust, Inc.	635,960		13,247,047	0.7%
#Highwood Properties, Inc.	695,760		19,147,315	0.9%
#Home Properties, Inc.	352,370		13,805,857	0.7%
#Hospitality Properties Trust	1,194,605		23,067,823	1.1%
#Host Marriott Corp.	5,857,767		59,222,024	2.9%
#HRPT Properties Trust	2,385,161		16,767,682	0.8%
#Kimco Realty Corp.	3,650,770		46,145,733	2.3%
#Liberty Property Trust	1,082,967		31,806,741	1.6%
#Macerich Co. (The)	864,550		25,763,590	1.3%
Mack-Cali Realty Corp.	779,841		24,136,079	1.2%
#Mid-America Apartment Communities, Inc.	302,710		13,264,752	0.7%
#National Retail Properties, Inc.	857,504		16,618,428	0.8%
Nationwide Health Properties, Inc.	1,090,924		35,182,299	1.7%
#Omega Healthcare Investors, Inc.	882,824		13,383,612	0.7%
#ProLogis	4,295,149		48,664,038	2.4%
#Public Storage	1,703,066		125,345,658	6.2%
#Realty Income Corp.	1,118,748		25,932,579	1.3%
#Regency Centers Corp.	788,282		26,446,861	1.3%
#Senior Housing Properties Trust	1,265,132		24,391,745	1.2%
#Simon Property Group, Inc.	2,747,056		186,497,632	9.2%
#SL Green Realty Corp.	761,883		29,530,585	1.5%
#Tanger Factory Outlet Centers, Inc.	368,951		14,045,965	0.7%
#Taubman Centers, Inc.	565,761		17,261,368	0.9%
#UDR, Inc.	1,491,932		21,453,982	1.1%
#Ventas, Inc.	1,545,828		62,034,078	3.1%
#Vornado Realty Trust	1,740,706		103,676,449	5.1%
#Washington REIT	570,272		15,226,262	0.8%
#Weingarten Realty Investors	1,161,941		21,495,908	1.1%
Other Securities			232,842,748	11.5%
TOTAL COMMON STOCKS			2,004,280,863	99.3%
RIGHTS/WARRANTS — (0.0%)
Other Securities			—	0.0%

71

DFA REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

	Face   Amount		Value†		Percentage of Net Assets**
	(000)
TEMPORARY CASH INVESTMENTS — (0.7%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $18,765,000 FNMA 6.50%, 06/25/39, valued at $20,195,831) to be repurchased at $19,896,315		$19,896	$	19,896,000	1.0%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (25.7%)
§@DFA Short Term Investment Fund LP		696,103,948		696,103,948	34.5%
@Repurchase Agreement, Deutsche Bank Securities 0.08%,
11/02/09 (Collateralized by $4,743,207 FHLMC 5.945%, 07/01/37, valued at $3,643,889) to be repurchased at $3,537,780	$	3,538		3,537,756	0.1%
TOTAL SECURITIES LENDING COLLATERAL				699,641,704	34.6%
TOTAL INVESTMENTS — (100.0%) (Cost $3,104,327,377)			$	2,723,818,567	134.9%

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks Real Estate Investment Trusts	$	2,004,205,423	$	75,440	—	$	2,004,280,863
Rights/Warrants		—		—	—		—
Temporary Cash Investments		—		19,896,000	—		19,896,000
Securities Lending Collateral		—		699,641,704	—		699,641,704
TOTAL	$	2,004,205,423	$	719,613,144	—	$	2,723,818,567

See accompanying Notes to Financial Statements.

72

LARGE CAP INTERNATIONAL PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (84.9%)
AUSTRALIA — (6.4%)
Australia & New Zealand Banking Group, Ltd.	313,082	$	6,385,657	0.5%
BHP Billiton, Ltd.	297,885		9,769,625	0.7%
Commonwealth Bank of Australia	205,240		9,484,434	0.7%
National Australia Bank, Ltd.	269,835		7,129,483	0.5%
Westpac Banking Corp.	303,665		7,097,436	0.5%
Other Securities			62,682,123	4.6%
TOTAL AUSTRALIA			102,548,758	7.5%
AUSTRIA — (0.3%)
Other Securities			4,353,395	0.3%
BELGIUM — (0.6%)
Other Securities			9,594,243	0.7%
CANADA — (7.3%)
Bank of Nova Scotia	131,127		5,483,570	0.4%
EnCana Corp	98,862		5,481,928	0.4%
#Royal Bank of Canada	194,768		9,863,949	0.7%
Suncor Energy, Inc.	211,107		7,007,960	0.5%
#Toronto Dominion Bank	115,015		6,556,190	0.5%
Other Securities			81,866,578	6.0%
TOTAL CANADA			116,260,175	8.5%
DENMARK — (0.8%)
Other Securities			12,304,930	0.9%
FINLAND — (0.8%)
Other Securities			12,017,978	0.9%
FRANCE — (7.9%)
BNP Paribas SA	125,043		9,420,006	0.7%
France Telecom SA	214,253		5,308,922	0.4%
#*GDF Suez	152,694		6,383,743	0.5%
Sanofi - Aventis SA	101,521		7,441,704	0.5%
#Total SA	177,977		10,650,191	0.8%
Other Securities			86,909,130	6.4%
TOTAL FRANCE			126,113,696	9.3%
GERMANY — (5.8%)
BASF AG	108,701		5,850,644	0.4%
E.ON AG	177,264		6,772,790	0.5%
#Siemens AG Sponsored ADR	61,550		5,540,731	0.4%
Other Securities			74,896,903	5.5%
TOTAL GERMANY			93,061,068	6.8%
GREECE — (0.4%)
Other Securities			7,184,018	0.5%
HONG KONG — (1.8%)
Other Securities			28,121,806	2.1%
IRELAND — (0.2%)
Other Securities			3,035,031	0.2%
ITALY — (2.7%)
Eni SpA	241,210		5,973,993	0.4%
*UniCredito SpA	1,875,900		6,284,651	0.5%

73

LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
ITALY — (Continued)
Other Securities		$	31,732,183	2.3%
TOTAL ITALY			43,990,827	3.2%
JAPAN — (17.3%)
Mitsubishi UFJ Financial Group, Inc. ADR	1,013,378		5,381,037	0.4%
Toyota Motor Corp.	249,300		9,841,604	0.7%
Other Securities			260,980,547	19.2%
TOTAL JAPAN			276,203,188	20.3%
NETHERLANDS — (2.2%)
#Royal Dutch Shell P.L.C. Series A	280,159		8,306,337	0.6%
Other Securities			26,344,081	1.9%
TOTAL NETHERLANDS			34,650,418	2.5%
NEW ZEALAND — (0.1%)
Other Securities			1,507,930	0.1%
NORWAY — (0.7%)
Other Securities			11,130,516	0.8%
PORTUGAL — (0.2%)
Other Securities			3,989,070	0.3%
SINGAPORE — (0.9%)
Other Securities			14,774,570	1.1%
SPAIN — (3.8%)
#Banco Bilbao Vizcaya SA Sponsored ADR	367,402		6,539,756	0.5%
Banco Santander SA	406,785		6,546,088	0.5%
Banco Santander SA Sponsored ADR	632,567		10,159,026	0.7%
Telefonica SA	257,024		7,177,778	0.5%
#Telefonica SA Sponsored ADR	119,800		10,054,814	0.7%
Other Securities			21,096,802	1.6%
TOTAL SPAIN			61,574,264	4.5%
SWEDEN — (2.0%)
Other Securities			31,496,226	2.3%
SWITZERLAND — (6.2%)
Credit Suisse Group AG	113,322		6,057,874	0.4%
Nestle SA	475,908		22,130,471	1.6%
Novartis AG	171,916		8,952,381	0.7%
Novartis AG ADR	120,800		6,275,560	0.5%
Roche Holding AG Genusschein	86,959		13,927,609	1.0%
*UBS AG	372,238		6,206,973	0.5%
Other Securities			35,996,303	2.6%
TOTAL SWITZERLAND			99,547,171	7.3%
UNITED KINGDOM — (16.5%)
*Anglo American P.L.C.	178,356		6,453,474	0.5%
AstraZeneca P.L.C.	134,585		6,041,736	0.4%
BG Group P.L.C.	396,021		6,816,838	0.5%
BP P.L.C.	1,435,437		13,450,442	1.0%
#*BP P.L.C. Sponsored ADR	160,400		9,081,848	0.7%
British American Tobacco P.L.C.	244,717		7,798,164	0.6%
GlaxoSmithKline P.L.C.	503,498		10,328,121	0.7%
HSBC Holdings P.L.C.	1,247,046		13,922,088	1.0%
HSBC Holdings P.L.C. Sponsored ADR	200,759		11,120,041	0.8%
Rio Tinto P.L.C.	153,950		6,806,118	0.5%
Royal Dutch Shell P.L.C. ADR	93,987		5,466,284	0.4%

74

LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

	Shares		Value††		Percentage of Net Assets**
UNITED KINGDOM — (Continued)
Royal Dutch Shell P.L.C. Series B		235,872	$	6,790,173	0.5%
Standard Chartered P.L.C.		265,170		6,505,166	0.5%
Tesco P.L.C.		1,025,017		6,853,642	0.5%
Vodafone Group P.L.C.		4,315,608		9,510,887	0.7%
Vodafone Group P.L.C. Sponsored ADR		303,700		6,739,103	0.5%
Other Securities				130,529,930	9.6%
TOTAL UNITED KINGDOM				264,214,055	19.4%
TOTAL COMMON STOCKS				1,357,673,333	99.5%
PREFERRED STOCKS — (0.0%)
ITALY — (0.0%)
Other Securities				26,635	0.0%
RIGHTS/WARRANTS — (0.0%)
BELGIUM — (0.0%)
Other Securities				7	0.0%
HONG KONG — (0.0%)
Other Securities				6,412	0.0%
ITALY — (0.0%)
Other Securities				—	0.0%
JAPAN — (0.0%)
Other Securities				—	0.0%
TOTAL RIGHTS/WARRANTS				6,419	0.0%
	Face   Amount
	(000)		Value†
TEMPORARY CASH INVESTMENTS — (0.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $730,000 FNMA 6.50%, 06/25/39, valued at $785,663) to be repurchased at $772,012	$	772		772,000	0.1%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (15.1%)
§@DFA Short Term Investment Fund LP		237,395,211		237,395,211	17.4%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $4,251,826) to be repurchased at $4,168,481	$	4,168		4,168,457	0.3%
TOTAL SECURITIES LENDING COLLATERAL				241,563,668	17.7%
TOTAL INVESTMENTS — (100.0%) (Cost $1,509,613,716)			$	1,600,042,055	117.3%

75

LARGE CAP INTERNATIONAL PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	6,198,344	$	96,350,414	—	$	102,548,758
Austria		78,240		4,275,155	—		4,353,395
Belgium		359,340		9,234,903	—		9,594,243
Canada		116,260,175		—	—		116,260,175
Denmark		1,521,494		10,783,436	—		12,304,930
Finland		2,495,194		9,522,784	—		12,017,978
France		11,817,363		114,296,333	—		126,113,696
Germany		23,137,574		69,923,494	—		93,061,068
Greece		891,949		6,292,069	—		7,184,018
Hong Kong		—		28,121,806	—		28,121,806
Ireland		1,529,520		1,505,511	—		3,035,031
Italy		5,133,789		38,857,038	—		43,990,827
Japan		23,900,740		252,302,448	—		276,203,188
Netherlands		1,086,918		33,563,500	—		34,650,418
New Zealand		—		1,507,930	—		1,507,930
Norway		949,419		10,181,097	—		11,130,516
Portugal		—		3,989,070	—		3,989,070
Singapore		—		14,774,570	—		14,774,570
Spain		28,615,596		32,958,668	—		61,574,264
Sweden		414,585		31,081,641	—		31,496,226
Switzerland		14,774,954		84,772,217	—		99,547,171
United Kingdom		66,124,743		198,089,312	—		264,214,055
Preferred Stocks
Italy		—		26,635	—		26,635
Rights/Warrants
Belgium		7		—	—		7
Hong Kong		—		6,412	—		6,412
Italy		—		—	—		—
Japan		—		—	—		—
Temporary Cash Investments		—		772,000	—		772,000
Securities Lending Collateral		—		241,563,668	—		241,563,668
TOTAL	$	305,289,944	$	1,294,752,111	—	$	1,600,042,055

See accompanying Notes to Financial Statements.

76

INTERNATIONAL CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (84.3%)
AUSTRALIA — (5.9%)
Australia & New Zealand Banking Group, Ltd.	642,628	$	13,107,115	0.4%
Commonwealth Bank of Australia	249,307		11,520,833	0.3%
National Australia Bank, Ltd.	468,016		12,365,750	0.3%
Other Securities			222,067,785	6.0%
TOTAL AUSTRALIA			259,061,483	7.0%
AUSTRIA — (0.5%)
Other Securities			23,127,388	0.6%
BELGIUM — (0.9%)
Other Securities			40,361,634	1.1%
CANADA — (7.5%)
#Bank of Montreal	202,373		9,362,592	0.2%
EnCana Corp.	208,817		11,578,966	0.3%
#Manulife Financial Corp.	443,273		8,316,105	0.2%
#Royal Bank of Canada	162,793		8,244,588	0.2%
Suncor Energy, Inc.	402,417		13,358,748	0.4%
Talisman Energy, Inc.	499,600		8,523,281	0.2%
*Teck Resources, Ltd. Class B	337,587		9,799,554	0.3%
#Toronto Dominion Bank	234,460		13,364,903	0.4%
Other Securities			242,654,600	6.6%
TOTAL CANADA			325,203,337	8.8%
DENMARK — (0.8%)
Other Securities			33,362,644	0.9%
FINLAND — (1.3%)
Other Securities			57,389,630	1.6%
FRANCE — (7.1%)
#AXA SA Sponsored ADR	450,270		11,166,696	0.3%
BNP Paribas SA	264,297		19,910,585	0.5%
#Compagnie de Saint-Gobain SA	199,892		9,740,682	0.3%
#*GDF Suez SA	332,503		13,901,095	0.4%
Sanofi - Aventis SA ADR	423,195		15,624,359	0.4%
#Schneider Electric SA	86,442		8,988,999	0.2%
Societe Generale Paris SA	172,286		11,443,202	0.3%
Total SA Sponsored ADR	155,727		9,354,521	0.3%
Other Securities			211,624,580	5.7%
TOTAL FRANCE			311,754,719	8.4%
GERMANY — (5.0%)
Allianz SE Sponsored ADR	984,886		11,178,456	0.3%
#E.ON AG Sponsored ADR	218,470		8,389,248	0.2%
Munchener Rueckversicherungs-Gesellschaft AG	59,826		9,465,241	0.2%
Siemens AG Sponsored ADR	125,474		11,295,169	0.3%
Other Securities			179,767,598	4.9%
TOTAL GERMANY			220,095,712	5.9%
GREECE — (1.0%)
Other Securities			44,809,050	1.2%
HONG KONG — (1.8%)
Other Securities			77,593,825	2.1%

77

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CONTINUED

	Shares	Value††		Percentage of Net Assets**
IRELAND — (0.6%)
Other Securities		$	23,913,871	0.6%
ITALY — (2.6%)
#*Intesa Sanpaolo SpA	2,143,093		9,019,162	0.2%
*UniCredito SpA	4,050,516		13,570,061	0.4%
Other Securities			88,829,673	2.4%
TOTAL ITALY			111,418,896	3.0%
JAPAN — (17.1%)
#Honda Motor Co., Ltd. Sponsored ADR	409,732		12,689,400	0.3%
#Mitsubishi UFJ Financial Group, Inc. ADR	1,712,038		9,090,922	0.3%
Sony Corp. Sponsored ADR	290,300		8,531,917	0.2%
#Toyota Motor Corp. Sponsored ADR	260,669		20,564,177	0.6%
Other Securities			695,631,016	18.8%
TOTAL JAPAN			746,507,432	20.2%
NETHERLANDS — (2.4%)
#*ING Groep NV Sponsored ADR	843,215		10,877,473	0.3%
Other Securities			91,719,715	2.5%
TOTAL NETHERLANDS			102,597,188	2.8%
NEW ZEALAND — (0.2%)
Other Securities			9,828,546	0.3%
NORWAY — (0.9%)
Other Securities			40,646,423	1.1%
PORTUGAL — (0.5%)
Other Securities			20,329,702	0.5%
SINGAPORE — (1.2%)
Other Securities			51,319,251	1.4%
SPAIN — (2.9%)
#Banco Bilbao Vizcaya SA Sponsored ADR	858,383		15,279,217	0.4%
Banco Santander SA Sponsored ADR	2,128,205		34,178,972	0.9%
Other Securities			75,624,685	2.1%
TOTAL SPAIN			125,082,874	3.4%
SWEDEN — (2.0%)
#Nordea Bank AB	910,765		9,775,622	0.3%
Other Securities			77,992,798	2.1%
TOTAL SWEDEN			87,768,420	2.4%
SWITZERLAND — (5.7%)
Credit Suisse Group AG Sponsored ADR	405,680		21,622,744	0.6%
#*Holcim, Ltd.	196,366		12,497,670	0.3%
Nestle SA	546,164		25,397,485	0.7%
#Novartis AG ADR	446,694		23,205,753	0.6%
Roche Holding AG Genusschein	82,873		13,273,183	0.4%
Zurich Financial Services AG	61,540		14,092,204	0.4%
Other Securities			138,371,293	3.7%
TOTAL SWITZERLAND			248,460,332	6.7%
UNITED KINGDOM — (16.4%)
*Anglo American P.L.C.	536,326		19,405,941	0.5%
Aviva P.L.C.	1,407,246		8,799,750	0.2%
#*Barclays P.L.C. Sponsored ADR	892,663		18,656,657	0.5%
#*BP P.L.C. Sponsored ADR	717,376		40,617,829	1.1%
#HSBC Holdings P.L.C. Sponsored ADR	1,132,387		62,722,916	1.7%

78

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CONTINUED

	Shares		Value††		Percentage of Net Assets**
UNITED KINGDOM — (Continued)
#Pearson P.L.C. Sponsored ADR		607,283	$	8,265,122	0.2%
Royal Dutch Shell P.L.C. ADR		935,795		54,425,837	1.5%
SABmiller P.L.C.		376,453		9,867,463	0.3%
Standard Chartered P.L.C.		749,103		18,377,039	0.5%
Vodafone Group P.L.C. Sponsored ADR		1,571,531		34,872,273	1.0%
*Xstrata P.L.C.		782,713		11,273,856	0.3%
Other Securities				429,857,805	11.6%
TOTAL UNITED KINGDOM				717,142,488	19.4%
UNITED STATES — (0.0%)
Other Securities				158,075	0.0%
TOTAL COMMON STOCKS				3,677,932,920	99.4%
PREFERRED STOCKS — (0.0%)
AUSTRALIA — (0.0%)
Other Securities				92,550	0.0%
RIGHTS/WARRANTS — (0.0%)
AUSTRALIA — (0.0%)
Other Securities				4,504	0.0%
BELGIUM — (0.0%)
Other Securities				80	0.0%
DENMARK — (0.0%)
Other Securities				8,768	0.0%
FRANCE — (0.0%)
Other Securities				8	0.0%
GERMANY — (0.0%)
Other Securities				24,017	0.0%
HONG KONG — (0.0%)
Other Securities				56,110	0.0%
ITALY — (0.0%)
Other Securities				—	0.0%
JAPAN — (0.0%)
Other Securities				—	0.0%
SPAIN — (0.0%)
Other Securities				82,382	0.0%
UNITED KINGDOM — (0.0%)
Other Securities				57,481	0.0%
TOTAL RIGHTS/WARRANTS				233,350	0.0%
	Face   Amount
	(000)		Value†
TEMPORARY CASH INVESTMENTS — (0.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $19,120,000 FNMA 5.058%(r), 01/01/36, valued at $12,807,097) to be repurchased at $12,615,200	$	12,615		12,615,000	0.3%

79

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CONTINUED

	Shares/ Face   Amount		Value†		Percentage of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (15.4%)
§@DFA Short Term Investment Fund LP		670,812,556	$	670,812,556	18.1%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $1,919,841) to be repurchased at $1,882,208	$	1,882		1,882,197	0.1%
TOTAL SECURITIES LENDING COLLATERAL				672,694,753	18.2%
TOTAL INVESTMENTS — (100.0%) (Cost $4,714,596,181)			$	4,363,568,573	117.9%

80

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CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	14,324,535	$	244,736,948	—	$	259,061,483
Austria		136,920		22,990,468	—		23,127,388
Belgium		4,443,476		35,918,158	—		40,361,634
Canada		325,194,945		8,392	—		325,203,337
Denmark		1,655,474		31,707,170	—		33,362,644
Finland		4,054,711		53,334,919	—		57,389,630
France		58,844,669		252,910,050	—		311,754,719
Germany		51,479,020		168,616,692	—		220,095,712
Greece		9,703,353		35,105,697	—		44,809,050
Hong Kong		367,693		77,226,132	—		77,593,825
Ireland		8,090,545		15,823,326	—		23,913,871
Italy		11,908,539		99,510,357	—		111,418,896
Japan		77,579,498		668,927,934	—		746,507,432
Netherlands		23,506,438		79,090,750	—		102,597,188
New Zealand		449,228		9,379,318	—		9,828,546
Norway		1,899,632		38,746,791	—		40,646,423
Portugal		320,178		20,009,524	—		20,329,702
Singapore		250,797		51,068,454	—		51,319,251
Spain		61,473,102		63,609,772	—		125,082,874
Sweden		7,169,735		80,598,685	—		87,768,420
Switzerland		62,098,431		186,361,901	—		248,460,332
United Kingdom		283,516,061		433,626,427	—		717,142,488
United States		158,075		—	—		158,075
Preferred Stocks
Australia		—		92,550	—		92,550
Rights/Warrants
Australia		—		4,504	—		4,504
Belgium		80		—	—		80
Denmark		8,768		—	—		8,768
France		8		—	—		8
Germany		—		24,017	—		24,017
Hong Kong		—		56,110	—		56,110
Italy		—		—	—		—
Japan		—		—	—		—
Spain		—		82,382	—		82,382
United Kingdom		57,481		—	—		57,481
Temporary Cash Investments		—		12,615,000	—		12,615,000
Securities Lending Collateral		—		672,694,753	—		672,694,753
TOTAL	$	1,008,691,392	$	3,354,877,181	—	$	4,363,568,573

See accompanying Notes to Financial Statements.

81

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SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (90.9%)
AUSTRALIA — (5.2%)
Australia & New Zealand Banking Group, Ltd.	96,142	$	1,960,923	0.3%
Commonwealth Bank of Australia	50,642		2,340,239	0.3%
National Australia Bank, Ltd.	65,156		1,721,528	0.3%
Other Securities			31,119,926	4.7%
TOTAL AUSTRALIA			37,142,616	5.6%
AUSTRIA — (0.5%)
Other Securities			3,352,618	0.5%
BELGIUM — (0.8%)
Other Securities			5,498,868	0.8%
BRAZIL — (1.8%)
Cia Vale do Rio Doce	52,700		1,343,323	0.2%
Other Securities			11,352,922	1.7%
TOTAL BRAZIL			12,696,245	1.9%
CANADA — (6.4%)
Royal Bank of Canada	39,027		1,976,507	0.3%
Suncor Energy, Inc.	70,464		2,339,140	0.4%
*Teck Resources, Ltd. Class B	51,800		1,503,662	0.2%
Toronto Dominion Bank	37,400		2,131,909	0.3%
Other Securities			38,015,826	5.7%
TOTAL CANADA			45,967,044	6.9%
CHILE — (0.3%)
Other Securities			2,173,675	0.3%
CHINA — (4.3%)
Bank of China, Ltd.	2,353,000		1,353,034	0.2%
China Construction Bank Corp.	1,628,000		1,403,550	0.2%
*Industrial & Commercial Bank of China, Ltd.	1,714,000		1,363,684	0.2%
Other Securities			26,921,629	4.0%
TOTAL CHINA			31,041,897	4.6%
CZECH REPUBLIC — (0.1%)
Other Securities			607,478	0.1%
DENMARK — (0.6%)
Other Securities			4,631,600	0.7%
FINLAND — (1.1%)
Other Securities			7,702,907	1.2%
FRANCE — (5.9%)
AXA SA Sponsored ADR	62,400		1,547,520	0.2%
BNP Paribas SA	43,518		3,278,391	0.5%
#Lafarge SA	15,620		1,267,872	0.2%
Sanofi - Aventis SA	17,594		1,289,677	0.2%
Schneider Electric SA	14,962		1,555,880	0.2%
Societe Generale Paris SA	27,595		1,832,854	0.3%
Other Securities			31,931,445	4.8%
TOTAL FRANCE			42,703,639	6.4%
GERMANY — (4.1%)
Allianz SE	11,378		1,303,354	0.2%
#Deutsche Bank AG	20,100		1,439,763	0.2%

82

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CONTINUED

	Shares	Value††		Percentage of Net Assets**
GERMANY — (Continued)
E.ON AG	52,403	$	2,002,180	0.3%
Munchener Rueckversicherungs-Gesellschaft AG	8,352		1,321,394	0.2%
Other Securities			23,413,988	3.5%
TOTAL GERMANY			29,480,679	4.4%
GREECE — (0.9%)
Other Securities			6,504,671	1.0%
HONG KONG — (1.7%)
Other Securities			11,943,648	1.8%
HUNGARY — (0.2%)
Other Securities			1,268,151	0.2%
INDIA — (2.0%)
Other Securities			14,392,828	2.2%
INDONESIA — (0.4%)
Other Securities			2,832,953	0.4%
IRELAND — (0.4%)
Other Securities			2,897,143	0.4%
ISRAEL — (0.5%)
Other Securities			3,660,827	0.6%
ITALY — (2.2%)
*UniCredito SpA	486,410		1,629,574	0.2%
Other Securities			14,033,052	2.1%
TOTAL ITALY			15,662,626	2.3%
JAPAN — (14.2%)
Toyota Motor Corp. Sponsored ADR	26,776		2,112,359	0.3%
Other Securities			100,458,222	15.0%
TOTAL JAPAN			102,570,581	15.3%
MALAYSIA — (0.7%)
Other Securities			4,824,190	0.7%
MEXICO — (0.8%)
Other Securities			6,009,411	0.9%
NETHERLANDS — (2.0%)
#*ING Groep NV Sponsored ADR	141,618		1,826,872	0.3%
Philips Electronics NV ADR	58,800		1,475,292	0.2%
Other Securities			11,423,625	1.7%
TOTAL NETHERLANDS			14,725,789	2.2%
NEW ZEALAND — (0.2%)
Other Securities			1,536,665	0.2%
NORWAY — (0.8%)
Other Securities			5,893,963	0.9%
PHILIPPINES — (0.1%)
Other Securities			789,804	0.1%
POLAND — (0.3%)
Other Securities			2,027,176	0.3%

83

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CONTINUED

	Shares	Value††		Percentage of Net Assets**
PORTUGAL — (0.4%)
Other Securities		$	2,941,399	0.4%
RUSSIA — (0.0%)
Other Securities			40,151	0.0%
SINGAPORE — (0.9%)
Other Securities			6,821,647	1.0%
SOUTH AFRICA — (1.5%)
Other Securities			10,630,181	1.6%
SOUTH KOREA — (2.8%)
Other Securities			20,380,746	3.1%
SPAIN — (2.5%)
Banco Bilbao Vizcaya SA Sponsored ADR	146,546		2,608,519	0.4%
Banco Santander SA	198,448		3,193,476	0.4%
Banco Santander SA Sponsored ADR	157,920		2,536,195	0.4%
Other Securities			9,886,784	1.5%
TOTAL SPAIN			18,224,974	2.7%
SWEDEN — (1.7%)
#Nordea Bank AB	145,566		1,562,421	0.2%
Other Securities			10,615,068	1.6%
TOTAL SWEDEN			12,177,489	1.8%
SWITZERLAND — (4.7%)
Credit Suisse Group AG	43,068		2,302,294	0.4%
Credit Suisse Group AG Sponsored ADR	28,818		1,535,999	0.2%
#*Holcim, Ltd.	31,260		1,989,536	0.3%
Nestle SA	33,903		1,576,543	0.2%
Novartis AG ADR	69,100		3,589,745	0.5%
Roche Holding AG Genusschein	9,111		1,459,245	0.2%
*UBS AG ADR	128,000		2,123,520	0.3%
Zurich Financial Services AG	10,105		2,313,970	0.4%
Other Securities			17,317,610	2.6%
TOTAL SWITZERLAND			34,208,462	5.1%
TAIWAN — (2.4%)
Other Securities			17,643,449	2.6%
THAILAND — (0.3%)
Other Securities			2,296,967	0.4%
TURKEY — (0.4%)
Other Securities			2,590,955	0.4%
UNITED KINGDOM — (14.8%)
*Anglo American P.L.C.	76,082		2,752,883	0.4%
Aviva P.L.C.	240,528		1,504,063	0.2%
*Barclays P.L.C.	374,834		1,964,536	0.3%
*BP P.L.C. Sponsored ADR	96,420		5,459,300	0.8%
HSBC Holdings P.L.C.	167,327		1,868,048	0.3%
HSBC Holdings P.L.C. Sponsored ADR	103,820		5,750,590	0.9%
Kingfisher P.L.C.	390,107		1,425,888	0.2%
Royal Dutch Shell P.L.C. ADR	108,043		6,283,781	0.9%
SABmiller P.L.C.	61,179		1,603,604	0.2%
Standard Chartered P.L.C.	138,929		3,408,215	0.5%
Vodafone Group P.L.C. Sponsored ADR	196,999		4,371,408	0.7%
*Xstrata P.L.C.	143,852		2,071,981	0.3%

84

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CONTINUED

	Shares		Value††		Percentage of Net Assets**
UNITED KINGDOM — (Continued)
Other Securities			$	68,498,903	10.3%
TOTAL UNITED KINGDOM				106,963,200	16.0%
UNITED STATES — (0.0%)
Other Securities				59,244	0.0%
TOTAL COMMON STOCKS				655,518,556	98.0%
PREFERRED STOCKS — (1.3%)
BRAZIL — (1.3%)
Cia Vale do Rio Doce		66,950		1,546,545	0.2%
Other Securities				7,337,728	1.1%
TOTAL BRAZIL				8,884,273	1.3%
TOTAL PREFERRED STOCKS				8,884,273	1.3%
RIGHTS/WARRANTS — (0.0%)
BELGIUM — (0.0%)
Other Securities				—	0.0%
BRAZIL — (0.0%)
Other Securities				4,501	0.0%
DENMARK — (0.0%)
Other Securities				4,510	0.0%
GERMANY — (0.0%)
Other Securities				3,707	0.0%
HONG KONG — (0.0%)
Other Securities				8,989	0.0%
ITALY — (0.0%)
Other Securities				—	0.0%
SPAIN — (0.0%)
Other Securities				19,316	0.0%
TAIWAN — (0.0%)
Other Securities				2,503	0.0%
UNITED KINGDOM — (0.0%)
Other Securities				10,252	0.0%
TOTAL RIGHTS/WARRANTS				53,778	0.0%
	Face   Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.6%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $7,150,000 FHLMC 6.040%(r), 11/01/36, valued at $4,590,056) to be repurchased at $4,521,072	$	4,521		4,521,000	0.7%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (7.2%)
§@DFA Short Term Investment Fund LP		47,095,489		47,095,489	7.1%

85

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CONTINUED

	Shares/ Face   Amount		Value†		Percentage of Net Assets**
	(000)
@Repurchase Agreement, Deutsche Bank Securities 0.07%11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $4,991,891) to be repurchased at $4,894,040	$	4,894		4,894,011	0.7%
TOTAL SECURITIES LENDING COLLATERAL				51,989,500	7.8%
TOTAL INVESTMENTS — (100.0%) (Cost $611,968,564)			$	720,967,107	107.8%

86

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CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	1,225,736	$	35,916,880	—	$	37,142,616
Austria		—		3,352,618	—		3,352,618
Belgium		911,842		4,587,026	—		5,498,868
Brazil		12,696,245		—	—		12,696,245
Canada		45,967,044		—	—		45,967,044
Chile		2,173,675		—	—		2,173,675
China		3,407,086		27,634,811	—		31,041,897
Czech Republic		—		607,478	—		607,478
Denmark		211,980		4,419,620	—		4,631,600
Finland		361,058		7,341,849	—		7,702,907
France		4,886,686		37,816,953	—		42,703,639
Germany		5,824,473		23,656,206	—		29,480,679
Greece		1,441,545		5,063,126	—		6,504,671
Hong Kong		15,483		11,928,165	—		11,943,648
Hungary		102,720		1,165,431	—		1,268,151
India		874,488		13,518,340	—		14,392,828
Indonesia		70,126		2,762,827	—		2,832,953
Ireland		565,371		2,331,772	—		2,897,143
Israel		1,160,535		2,500,292	—		3,660,827
Italy		1,103,915		14,558,711	—		15,662,626
Japan		9,057,114		93,513,467	—		102,570,581
Malaysia		—		4,824,190	—		4,824,190
Mexico		6,009,411		—	—		6,009,411
Netherlands		5,536,180		9,189,609	—		14,725,789
New Zealand		32,256		1,504,409	—		1,536,665
Norway		154,418		5,739,545	—		5,893,963
Philippines		53,300		736,504	—		789,804
Poland		—		2,027,176	—		2,027,176
Portugal		4,386		2,937,013	—		2,941,399
Russia		—		40,151	—		40,151
Singapore		—		6,821,647	—		6,821,647
South Africa		1,169,370		9,460,811	—		10,630,181
South Korea		2,200,192		18,180,554	—		20,380,746
Spain		6,894,180		11,330,794	—		18,224,974
Sweden		268,124		11,909,365	—		12,177,489
Switzerland		8,892,771		25,315,691	—		34,208,462
Taiwan		228,385		17,415,064	—		17,643,449
Thailand		2,296,967		—	—		2,296,967
Turkey		52,576		2,538,379	—		2,590,955
United Kingdom		28,580,518		78,382,682	—		106,963,200
United States		59,244		—	—		59,244
Preferred Stocks
Brazil		8,884,273		—	—		8,884,273
Rights/Warrants
Belgium		—		—	—		—

87

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

CONTINUED

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Brazil	$	4,501		—	—	$	4,501
Denmark		4,510		—	—		4,510
Germany		—	$	3,707	—		3,707
Hong Kong		2,895		6,094	—		8,989
Italy		—		—	—		—
Spain		—		19,316	—		19,316
Taiwan		—		2,503	—		2,503
United Kingdom		10,252		—	—		10,252
Temporary Cash Investments		—		4,521,000	—		4,521,000
Securities Lending Collateral		—		51,989,500	—		51,989,500
TOTAL	$	163,395,831	$	557,571,276	—	$	720,967,107

See accompanying Notes to Financial Statements.

88

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULES OF INVESTMENTS

October 31, 2009

INTERNATIONAL SMALL COMPANY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The Continental Small Company Series of The DFA Investment Trust Company	$	1,519,912,526
Investment in The Japanese Small Company Series of The DFA Investment Trust Company		1,068,920,039
Investment in The United Kingdom Small Company Series of The DFA Investment Trust Company		742,599,754
Investment in The Asia Pacific Small Company Series of The DFA Investment Trust Company		579,094,079
Investment in The Canadian Small Company Series of The DFA Investment Trust Company		365,189,000
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $4,294,422,039)	$	4,275,715,398

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	4,275,715,398	—	—	$	4,275,715,398

See accompanying Notes to Financial Statements.

89

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULES OF INVESTMENTS

CONTINUED

JAPANESE SMALL COMPANY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Japanese Small Company Series of The DFA Investment Trust Company	$	114,114,441
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $200,813,832)	$	114,114,441

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	114,114,441	—	—	$	114,114,441

ASIA PACIFIC SMALL COMPANY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Asia Pacific Small Company Series of The DFA Investment Trust Company	$	101,906,415
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $94,124,358)	$	101,906,415

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	101,906,415	—	—	$	101,906,415

90

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULES OF INVESTMENTS

October 31, 2009

UNITED KINGDOM SMALL COMPANY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The United Kingdom Small Company Series of The DFA Investment Trust Company	$	27,871,894
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $30,454,263)	$	27,871,894

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	27,871,894	—	—	$	27,871,894

CONTINENTAL SMALL COMPANY PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Continental Small Company Series of The DFA Investment Trust Company	$	110,985,135
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $112,793,150)	$	110,985,135

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	110,985,135	—	—	$	110,985,135

See accompanying Notes to Financial Statements.

91

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (85.0%)
AUSTRALIA — (22.2%)
CFS Retail Property Trust	9,299,087	$	15,978,498	2.1%
Commonwealth Property Office Fund	8,329,358		6,533,372	0.9%
Dexus Property Group	21,038,811		14,864,254	2.0%
#Goodman Group	16,279,701		8,729,311	1.2%
GPT Group	38,018,670		19,402,061	2.6%
ING Office Fund	9,301,027		4,907,378	0.6%
Macquarie Country Wide Trust	6,416,906		3,550,288	0.5%
Macquarie Office Trust	17,635,306		4,937,341	0.7%
Stockland Trust Group	10,526,908		34,969,564	4.7%
Westfield Group	5,691,219		61,658,889	8.3%
Other Securities			17,694,934	2.4%
TOTAL AUSTRALIA			193,225,890	26.0%
BELGIUM — (1.7%)
Befimmo SCA	54,310		5,169,734	0.7%
#Cofinimmo SA	37,088		5,344,597	0.7%
Other Securities			4,474,108	0.6%
TOTAL BELGIUM			14,988,439	2.0%
CANADA — (4.1%)
#Boardwalk REIT	110,766		3,786,548	0.5%
#Riocan REIT	530,784		8,996,422	1.2%
Other Securities			22,539,091	3.1%
TOTAL CANADA			35,322,061	4.8%
CHINA — (0.1%)
Other Securities			880,600	0.1%
FRANCE — (14.0%)
#Fonciere des Regions SA	76,369		8,417,507	1.1%
*Gecina SA	45,779		4,870,047	0.7%
Icade SA	87,009		9,160,308	1.2%
#Klepierre SA	406,887		16,865,600	2.3%
#Mercialys SA	101,662		4,097,176	0.6%
#Societe Immobiliere de Location pour l’Industrie et le Commerce SA	60,852		7,730,059	1.0%
#Unibail-Rodamco SE	295,081		65,344,360	8.8%
Other Securities			5,071,061	0.7%
TOTAL FRANCE			121,556,118	16.4%
GERMANY — (0.1%)
Other Securities			918,116	0.1%
GREECE — (0.0%)
Other Securities			421,005	0.1%
HONG KONG — (3.2%)
#Champion REIT	10,915,658		4,594,160	0.6%
Link REIT (The)	9,083,626		20,618,431	2.8%
Other Securities			2,418,572	0.3%
TOTAL HONG KONG			27,631,163	3.7%
ITALY — (0.1%)
Other Securities			792,853	0.1%
JAPAN — (13.0%)
Frontier Real Estate Investment Corp.	595		4,484,008	0.6%

92

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
JAPAN — (Continued)
Japan Logistics Fund, Inc.	565	$	4,293,002	0.6%
Japan Prime Realty Investment Corp.	2,682		5,840,893	0.8%
Japan Real Estate Investment Corp.	1,633		13,029,902	1.7%
Japan Retail Fund Investment	1,570		7,381,067	1.0%
#MORI TRUST Sogo REIT, Inc.	494		3,798,479	0.5%
Nippon Building Fund, Inc.	1,884		15,443,177	2.1%
#Nomura Real Estate Office Fund, Inc.	1,246		7,698,702	1.0%
Orix Jreit, Inc.	1,134		5,194,029	0.7%
#TOKYU REIT, Inc.	697		3,503,253	0.5%
United Urban Investment Corp.	857		4,999,093	0.7%
Other Securities			37,013,139	5.0%
TOTAL JAPAN			112,678,744	15.2%
NETHERLANDS — (4.0%)
#Corio NV	194,995		13,222,285	1.8%
Eurocommercial Properties NV	98,088		4,249,401	0.6%
#VastNed Retail NV	61,128		4,076,447	0.5%
#Wereldhave NV	87,503		8,542,822	1.1%
Other Securities			4,257,365	0.6%
TOTAL NETHERLANDS			34,348,320	4.6%
NEW ZEALAND — (0.8%)
Other Securities			7,017,019	1.0%
SINGAPORE — (5.0%)
Ascendas REIT	5,236,000		6,805,677	0.9%
CapitaCommercial Trust	9,676,000		7,274,904	1.0%
CapitaMall Trust	8,698,300		9,770,603	1.3%
Suntec REIT	6,516,000		5,542,650	0.8%
Other Securities			14,063,235	1.9%
TOTAL SINGAPORE			43,457,069	5.9%
SOUTH AFRICA — (1.2%)
Other Securities			10,626,976	1.4%
TAIWAN — (0.4%)
Other Securities			3,802,919	0.5%
UNITED KINGDOM — (15.1%)
British Land Co. P.L.C.	3,002,251		23,249,638	3.1%
Derwent London P.L.C.	487,068		9,921,298	1.3%
#Great Portland Estates P.L.C.	1,223,426		4,944,721	0.7%
Hammerson P.L.C.	2,396,955		15,898,980	2.2%
Land Securities Group P.L.C.	3,104,143		33,587,116	4.5%
Liberty International P.L.C.	1,794,983		13,250,009	1.8%
Segro P.L.C.	2,987,900		17,218,157	2.3%
Shaftesbury P.L.C.	977,674		6,022,655	0.8%
Other Securities			6,802,638	0.9%
TOTAL UNITED KINGDOM			130,895,212	17.6%
TOTAL COMMON STOCKS			738,562,504	99.5%
RIGHTS/WARRANTS — (0.0%)
SINGAPORE — (0.0%)
Other Securities			38,850	0.0%

93

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

	Face   Amount		Value†		Percentage of Net Assets**
	(000)
TEMPORARY CASH INVESTMENTS — (0.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $3,915,000 FNMA 6.50%, 06/25/39, valued at $4,213,519) to be repurchased at $4,146,066	$	4,146		4,146,000	0.6%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (14.5%)
§@DFA Short Term Investment Fund LP		125,600,221		125,600,221	16.9%
@Repurchase Agreement, Deutsche Bank Securities 0.07%, 11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $108,366) to be repurchased at $106,242	$	106		106,241	0.0%
TOTAL SECURITIES LENDING COLLATERAL				125,706,462	16.9%
TOTAL INVESTMENTS — (100.0%) (Cost $1,087,597,780)			$	868,453,816	117.0%

94

DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia		—	$	193,225,890	—	$	193,225,890
Belgium		—		14,988,439	—		14,988,439
Canada	$	35,322,061		—	—		35,322,061
China		—		880,600	—		880,600
France		—		121,556,118	—		121,556,118
Germany		—		918,116	—		918,116
Greece		—		421,005	—		421,005
Hong Kong		—		27,631,163	—		27,631,163
Italy		—		792,853	—		792,853
Japan		—		112,678,744	—		112,678,744
Netherlands		—		34,348,320	—		34,348,320
New Zealand		—		7,017,019	—		7,017,019
Singapore		33,178		43,423,891	—		43,457,069
South Africa		1,963,337		8,663,639	—		10,626,976
Taiwan		748,199		3,054,720	—		3,802,919
United Kingdom		—		130,895,212	—		130,895,212
Rights/Warrants
Singapore		—		38,850	—		38,850
Temporary Cash Investments		—		4,146,000	—		4,146,000
Securities Lending Collateral		—		125,706,462	—		125,706,462
TOTAL	$	38,066,775	$	830,387,041	—	$	868,453,816

See accompanying Notes to Financial Statements.

95

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULE OF INVESTMENTS

October 31, 2009

DFA GLOBAL REAL ESTATE SECURITIES PORTFOLIO

	Shares	Value†
AFFILIATED INVESTMENT COMPANIES — (99.7%)
Investment in DFA Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc.	14,759,754	$	225,676,641
Investment in DFA International Real Estate Securities Portfolio DFA Investment Dimensions Group Inc.	39,193,696		205,374,965
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $398,826,539)			431,051,606
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares (Cost $1,475,873)	1,475,873		1,475,873
TOTAL INVESTMENTS - (100.0%) (Cost $400,302,412)		$	432,527,479

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Companies	$	431,051,606	—	—	$	431,051,606
Temporary Cash Investments		1,475,873	—	—		1,475,873
TOTAL	$	432,527,479	—	—	$	432,527,479

See accompanying Notes to Financial Statements.

96

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (91.0%)
AUSTRALIA — (6.9%)
#Downer EDI, Ltd.	3,069,424	$	23,365,680	0.4%
*Pacific Brands, Ltd.	29,002,108		33,770,277	0.5%
Other Securities			462,236,503	6.7%
TOTAL AUSTRALIA			519,372,460	7.6%
AUSTRIA — (1.0%)
*Wienerberger AG	1,587,273		28,673,473	0.4%
Other Securities			49,351,717	0.7%
TOTAL AUSTRIA			78,025,190	1.1%
BELGIUM — (1.4%)
Other Securities			106,691,942	1.6%
CANADA — (7.6%)
*Celestica, Inc.	4,081,842		33,649,120	0.5%
#Laurentian Bank of Canada	689,000		25,170,898	0.4%
*Lundin Mining Corp.	6,297,886		25,318,427	0.4%
Sherritt International Corp.	5,573,711		35,748,398	0.5%
#*Viterra, Inc.	3,936,739		37,473,695	0.5%
Other Securities			413,560,283	6.0%
TOTAL CANADA			570,920,821	8.3%
DENMARK — (0.5%)
Other Securities			37,680,909	0.6%
FINLAND — (2.9%)
#Huhtamaki Oyj	1,826,851		24,693,015	0.4%
#Kemira Oyj	1,754,896		27,826,374	0.4%
#Outokumpu Oyj Series A	2,864,481		47,366,190	0.7%
#Pohjola Bank P.L.C.	3,363,010		37,370,684	0.5%
#Rautaruukki Oyj Series K	1,108,900		22,603,880	0.3%
Other Securities			58,739,847	0.9%
TOTAL FINLAND			218,599,990	3.2%
FRANCE — (6.1%)
Arkema SA	1,028,400		39,258,912	0.6%
*Atos Origin SA	752,174		35,214,237	0.5%
#Havas SA	8,111,619		30,830,117	0.4%
#Nexans SA	593,945		41,941,024	0.6%
*Valeo SA	1,402,110		38,061,454	0.6%
Other Securities			268,325,024	3.9%
TOTAL FRANCE			453,630,768	6.6%
GERMANY — (5.8%)
#Aurubis AG	1,148,031		45,536,498	0.7%
#Bilfinger Berger AG	956,696		61,253,282	0.9%
#Lanxess AG	1,049,103		32,980,226	0.5%
#Rheinmetall AG	482,624		26,206,443	0.4%
Other Securities			269,817,799	3.9%
TOTAL GERMANY			435,794,248	6.4%
GREECE — (0.8%)
Other Securities			58,439,452	0.9%
HONG KONG — (2.2%)
Other Securities			163,275,519	2.4%

97

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
IRELAND — (0.9%)
Other Securities		$	64,395,941	0.9%
ITALY — (4.5%)
Banca Popolare di Milano Scarl	10,151,010		75,527,076	1.1%
#Fondiaria - SAI SpA	1,781,588		32,470,921	0.5%
*Pirelli & Co. SpA	67,386,003		37,862,403	0.6%
Other Securities			188,514,113	2.7%
TOTAL ITALY			334,374,513	4.9%
JAPAN — (19.9%)
Other Securities			1,490,165,879	21.7%
MALAYSIA — (0.0%)
Other Securities			—	0.0%
NETHERLANDS — (1.9%)
Nutreco Holding NV	746,767		37,693,977	0.5%
#*USG People NV	1,386,176		24,117,169	0.4%
Other Securities			79,748,369	1.2%
TOTAL NETHERLANDS			141,559,515	2.1%
NEW ZEALAND — (0.3%)
Other Securities			23,944,763	0.3%
NORWAY — (1.0%)
Other Securities			78,702,123	1.1%
PORTUGAL — (0.2%)
Other Securities			13,469,857	0.2%
SINGAPORE — (1.6%)
Other Securities			118,964,304	1.7%
SPAIN — (1.3%)
Ebro Puleva SA	1,461,723		27,835,690	0.4%
Other Securities			71,335,758	1.0%
TOTAL SPAIN			99,171,448	1.4%
SWEDEN — (3.3%)
#Boliden AB	4,986,751		60,046,993	0.9%
#*Trelleborg AB Series B	6,681,684		40,590,079	0.6%
Other Securities			142,855,875	2.1%
TOTAL SWEDEN			243,492,947	3.6%
SWITZERLAND — (4.6%)
*Clariant AG	4,668,293		44,630,582	0.6%
Helvetia Holding AG	86,089		27,449,020	0.4%
#PSP Swiss Property AG	588,827		33,042,294	0.5%
Other Securities			237,538,217	3.5%
TOTAL SWITZERLAND			342,660,113	5.0%
UNITED KINGDOM — (16.3%)
Amlin P.L.C.	9,708,370		56,193,562	0.8%
Bellway P.L.C.	3,481,205		41,637,233	0.6%
*Bovis Homes Group P.L.C.	4,184,856		28,182,882	0.4%
Brit Insurance Holdings P.L.C.	11,179,422		38,072,361	0.6%
Catlin Group, Ltd.	8,508,243		45,940,078	0.7%
Close Brothers Group P.L.C.	2,135,186		24,553,339	0.4%
*Cookson Group P.L.C.	3,902,119		23,284,656	0.3%
DS Smith P.L.C.	12,895,987		24,629,261	0.4%

98

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
UNITED KINGDOM — (Continued)
Greene King P.L.C.	5,260,781	$	33,988,997	0.5%
Hiscox, Ltd.	10,648,017		55,841,012	0.8%
Meggitt P.L.C.	12,962,458		51,899,258	0.8%
Millennium & Copthorne Hotels P.L.C.	5,019,556		27,745,529	0.4%
Mondi P.L.C.	7,958,099		43,926,465	0.6%
*Persimmon P.L.C.	6,879,478		45,355,560	0.7%
*Premier Foods P.L.C.	40,873,986		23,964,979	0.3%
Tomkins P.L.C.	13,525,823		37,106,806	0.5%
Travis Perkins P.L.C.	3,875,156		47,804,947	0.7%
Other Securities			572,280,454	8.3%
TOTAL UNITED KINGDOM			1,222,407,379	17.8%
TOTAL COMMON STOCKS			6,815,740,081	99.4%
PREFERRED STOCKS — (0.0%)
AUSTRALIA — (0.0%)
Other Securities			2,217,142	0.0%
FINLAND — (0.0%)
Other Securities			18,739	0.0%
TOTAL PREFERRED STOCKS			2,235,881	0.0%
RIGHTS/WARRANTS — (0.2%)
AUSTRALIA — (0.0%)
Other Securities			103,581	0.0%
BELGIUM — (0.0%)
Other Securities			14	0.0%
CANADA — (0.0%)
Other Securities			24,280	0.0%
FRANCE — (0.0%)
Other Securities			27,132	0.0%
GERMANY — (0.0%)
Other Securities			308,692	0.0%
HONG KONG — (0.0%)
Other Securities			1,197,219	0.0%
ITALY — (0.0%)
Other Securities			37,152	0.0%
JAPAN — (0.0%)
Other Securities			—	0.0%
MALAYSIA — (0.0%)
Other Securities			3,012	0.0%
NORWAY — (0.0%)
Other Securities			13,925	0.0%
SPAIN — (0.1%)
Other Securities			2,182,764	0.1%
UNITED KINGDOM — (0.1%)
Other Securities			6,923,620	0.1%
TOTAL RIGHTS/WARRANTS			10,821,391	0.2%

99

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

	Shares/ Face    Amount	Value†		Percentage of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (8.8%)
§@DFA Short Term Investment Fund LP	660,084,739	$	660,084,739	9.6%
@Repurchase Agreement, Deutsche Bank Securities 0.07%,
11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $355,813) to be repurchased at $348,838	$349		348,836	0.0%
TOTAL SECURITIES LENDING COLLATERAL			660,433,575	9.6%
TOTAL INVESTMENTS — (100.0%) (Cost $8,133,915,343)		$	7,489,230,928	109.2%

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	288,015	$	519,084,445	—	$	519,372,460
Austria		22,426		78,002,764	—		78,025,190
Belgium		—		106,691,942	—		106,691,942
Canada		570,920,821		—	—		570,920,821
Denmark		98,745		37,582,164	—		37,680,909
Finland		—		218,599,990	—		218,599,990
France		1,488,725		452,142,043	—		453,630,768
Germany		—		435,794,248	—		435,794,248
Greece		96,399		58,343,053	—		58,439,452
Hong Kong		258,326		163,017,193	—		163,275,519
Ireland		154,426		64,241,515	—		64,395,941
Italy		—		334,374,513	—		334,374,513
Japan		541,687		1,489,624,192	—		1,490,165,879
Malaysia		—		—	—		—
Netherlands		—		141,559,515	—		141,559,515
New Zealand		—		23,944,763	—		23,944,763
Norway		—		78,702,123	—		78,702,123
Portugal		—		13,469,857	—		13,469,857
Singapore		930,728		118,033,576	—		118,964,304
Spain		—		99,171,448	—		99,171,448
Sweden		—		243,492,947	—		243,492,947
Switzerland		690,857		341,969,256	—		342,660,113
United Kingdom		385,964		1,222,021,415	—		1,222,407,379
Preferred Stocks
Australia		—		2,217,142	—		2,217,142

100

DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO

CONTINUED

	Valuation Inputs
		Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Finland		—	$	18,739	—	$	18,739
Rights/Warrants
Australia		—		103,581	—		103,581
Belgium	$	14		—	—		14
Canada		24,280		—	—		24,280
France		27,132		—	—		27,132
Germany		—		308,692	—		308,692
Hong Kong		51,124		1,146,095	—		1,197,219
Italy		37,152		—	—		37,152
Japan		—		—	—		—
Malaysia		—		3,012	—		3,012
Norway		—		13,925	—		13,925
Spain		—		2,182,764	—		2,182,764
United Kingdom		1,771,371		5,152,249	—		6,923,620
Securities Lending Collateral		—		660,433,575	—		660,433,575
TOTAL	$	577,788,192	$	6,911,442,736	—	$	7,489,230,928

See accompanying Notes to Financial Statements.

101

INTERNATIONAL VECTOR EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (86.2%)
AUSTRALIA — (6.1%)
Australia & New Zealand Banking Group, Ltd.	29,839	$	608,600	0.3%
#Macquarie Group, Ltd.	13,345		584,454	0.2%
Other Securities			17,131,267	6.5%
TOTAL AUSTRALIA			18,324,321	7.0%
AUSTRIA — (0.7%)
Voestalpine AG	16,154		552,370	0.2%
Other Securities			1,529,125	0.6%
TOTAL AUSTRIA			2,081,495	0.8%
BELGIUM — (1.0%)
Solvay SA	5,891		578,480	0.2%
Other Securities			2,468,869	1.0%
TOTAL BELGIUM			3,047,349	1.2%
CANADA — (8.1%)
#Bank of Montreal	20,300		939,160	0.4%
Sun Life Financial, Inc.	19,778		547,069	0.2%
Suncor Energy, Inc.	29,572		981,664	0.4%
Talisman Energy, Inc.	45,748		780,470	0.3%
*Teck Resources, Ltd. Class B	33,100		960,835	0.4%
#Toronto Dominion Bank	11,000		627,032	0.2%
Other Securities			19,751,980	7.5%
TOTAL CANADA			24,588,210	9.4%
DENMARK — (1.0%)
Other Securities			2,897,663	1.1%
FINLAND — (1.7%)
UPM-Kymmene Oyj	45,985		551,884	0.2%
Other Securities			4,542,667	1.7%
TOTAL FINLAND			5,094,551	1.9%
FRANCE — (6.2%)
BNP Paribas SA	13,962		1,051,815	0.4%
Compagnie Generale des Establissements Michelin SA Series B	8,950		662,989	0.3%
#Lafarge SA	8,284		672,410	0.3%
*Natixis SA	99,455		558,692	0.2%
Societe Generale Paris SA	9,034		600,036	0.2%
Other Securities			15,242,693	5.8%
TOTAL FRANCE			18,788,635	7.2%
GERMANY — (4.5%)
#Deutsche Bank AG	20,528		1,470,421	0.5%
E.ON AG	18,237		696,788	0.3%
Other Securities			11,465,158	4.4%
TOTAL GERMANY			13,632,367	5.2%
GREECE — (1.5%)
*Alpha Bank A.E.	33,606		647,924	0.3%
*Piraeus Bank S.A.	34,245		590,409	0.2%
Other Securities			3,220,866	1.2%
TOTAL GREECE			4,459,199	1.7%

102

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
HONG KONG — (1.9%)
Other Securities		$	5,818,759	2.2%
IRELAND — (0.8%)
Other Securities			2,323,811	0.9%
ITALY — (2.6%)
Other Securities			7,735,814	2.9%
JAPAN — (18.9%)
Toyota Motor Corp. Sponsored ADR	7,600		599,564	0.2%
Other Securities			56,552,820	21.6%
TOTAL JAPAN			57,152,384	21.8%
NETHERLANDS — (2.5%)
Koninklijke DSM NV	11,964		524,191	0.2%
Philips Electronics NV	22,955		576,648	0.2%
Other Securities			6,514,761	2.5%
TOTAL NETHERLANDS			7,615,600	2.9%
NEW ZEALAND — (0.3%)
Other Securities			919,440	0.4%
NORWAY — (1.2%)
Other Securities			3,760,388	1.4%
PORTUGAL — (0.5%)
Other Securities			1,619,843	0.6%
SINGAPORE — (1.2%)
Other Securities			3,732,209	1.4%
SPAIN — (2.4%)
Banco Bilbao Vizcaya SA Sponsored ADR	40,108		713,922	0.3%
Banco Santander SA	71,865		1,156,470	0.4%
Banco Santander SA Sponsored ADR	49,420		793,685	0.3%
Other Securities			4,688,871	1.8%
TOTAL SPAIN			7,352,948	2.8%
SWEDEN — (2.0%)
Other Securities			6,102,081	2.3%
SWITZERLAND — (5.4%)
Credit Suisse Group AG	13,655		729,958	0.3%
#*Holcim, Ltd.	21,970		1,398,276	0.5%
Novartis AG ADR	11,400		592,230	0.2%
#Swatch Group AG	2,763		645,152	0.3%
Swiss Reinsurance Co., Ltd. AG	23,898		973,141	0.4%
*UBS AG	52,017		867,370	0.3%
*UBS AG ADR	34,236		567,975	0.2%
Zurich Financial Services AG	6,240		1,428,914	0.5%
Other Securities			9,144,399	3.5%
TOTAL SWITZERLAND			16,347,415	6.2%
UNITED KINGDOM — (15.7%)
*Anglo American P.L.C.	48,414		1,751,769	0.7%
Aviva P.L.C.	128,562		803,920	0.3%
*Barclays P.L.C.	105,354		552,169	0.2%
*BP P.L.C. Sponsored ADR	18,084		1,023,916	0.4%
HSBC Holdings P.L.C. Sponsored ADR	35,757		1,980,580	0.8%
International Power P.L.C.	146,938		610,041	0.2%
Kingfisher P.L.C.	225,944		825,853	0.3%

103

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
UNITED KINGDOM — (Continued)
Legal & General Group P.L.C.	575,477	$	738,420	0.3%
Old Mutual P.L.C.	499,092		866,235	0.3%
Prudential P.L.C.	68,348		620,833	0.2%
Royal Dutch Shell P.L.C. ADR	32,048		1,863,912	0.7%
RSA Insurance Group P.L.C.	322,917		639,902	0.2%
Standard Chartered P.L.C.	26,514		650,443	0.3%
Standard Life P.L.C.	213,961		762,724	0.3%
Vodafone Group P.L.C. Sponsored ADR	56,540		1,254,623	0.5%
*Xstrata P.L.C.	53,951		777,087	0.3%
Other Securities			31,609,787	12.0%
TOTAL UNITED KINGDOM			47,332,214	18.0%
TOTAL COMMON STOCKS			260,726,696	99.3%
RIGHTS/WARRANTS — (0.0%)
BELGIUM — (0.0%)
Other Securities			—	0.0%
DENMARK — (0.0%)
Other Securities			568	0.0%
GERMANY — (0.0%)
Other Securities			3,559	0.0%
HONG KONG — (0.0%)
Other Securities			5,586	0.0%
ITALY — (0.0%)
Other Securities			—	0.0%
NORWAY — (0.0%)
Other Securities			2,334	0.0%
SPAIN — (0.0%)
Other Securities			6,021	0.0%
UNITED KINGDOM — (0.0%)
Other Securities			33,339	0.0%
TOTAL RIGHTS/WARRANTS			51,407	0.0%
	Face   Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.4%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%,
11/02/09 (Collateralized by $1,830,000 FHLMC 6.040%(r), 11/01/36, valued at $1,174,798) to be repurchased at $1,155,018	$1,155		1,155,000	0.5%
	Shares/ Face   Amount
	(000)
SECURITIES LENDING COLLATERAL — (13.4%)
§@DFA Short Term Investment Fund LP	38,492,317		38,492,317	14.7%

104

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

	Shares/ Face   Amount		Value†		Percentage of Net Assets**
	(000)
@Repurchase Agreement, Deutsche Bank Securities 0.07% 11/02/09
(Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $2,012,891) to be repurchased at $1,973,435	$	1,973		1,973,423	0.7%
TOTAL SECURITIES LENDING COLLATERAL				40,465,740	15.4%
TOTAL INVESTMENTS — (100.0%) (Cost $247,812,128)			$	302,398,843	115.2%

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Australia	$	411,657	$	17,912,664	—	$	18,324,321
Austria		—		2,081,495	—		2,081,495
Belgium		230,520		2,816,829	—		3,047,349
Canada		24,588,210		—	—		24,588,210
Denmark		17,522		2,880,141	—		2,897,663
Finland		—		5,094,551	—		5,094,551
France		1,046,254		17,742,381	—		18,788,635
Germany		2,742,895		10,889,472	—		13,632,367
Greece		381,443		4,077,756	—		4,459,199
Hong Kong		9,693		5,809,066	—		5,818,759
Ireland		495,321		1,828,490	—		2,323,811
Italy		473,358		7,262,456	—		7,735,814
Japan		2,796,176		54,356,208	—		57,152,384
Netherlands		1,819,243		5,796,357	—		7,615,600
New Zealand		11,648		907,792	—		919,440
Norway		—		3,760,388	—		3,760,388
Portugal		—		1,619,843	—		1,619,843
Singapore		—		3,732,209	—		3,732,209
Spain		1,724,397		5,628,551	—		7,352,948
Sweden		62,400		6,039,681	—		6,102,081
Switzerland		1,752,841		14,594,574	—		16,347,415
United Kingdom		7,015,128		40,317,086	—		47,332,214
Rights/Warrants
Belgium		—		—	—		—
Denmark		568		—	—		568
Germany		—		3,559	—		3,559
Hong Kong		—		5,586	—		5,586
Italy		—		—	—		—

105

INTERNATIONAL VECTOR EQUITY PORTFOLIO

CONTINUED

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Norway		—	$	2,334	—	$	2,334
Spain		—		6,021	—		6,021
United Kingdom	$	6,884		26,455	—		33,339
Temporary Cash Investments		—		1,155,000	—		1,155,000
Securities Lending Collateral		—		40,465,740	—		40,465,740
TOTAL	$	45,586,158	$	256,812,685	—	$	302,398,843

See accompanying Notes to Financial Statements.

106

DFA INVESTMENT DIMENSIONS GROUP INC.

SCHEDULES OF INVESTMENTS

October 31, 2009

EMERGING MARKETS PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Emerging Markets Series of The DFA Investment Trust Company	$	1,967,084,229
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $1,011,671,280)	$	1,967,084,229

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	1,967,084,229	—	—	$	1,967,084,229

EMERGING MARKETS SMALL CAP PORTFOLIO

	Value†
AFFILIATED INVESTMENT COMPANY — (100.0%)
Investment in The Emerging Markets Small Cap Series of The DFA Investment Trust Company	$	1,134,439,234
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANY (Cost $854,969,140)	$	1,134,439,234

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2	Level 3	Total
Affiliated Investment Company	$	1,134,439,234	—	—	$	1,134,439,234

See accompanying Notes to Financial Statements.

107

EMERGING MARKETS CORE EQUITY PORTFOLIO

SUMMARY SCHEDULE OF PORTFOLIO HOLDINGS

October 31, 2009

	Shares	Value††		Percentage of Net Assets**
COMMON STOCKS — (84.5%)
BRAZIL — (7.4%)
BM&F Bovespa SA	1,104,321	$	7,115,147	0.3%
Cia Vale do Rio Doce	708,190		18,051,763	0.7%
#Itau Unibanco Holding SA ADR	1,648,537		31,552,998	1.3%
Petroleo Brasileiro SA ADR (71654V101)	637,166		25,563,100	1.0%
#Petroleo Brasileiro SA ADR (71654V408)	462,510		21,377,212	0.9%
Other Securities			98,747,396	4.0%
TOTAL BRAZIL			202,407,616	8.2%
CHILE — (1.8%)
Other Securities			49,299,787	2.0%
CHINA — (11.0%)
Bank of China, Ltd.	17,448,000		10,033,035	0.4%
China Construction Bank Corp.	16,648,000		14,352,768	0.6%
#China Life Insurance Co., Ltd. ADR	159,456		10,940,276	0.5%
#China Mobile, Ltd. Sponsored ADR	318,041		14,862,056	0.6%
#China Petroleum and Chemical Corp. (Sinopec) ADR	88,100		7,432,116	0.3%
#CNOOC, Ltd. ADR	116,476		17,347,935	0.7%
#*Industrial & Commercial Bank of China, Ltd.	21,941,000		17,456,588	0.7%
#PetroChina Co., Ltd. ADR	129,733		15,573,149	0.6%
Other Securities			193,263,616	7.9%
TOTAL CHINA			301,261,539	12.3%
CZECH REPUBLIC — (0.6%)
Other Securities			16,134,619	0.7%
HUNGARY — (1.1%)
*MOL Hungarian Oil & Gas NYRT	83,994		7,017,209	0.3%
#*OTP Bank NYRT	488,536		13,737,383	0.6%
Other Securities			8,659,120	0.3%
TOTAL HUNGARY			29,413,712	1.2%
INDIA — (10.5%)
ICICI Bank, Ltd. Sponsored ADR	396,338		12,464,830	0.5%
Infosys Technologies, Ltd.	225,217		10,455,397	0.4%
*Reliance Industries, Ltd.	690,546		27,939,425	1.1%
Other Securities			237,253,820	9.7%
TOTAL INDIA			288,113,472	11.7%
INDONESIA — (2.3%)
PT Astra International Tbk	2,085,000		6,708,063	0.3%
Other Securities			57,010,581	2.3%
TOTAL INDONESIA			63,718,644	2.6%
ISRAEL — (3.6%)
*Bank Hapoalim B.M.	1,946,691		7,106,879	0.3%
*Bank Leumi Le-Israel B.M.	1,734,653		6,774,661	0.3%
Teva Pharmaceutical Industries, Ltd. Sponsored ADR	838,566		42,330,812	1.7%
Other Securities			42,860,323	1.7%
TOTAL ISRAEL			99,072,675	4.0%
MALAYSIA — (3.8%)
Other Securities			105,292,715	4.3%
MEXICO — (5.0%)
America Movil S.A.B. de C.V. Series L ADR	359,075		15,845,980	0.6%

108

EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
MEXICO — (Continued)
*Cemex S.A.B. de C.V. Sponsored ADR	1,165,980	$	12,102,873	0.5%
Fomento Economico Mexicano S.A.B. de C.V. Sponsored ADR	230,240		9,971,694	0.4%
*Grupo Financiero Banorte S.A.B. de C.V.	2,596,307		8,297,957	0.3%
*Grupo Mexico S.A.B. de C.V. Series B	5,000,219		9,997,598	0.4%
Grupo Televisa S.A. de C.V. Sponsored ADR	356,510		6,902,034	0.3%
Other Securities			74,768,418	3.1%
TOTAL MEXICO			137,886,554	5.6%
PHILIPPINES — (0.6%)
Other Securities			15,883,678	0.6%
POLAND — (1.8%)
KGHM Polska Miedz SA	192,817		6,490,348	0.2%
Other Securities			43,827,902	1.8%
TOTAL POLAND			50,318,250	2.0%
RUSSIA — (0.9%)
*Gazprom OAO Sponsored ADR	410,963		9,855,738	0.4%
Other Securities			13,898,180	0.6%
TOTAL RUSSIA			23,753,918	1.0%
SINGAPORE — (0.0%)
Other Securities			114,229	0.0%
SOUTH AFRICA — (9.2%)
#Gold Fields, Ltd. Sponsored ADR	755,800		9,636,450	0.4%
Impala Platinum Holdings, Ltd.	418,209		9,088,505	0.4%
MTN Group, Ltd.	1,041,866		15,512,590	0.6%
Naspers, Ltd. Series N	378,717		13,663,814	0.5%
Sanlam, Ltd.	3,530,404		9,688,256	0.4%
Sasol, Ltd. Sponsored ADR	466,600		17,446,174	0.7%
Standard Bank Group, Ltd.	1,207,837		15,143,321	0.6%
Other Securities			163,739,983	6.7%
TOTAL SOUTH AFRICA			253,919,093	10.3%
SOUTH KOREA — (10.5%)
Hyundai Motor Co., Ltd.	92,301		8,372,115	0.4%
*KB Financial Group, Inc. ADR	206,311		9,787,394	0.4%
#POSCO ADR	127,995		13,070,849	0.5%
Samsung Electronics Co., Ltd.	46,112		27,747,117	1.1%
Shinhan Financial Group Co., Ltd. ADR	97,355		7,364,906	0.3%
Other Securities			222,288,787	9.1%
TOTAL SOUTH KOREA			288,631,168	11.8%
TAIWAN — (10.3%)
Hon Hai Precision Industry Co., Ltd.	3,065,530		12,007,153	0.5%
Taiwan Semiconductor Manufacturing Co., Ltd.	6,259,652		11,354,999	0.5%
Other Securities			260,512,700	10.6%
TOTAL TAIWAN			283,874,852	11.6%
THAILAND — (1.8%)
Other Securities			50,759,389	2.1%
TURKEY — (2.3%)
Turkiye Garanti Bankasi A.S.	1,790,492		6,502,250	0.3%
Other Securities			56,452,562	2.3%
TOTAL TURKEY			62,954,812	2.6%
TOTAL COMMON STOCKS			2,322,810,722	94.6%

109

EMERGING MARKETS CORE EQUITY PORTFOLIO

CONTINUED

	Shares	Value††		Percentage of Net Assets**
PREFERRED STOCKS — (4.6%)
BRAZIL — (4.6%)
#Banco Bradesco SA Sponsored ADR	696,802	$	13,726,999	0.6%
Cia Vale do Rio Doce	738,786		17,065,957	0.7%
#Gerdau SA Sponsored ADR	678,100		10,239,310	0.4%
Metalurgica Gerdau SA	394,900		7,251,939	0.3%
Usinas Siderurgicas de Minas Gerais SA Series A	330,300		8,625,000	0.3%
Other Securities			68,244,882	2.8%
TOTAL BRAZIL			125,154,087	5.1%
INDIA — (0.0%)
Other Securities			6,467	0.0%
TOTAL PREFERRED STOCKS			125,160,554	5.1%
RIGHTS/WARRANTS — (0.0%)
BRAZIL — (0.0%)
Other Securities			36,466	0.0%
CHILE — (0.0%)
Other Securities			638	0.0%
CHINA — (0.0%)
Other Securities			12,816	0.0%
MALAYSIA — (0.0%)
Other Securities			22,681	0.0%
PHILIPPINES — (0.0%)
Other Securities			33,455	0.0%
SOUTH AFRICA — (0.0%)
Other Securities			10,914	0.0%
SOUTH KOREA — (0.0%)
Other Securities			27	0.0%
TAIWAN — (0.0%)
Other Securities			39,026	0.0%
THAILAND — (0.0%)
Other Securities			96,005	0.0%
TOTAL RIGHTS/WARRANTS			252,028	0.0%
	Face   Amount
	(000)	Value†
TEMPORARY CASH INVESTMENTS — (0.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%,
11/02/09 (Collateralized by $14,795,000 FHLMC 6.040%(r), 11/01/36, valued at $9,497,885) to be repurchased at $9,355,148	$9,355		9,355,000	0.4%

110

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CONTINUED

	Shares/ Face   Amount		Value†		Percentage of Net Assets**
	(000)
SECURITIES LENDING COLLATERAL — (10.6%)
§@DFA Short Term Investment Fund LP		288,996,329	$	288,996,329	11.8%
@Repurchase Agreement, Deutsche Bank Securities 0.07%,
11/02/09 (Collateralized by various corporate obligations, ranging in par value from $4,247,617 to $16,429,280, rates ranging from 5.000% to 7.000%, maturities ranging from 03/01/37 to 10/01/39, valued at $2,814,708) to be repurchased at $2,759,534	$	2,760		2,759,518	0.1%
TOTAL SECURITIES LENDING COLLATERAL				291,755,847	11.9%
TOTAL INVESTMENTS — (100.0%) (Cost $2,300,286,128)			$	2,749,334,151	112.0%

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Common Stocks
Brazil	$	202,407,616		—	—	$	202,407,616
Chile		49,299,787		—	—		49,299,787
China		93,691,579	$	207,569,960	—		301,261,539
Czech Republic		—		16,134,619	—		16,134,619
Hungary		840,571		28,573,141	—		29,413,712
India		16,678,159		271,435,313	—		288,113,472
Indonesia		5,180,275		58,538,369	—		63,718,644
Israel		46,850,946		52,221,729	—		99,072,675
Malaysia		103,683		105,189,032	—		105,292,715
Mexico		137,844,921		41,633	—		137,886,554
Philippines		2,041,390		13,842,288	—		15,883,678
Poland		—		50,318,250	—		50,318,250
Russia		1,112,475		22,641,443	—		23,753,918
Singapore		—		114,229	—		114,229
South Africa		36,360,155		217,558,938	—		253,919,093
South Korea		37,224,895		251,406,273	—		288,631,168
Taiwan		7,621,543		276,253,309	—		283,874,852
Thailand		50,753,618		5,771	—		50,759,389
Turkey		550,208		62,404,604	—		62,954,812
Preferred Stocks
Brazil		125,154,087		—	—		125,154,087
India		—		6,467	—		6,467
Rights/Warrants
Brazil		36,466		—	—		36,466
Chile		638		—	—		638
China		12,816		—	—		12,816
Malaysia		22,681		—	—		22,681
Philippines		—		33,455	—		33,455

111

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CONTINUED

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
South Africa	$	10,914		—	—	$	10,914
South Korea		—	$	27	—		27
Taiwan		—		39,026	—		39,026
Thailand		96,005		—	—		96,005
Temporary Cash Investments		—		9,355,000	—		9,355,000
Securities Lending Collateral		—		291,755,847	—		291,755,847
TOTAL	$	813,895,428	$	1,935,438,723	—	$	2,749,334,151

See accompanying Notes to Financial Statements.

112

DFA ONE-YEAR FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

OCTOBER 31, 2009

		Face Amount		Value†
		(000)
AGENCY OBLIGATIONS — (28.4%)
Federal Farm Credit Bank
#	5.375%, 07/18/11	$	57,000	$	61,302,189
	3.875%, 08/25/11		40,000		42,065,120
#	1.125%, 10/03/11		30,000		29,977,590
Federal Home Loan Bank
#	1.375%, 05/16/11		77,000		77,747,824
#	2.625%, 05/20/11		40,000		41,157,240
#	3.375%, 06/24/11		85,000		88,343,050
#	3.625%, 07/01/11		112,000		117,147,968
#	1.625%, 07/27/11		133,200		134,744,454
#	5.375%, 08/19/11		55,000		59,265,525
	3.750%, 09/09/11		90,000		94,727,070
#	3.625%, 09/16/11		121,000		127,167,249
Federal Home Loan Mortgage Corporation
#	5.625%, 03/15/11		65,000		69,381,455
	1.625%, 04/26/11		80,000		81,012,880
#	6.000%, 06/15/11		79,000		85,566,322
	5.250%, 07/18/11		65,000		69,901,975
Federal National Mortgage Association
#	4.500%, 02/15/11		63,000		66,203,172
	1.750%, 03/23/11		40,000		40,576,760
	1.375%, 04/28/11		82,000		82,689,046
#	6.000%, 05/15/11		65,000		70,099,185
	3.375%, 05/19/11		20,000		20,814,300
TOTAL AGENCY OBLIGATIONS					1,459,890,374
BONDS — (31.3%)
Bank of America
	1.700%, 12/23/10		40,000		40,446,440
Bank of New York Mellon Corp.
	4.950%, 01/14/11		5,000		5,199,450
Bank of New York Mellon Corp. Floating Rate Note
(r)	0.872%, 02/05/10		59,000		59,062,894
BP Capital Markets P.L.C.
	1.550%, 08/11/11		24,000		24,355,608
BP Capital Markets P.L.C. Floating Rate Note
(r)	1.293%, 03/17/11		29,364		29,761,559
Citigroup, Inc.
	1.500%, 07/12/11		39,000		39,361,920
	1.250%, 09/22/11		20,000		20,082,220

		Face Amount		Value†
		(000)
CME Group, Inc. Floating Rate Note
(r)	1.121%, 08/06/10	$	100,000	$	100,491,500
Deutsche Bank AG Floating Rate Note
(r)	0.892%, 06/18/10		100,000		99,599,300
General Electric Capital Corp.
	5.000%, 12/01/10		10,000		10,389,700
	1.625%, 01/07/11		60,000		60,648,780
General Electric Capital Corp. Floating Rate Note
(r)	0.330%, 03/12/10		15,000		15,000,825
(r)	0.524%, 05/10/10		10,200		10,203,468
Goldman Sachs Group, Inc.
	1.700%, 03/15/11		50,000		50,722,350
	1.625%, 07/15/11		66,000		66,804,672
Japan Finance Corp.
	2.000%, 06/24/11		78,200		79,421,562
JPMorgan Chase & Co. Floating Rate Note
(r)	0.781%, 11/19/09		66,510		66,526,761
(r)	0.454%, 01/17/11		10,000		9,953,260
(r)	0.550%, 05/16/11		15,000		14,884,380
(r)	1.050%, 06/13/11		10,490		10,565,727
Kreditanstalt fuer Wiederaufbau
	4.625%, 01/20/11		58,000		60,556,582
	1.875%, 03/15/11		35,000		35,542,290
	3.250%, 10/14/11		20,000		20,824,500
Landeskreditbank Baden-Wuerttemberg Foerderbank
	4.250%, 09/15/10		24,400		25,165,867
Manitoba, Province of Canada
	4.450%, 04/12/10		5,450		5,546,312
Morgan Stanley
	2.900%, 12/01/10		90,000		92,098,170
#	2.000%, 09/22/11		25,000		25,489,250
Nordea Bank Finland P.L.C. Floating Rate Note
(r)	0.584%, 10/14/11		50,000		50,000,000
Nordic Investment Bank
	4.875%, 03/15/11		12,291		12,996,454
Oesterreichische Kontrollbank AG
	4.250%, 10/06/10		10,000		10,344,380
Oesterreichische Kontrollbank AG
	2.875%, 03/15/11		82,000		84,494,604

113

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CONTINUED

		Face Amount		Value†
		(000)
Regions Bank
	2.750%, 12/10/10	$	18,000	$	18,394,128
Royal Bank of Canada
	5.650%, 07/20/11		23,000		24,707,083
Svensk Exportkredit AB
	4.000%, 06/15/10		77,000		78,649,494
	4.500%, 09/27/10		13,000		13,463,437
Toyota Motor Credit Corp. Floating Rate Note
(r)	0.384%, 10/04/11		48,000		47,908,464
Wachovia Corp. Floating Rate Note
(r)	0.857%, 11/24/09		93,000		93,027,528
Wells Fargo & Co. Floating Rate Note
(r)	0.384%, 01/12/11		25,000		24,916,150
Westpac Banking Corp. Floating Rate Note
(r)	0.304%, 10/06/10		75,000		74,931,525
TOTAL BONDS					1,612,538,594
U.S. TREASURY OBLIGATIONS — (1.9%)
U.S. Treasury Note
#	1.000%, 09/30/11		96,000		96,269,952
COMMERCIAL PAPER — (20.7%)
ANZ National (International), Ltd.
	1.605%, 11/06/09		57,000		56,998,336
	0.230%, 11/09/09		30,000		29,998,683
Australia & New Zealand Banking Group, Ltd.
	0.240%, 11/10/09		12,000		11,999,413
	0.000%, 01/15/10		21,200		21,189,434
Bank of Nova Scotia
	0.260%, 11/02/09		75,000		74,999,250
BNP Paribas Finance, Inc.
	0.240%, 12/04/09		20,000		19,996,306
Caisse Cent Desjardins Du Quebec
	0.300%, 11/19/09		25,000		24,997,640
	0.310%, 11/19/09		25,000		24,997,640
	0.220%, 12/11/09		10,000		9,997,783
	0.230%, 12/29/09		50,000		49,982,500
CBA Delaware Finance, Inc.
	0.280%, 11/06/09		50,000		49,998,835
	0.230%, 12/02/09		55,000		54,993,648

		Face Amount		Value†
		(000)
DnB NOR Bank ASA
	0.230%, 12/07/09	$	15,000	$	14,996,991
	0.220%, 12/30/09		24,000		23,991,420
Eksportfinans ASA
	0.200%, 11/24/09		11,000		10,998,633
Fortis Funding LLC
	0.230%, 12/22/09		70,000		69,976,193
	0.260%, 01/15/10		20,000		19,988,750
National Australia Funding Delaware, Inc.
	0.265%, 11/02/09		55,000		54,999,219
	0.240%, 11/17/09		50,000		49,995,250
Nestle Capital Corp.
	0.180%, 11/24/09		25,000		24,997,918
Nestle Finance International, Ltd.
	0.210%, 12/04/09		87,435		87,423,948
NRW.BANK
	0.230%, 11/27/09		28,000		27,995,948
	0.000%, 12/28/09		59,000		58,979,793
	0.285%, 01/06/10		15,000		14,993,739
Procter & Gamble International Funding
	0.220%, 11/02/09		27,000		26,999,730
Procter & Gamble International Funding SCA
	0.180%, 12/03/09		7,650		7,649,075
	0.190%, 12/11/09		5,350		5,349,101
Rabobank USA Financial Corp.
	0.230%, 12/01/09		15,000		14,998,347
	0.230%, 12/10/09		25,000		24,995,958
Scotiabanc, Inc.
	0.210%, 12/08/09		17,000		16,996,501
Svenska Handelsbanken AB
	0.225%, 01/27/10		20,000		19,987,688
Svenska Handelsbanken, Inc.
	0.210%, 01/04/10		35,000		34,986,010
Total Capital Canada, Ltd.
	0.230%, 11/10/09		22,300		22,298,910
TOTAL COMMERCIAL PAPER					1,063,748,590

114

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CONTINUED

	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $23,955,000 FNMA 5.00%, 08/25/18, valued at $18,722,068) to be repurchased at $18,442,292	$	18,442	$	18,442,000

	Shares	Value†
SECURITIES LENDING COLLATERAL — (17.4%)
§@ DFA Short Term Investment Fund LP	894,976,200	$	894,976,200
TOTAL INVESTMENTS — (100.0%) (Cost $5,126,967,083)		$	5,145,865,710

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Agency Obligations	—	$	1,459,890,374	—	$	1,459,890,374
Bonds	—		1,612,538,594	—		1,612,538,594
U.S. Treasury Obligations	—		96,269,952	—		96,269,952
Commercial Paper	—		1,063,748,590	—		1,063,748,590
Temporary Cash Investments	—		18,442,000	—		18,442,000
Securities Lending Collateral	—		894,976,200	—		894,976,200
TOTAL	—	$	5,145,865,710	—	$	5,145,865,710

See accompanying Notes to Financial Statements.

115

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

OCTOBER 31, 2009

		Face Amount^	Value†
		(000)
BONDS — (42.7%)
AUSTRALIA — (0.5%)
Australia & New Zealand Banking Group, Ltd.
(u)	4.875%, 11/08/10	4,085	$	4,202,158
(g)	4.500%, 12/15/10	3,410		5,755,032
Commonwealth Bank of Australia
(e)	3.625%, 04/05/11	5,800		8,725,206
Westpac Banking Corp.
(g)	4.875%, 04/13/11	5,639		9,635,502
TOTAL AUSTRALIA				28,317,898
AUSTRIA — (0.2%)
Erste Group Bank AG
	2.250%, 05/13/11	8,400		12,450,001
CANADA — (7.5%)
Bank of Nova Scotia
	4.400%, 05/09/11	21,500		20,768,795
Canada Housing Trust
	4.600%, 09/15/11	55,000		53,815,674
Canada Mortgage & Housing Corp.
(u)	4.800%, 10/01/10	26,280		27,304,683
Canadian Government Bond
	1.250%, 06/01/11	108,500		100,633,612
Ontario, Province of Canada
(u)	3.125%, 09/08/10	89,000		90,972,685
Royal Bank of Canada
(g)	4.625%, 12/07/10	6,313		10,668,101
	4.920%, 07/06/11	8,000		7,819,971
(u)	5.650%, 07/20/11	3,500		3,759,774
(e)	5.750%, 07/25/11	48,000		75,138,567
TOTAL CANADA				390,881,862
FRANCE — (4.1%)
Agence Francaise de Developpement
(u)	1.750%, 01/18/11	26,500		26,730,206
(u)	4.125%, 06/24/11	45,500		47,487,167
Caisse d’Amortissement de la Dette Sociale
(u)	4.000%, 07/15/11	31,720		33,208,302
French Treasury Note
	3.500%, 07/12/11	70,000		106,813,586
TOTAL FRANCE				214,239,261

		Face Amount^	Value†
		(000)
GERMANY — (7.5%)
Bundesschatzanweisungen
	1.500%, 06/10/11	70,000	$	103,623,199
Deutsche Bank AG Floating Rate Note
(r)(u)	0.940%, 02/16/10	40,000		40,063,880
Kreditanstalt fuer Wiederaufbau
(u)	4.625%, 01/20/11	53,200		55,545,003
(u)	1.875%, 03/15/11	19,755		20,061,084
(u)	3.250%, 10/14/11	5,000		5,206,125
Landeskreditbank Baden-Wuerttemberg Foerderbank
(u)	4.250%, 09/15/10	25,000		25,784,700
(u)	3.250%, 10/29/10	34,000		34,757,452
(u)	2.500%, 02/14/11	29,000		29,537,370
(u)	4.125%, 07/15/11	18,000		18,847,728
Landwirtschaftliche Rentenbank
(u)	4.250%, 01/21/11	25,000		25,976,275
#(u)	4.875%, 02/14/11	9,100		9,582,236
(u)	3.125%, 06/15/11	18,400		19,021,313
TOTAL GERMANY				388,006,365
JAPAN — (0.6%)
Japan Finance Corp.
(u)	2.000%, 06/24/11	29,600		30,062,382
NETHERLANDS — (7.1%)
Bank Nederlandse Gemeenten
(u)	3.375%, 12/15/10	8,648		8,869,458
(u)	3.375%, 01/18/11	15,000		15,426,210
(g)	4.500%, 08/16/11	18,000		30,886,335
(u)	5.125%, 10/20/11	28,600		30,493,835
Deutsche Bahn Finance
(u)	5.125%, 01/05/11	48,385		50,301,965
Nederlandse Waterschapsbank
(u)	2.875%, 06/16/11	107,000		109,701,215
Netherlands Government Bond
	5.000%, 07/15/11	70,000		109,449,751
Rabobank Nederland
(u)	5.000%, 02/15/11	6,884		7,218,721
(g)	5.000%, 04/11/11	4,870		8,318,183
TOTAL NETHERLANDS				370,665,673

116

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

		Face Amount^	Value†
		(000)
NORWAY — (2.0%)
Kommunalbanken
(u)	3.250%, 06/15/11	101,832	$	105,122,803
SPAIN — (0.6%)
Instituto de Credito Oficial
(u)	4.625%, 10/26/10	26,300		27,221,368
(u)	3.000%, 03/15/11	5,000		5,127,410
TOTAL SPAIN				32,348,778
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.2%)
Council of Europe Development Bank
(u)	6.125%, 01/25/11	21,208		22,496,280
(u)	3.375%, 09/15/11	6,000		6,238,812
European Investment Bank
(g)	5.375%, 03/07/11	5,860		10,144,846
(u)	3.250%, 10/14/11	22,000		22,941,644
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS				61,821,582
SWEDEN — (1.1%)
Kommuninvest I Sverige
(u)	5.375%, 06/15/11	23,000		24,403,529
Svensk Exportkredit AB
(u)	4.000%, 06/15/10	5,767		5,890,541
Sweden Government International Bond
(u)	4.500%, 02/07/11	25,000		26,204,825
TOTAL SWEDEN				56,498,895
UNITED KINGDOM — (3.8%)
BP Capital Markets P.L.C.
(u)	4.750%, 11/10/10	5,814		6,027,839
(u)	3.625%, 05/27/11	3,160		3,282,169
#(u)	1.550%, 08/11/11	21,000		21,311,157
Lloyds TSB Bank P.L.C.
(u)	2.300%, 04/01/11	40,000		40,651,840
Network Rail Infrastructure Finance P.L.C.
(u)	3.000%, 01/24/11	21,200		21,717,450
United Kingdom Gilt
	9.000%, 07/12/11	56,000		104,023,136
TOTAL UNITED KINGDOM				197,013,591

		Face Amount		Value†
		(000)
UNITED STATES — (6.5%)
Bank of America
#	1.700%, 12/23/10	$	80,000	$	80,892,880
Bank of America Corp.
	4.500%, 08/01/10		5,092		5,215,461
Citigroup, Inc.
	1.500%, 07/12/11		65,000		65,603,200
	1.375%, 08/10/11		20,000		20,134,220
	1.250%, 09/22/11		15,000		15,061,665
General Electric Capital Corp.
	1.625%, 01/07/11		40,000		40,432,520
Goldman Sachs Group, Inc.
	1.625%, 07/15/11		24,000		24,292,608
Morgan Stanley
	2.000%, 09/22/11		86,200		87,886,934
TOTAL UNITED STATES					339,519,488
TOTAL BONDS					2,226,948,579
AGENCY OBLIGATIONS — (25.3%)
Federal Farm Credit Bank
#	5.375%, 07/18/11		10,800		11,615,152
#	3.875%, 08/25/11		20,000		21,032,560
#	1.125%, 10/03/11		70,500		70,447,336
#	3.500%, 10/03/11		20,000		20,938,620
Federal Home Loan Bank
#	4.375%, 10/22/10		60,000		62,213,460
#	1.625%, 01/21/11		100,000		101,318,200
#	1.375%, 05/16/11		88,200		89,056,598
#	2.625%, 05/20/11		80,000		82,314,480
#	3.375%, 06/24/11		65,000		67,556,450
#	3.625%, 07/01/11		110,600		115,683,618
#	1.625%, 07/27/11		95,000		96,101,525
#	3.750%, 09/09/11		126,800		133,459,916
#	3.625%, 09/16/11		70,000		73,567,830
Federal Home Loan Mortgage Corporation
#	4.750%, 01/18/11		20,000		20,996,680
#	1.625%, 04/26/11		60,000		60,759,660
#	6.000%, 06/15/11		79,000		85,566,322
#	5.250%, 07/18/11		13,500		14,518,102

117

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

		Face Amount		Value†
		(000)
Federal National Mortgage Association
#	4.500%, 02/15/11	$	13,500	$	14,186,394
#	1.375%, 04/28/11		20,000		20,168,060
#	6.000%, 05/15/11		69,000		74,412,981
#	3.375%, 05/19/11		80,000		83,257,200
TOTAL AGENCY OBLIGATIONS					1,319,171,144
U.S. TREASURY OBLIGATIONS — (1.3%)
U.S. Treasury Note
#	1.000%, 09/30/11		65,000		65,182,780
CERTIFICATES OF DEPOSIT INTEREST BEARING — (1.5%)
Nordea Bank Finland
	1.650%, 01/28/10		40,000		40,136,552
Toronto Dominion Bank
	1.650%, 01/28/10		40,000		40,155,852
TOTAL CERTIFICATES OF DEPOSIT INTEREST BEARING					80,292,404
COMMERCIAL PAPER — (1.5%)
Westpac Banking Corp.
	1.370%, 01/15/10		80,000		79,962,352
TEMPORARY CASH INVESTMENTS — (0.9%)
	Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $42,415,000 FNMA 6.50%, 06/25/39, valued at $44,641,788) to be repurchased at $43,978,696	$	43,978		43,978,000

		Shares	Value†
SECURITIES LENDING COLLATERAL — (26.8%)
§@	DFA Short Term Investment Fund LP	1,395,043,125	$	1,395,043,125
TOTAL INVESTMENTS — (100.0%) (Cost $5,172,581,817)			$	5,210,578,384

118

DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Bonds
Australia	—	$	28,317,898	—	$	28,317,898
Austria	—		12,450,001	—		12,450,001
Canada	—		390,881,862	—		390,881,862
France	—		214,239,261	—		214,239,261
Germany	—		388,006,365	—		388,006,365
Japan	—		30,062,382	—		30,062,382
Netherlands	—		370,665,673	—		370,665,673
Norway	—		105,122,803	—		105,122,803
Spain	—		32,348,778	—		32,348,778
Supranational Organization Obligations	—		61,821,582	—		61,821,582
Sweden	—		56,498,895	—		56,498,895
United Kingdom	—		197,013,591	—		197,013,591
United States	—		339,519,488	—		339,519,488
Agency Obligations
United States	—		1,319,171,144	—		1,319,171,144
U.S. Treasury Obligations
United States	—		65,182,780	—		65,182,780
Certificates of Deposit Interest Bearing
United States	—		80,292,404	—		80,292,404
Commercial Paper
United States	—		79,962,352	—		79,962,352
Temporary Cash Investments	—		43,978,000	—		43,978,000
Securities Lending Collateral	—		1,395,043,125	—		1,395,043,125
Other Financial Instruments**	—		6,880,002	—		6,880,002
TOTAL	—	$	5,217,458,386	—	$	5,217,458,386

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

See accompanying Notes to Financial Statements.

119

DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

		Face Amount^	Value†
		(000)
BONDS — (72.1%)
AUSTRALIA — (4.0%)
Australia & New Zealand Banking Group, Ltd.
	6.500%, 02/02/10	1,279	$	1,157,274
	5.750%, 02/22/10	2,576		2,325,465
(u)	5.500%, 05/24/11	1,311		1,380,132
Commonwealth Bank of Australia
	7.250%, 09/17/10	5,000		4,583,367
Westpac Banking Corp. Floating Rate Note
(e)(r)	0.812%, 12/22/09	1,750		2,574,316
TOTAL AUSTRALIA				12,020,554
AUSTRIA — (2.4%)
ASFINAG
(u)	4.750%, 11/17/10	3,500		3,639,192
Oesterreichische Kontrollbank AG
(u)	2.875%, 03/15/11	3,500		3,606,477
TOTAL AUSTRIA				7,245,669
CANADA — (8.9%)
Bank of Nova Scotia
(g)	4.625%, 01/25/11	1,700		2,872,242
	4.400%, 05/09/11	3,500		3,380,967
Canada Housing Trust
	4.600%, 09/15/11	7,000		6,849,268
Canadian Government Bond
	1.250%, 06/01/11	6,900		6,399,741
Ontario, Province of Canada
(u)	3.125%, 09/08/10	5,000		5,110,825
(z)	6.375%, 10/12/10	1,800		1,320,846
Royal Bank of Canada
(u)	5.650%, 07/20/11	1,000		1,074,221
TOTAL CANADA				27,008,110
DENMARK — (0.2%)
Denmark, Kingdom of
	6.000%, 11/15/09	2,600		514,904
FINLAND — (0.2%)
Municipality Finance P.L.C.
(t)	6.705%, 08/25/10	800		726,865

		Face Amount^	Value†
		(000)
FRANCE — (5.8%)
Agence Francaise de Developpement
(u)	1.750%, 01/18/11	3,500	$	3,530,405
BNP Paribas Finance, Inc. Floating Rate Note
(r)	1.243%, 04/14/10	3,850		5,676,074
Caisse d’Amortissement de la Dette Sociale
(u)	4.000%, 07/15/11	8,000		8,375,360
TOTAL FRANCE				17,581,839
GERMANY — (6.6%)
Kreditanstalt fuer Wiederaufbau
(z)	8.000%, 01/14/11	4,302		3,226,988
(n)	5.250%, 05/16/11	27,000		4,910,573
Landeskreditbank Baden-Wuerttemberg Foerderbank
(n)	3.500%, 04/15/10	2,930		511,651
(u)	3.250%, 10/29/10	4,500		4,600,251
(u)	4.125%, 07/15/11	3,000		3,141,288
Landwirtschaftliche Rentenbank
(u)	4.250%, 01/21/11	2,000		2,078,102
(t)	6.500%, 05/04/11	1,000		916,349
Norddeutsche Landesbank Girozentrale AG
(z)	6.500%, 11/11/09	1,053		755,826
TOTAL GERMANY				20,141,028
IRELAND — (1.9%)
General Electric Capital Corp. Floating Rate Note
(g)(r)	1.276%, 02/01/10	3,600		5,895,720
JAPAN — (1.4%)
Japan Finance Corp.
(u)	2.000%, 06/24/11	4,200		4,265,608
NETHERLANDS — (6.5%)
Bank Nederlandse Gemeenten
(t)	5.000%, 07/16/10	3,800		3,424,833
(u)	5.125%, 10/20/11	1,400		1,492,705
Deutsche Bahn Finance
(u)	5.125%, 01/05/11	5,000		5,198,095
Nederlandse Waterschapsbank
(u)	2.875%, 06/16/11	4,000		4,100,980

120

DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

		Face Amount^	Value†
		(000)
NETHERLANDS — (Continued)
Nederlandse Waterschapsbank NV
(z)	8.250%, 01/21/10	2,299	$	1,664,488
(t)	7.375%, 02/18/11	2,000		1,851,512
Toyota Motor Finance
(t)	6.630%, 05/25/10	2,100		1,892,028
TOTAL NETHERLANDS				19,624,641
NORWAY — (2.5%)
Kommunalbanken
	5.250%, 11/10/10	4,000		719,226
(t)	4.000%, 11/15/10	1,300		1,156,675
	3.500%, 03/01/11	9,290		1,645,451
(u)	3.250%, 06/15/11	4,000		4,129,264
TOTAL NORWAY				7,650,616
SPAIN — (2.1%)
Instituto de Credito Oficial
(u)	4.625%, 10/26/10	4,500		4,657,649
(u)	1.875%, 04/15/11	1,700		1,722,440
TOTAL SPAIN				6,380,089
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.7%)
Council of Europe Development Bank
(u)	6.125%, 01/25/11	1,800		1,909,341
(u)	3.375%, 09/15/11	4,000		4,159,208
Eurofima
(z)	6.500%, 10/21/10	5,500		4,038,086
European Investment Bank
(z)	7.250%, 02/08/10	1,000		724,450
(n)	6.000%, 08/06/10	7,500		1,344,066
(z)	6.250%, 09/30/10	3,252		2,381,961
(z)	7.750%, 10/26/10	3,674		2,737,684
Inter-American Development Bank
(z)	7.410%, 01/29/10	1,300		941,446
(z)	6.125%, 07/19/11	3,800		2,800,426
International Bank for Reconstruction & Development
(t)	0.500%, 03/12/10	2,059		1,828,995
(t)	5.520%, 04/18/11	1,796		1,616,615
(t)	5.520%, 04/18/11	1,000		900,120
(t)	5.760%, 04/26/11	1,200		1,086,085

		Face Amount^		Value†
		(000)
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (Continued)
Nordic Investment Bank
(n)	4.625%, 07/30/10		16,000	$	2,830,652
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS					29,299,135
SWEDEN — (2.5%)
City of Stockholm
	3.375%, 03/08/10		10,000		1,415,398
Kommuninvest I Sverige
(u)	5.375%, 06/15/11		4,000		4,244,092
Svensk Exportkredit AB
(u)	4.875%, 09/29/11		1,000		1,065,380
Swedish Export Credit
(t)	5.800%, 09/13/10		1,000		902,397
TOTAL SWEDEN					7,627,267
UNITED KINGDOM — (4.6%)
BP Capital Markets P.L.C.
(t)	8.000%, 03/11/11		4,728		4,393,785
Lloyds TSB Bank P.L.C.
(u)	2.300%, 04/01/11		5,500		5,589,628
Network Rail Infrastructure Finance P.L.C.
(u)	3.000%, 01/24/11		3,800		3,892,750
TOTAL UNITED KINGDOM					13,876,163
UNITED STATES — (12.8%)
Bank of America Corp.
	4.500%, 08/01/10	$	1,472		1,507,690
Citigroup, Inc.
	1.500%, 07/12/11		7,300		7,367,744
General Electric Capital Corp.
(z)	6.625%, 02/04/10		1,000		721,750
(z)	9.000%, 01/04/11		1,100		820,338
Goldman Sachs Group, Inc.
	1.700%, 03/15/11		5,300		5,376,569
	1.625%, 07/15/11		2,000		2,024,384
Morgan Stanley
	2.900%, 12/01/10		2,000		2,046,626
	2.000%, 09/22/11		5,000		5,097,850
Nestle Holdings, Inc.
(n)	4.750%, 02/12/10		6,000		1,054,174
(z)	8.250%, 03/31/10		2,000		1,459,381
(n)	5.000%, 01/31/11		29,500		5,291,700

121

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CONTINUED

		Face Amount		Value†
		(000)
UNITED STATES — (Continued)
Regions Bank
	2.750%, 12/10/10	$	1,000	$	1,021,896
Toyota Motor Credit Corp.
(n)	4.625%, 01/22/10		4,200		735,842
(z)	7.660%, 04/26/10		2,800		2,037,166
(z)	8.500%, 12/21/10		1,300		972,643
(z)	7.375%, 01/18/11		1,800		1,333,569
TOTAL UNITED STATES					38,869,322
TOTAL BONDS					218,727,530
AGENCY OBLIGATIONS — (24.8%)
Federal Farm Credit Bank
	2.625%, 04/21/11		1,300		1,335,632
	5.375%, 07/18/11		4,500		4,839,646
	3.875%, 08/25/11		7,000		7,361,396
	1.125%, 10/03/11		3,000		2,997,759
Federal Home Loan Bank
	1.625%, 01/21/11		5,000		5,065,910
	1.375%, 05/16/11		4,000		4,038,848
	3.375%, 06/24/11		1,000		1,039,330
	1.625%, 07/27/11		8,500		8,598,558
	3.750%, 09/09/11		11,600		12,209,267
	3.625%, 09/16/11		9,800		10,299,496
Federal Home Loan Mortgage Corporation
	4.750%, 01/18/11		1,700		1,784,718
	1.625%, 04/26/11		2,500		2,531,652
	6.000%, 06/15/11		4,500		4,874,031
	5.250%, 07/18/11		4,500		4,839,368
Federal National Mortgage Association
	6.000%, 05/15/11		2,000		2,156,898
	3.375%, 05/19/11		1,000		1,040,715
TOTAL AGENCY OBLIGATIONS					75,013,224
U.S. TREASURY OBLIGATIONS — (0.7%)
U.S. Treasury Note
	1.000%, 09/30/11		2,200		2,206,186

		Face Amount		Value†
		(000)
TEMPORARY CASH INVESTMENTS — (2.4%)
	Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $6,940,000 FNMA 6.50%, 06/25/39, valued at $7,469,175) to be repurchased at $7,357,116.	$	7,357	$	7,357,000
TOTAL INVESTMENTS — (100.0%) (Cost $299,330,879)				$	303,303,940

122

DFA SELECTIVELY HEDGED GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Bonds
Australia	—	$	12,020,554	—	$	12,020,554
Austria	—		7,245,669	—		7,245,669
Canada	—		27,008,110	—		27,008,110
Denmark	—		514,904	—		514,904
Finland	—		726,865	—		726,865
France	—		17,581,839	—		17,581,839
Germany	—		20,141,028	—		20,141,028
Ireland	—		5,895,720	—		5,895,720
Japan	—		4,265,608	—		4,265,608
Netherlands	—		19,624,641	—		19,624,641
Norway	—		7,650,616	—		7,650,616
Spain	—		6,380,089	—		6,380,089
Supranational Organization Obligations	—		29,299,135	—		29,299,135
Sweden	—		7,627,267	—		7,627,267
United Kingdom	—		13,876,163	—		13,876,163
United States	—		38,869,322	—		38,869,322
Agency Obligations
United States	—		75,013,224	—		75,013,224
U.S. Treasury Obligations
United States	—		2,206,186	—		2,206,186
Temporary Cash Investments	—		7,357,000	—		7,357,000
Other Financial Instruments**	—		255,714	—		255,714
TOTAL	—	$	303,559,654	—	$	303,559,654

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

See accompanying Notes to Financial Statements.

123

DFA FIVE-YEAR GOVERNMENT PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (77.8%)
Federal Farm Credit Bank
2.625%, 04/17/14	$	31,500	$	31,653,878
3.000%, 09/22/14		9,000		9,193,536
Federal Home Loan Bank
1.625%, 01/21/11		10,000		10,131,820
4.625%, 02/18/11		21,500		22,606,669
1.375%, 05/16/11		4,000		4,038,848
2.625%, 05/20/11		50,200		51,652,336
3.375%, 06/24/11		6,300		6,547,779
5.375%, 08/19/11		50,000		53,877,750
3.750%, 09/09/11		40,000		42,100,920
3.625%, 09/16/11		50,000		52,548,450
4.875%, 11/18/11		50,000		53,892,450
5.750%, 05/15/12		150,000		166,461,600
4.625%, 10/10/12		100,000		108,867,700
5.250%, 06/18/14		65,000		73,109,985
5.500%, 08/13/14		67,500		76,731,435
Tennessee Valley Authority
5.625%, 01/18/11		10,930		11,597,954
TOTAL AGENCY OBLIGATIONS				775,013,110
U.S. TREASURY OBLIGATIONS — (21.4%)
U.S. Treasury Notes
2.750%, 10/31/13		50,000		51,621,100
2.000%, 11/30/13		112,000		112,323,792
1.750%, 01/31/14		50,000		49,457,050
TOTAL U.S. TREASURY OBLIGATIONS				213,401,942
TEMPORARY CASH INVESTMENTS — (0.8%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $7,650,000 FNMA 6.50%, 06/25/39, valued at $8,233,313) to be repurchased at $8,107,128		8,107		8,107,000
TOTAL INVESTMENTS — (100.0%) (Cost $968,224,925)			$	996,522,052

124

DFA FIVE-YEAR GOVERNMENT PORTFOLIO

CONTINUED

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Agency Obligations	—	$	775,013,110	—	$	775,013,110
U.S. Treasury Obligations	—		213,401,942	—		213,401,942
Temporary Cash Investments	—		8,107,000	—		8,107,000
TOTAL	—	$	996,522,052	—	$	996,522,052

See accompanying Notes to Financial Statements.

125

DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

		Face Amount^	Value†
		(000)
BONDS — (53.6%)
AUSTRALIA — (2.0%)
National Australia Bank, Ltd.
(u)	5.350%, 06/12/13	10,364	$	11,102,518
SunCorp-Metway, Ltd.
(g)	4.000%, 01/16/14	43,555		73,461,203
TOTAL AUSTRALIA				84,563,721
AUSTRIA — (2.3%)
Oesterreichischen Kontrollbank AG
(u)	3.625%, 06/17/13	2,867		2,993,435
PfandBriefstelle der Oesterreichischen Landes-Hypothekenbanken
(j)	1.600%, 02/15/11	8,246,000		91,282,299
TOTAL AUSTRIA				94,275,734
BELGIUM — (2.2%)
Belgium Government International Bond
(u)	4.250%, 09/03/13	78,000		83,219,292
(u)	2.875%, 09/15/14	8,000		8,019,208
TOTAL BELGIUM				91,238,500
CANADA — (2.2%)
Ontario, Province of
(u)	4.375%, 02/15/13	55,000		58,246,485
(u)	4.100%, 06/16/14	31,000		32,775,866
TOTAL CANADA				91,022,351
FRANCE — (2.5%)
Caisse d’Amortissement de la Dette Sociale
(u)	3.500%, 07/01/14	88,833		91,991,013
Total Capital SA
(g)	4.625%, 03/07/12	2,014		3,473,486
(u)	5.000%, 05/22/12	9,900		10,651,687
TOTAL FRANCE				106,116,186
GERMANY — (5.1%)
Bayerische Landesbank
(j)	1.000%, 09/20/10	2,950,000		32,786,965
Kreditanstalt fuer Wiederaufbau
(g)	4.875%, 01/15/13	5,000		8,793,992
(u)	4.000%, 10/15/13	10,200		10,834,756
(g)	3.250%, 02/24/14	10,000		16,539,567

		Face Amount^	Value†
		(000)
GERMANY — (Continued)
(u)	3.500%, 03/10/14	51,800	$	54,032,321
Landeskreditbank Baden-Wuerttemberg Foerderbank
(u)	4.875%, 01/13/12	9,000		9,613,782
Landwirtschaftliche Rentenbank
(u)	4.125%, 07/15/13	9,000		9,592,236
(u)	4.875%, 01/10/14	64,200		69,836,632
TOTAL GERMANY				212,030,251
NETHERLANDS — (3.4%)
Bank Nederlandse Gemeenten
(g)	5.750%, 03/07/12	6,500		11,483,930
(g)	4.750%, 04/22/13	13,577		23,531,631
(u)	5.000%, 05/16/14	19,200		20,787,475
Rabobank Nederland
(j)	0.800%, 02/03/11	7,292,000		80,990,089
#(u)	4.200%, 05/13/14	3,000		3,128,124
TOTAL NETHERLANDS				139,921,249
NORWAY — (2.0%)
Eksportfinans
(j)	1.800%, 06/21/10	5,998,000		66,979,099
Kommunalbanken
(g)	4.875%, 12/10/12	8,965		15,627,199
TOTAL NORWAY				82,606,298
SPAIN — (1.0%)
Instituto de Credito Oficial
(g)	4.500%, 03/07/13	15,640		26,876,221
(u)	3.250%, 05/14/13	15,600		16,005,085
TOTAL SPAIN				42,881,306
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.7%)
African Development Bank
(u)	3.000%, 05/27/14	90,100		91,644,494
Asian Development Bank
(u)	2.750%, 05/21/14	20,500		20,746,184
Council of Europe Development Bank
(g)	4.625%, 03/07/12	12,800		22,231,679
(u)	4.500%, 06/30/14	14,400		15,455,261
(u)	4.500%, 06/30/14	50,000		53,664,100

126

DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

		Face Amount^		Value†
		(000)
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (Continued)
Eurofima
(u)	4.250%, 09/05/13		40,100	$	42,676,746
(u)	4.250%, 02/04/14		42,860		45,478,446
European Investment Bank
(u)	3.000%, 04/08/14		10,500		10,732,386
(g)	6.250%, 04/15/14		12,500		23,153,225
#(u)	3.125%, 06/04/14		50,000		51,259,500
Inter-American Development Bank
(u)	3.000%, 04/22/14		13,463		13,728,867
Nordic Investment Bank
(u)	2.625%, 10/06/14		10,000		9,999,000
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS					400,769,888
SWEDEN — (0.9%)
Svensk Exportkredit AB
(u)	3.250%, 09/16/14		35,810		36,213,364
UNITED KINGDOM — (7.7%)
Barclays Bank P.L.C.
(u)	5.200%, 07/10/14		35,800		38,174,363
BP Capital Markets P.L.C.
(u)	5.250%, 11/07/13		77,000		84,981,204
Lloyds TSB Bank P.L.C.
	2.750%, 03/16/12		27,400		45,572,136
Network Rail Infrastructure Finance P.L.C.
	4.875%, 03/07/12		18,888		32,841,426
(u)	3.500%, 06/17/13		24,000		24,980,472
United Kingdom Gilt
	5.250%, 06/07/12		47,000		83,802,250
	5.000%, 09/07/14		4,000		7,235,571
TOTAL UNITED KINGDOM					317,587,422
UNITED STATES — (12.6%)
3M Co.
	4.375%, 08/15/13	$	19,600		21,183,190
Bank of America Corp.
	4.900%, 05/01/13		54,265		56,502,292
Bank of New York Mellon Corp.
	4.500%, 04/01/13		10,000		10,605,800
	4.300%, 05/15/14		65,000		68,504,020
General Electric Capital Corp.
(j)	1.450%, 11/10/11		5,140,000		56,652,833

		Face Amount		Value†
		(000)
UNITED STATES — (Continued)
	4.800%, 05/01/13	$	34,800	$	36,576,296
JPMorgan Chase & Co.
	4.750%, 05/01/13		15,000		15,898,575
Mellon Funding Corp.
	5.200%, 05/15/14		11,760		12,787,448
Merck & Co., Inc.
	4.375%, 02/15/13		30,506		31,875,811
Microsoft Corp.
	2.950%, 06/01/14		22,300		22,624,666
Toyota Motor Credit Corp.
(j)	1.300%, 03/16/12		5,550,000		62,103,091
Wal-Mart Stores, Inc.
	4.250%, 04/15/13		18,500		19,731,212
	7.250%, 06/01/13		47,800		55,812,523
	3.200%, 05/15/14		5,000		5,123,635
Wells Fargo Bank & Co.
	5.250%, 10/23/12		42,700		45,679,649
TOTAL UNITED STATES					521,661,041
TOTAL BONDS					2,220,887,311
AGENCY OBLIGATIONS — (22.9%)
Federal Farm Credit Bank
#	4.250%, 07/08/13		50,000		53,960,200
#	2.625%, 04/17/14		50,000		50,244,250
#	3.000%, 09/22/14		45,000		45,967,680
Federal Home Loan Bank
#	5.750%, 05/15/12		50,000		55,487,200
#	3.625%, 05/29/13		37,500		39,713,625
#	5.500%, 08/13/14		112,000		127,317,344
Federal Home Loan Mortgage Corporation
#	4.750%, 03/05/12		100,000		108,275,400
#	3.000%, 07/28/14		112,000		114,528,736
Federal National Mortgage Association
#	5.000%, 02/16/12		50,000		54,198,250
#	6.125%, 03/15/12		50,000		55,667,450
#	4.875%, 05/18/12		100,000		108,707,500
#	3.000%, 09/16/14		118,000		120,358,466
#	4.625%, 10/15/14		15,000		16,403,190
TOTAL AGENCY OBLIGATIONS					950,829,291

127

DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (0.7%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $34,615,000 FHLMC 4.50%, 05/01/23, valued at $29,372,432) to be repurchased at $28,937,458	$	28,937	28,937,000

		Shares	Value†
SECURITIES LENDING COLLATERAL — (22.8%)
§@	DFA Short Term Investment Fund LP	943,857,350	$	943,857,350
TOTAL INVESTMENTS — (100.0%) (Cost $3,961,944,892)			$	4,144,510,952

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2			Level 3	Total
Bonds
Australia	—	$	84,563,721		—	$	84,563,721
Austria	—		94,275,734		—		94,275,734
Belgium	—		91,238,500		—		91,238,500
Canada	—		91,022,351		—		91,022,351
France	—		106,116,186		—		106,116,186
Germany	—		212,030,251		—		212,030,251
Netherlands	—		139,921,249		—		139,921,249
Norway	—		82,606,298		—		82,606,298
Spain	—		42,881,306		—		42,881,306
Supranational Organization Obligations	—		400,769,888		—		400,769,888
Sweden	—		36,213,364		—		36,213,364
United Kingdom	—		317,587,422		—		317,587,422
United States	—		521,661,041		—		521,661,041
Agency Obligations
United States	—		950,829,291		—		950,829,291
Temporary Cash Investments	—		28,937,000		—		28,937,000
Securities Lending Collateral	—		943,857,350		—		943,857,350
Other Financial Instruments**	—		(5,596,063	)	—		(5,596,063	)
TOTAL	—	$	4,138,914,889		—	$	4,138,914,889

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

See accompanying Notes to Financial Statements.

128

DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (66.0%)
Federal Farm Credit Bank
4.800%, 05/24/11	$	3,300	$	3,503,999
6.300%, 06/06/11		2,800		3,041,920
4.250%, 07/11/11		13,600		14,362,062
4.350%, 11/02/11		8,000		8,507,328
4.200%, 11/07/11		6,650		7,053,675
4.300%, 11/23/11		5,500		5,849,228
6.260%, 12/02/11		2,000		2,208,306
4.950%, 12/22/11		9,000		9,707,220
5.230%, 02/14/12		12,000		13,055,964
4.500%, 03/14/12		8,500		9,120,934
4.625%, 03/16/12		7,000		7,532,343
5.000%, 06/01/12		4,295		4,677,075
4.480%, 08/24/12		12,000		12,949,968
6.280%, 11/26/12		3,000		3,407,448
4.400%, 01/03/13		11,000		11,890,395
4.150%, 05/15/13		10,000		10,754,950
5.580%, 07/03/13		23,000		25,898,046
3.880%, 07/08/13		7,000		7,460,362
4.920%, 08/26/13		4,125		4,552,985
4.710%, 10/18/13		7,000		7,676,088
4.900%, 01/16/14		5,700		6,241,768
5.300%, 02/18/14		12,000		13,439,520
5.250%, 06/05/14		14,400		16,096,694
4.375%, 06/30/14		3,915		4,225,961
3.000%, 09/22/14		7,000		7,150,528
8.160%, 09/30/14		3,615		4,516,635
4.700%, 12/10/14		4,000		4,359,968
4.550%, 02/03/15		4,500		4,868,874
4.375%, 02/17/15		14,300		15,346,760
6.030%, 03/21/16		4,700		5,428,495
5.050%, 03/08/17		10,000		10,782,700
5.625%, 08/18/17		4,000		4,506,620
5.100%, 09/03/19		9,000		9,630,018
5.320%, 09/03/19		21,300		22,845,720
5.150%, 11/15/19		11,200		12,005,347
4.670%, 05/07/20		5,600		5,782,963
5.350%, 08/07/20		6,700		7,306,169
5.250%, 03/02/21		6,100		6,433,786
5.220%, 02/22/22		5,000		5,224,285
5.210%, 12/19/22		21,200		22,736,449
Federal Home Loan Bank
7.200%, 06/14/11		3,000		3,308,493
5.750%, 08/15/11		12,000		13,009,992
5.000%, 10/13/11		25,000		26,959,850
5.625%, 11/15/11		5,000		5,465,830
5.625%, 02/15/12		6,100		6,711,464

	Face Amount		Value†
	(000)
5.750%, 05/15/12	$	8,300	$	9,210,875
4.625%, 08/15/12		15,175		16,465,877
4.500%, 11/15/12		18,000		19,517,292
5.126%, 02/28/13		5,615		6,217,810
3.875%, 06/14/13		12,600		13,451,445
5.375%, 06/14/13		52,400		58,556,738
4.500%, 09/16/13		11,000		11,993,883
6.395%, 06/03/14		5,200		6,104,748
5.250%, 06/18/14		50,300		56,575,881
6.700%, 06/25/14		12,500		14,853,625
5.500%, 08/13/14		35,500		40,355,051
4.500%, 11/14/14		4,000		4,364,456
4.875%, 03/11/16		13,600		14,799,996
5.375%, 05/18/16		6,000		6,766,230
5.375%, 09/09/16		6,000		6,609,708
4.875%, 05/17/17		10,500		11,437,009
5.000%, 11/17/17		31,000		33,890,285
4.625%, 09/11/20		11,200		11,527,006
5.000%, 03/12/21		5,200		5,503,623
5.000%, 12/10/21		39,500		43,175,198
5.750%, 06/10/22		19,500		22,003,040
4.750%, 03/10/23		22,200		22,767,232
Tennessee Valley Authority
6.790%, 05/23/12		37,600		42,481,946
6.000%, 03/15/13		28,100		31,679,547
4.750%, 08/01/13		12,500		13,586,850
4.375%, 06/15/15		6,500		6,979,635
6.250%, 12/15/17		10,000		11,626,650
4.500%, 04/01/18		10,000		10,388,480
TOTAL AGENCY OBLIGATIONS				970,485,301
U.S. TREASURY OBLIGATIONS — (33.0%)
U.S. Treasury Bonds
11.250%, 02/15/15		19,000		27,319,929
10.625%, 08/15/15		11,000		15,752,341
9.875%, 11/15/15		11,600		16,272,619
9.250%, 02/15/16		9,000		12,386,952
7.250%, 05/15/16		6,000		7,565,628
7.500%, 11/15/16		17,800		22,882,737
9.000%, 11/15/18		12,200		17,584,202
8.125%, 08/15/19		3,800		5,278,436
8.750%, 08/15/20		12,700		18,522,163
8.125%, 05/15/21		27,100		38,299,915
7.250%, 08/15/22		21,000		28,169,526
6.250%, 08/15/23		21,000		26,043,276

129

DFA INTERMEDIATE GOVERNMENT FIXED INCOME PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
U.S. Treasury Notes
4.875%, 02/15/12	$	51,800	$	56,239,415
4.375%, 08/15/12		54,700		59,349,500
4.000%, 11/15/12		9,700		10,451,750
3.875%, 02/15/13		27,600		29,620,403
3.625%, 05/15/13		7,700		8,210,726
4.250%, 08/15/13		30,100		32,801,957
4.000%, 02/15/14		10,500		11,358,868
4.250%, 08/15/14		15,500		16,939,810
4.250%, 11/15/14		7,500		8,189,062
4.875%, 08/15/16		8,200		9,207,706
3.000%, 09/30/16		7,000		7,018,592
TOTAL U.S. TREASURY OBLIGATIONS				485,465,513

	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (1.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $13,455,000 FNMA 6.50%, 06/25/39, valued at $14,161,388) to be repurchased at $13,952,221	$	13,952	$	13,952,000
TOTAL INVESTMENTS — (100.0%) (Cost $1,366,863,221)			$	1,469,902,814

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Agency Obligations	—	$	970,485,301	—	$	970,485,301
U.S. Treasury Obligations	—		485,465,513	—		485,465,513
Temporary Cash Investments	—		13,952,000	—		13,952,000
TOTAL	—	$	1,469,902,814	—	$	1,469,902,814

See accompanying Notes to Financial Statements.

130

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
AGENCY OBLIGATIONS — (6.7%)
Federal Farm Credit Bank
2.625%, 04/17/14	$	5,000	$	5,024,425
Federal Home Loan Bank
1.625%, 03/16/11		6,600		6,686,869
Federal Home Loan Mortgage Corporation
3.250%, 02/25/11		6,500		6,709,196
Federal National Mortgage Association
1.750%, 03/23/11		6,600		6,695,165
TOTAL AGENCY OBLIGATIONS				25,115,655
BONDS — (91.8%)
Abbott Laboratories
5.600%, 05/15/11		600		640,937
Aetna, Inc.
5.750%, 06/15/11		1,600		1,684,789
African Development Bank
1.875%, 01/23/12		1,000		1,010,670
3.000%, 05/27/14		4,000		4,068,568
Agence Francaise de Developpement
2.250%, 05/22/12		2,000		2,019,670
Alcoa, Inc.
6.000%, 01/15/12		1,000		1,055,160
5.375%, 01/15/13		470		488,245
Allied Waste North America, Inc.
6.375%, 04/15/11		1,100		1,161,310
Allstate Corp.
7.500%, 06/15/13		1,100		1,242,909
Allstate Corp.(The)
6.200%, 05/16/14		500		552,204
Altria Group, Inc.
7.750%, 02/06/14		1,600		1,825,781
American Express Credit Corp.
5.875%, 05/02/13		1,000		1,073,205
7.300%, 08/20/13		1,800		2,021,533
Anadarko Petroleum Corp.
5.000%, 10/01/12		600		624,235
7.625%, 03/15/14		500		572,099
Analog Devices, Inc.
5.000%, 07/01/14		1,500		1,576,764
Anheuser-Busch Cos., Inc.
6.000%, 04/15/11		300		315,638
Apache Corp.
6.000%, 09/15/13		1,100		1,224,926

	Face Amount		Value†
	(000)
Appalachian Power Co.
5.650%, 08/15/12	$	600	$	645,243
Archer-Daniels-Midland Co.
7.125%, 03/01/13		800		905,614
Arizona Public Service Co.
6.500%, 03/01/12		600		649,463
AT&T, Inc.
6.700%, 11/15/13		1,700		1,930,945
Atmos Energy Corp.
7.375%, 05/15/11		800		860,066
Australia & New Zealand Banking Group, Ltd.
5.125%, 11/14/11		2,400		2,544,415
Austria Government International Bond
5.500%, 02/22/12		3,020		3,253,050
AutoZone, Inc.
5.875%, 10/15/12		760		814,688
Avon Products, Inc.
5.125%, 01/15/11		1,100		1,137,497
Baker Hughes, Inc.
6.500%, 11/15/13		1,870		2,125,083
Bank of America Corp.
5.375%, 09/11/12		3,100		3,297,123
Bank of New York Mellon Corp.
4.950%, 11/01/12		2,500		2,708,400
4.300%, 05/15/14		2,000		2,107,816
Barclays Bank P.L.C.
5.450%, 09/12/12		2,700		2,922,278
Baxter International, Inc.
4.000%, 03/01/14		1,600		1,668,357
BB&T Corp.
3.850%, 07/27/12		500		516,863
5.700%, 04/30/14		1,000		1,082,044
Bear Stearns Cos. LLC
5.500%, 08/15/11		1,600		1,677,987
Belgium Government International Bond
4.250%, 09/03/13		1,000		1,066,914
BHP Billiton Finance, Ltd.
5.125%, 03/29/12		600		646,150
5.500%, 04/01/14		1,000		1,098,500
Black & Decker Corp.
7.125%, 06/01/11		1,430		1,534,719
Black Hills Corp.
6.500%, 05/15/13		1,500		1,582,430

131

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Block Financial LLC
5.125%, 10/30/14	$	1,000	$	1,013,823
Boeing Capital Corp.
7.375%, 09/27/10		600		635,887
Boeing Co.
5.000%, 03/15/14		1,000		1,087,604
BP Capital Markets P.L.C.
3.125%, 03/10/12		3,500		3,618,797
3.750%, 06/17/13		2,500		2,608,375
5.250%, 11/07/13		1,000		1,103,652
Bristol-Myers Squibb Co.
5.250%, 08/15/13		600		653,552
Brown-Forman Corp.
5.000%, 02/01/14		1,510		1,611,372
Burlington Northern Santa Fe Corp.
5.900%, 07/01/12		1,100		1,201,078
Caisse d’Amortissement de la Dette Sociale
4.125%, 12/09/11		1,400		1,479,729
3.500%, 07/01/14		3,800		3,935,090
Campbell Soup Co.
4.875%, 10/01/13		2,050		2,227,618
Canadian National Railway Co.
4.400%, 03/15/13		600		634,774
Capital One Financial Corp.
7.375%, 05/23/14		1,500		1,702,476
Caterpillar Financial Services Corp.
6.200%, 09/30/13		1,576		1,756,194
CenterPoint Energy Resources Corp.
7.875%, 04/01/13		600		676,644
CIGNA Corp.
6.375%, 10/15/11		1,000		1,064,962
Cisco Systems, Inc.
5.250%, 02/22/11		1,100		1,159,805
Citigroup, Inc.
6.000%, 02/21/12		1,100		1,169,891
6.500%, 08/19/13		2,000		2,143,896
CNA Financial Corp.
6.000%, 08/15/11		1,000		1,022,197
Coca-Cola Co.
3.625%, 03/15/14		1,500		1,563,638
Coca-Cola Enterprises, Inc.
7.375%, 03/03/14		1,600		1,879,354
Comcast Cable Communications Holdings, Inc.
8.375%, 03/15/13		600		697,429

	Face Amount		Value†
	(000)
Comcast Corp.
5.300%, 01/15/14	$	1,000	$	1,066,464
Commonwealth Bank of Australia
4.750%, 01/27/11		1,800		1,854,580
2.500%, 12/10/12		1,400		1,429,613
ConAgra Foods, Inc.
6.750%, 09/15/11		800		872,277
ConocoPhillips
4.750%, 02/01/14		1,600		1,717,934
Consolidated Edison Co. of New York, Inc.
3.850%, 06/15/13		600		617,557
Credit Suisse
5.000%, 05/15/13		1,100		1,174,172
Credit Suisse USA, Inc.
5.125%, 01/15/14		500		534,456
CSX Corp.
6.750%, 03/15/11		600		638,354
5.500%, 08/01/13		500		536,301
CVS Caremark Corp.
5.750%, 08/15/11		600		645,410
4.875%, 09/15/14		1,000		1,064,188
Dell, Inc.
4.700%, 04/15/13		600		638,446
5.625%, 04/15/14		500		552,281
Detroit Edison Co.
6.400%, 10/01/13		600		666,750
Deutsche Bank AG
4.875%, 05/20/13		1,100		1,174,936
3.875%, 08/18/14		500		509,377
Deutsche Telekom International Finance
5.250%, 07/22/13		1,500		1,604,754
Devon Energy Corp.
5.625%, 01/15/14		1,100		1,194,474
Diageo Capital P.L.C.
5.200%, 01/30/13		600		643,370
7.375%, 01/15/14		1,500		1,747,209
Dominion Resources, Inc.
5.000%, 03/15/13		600		633,395
Dover Corp.
6.500%, 02/15/11		1,100		1,173,220
Dow Chemical Co.
6.000%, 10/01/12		1,500		1,602,982
DTE Energy Co.
7.625%, 05/15/14		1,000		1,103,565
Duke Energy Corp.
3.950%, 09/15/14		570		580,364

132

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Duke Energy Ohio, Inc.
5.700%, 09/15/12	$	450	$	492,682
E.I. Du Pont de Nemours & Co.
4.750%, 11/15/12		1,000		1,071,249
5.875%, 01/15/14		600		667,774
Eaton Corp.
5.950%, 03/20/14		600		659,415
Eksportfinans
5.000%, 02/14/12		1,900		2,037,203
Eli Lilly & Co.
3.550%, 03/06/12		600		628,208
4.200%, 03/06/14		1,000		1,061,272
Emerson Electric Co.
5.625%, 11/15/13		480		531,532
Enbridge Energy Partners LP
4.750%, 06/01/13		800		816,064
EnCana Holdings Finance Corp.
5.800%, 05/01/14		1,500		1,635,798
Enterprise Products Operating LLC
7.625%, 02/15/12		1,500		1,658,698
9.750%, 01/31/14		600		723,859
Export Development Canada
2.375%, 03/19/12		1,000		1,024,320
Express Scripts, Inc.
5.250%, 06/15/12		1,500		1,597,902
FirstEnergy Corp.
6.450%, 11/15/11		49		52,959
Fortune Brands, Inc.
4.875%, 12/01/13		600		604,052
FPL Group Capital, Inc.
5.625%, 09/01/11		800		859,908
General Dynamics Corp.
5.250%, 02/01/14		1,100		1,202,883
General Electric Capital Corp.
5.875%, 02/15/12		600		646,933
4.800%, 05/01/13		1,000		1,051,043
General Mills, Inc.
6.000%, 02/15/12		600		652,931
GlaxoSmithKline Capital, Inc.
4.850%, 05/15/13		2,100		2,264,690
Goldman Sachs Group, Inc.
4.750%, 07/15/13		1,600		1,680,534
6.000%, 05/01/14		1,200		1,319,238
Halliburton Co.
5.500%, 10/15/10		600		626,059
Hess Corp.
7.000%, 02/15/14		1,100		1,238,230

	Face Amount		Value†
	(000)
Hewlett-Packard Co.
6.125%, 03/01/14	$	2,100	$	2,362,410
Home Depot, Inc.
5.200%, 03/01/11		1,100		1,149,118
Honeywell International, Inc.
3.875%, 02/15/14		2,100		2,191,266
Husky Energy, Inc.
5.900%, 06/15/14		1,500		1,629,513
Hydro-Quebec
6.300%, 05/11/11		800		864,398
ICI Wilmington, Inc.
5.625%, 12/01/13		1,000		1,030,538
Instituto de Credito Oficial
5.375%, 07/02/12		8,500		9,266,981
International Business Machines Corp.
6.500%, 10/15/13		1,500		1,716,016
John Deere Capital Corp.
7.000%, 03/15/12		1,600		1,789,021
Johnson Controls, Inc.
4.875%, 09/15/13		1,000		1,022,991
JPMorgan Chase & Co.
5.375%, 10/01/12		800		873,936
4.650%, 06/01/14		500		527,435
Kansas City Power & Light Co.
6.500%, 11/15/11		800		862,947
Kellogg Co.
6.600%, 04/01/11		600		645,326
Kerr-McGee Corp.
6.875%, 09/15/11		400		432,974
Kinder Morgan Energy Partners LP
7.125%, 03/15/12		500		545,425
5.850%, 09/15/12		600		646,635
Kohl’s Corp.
7.375%, 10/15/11		600		659,155
Kommunalbanken AS
5.125%, 05/30/12		1,500		1,613,691
Kommuninvest I Sverige
5.375%, 07/03/12		5,600		6,107,080
Koninklijke Philips Electronics NV
7.250%, 08/15/13		1,500		1,711,214
Kraft Foods, Inc.
6.250%, 06/01/12		2,100		2,280,453
Kreditanstalt fuer Wiederaufbau
3.250%, 10/14/11		1,900		1,970,710
4.750%, 05/15/14		1,000		1,085,473
Kroger Co.
6.800%, 04/01/11		600		639,222

133

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Lafarge SA
6.150%, 07/15/11	$	800	$	837,002
Landeskreditbank Baden-Wuerttemberg Foerderbank
4.875%, 01/13/12		1,000		1,068,198
2.000%, 10/01/12		6,800		6,792,649
Landwirtschaftliche Rentenbank
1.875%, 09/24/12		4,000		4,012,872
4.125%, 07/15/13		1,800		1,918,447
Lowe’s Cos., Inc.
8.250%, 06/01/10		600		626,616
Marathon Oil Corp.
6.125%, 03/15/12		500		540,570
6.500%, 02/15/14		1,100		1,223,583
Marriott International, Inc.
4.625%, 06/15/12		1,100		1,109,438
Marsh & McLennan Cos., Inc.
6.250%, 03/15/12		600		620,038
McDonald’s Corp.
4.300%, 03/01/13		600		637,049
McKesson Corp.
6.500%, 02/15/14		1,600		1,759,778
Medtronic, Inc.
4.500%, 03/15/14		1,100		1,176,748
MetLife, Inc.
5.375%, 12/15/12		600		645,661
Molson Coors Capital Finance
4.850%, 09/22/10		1,275		1,318,370
Monsanto Co.
7.375%, 08/15/12		700		803,729
Morgan Stanley
5.250%, 11/02/12		2,000		2,132,846
5.300%, 03/01/13		1,100		1,163,552
National Rural Utilities Cooperative Finance Corp.
7.250%, 03/01/12		1,600		1,777,846
Network Rail Infrastructure Finance P.L.C.
2.000%, 01/17/12		2,600		2,630,053
Newell Rubbermaid, Inc.
4.000%, 05/01/10		170		171,679
Nisource Finance Corp.
6.150%, 03/01/13		1,000		1,055,831
Nordstrom, Inc.
6.750%, 06/01/14		1,000		1,114,334
Norfolk Southern Corp.
8.625%, 05/15/10		600		625,347

	Face Amount		Value†
	(000)
Northern States Power Co.
8.000%, 08/28/12	$	800	$	928,318
Northern Trust Corp.
5.500%, 08/15/13		2,000		2,198,796
Northrop Grumman Corp.
3.700%, 08/01/14		1,500		1,523,952
Northrop Grumman Systems Corp.
7.125%, 02/15/11		800		855,221
Occidental Petroleum Corp.
7.000%, 11/01/13		1,600		1,855,416
Oesterreichischen Kontrollbank AG
3.125%, 10/14/11		1,900		1,953,947
4.750%, 11/08/11		1,800		1,916,167
4.750%, 10/16/12		3,800		4,108,096
ONEOK Partners LP
5.900%, 04/01/12		600		631,399
Ontario Electricity Financial Corp.
7.450%, 03/31/13		1,000		1,138,169
Ontario, Province of
4.100%, 06/16/14		7,900		8,352,559
Oracle Corp.
4.950%, 04/15/13		1,100		1,191,159
3.750%, 07/08/14		1,000		1,039,569
PACCAR, Inc.
6.875%, 02/15/14		1,500		1,712,982
Pacific Gas & Electric Co.
4.800%, 03/01/14		600		638,737
Packaging Corp. of America
5.750%, 08/01/13		800		829,146
Panhandle Eastern Pipeline Co.
6.050%, 08/15/13		600		639,702
Pepco Holdings, Inc.
6.450%, 08/15/12		1,100		1,181,869
PepsiAmericas, Inc.
4.375%, 02/15/14		1,100		1,154,022
PepsiCo, Inc.
3.750%, 03/01/14		1,500		1,562,596
Philip Morris International, Inc.
4.875%, 05/16/13		1,100		1,170,235
Pitney Bowes, Inc.
4.625%, 10/01/12		800		858,202
Plains All American Pipeline LP
4.250%, 09/01/12		1,500		1,541,307
PNC Funding Corp.
5.125%, 12/14/10		600		619,838
5.400%, 06/10/14		500		541,213

134

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
Potash Corp. of Saskatchewan, Inc.
7.750%, 05/31/11	$	600	$	657,143
PPL Energy Supply LLC
6.300%, 07/15/13		600		648,255
Praxair, Inc.
6.375%, 04/01/12		1,200		1,326,646
Principal Financial Group, Inc.
7.875%, 05/15/14		760		852,313
Progress Energy, Inc.
7.100%, 03/01/11		600		636,931
Prudential Financial, Inc.
5.100%, 09/20/14		1,500		1,545,344
PSEG Power LLC
5.000%, 04/01/14		1,000		1,048,707
Rabobank Nederland
4.200%, 05/13/14		6,000		6,256,248
Reynolds American, Inc.
6.500%, 07/15/10		600		616,129
7.250%, 06/01/13		1,000		1,090,254
Royal Bank of Canada
5.650%, 07/20/11		2,200		2,363,286
Ryder System, Inc.
5.000%, 06/15/12		900		924,113
6.000%, 03/01/13		600		632,474
Safeway, Inc.
4.950%, 08/16/10		600		618,641
5.800%, 08/15/12		500		546,807
5.625%, 08/15/14		1,000		1,088,434
Sara Lee Corp.
6.250%, 09/15/11		1,100		1,187,447
Smith International, Inc.
8.625%, 03/15/14		1,000		1,147,199
Southern California Edison Co.
5.750%, 03/15/14		800		891,441
Southern Co.
5.300%, 01/15/12		1,600		1,716,120
Southwest Airlines Co.
5.250%, 10/01/14		2,000		2,015,372
Spectra Energy Capital LLC
5.668%, 08/15/14		1,500		1,596,045
St. Jude Medical, Inc.
3.750%, 07/15/14		2,000		2,037,064
State Street Corp.
4.300%, 05/30/14		1,500		1,576,804
SunTrust Banks, Inc.
5.250%, 11/05/12		1,100		1,150,902
Svensk Exportkredit AB
4.875%, 09/29/11		1,000		1,065,380

	Face Amount		Value†
	(000)
Tampa Electric Co.
6.375%, 08/15/12	$	600	$	649,262
Target Corp.
6.350%, 01/15/11		600		635,190
5.875%, 03/01/12		1,000		1,089,372
Time Warner Cable, Inc.
5.400%, 07/02/12		800		854,436
6.200%, 07/01/13		800		876,430
Total Capital SA
5.000%, 05/22/12		2,900		3,120,191
Toyota Motor Credit Corp.
4.250%, 06/27/11		2,500		2,591,455
TransCanada Pipelines, Ltd.
4.000%, 06/15/13		800		815,925
Transocean, Inc.
5.250%, 03/15/13		595		632,821
Unilever Capital Corp.
3.650%, 02/15/14		1,650		1,712,306
Union Pacific Corp.
6.650%, 01/15/11		1,100		1,160,965
United Technologies Corp.
6.100%, 05/15/12		1,600		1,765,568
UnitedHealth Group, Inc.
5.250%, 03/15/11		1,100		1,148,226
Valero Energy Corp.
6.875%, 04/15/12		1,600		1,743,286
Veolia Environnement
5.250%, 06/03/13		800		851,553
Verizon Communications, Inc.
4.350%, 02/15/13		600		632,038
5.250%, 04/15/13		1,500		1,628,220
Wal-Mart Stores, Inc.
5.000%, 04/05/12		3,300		3,564,591
7.250%, 06/01/13		1,000		1,167,626
3.200%, 05/15/14		3,000		3,074,181
Walt Disney Co.
4.700%, 12/01/12		500		539,968
4.500%, 12/15/13		1,100		1,179,237
Waste Management, Inc.
6.375%, 11/15/12		655		717,535
5.000%, 03/15/14		258		268,855
Weatherford International, Ltd.
4.950%, 10/15/13		1,045		1,097,081
Wellpoint Health Networks, Inc.
6.375%, 01/15/12		600		645,484
Wells Fargo Bank & Co.
5.250%, 10/23/12		2,600		2,781,431
Western Union Co.
6.500%, 02/26/14		600		678,592

135

DFA SHORT-TERM EXTENDED QUALITY PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
WR Berkley Corp.
5.875%, 02/15/13	$	1,000	$	994,514
XTO Energy, Inc.
5.900%, 08/01/12		1,500		1,618,857
5.750%, 12/15/13		600		652,721
Yum! Brands, Inc.
8.875%, 04/15/11		820		893,512
TOTAL BONDS				345,909,699

	Face Amount		Value†
	(000)
TEMPORARY CASH INVESTMENTS — (1.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $10,215,000 FNMA 4.381%(r), 10/01/35, valued at $5,723,998) to be repurchased at $5,637,089	$	5,637	$	5,637,000
TOTAL INVESTMENTS — (100.0%) (Cost $365,573,230)			$	376,662,354

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
Agency Obligations	—	$	25,115,655	—	$	25,115,655
Bonds	—		345,909,699	—		345,909,699
Temporary Cash Investments	—		5,637,000	—		5,637,000
TOTAL	—	$	376,662,354	—	$	376,662,354

See accompanying Notes to Financial Statements.

136

DFA INFLATION-PROTECTED SECURITIES PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
U.S. TREASURY OBLIGATIONS — (99.3%)
U.S. Treasury Inflation Notes
1.875%, 07/15/13	$	10,700	$	13,161,612
2.000%, 01/15/14		44,800		54,927,184
2.000%, 07/15/14		49,700		60,015,702
1.625%, 01/15/15		53,100		62,052,025
1.875%, 07/15/15		55,300		64,320,694
2.000%, 01/15/16		50,550		57,813,690
2.500%, 07/15/16		48,500		56,316,925
2.375%, 01/15/17		49,900		57,582,741
2.625%, 07/15/17		42,100		48,236,964
1.625%, 01/15/18		38,700		40,836,576
1.375%, 07/15/18		32,300		32,468,489
2.125%, 01/15/19		31,900		34,130,585
1.875%, 07/15/19		20,400		21,539,670
2.375%, 01/15/25		27,500		33,463,688
2.000%, 01/15/26		22,400		24,572,204
2.375%, 01/15/27		18,300		20,709,036
1.750%, 01/15/28		22,200		22,014,229
3.625%, 04/15/28		11,200		18,529,037
2.500%, 01/15/29		11,300		12,222,364
3.875%, 04/15/29		16,400		27,746,673
TOTAL U.S. TREASURY OBLIGATIONS				762,660,088
TEMPORARY CASH INVESTMENTS — (0.7%)
Repurchase Agreement, PNC Capital Markets, Inc. 0.19%, 11/02/09 (Collateralized by $5,005,000 FNMA 6.50%, 06/25/39, valued at $5,267,763) to be repurchased at $5,189,082		5,189		5,189,000
TOTAL INVESTMENTS — (100.0%) (Cost $737,599,192)			$	767,849,088

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1	Level 2		Level 3	Total
U.S. Treasury Obligations	—	$	762,660,088	—	$	762,660,088
Temporary Cash Investments	—		5,189,000	—		5,189,000
TOTAL	—	$	767,849,088	—	$	767,849,088

See accompanying Notes to Financial Statements.

137

DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
MUNICIPAL BONDS — (97.3%)
ARIZONA — (3.8%)
Arizona State Transportation Board (RB)
5.000%, 07/01/13	$	8,000	$	8,974,720
City of Phoenix (GO) Series A
5.000%, 07/01/14		7,975		8,999,788
Maricopa County Unified School District (GO)
7.400%, 07/01/10		3,485		3,646,878
Maricopa County Unified School District (GO) (FSA)
5.000%, 07/01/13		6,800		7,595,056
Salt River Project Agricultural Improvement & Power District (RB) Series A
5.000%, 01/01/14		7,000		7,801,150
Scottsdale Municipal Property Corp. (RB)
5.000%, 07/01/13		3,070		3,409,327
Town of Gilbert (GO)
5.000%, 07/01/14		3,600		4,069,440
TOTAL ARIZONA				44,496,359
CALIFORNIA — (2.6%)
California State (GO)
5.250%, 11/01/09		7,695		7,695,000
California State Department of Water Resources Power Supply (RB) (ETM) Series A
5.125%, 05/01/12		1,900		2,110,938
California State Economic Recovery (GO) Series A
5.000%, 01/01/11		9,100		9,509,409
California State Economic Recovery (GO) Series A (MBIA)
5.000%, 07/01/12		8,400		9,092,244
Los Angeles Unified School District (GO) Series E (AMBAC)
5.750%, 07/01/12		2,000		2,222,880
TOTAL CALIFORNIA				30,630,471
COLORADO — (0.8%)
Arapahoe County School District (GO) (FSA)
5.000%, 12/15/10		9,000		9,448,200

	Face Amount		Value†
	(000)
CONNECTICUT — (2.8%)
Connecticut State (GO)
5.000%, 03/15/12	$	5,000	$	5,461,100
Connecticut State (GO) Series A
5.000%, 03/01/13		3,855		4,296,282
5.000%, 04/15/13		4,000		4,471,480
Connecticut State (GO) Series B
5.000%, 12/01/13		5,000		5,674,350
Connecticut State (GO) Series C
5.000%, 12/15/09		4,000		4,021,360
Connecticut State (GO) Series E
5.500%, 11/15/12		3,300		3,724,215
Connecticut State Health & Educational Facility Authority (GO) Series B (MBIA)
5.000%, 12/01/12		4,000		4,460,080
TOTAL CONNECTICUT				32,108,867
DELAWARE — (2.2%)
Delaware State (GO)
5.000%, 08/01/12		11,370		12,580,450
Delaware State (GO) Series B
5.000%, 02/01/11		7,470		7,873,007
5.000%, 02/01/12		5,000		5,451,500
TOTAL DELAWARE				25,904,957
FLORIDA — (4.7%)
Broward County (GO)
5.000%, 01/01/14		5,000		5,642,450
City of Gainesville (RB) Series C
5.000%, 10/01/10		2,265		2,358,092
Florida State Board of Education (GO) Series 2006C
5.000%, 06/01/12		2,935		3,190,374
Florida State Board of Education (GO) Series B
5.250%, 06/01/13		3,700		4,133,196
Florida State Board of Education (GO) Series D
5.000%, 06/01/13		13,085		14,504,330
Florida State Board of Education (GO) Series H
5.250%, 06/01/12		4,650		5,083,845

138

DFA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
FLORIDA — (Continued)
Florida State Department of Environmental Protection Preservation (RB) Series A (MBIA)
5.000%, 07/01/11	$	5,330	$	5,629,813
5.000%, 07/01/11		5,130		5,418,563
Florida State Department of Environmental Protection Preservation (RB) Series B (MBIA)
5.000%, 07/01/11		5,800		6,145,912
Johns River Power Park System (RB) Series 21
5.000%, 10/01/11		2,325		2,494,376
TOTAL FLORIDA				54,600,951
GEORGIA — (6.2%)
De Kalb County School District (GO)
5.000%, 02/01/12		21,330		23,201,494
Georgia State (GO) Series C
5.500%, 07/01/12		8,400		9,379,608
Georgia State (GO) Series D
5.800%, 11/01/09		2,010		2,010,000
5.000%, 08/01/12		7,100		7,855,866
Georgia State (GO) Series G
5.000%, 10/01/12		8,000		8,897,840
Henry County School District (GO) Series A
5.000%, 04/01/13		14,000		15,636,880
Private Colleges & Universities Authority (RB) Series A
4.750%, 09/01/12		4,450		4,883,519
TOTAL GEORGIA				71,865,207
HAWAII — (2.0%)
City & County of Honolulu (GO) (ETM) Series A (MBIA)
5.000%, 03/01/10		1,255		1,274,139
City & County of Honolulu (GO) Series A (MBIA)
5.000%, 03/01/10		745		756,339
City & County of Honolulu (GO) Series C (MBIA)
5.000%, 07/01/12		5,000		5,484,500

	Face Amount		Value†
	(000)
HAWAII — (Continued)
Hawaii State (GO) Series CY (FSA)
5.750%, 02/01/13	$	4,750	$	5,392,770
Hawaii State (GO) Series DE
5.000%, 10/01/12		3,340		3,699,618
Hawaii State (GO) Series DG (AMBAC)
5.000%, 07/01/13		6,000		6,719,700
TOTAL HAWAII				23,327,066
ILLINOIS — (1.9%)
Chicago Park District (GO) Series A (FGIC)
5.250%, 01/01/13		4,935		5,523,153
City of Chicago (GO) Series A (FSA)
5.000%, 01/01/13		8,150		8,957,584
Cook County (GO) Series D (AMBAC)
5.250%, 11/15/12		2,000		2,210,720
Illinois State (GO) First Series (MBIA)
5.125%, 10/01/11		5,300		5,677,678
TOTAL ILLINOIS				22,369,135
KANSAS — (0.5%)
Johnson County Unified School District (GO) Series A (MBIA)
5.000%, 10/01/11		5,770		6,220,002
KENTUCKY — (1.3%)
Kentucky Asset Liability Commission (RB) First Series (MBIA)
5.000%, 09/01/11		14,300		15,221,492
MARYLAND — (3.6%)
Baltimore County (GO)
5.000%, 02/01/12		1,700		1,851,929
5.000%, 02/01/14		4,750		5,370,018
Maryland State (GO)
5.250%, 02/15/12		5,000		5,489,800
5.500%, 08/01/13		6,000		6,888,840
Maryland State (GO) Series B
5.000%, 02/15/13		14,000		15,653,260

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CONTINUED

	Face Amount		Value†
	(000)
MARYLAND — (Continued)
Montgomery County (GO) Series A
5.000%, 08/01/12	$	5,990	$	6,629,432
TOTAL MARYLAND				41,883,279
MASSACHUSETTS — (2.6%)
City of Boston (GO) Series A
5.000%, 04/01/14		4,650		5,267,288
Commonwealth of Massachusetts (GO) Series D
5.500%, 11/01/13		7,550		8,646,411
Commonwealth of Massachusetts (GO) Series D (NATL-RE)
5.500%, 11/01/12		910		1,022,358
Commonwealth of Massachusetts (RB) Series A
5.500%, 12/15/13		9,450		10,846,426
University of Massachusetts Building Authority (RB) Series 1
5.250%, 11/01/13		3,490		3,996,678
TOTAL MASSACHUSETTS				29,779,161
MICHIGAN — (3.4%)
Kent County (GO) Series A
5.000%, 11/01/09		7,235		7,235,000
Michigan Municipal Bond Authority (RB)
5.000%, 10/01/13		3,240		3,643,898
5.500%, 10/01/13		15,085		17,249,547
Michigan State (GO)
5.500%, 12/01/13		10,000		11,167,600
TOTAL MICHIGAN				39,296,045
MINNESOTA — (3.1%)
City of Minneapolis (GO)
5.000%, 12/01/10		6,840		7,173,382
City of Minneapolis (GO) Series A
3.000%, 12/01/12		5,200		5,496,296
Minnesota Public Facilities Authority (RB) Series B
5.000%, 03/01/14		5,800		6,573,952
Minnesota State (GO)
5.000%, 06/01/11		7,050		7,523,972
5.250%, 11/01/12		8,000		8,969,360
TOTAL MINNESOTA				35,736,962

	Face Amount		Value†
	(000)
MISSISSIPPI — (0.3%)
Mississippi State (GO) Series A
5.375%, 12/01/12	$	3,350	$	3,761,246
MISSOURI — (0.3%)
Missouri State (GO) Series A
5.000%, 10/01/13		2,600		2,948,374
NEVADA — (3.9%)
Clark County (GO) (AMBAC)
5.000%, 11/01/11		5,010		5,379,437
Clark County School District (GO) Series A (AMBAC)
4.500%, 06/15/11		11,000		11,580,140
Nevada State (GO)
5.000%, 06/01/13		12,990		14,318,487
5.000%, 12/01/13		1,400		1,559,488
Nevada State (GO) Series A
5.000%, 02/01/10		10,045		10,158,709
5.000%, 02/01/12		2,000		2,157,380
TOTAL NEVADA				45,153,641
NEW JERSEY — (2.8%)
Monmouth County (GO)
4.250%, 09/15/12		5,115		5,574,020
New Jersey State (GO)
5.000%, 04/01/13		3,900		4,340,817
New Jersey State (GO) (ETM)
5.250%, 08/01/12		8,400		9,338,784
New Jersey Transportation Trust Fund Authority (RB) Series B (FGIC)
5.250%, 12/15/09		6,130		6,163,776
New Jersey Transportation Trust Fund Authority (RB) Series B (FSA)
5.500%, 12/15/11		6,035		6,547,190
TOTAL NEW JERSEY				31,964,587
NEW MEXICO — (2.0%)
New Mexico State (GO)
5.000%, 03/01/12		10,260		11,188,325
New Mexico State Severance Tax (RB) (MBIA)
5.000%, 07/01/10		11,385		11,734,292
TOTAL NEW MEXICO				22,922,617

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CONTINUED

	Face Amount		Value†
	(000)
NEW YORK — (4.2%)
Nassau County Interim Finance Authority (RB) Series A (AMBAC)
5.000%, 11/15/09	$	3,415	$	3,419,952
New York City (GO) Series C
5.000%, 08/01/10		5,000		5,164,800
New York City (GO) Series G
5.000%, 08/01/10		5,040		5,206,118
New York City (GO) Series H
5.000%, 08/01/12		3,000		3,265,710
New York City (GO) Series J-1
5.000%, 08/01/10		11,180		11,548,493
New York State (GO) Series A
3.500%, 03/15/12		1,755		1,852,578
New York State Dormitory Authority (RB)
5.000%, 07/01/13		4,590		5,150,990
New York State Dormitory Authority (RB) Series C
5.000%, 03/15/14		7,500		8,349,225
New York State Tollway Authority (RB) (MBIA)
5.000%, 01/01/10		5,000		5,035,750
TOTAL NEW YORK				48,993,616
NORTH CAROLINA — (4.5%)
Guilford County (GO) Series C
5.000%, 10/01/12		8,040		8,942,329
Mecklenburg County
5.000%, 02/01/14		5,680		6,441,290
North Carolina State (GO) Series A
5.000%, 03/01/11		13,000		13,757,250
5.000%, 06/01/11		10,000		10,675,600
5.500%, 03/01/14		3,000		3,462,510
Wake County (GO)
4.500%, 03/01/13		7,800		8,596,146
TOTAL NORTH CAROLINA				51,875,125
OHIO — (4.5%)
Cincinnati City School District (GO) (FSA)
5.000%, 12/01/13		11,730		13,351,907
City of Columbus (GO) Series 2
5.000%, 07/01/13		3,000		3,370,080
5.000%, 07/01/14		4,605		5,229,622

	Face Amount		Value†
	(000)
OHIO — (Continued)
City of Columbus (GO) Series A
5.000%, 06/15/12	$	3,875	$	4,265,406
Ohio State (GO)
5.500%, 11/01/12		8,615		9,651,729
5.000%, 05/01/14		5,000		5,607,000
Ohio State (GO) Series E
5.000%, 09/15/11		10,470		11,239,336
TOTAL OHIO				52,715,080
OKLAHOMA — (0.6%)
Oklahoma Turnpike Authority (RB) Series A
5.000%, 01/01/10		7,160		7,213,772
PENNSYLVANIA — (2.6%)
Commonwealth of Pennsylvania (GO) First Series
5.000%, 08/01/11		13,000		13,935,220
Commonwealth of Pennsylvania (GO) First Series (MBIA)
5.000%, 01/01/10		3,500		3,525,935
5.250%, 02/01/13		5,755		6,444,967
Commonwealth of Pennsylvania (GO) First Series A
5.000%, 11/01/10		3,000		3,136,140
Commonwealth of Pennsylvania, (GO) Third Series
5.000%, 09/01/12		2,800		3,096,268
TOTAL PENNSYLVANIA				30,138,530
RHODE ISLAND — (0.9%)
Rhode Island State & Providence Plantations (GO) Series B
5.000%, 08/01/12		5,200		5,713,500
5.000%, 08/01/13		4,700		5,254,412
TOTAL RHODE ISLAND				10,967,912
SOUTH CAROLINA — (0.4%)
Beaufort County School District (GO) Series B (SCSDE)
5.000%, 03/01/14		2,795		3,155,527
Richland County School District No. 2 (GO) Series B (FGIC)
5.000%, 02/01/10		1,500		1,517,010
TOTAL SOUTH CAROLINA				4,672,537

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CONTINUED

	Face Amount		Value†
	(000)
TENNESSEE — (2.7%)
Hamilton County (GO)
5.000%, 03/01/11	$	5,700	$	6,021,081
5.000%, 03/01/12		5,095		5,554,722
Knox County (GO)
5.500%, 04/01/14		6,300		7,254,639
Shelby County (GO)
5.000%, 04/01/14		8,345		9,403,730
Tennessee State (GO) Series A
5.000%, 05/01/14		3,000		3,402,720
TOTAL TENNESSEE				31,636,892
TEXAS — (13.2%)
Arlington Independent School District (GO)
5.000%, 02/15/14		5,885		6,636,632
Austin Independent School District (GO) (PSF-GTD)
5.000%, 08/01/14		6,895		7,839,477
City of Dallas (GO)
4.750%, 02/15/10		11,675		11,820,587
5.000%, 02/15/14		8,770		9,843,974
5.000%, 02/15/14		4,585		5,146,479
City of Dallas (RB) (AMBAC)
5.000%, 10/01/12		13,985		15,456,921
5.000%, 10/01/13		7,605		8,553,039
City of San Antonio (RB) (NATL-RE FGIC)
5.000%, 05/15/12		7,000		7,651,840
City of San Antonio (RB) Series A
5.500%, 02/01/11		2,000		2,117,160
Dallas Area Rapid Transit (RB) (FGIC)
5.000%, 12/01/12		10,475		11,706,755
Fort Worth Independent School District (GO)
5.000%, 02/15/13		8,025		8,923,399
Katy Independent School District (GO) Series A
5.000%, 02/15/12		7,465		8,145,360
North Texas Municipal Water District (RB)
5.000%, 09/01/14		605		685,386
San Marcos Consolidated Independent School District (GO) (PSF-GTD)
5.250%, 08/01/14		3,195		3,685,880
5.500%, 08/01/14		4,200		4,892,748

	Face Amount		Value†
	(000)
TEXAS — (Continued)
Texas A&M University (RB) Series B
5.000%, 05/15/12	$	3,975	$	4,351,432
Texas Public Finance Authority (GO) Series A
5.000%, 10/01/12		1,500		1,662,420
Texas State (GO)
5.000%, 10/01/12		3,000		3,324,840
Texas State Transportation Commission (RB)
4.000%, 04/01/13		1,500		1,621,005
5.000%, 04/01/14		5,870		6,617,368
Travis County (GO)
5.000%, 03/01/12		3,375		3,672,202
University of Texas (RB) Series A
5.000%, 08/15/12		3,500		3,864,595
5.000%, 07/01/14		5,250		5,987,258
University of Texas (RB) Series B
5.250%, 08/15/12		2,730		3,033,003
5.250%, 08/15/13		3,850		4,367,979
University of Texas (RB) Series D
5.000%, 08/15/12		1,815		2,004,069
TOTAL TEXAS				153,611,808
UTAH — (2.0%)
Salt Lake County (GO)
5.000%, 06/15/12		10,060		11,081,794
Utah State (GO) Series A
5.000%, 07/01/12		6,440		7,099,714
Utah State (GO) Series B
4.000%, 07/01/13		4,700		5,121,919
TOTAL UTAH				23,303,427
VIRGINIA — (4.8%)
Fairfax County (GO) Series A
5.000%, 04/01/13		9,975		11,180,180
5.000%, 04/01/14		9,375		10,649,250
Loudoun County (GO) Series B
4.000%, 11/01/12		1,000		1,087,890
5.000%, 12/01/13		5,285		6,024,741
Virginia Commonwealth Transportation Board (RB)
5.000%, 10/01/11		1,940		2,092,057
5.000%, 09/27/12		4,040		4,477,007

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CONTINUED

	Face Amount		Value†
	(000)
VIRGINIA — (Continued)
Virginia State Public School Authority (RB) Series B
5.000%, 08/01/11	$	9,595	$	10,285,264
5.000%, 08/01/13		5,505		6,188,446
West Virginia State (GO) (NATL-RE FGIC)
5.000%, 06/01/12		3,300		3,614,358
TOTAL VIRGINIA				55,599,193
WASHINGTON — (3.6%)
City of Seattle (GO)
5.000%, 05/01/14		8,300		9,345,551
City of Seattle (RB) (FSA)
5.000%, 08/01/12		1,500		1,643,445
Grant County Public Utility District No. 2 Priest Rapids (RB) Series H (FSA)
5.000%, 01/01/10		2,000		2,014,760
Snohomish County Public Utility (RB) Series B
5.250%, 12/01/10		11,000		11,559,460
Washington State (GO) Series C
5.000%, 02/01/14		6,895		7,711,092
Washington State (GO) (FSA)
5.000%, 07/01/14		5,145		5,798,827
Washington State (GO) Series D
5.000%, 01/01/14		3,330		3,722,374
TOTAL WASHINGTON				41,795,509

	Face Amount		Value†
	(000)
WISCONSIN — (2.5%)
Wisconsin State (GO) Series 1 (MBIA)
5.500%, 05/01/11	$	16,000	$	17,107,840
Wisconsin State (GO) Series A
5.000%, 05/01/12		6,760		7,386,990
Wisconsin State (RB) Series B (AMBAC)
5.000%, 07/01/12		3,775		4,136,645
TOTAL WISCONSIN				28,631,475
TOTAL MUNICIPAL BONDS				1,130,793,495
	Shares
TEMPORARY CASH INVESTMENTS — (2.7%)
BlackRock Liquidity Funds MuniFund - Institutional Shares		31,145,864		31,145,864
TOTAL INVESTMENTS — (100.0%) (Cost $1,144,068,690)			$	1,161,939,359

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Municipal Bonds		—	$	1,130,793,495	—	$	1,130,793,495
Temporary Cash Investments	$	31,145,864		—	—		31,145,864
TOTAL	$	31,145,864	$	1,130,793,495	—	$	1,161,939,359

See accompanying Notes to Financial Statements.

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SCHEDULE OF INVESTMENTS

October 31, 2009

	Face Amount		Value†
	(000)
MUNICIPAL BONDS — (98.0%)
CALIFORNIA — (98.0%)
Anaheim Union High School District (GO) (FSA)
5.000%, 08/01/14	$	800	$	884,728
Anaheim Union High School District (GO) Series A (FSA)
5.000%, 08/01/12		1,275		1,412,572
Bay Area Toll Authority (RB) (FGIC)
5.125%, 04/01/11		1,535		1,632,258
Bay Area Toll Authority (RB) Series F
5.000%, 04/01/13		775		853,910
Berryessa Union School District (GO) Series B (FSA)
5.375%, 08/01/11		1,205		1,317,571
California Educational Facilities Authority (RB) Series A
5.000%, 04/01/13		2,250		2,526,637
California Educational Facilities Authority (RB) Series P
5.250%, 12/01/13		925		1,059,634
California Educational Facilities Authority (RB) Series T-4
5.000%, 03/15/14		3,390		3,818,937
California Infrastructure & Economic Development Bank (RB) (FSA)
5.250%, 07/01/13		2,000		2,276,700
California Infrastructure & Economic Development Bank (RB) Series A (AMBAC)
5.000%, 10/01/10		3,180		3,296,165
California State (GO)
5.000%, 02/01/10		1,500		1,512,390
5.000%, 03/01/10		3,000		3,033,330
5.250%, 09/01/10		550		566,098
5.000%, 10/01/10		2,000		2,059,580
4.000%, 02/01/11		1,000		1,029,620
5.250%, 03/01/11		800		838,328
5.000%, 04/01/11		3,000		3,142,290
5.000%, 06/01/11		500		526,490
5.000%, 10/01/11		2,215		2,355,520
5.000%, 04/01/12		1,500		1,604,160
5.000%, 02/01/14		770		831,508
5.000%, 03/01/14		800		865,088
5.000%, 03/01/14		2,850		3,081,876

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
5.000%, 04/01/14	$	1,000	$	1,082,410
5.000%, 04/01/14		555		600,738
5.000%, 05/01/14		700		758,723
5.000%, 08/01/14		1,480		1,609,855
California State (GO) Series A
5.250%, 07/01/14		425		473,900
California State Department of Transportation (RB) Series A (MBIA)
5.000%, 02/01/11		1,125		1,178,944
California State Department of Water Resources (RB)
5.500%, 12/01/13		1,075		1,235,153
California State Department of Water Resources (RB) Series A
5.500%, 05/01/10		500		512,210
5.250%, 05/01/12		2,000		2,177,100
California State Department of Water Resources (RB) Series A (FSA)
5.250%, 05/01/11		1,450		1,534,114
California State Department of Water Resources Power Supply (RB) (ETM) Series A
5.125%, 05/01/12		1,850		2,055,387
California State Department of Water Resources Power Supply (RB) Series A (MBIA)
5.000%, 05/01/11		1,000		1,054,330
California State Economic Recovery (GO) Series A
5.000%, 01/01/10		985		991,599
5.000%, 01/01/11		3,500		3,657,465
3.500%, 07/01/11		1,075		1,110,787
5.000%, 07/01/11		1,000		1,057,770
California State Economic Recovery (GO) Series A (MBIA)
5.000%, 07/01/11		800		846,216
5.000%, 07/01/12		2,475		2,678,965
5.250%, 07/01/13		3,810		4,216,184
California State University (RB) Series A
3.000%, 11/01/12		500		520,220
4.000%, 11/01/12		545		583,722
4.000%, 11/01/12		1,000		1,071,050

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CONTINUED

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Chabot-Las Positas Community College District (GO) (AMBAC)
5.000%, 08/01/11	$	1,010	$	1,080,478
Charter Oak Unified School District (GO) Series B (FSA)
5.000%, 07/01/13		2,805		3,168,135
Chino Basin Regional Financing Authority (RB)
5.900%, 08/01/11		810		875,262
City & County of San Francisco (GO) Series A (AMBAC)
5.000%, 06/15/12		1,600		1,744,720
City & County of San Francisco (GO) Series R-1 (FGIC)
5.000%, 06/15/12		3,855		4,219,298
City of Folsom (GO)
4.000%, 08/01/14		1,285		1,387,967
City of Los Angeles (GO) (MBIA)
4.000%, 09/01/10		1,000		1,028,690
City of Los Angeles (GO) Series A
2.500%, 09/01/13		2,500		2,559,700
City of Los Angeles (GO) Series A (MBIA)
5.000%, 09/01/12		1,165		1,280,405
City of Los Angeles (RB) Series A
4.000%, 06/01/12		815		854,446
5.000%, 06/01/13		1,300		1,412,788
5.000%, 06/01/14		2,000		2,255,440
City of Los Angeles (RB) Series C (NATL-RE)
5.375%, 06/01/13		600		676,158
East Bay Regional Park District (GO)
4.000%, 09/01/13		1,375		1,496,949
El Camino Community College District (GO) Series A (MBIA)
5.000%, 08/01/13		2,915		3,300,742
5.000%, 08/01/13		3,060		3,464,930
El Camino Community College District (GO) Series A (NATL-RE)
5.000%, 08/01/13		600		679,398
El Monte Union High School District (GO) Series A (FSA)
5.000%, 06/01/13		2,185		2,457,513
Escondido Union School District (GO) Series A
5.000%, 08/01/12		3,045		3,369,171

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Foothill-De Anza Community College District (GO) Series B
5.250%, 08/01/13	$	2,000	$	2,278,900
5.250%, 08/01/13		3,675		4,187,479
Fremont Union High School District (GO) (MBIA)
4.000%, 09/01/11		750		789,045
Fresno (RB) Series A-1 (AMBAC)
6.250%, 09/01/10		300		312,318
Hacienda La Puente Unified School District (GO) Series B
5.000%, 08/01/13		4,340		4,914,312
Industry Public Facilities Authority (TAN) (MBIA)
4.500%, 05/01/10		700		712,859
Long Beach Bond Finance Authority (TAN) (AMBAC)
5.375%, 08/01/12		1,585		1,762,916
Long Beach Unified School District (GO)
4.000%, 08/01/12		500		538,205
Long Beach Unified School District (GO) Series A
5.000%, 08/01/13		2,000		2,245,960
Los Angeles Community College District (GO) Series A (FSA)
5.250%, 08/01/14		4,000		4,573,480
Los Angeles Community College District (GO) Series F-1
3.250%, 08/01/14		850		887,621
Los Angeles Convention & Exhibit Center Authority (RB) Series A
6.125%, 08/15/11		1,500		1,596,480
Los Angeles County Capital Asset Leasing Corp. (RB) Series A (AMBAC)
4.000%, 12/01/09		520		521,342
Los Angeles County Metropolitan Transportation Authority (RB) (ETM) Series A (FSA)
5.000%, 07/01/11		2,500		2,708,150
Los Angeles County Metropolitan Transportation Authority (RB) Series A
4.000%, 07/01/11		750		784,875

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CONTINUED

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Los Angeles County Metropolitan Transportation Authority (RB) Series C (AMBAC)
6.000%, 07/01/11	$	580	$	626,464
Los Angeles County Public Works Financing Authority (RB) Series A (MBIA)
5.000%, 12/01/09		1,300		1,303,081
Los Angeles County Sanitation Districts Financing Authority (RB) Series A (FSA)
5.000%, 10/01/12		5,000		5,517,200
Los Angeles Department of Water & Power (RB) Series A-1 (MBIA)
5.000%, 07/01/11		460		490,102
Los Angeles Municipal Improvement Corp (RB) Series A (NATL-RE)
5.250%, 06/01/12		1,050		1,137,696
Los Angeles Unified School District (GO)
5.500%, 07/01/11		800		858,912
Los Angeles Unified School District (GO) (AMBAC)
5.000%, 07/01/11		175		186,452
Los Angeles Unified School District (GO) (MBIA)
5.500%, 07/01/12		800		883,952
Los Angeles Unified School District (GO) Series A (FGIC)
6.000%, 07/01/11		1,000		1,081,840
Los Angeles Unified School District (GO) Series A (MBIA)
5.250%, 07/01/12		3,600		3,954,420
Los Angeles Unified School District (GO) Series B
4.000%, 07/01/13		500		535,095
Los Angeles Wastewater System (RB) Series A
4.000%, 06/01/12		1,000		1,069,200
Metropolitan Water District of Southern California (GO) Series B
4.000%, 03/01/11		500		520,500

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Metropolitan Water District of Southern California (RB) Series B
3.750%, 07/01/11	$	3,000	$	3,142,440
Mountain View-Whisman School District (GO) Series D (MBIA)
5.000%, 06/01/12		1,480		1,644,532
Norwalk Redevelopment Agency (TAN) Series A (MBIA)
4.000%, 10/01/10		670		686,891
Orange County (RB) Series A (MBIA)
5.000%, 06/01/12		730		794,101
Oxnard School District (GO) (FSA)
5.000%, 08/01/12		610		670,061
Pasadena Unified School District (GO) (FSA)
5.000%, 11/01/12		2,000		2,206,520
Piedmont Unified School District (GO)
2.000%, 08/01/13		725		731,532
2.000%, 08/01/14		340		339,079
Sacramento Regional County Sanitation District (RB) (NATL-RE)
5.000%, 08/01/14		750		832,612
San Diego County Water Authority (NATL-RE FGIC) Series A
5.250%, 05/01/13		795		880,304
San Diego Public Facilities Financing Authority (RB) Series A
2.750%, 05/15/11		1,150		1,172,367
2.750%, 05/15/12		1,655		1,693,297
San Diego Public Facilities Financing Authority (RB) Series B
5.000%, 05/15/14		1,000		1,099,250
San Diego Unified School District (GO) Series F (FSA)
5.000%, 07/01/14		1,555		1,774,861
San Francisco Bay Area Transit Financing Authority (RB)
6.750%, 07/01/11		795		869,428
San Francisco City & County Public Utilities Commission (RB) Series A (FSA)
5.000%, 11/01/12		4,810		5,291,818

146

DFA CALIFORNIA SHORT-TERM MUNICIPAL BOND PORTFOLIO

CONTINUED

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
San Jose Unified School District (GO) (FGIC)
5.000%, 08/01/11	$	1,300	$	1,386,034
5.000%, 08/01/12		5,000		5,464,000
San Leandro Unified School District (GO) Series A (FSA)
6.000%, 08/01/10		615		640,522
San Mateo County Community College District (GO) Series A
4.500%, 09/01/13		2,000		2,214,320
Santa Clara County Financing Authority (RB) (AMBAC)
7.750%, 11/15/09		1,200		1,202,700
Santa Clara Unified School District (GO)
4.000%, 07/01/13		915		965,956
Sonoma County (RB) Series A (FGIC)
4.000%, 09/01/12		1,950		2,098,922
Southern California Public Power Authority (RB) Series A (AMBAC)
5.000%, 07/01/13		1,545		1,742,065
Southern Kern Unified School District (GO)
4.000%, 12/01/09		2,800		2,806,160
Southwestern Community College District (GO) Series B
5.250%, 08/01/12		750		822,915

	Face Amount		Value†
	(000)
CALIFORNIA — (Continued)
Torrance Unified School District (GO)
4.000%, 08/01/13	$	830	$	887,984
University of California (RB) Series A (AMBAC)
5.000%, 05/15/11		1,140		1,210,520
University of California (RB) Series E (MBIA)
5.000%, 05/15/13		1,560		1,730,009
University of California (RB) Series J (MBIA)
5.000%, 05/15/12		450		490,018
University of California (RB) Series K (MBIA)
5.000%, 05/15/12		500		544,465
TOTAL MUNICIPAL BONDS				203,858,961
	Shares
TEMPORARY CASH INVESTMENTS — (2.0%)
BlackRock Liquidity Funds California Money Fund - Institutional Shares		4,098,274		4,098,274
TOTAL INVESTMENTS — (100.0%) (Cost $204,397,696)			$	207,957,235

Summary of inputs used to value the Portfolio’s net assets as of October 31, 2009 is as follows (See Security Valuation Note):

	Valuation Inputs
	Investment in Securities (Market Value)
	Level 1		Level 2		Level 3	Total
Municipal Bonds		—	$	203,858,961	—	$	203,858,961
Temporary Cash Investments	$	4,098,274		—	—		4,098,274
TOTAL	$	4,098,274	$	203,858,961	—	$	207,957,235

See accompanying Notes to Financial Statements.

147

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

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

	U.S. Large Company Portfolio			Enhanced U.S. Large Company Portfolio			U.S. Large Cap Value Portfolio			U.S. Targeted Value Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	2,719,708			—		$	5,864,671			—
Investments at Value (including $0, $0, $0 and $254,637 of securities on loan, respectively)		—		$	166,294			—		$	1,480,808
Temporary Cash Investments at Value & Cost		—			1,328			—			15,297
Collateral Received from Securities on Loan at Value & Cost		—			—			—			280,325
Foreign Currencies at Value		—			2			—			—
Receivables:
Investment Securities/Affiliated Investment Companies Sold		367			1,803			1,788			39
Dividends and Interest		—			2,134			—			414
Securities Lending Income		—			—			—			113
Fund Shares Sold		1,641			22			3,418			2,403
Unrealized Gain on Forward Currency Contracts		—			84			—			—
Prepaid Expenses and Other Assets		21			19			75			37
Total Assets		2,721,737			171,686			5,869,952			1,779,436
LIABILITIES:
Payables:
Upon Return of Securities Loaned		—			—			—			280,325
Investment Securities/Affiliated Investment Companies Purchased		70			1,816			6			14,119
Fund Shares Redeemed		1,938			113			5,200			640
Due to Advisor		162			28			772			460
Forward Currency Contracts		—			1			—			—
Futures Margin Variation		—			4,433			—			—
Unrealized Loss on Forward Currency Contracts		—			45			—			—
Accrued Expenses and Other Liabilities		149			19			322			132
Total Liabilities		2,319			6,455			6,300			295,676
NET ASSETS	$	2,719,418		$	165,231		$	5,863,652		$	1,483,760
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Class R1 Shares — based on net assets of $0; $0; $0 and $31,393 and shares outstanding of 0; 0; 0 and 3,932,911, respectively		N/A			N/A			N/A		$	7.98
NUMBER OF SHARES AUTHORIZED		100,000,000	*		100,000,000	*		100,000,000	*		100,000,000
Class R2 Shares — based on net assets of $0; $0; $0 and $2,930 and shares outstanding of 0; 0; 0 and 348,148, respectively		N/A			N/A			N/A		$	8.42
NUMBER OF SHARES AUTHORIZED		100,000,000	*		100,000,000	*		100,000,000	*		100,000,000
Institutional Class Shares — based on net assets of $2,719,418; $165,231; $5,863,652 and $1,449,437 and shares outstanding of 88,883,846; 25,491,421; 370,896,893 and 123,882,701, respectively	$	30.60		$	6.48		$	15.81		$	11.70
NUMBER OF SHARES AUTHORIZED		500,000,000			300,000,000			2,000,000,000			700,000,000
Investments in Affiliated Investment Companies at Cost	$	2,707,794		$	—		$	4,959,195		$	—
Investments at Cost	$	—		$	164,421		$	—		$	1,579,217
Foreign Currencies at Cost	$	—		$	2		$	—		$	—
NET ASSETS CONSIST OF:
Paid-In Capital	$	3,083,525		$	270,995		$	7,386,030		$	1,664,507
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		7,113			285			13,540			1,308
Accumulated Net Realized Gain (Loss)		(383,134	)		(109,666	)		(2,441,394	)		(83,646	)
Net Unrealized Foreign Exchange Gain (Loss)		—			39			—			—
Net Unrealized Appreciation (Depreciation)		11,914			3,578			905,476			(98,409	)
NET ASSETS	$	2,719,418		$	165,231		$	5,863,652		$	1,483,760

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

See accompanying Notes to Financial Statements.

148

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

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

	U.S. Small Cap Value Portfolio			U.S. Core Equity 1 Portfolio			U.S. Core Equity 2 Portfolio			U.S. Vector Equity Portfolio
ASSETS:
Investments at Value (including $805,217, $252,234, $475,044 and $194,392 of securities on loan, respectively)	$	5,666,160		$	1,978,654		$	3,790,784		$	1,172,822
Temporary Cash Investments at Value & Cost		—			7,604			21,700			10,353
Collateral Received from Securities on Loan at Value & Cost		901,091			272,010			514,376			211,602
Receivables:
Investment Securities Sold		11,613			187			482			157
Dividends and Interest		1,762			1,891			3,381			761
Securities Lending Income		503			128			296			151
Fund Shares Sold		2,578			2,570			3,354			1,717
Prepaid Expenses and Other Assets		36			59			117			38
Total Assets		6,583,743			2,263,103			4,334,490			1,397,601
LIABILITIES:
Payables:
Upon Return of Securities Loaned		901,091			272,010			514,376			211,602
Investment Securities Purchased		231			—			13,346			6,909
Fund Shares Redeemed		3,650			1,086			1,516			573
Due to Advisor		2,572			293			663			311
Loan Payable		6,072			—			—			—
Accrued Expenses and Other Liabilities		468			131			264			92
Total Liabilities		914,084			273,520			530,165			219,487
NET ASSETS	$	5,669,659		$	1,989,583		$	3,804,325		$	1,178,114
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $5,669,659; $1,989,583; $3,804,325 and $1,178,114 and shares outstanding of 320,480,765; 232,927,015; 453,514,041 and 146,773,590, respectively	$	17.69		$	8.54		$	8.39		$	8.03
NUMBER OF SHARES AUTHORIZED		1,700,000,000			1,500,000,000			2,300,000,000			1,000,000,000
Investments at Cost	$	6,445,519		$	2,207,480		$	4,451,889		$	1,404,900
NET ASSETS CONSIST OF:
Paid-In Capital	$	7,033,726		$	2,300,603		$	4,561,822		$	1,503,595
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		2,918			373			698			1,895
Accumulated Net Realized Gain (Loss)		(587,626	)		(82,567	)		(97,090	)		(95,298	)
Net Unrealized Appreciation (Depreciation)		(779,359	)		(228,826	)		(661,105	)		(232,078	)
NET ASSETS	$	5,669,659		$	1,989,583		$	3,804,325		$	1,178,114

See accompanying Notes to Financial Statements.

149

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

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

	T.A. U.S. Core Equity 2 Portfolio			U.S. Small Cap Portfolio			U.S. Micro Cap Portfolio			DFA Real Estate Securities Portfolio
ASSETS:
Investments at Value (including $185,052, $424,249, $414,662 and $657,820 of securities on loan, respectively)	$	1,434,407		$	2,508,187		$	2,801,254		$	2,004,281
Temporary Cash Investments at Value & Cost		13,453			5,249			9,293			19,896
Collateral Received from Securities on Loan at Value & Cost		200,522			466,103			459,066			699,642
Cash		—			817			—			—
Receivables:
Investment Securities Sold		245			7,518			8,032			—
Dividends and Interest		1,314			799			1,044			2,002
Securities Lending Income		131			439			448			138
Fund Shares Sold		3,590			2,376			5,459			1,407
Prepaid Expenses and Other Assets		75			28			18			33
Total Assets		1,653,737			2,991,516			3,284,614			2,727,399
LIABILITIES:
Payables:
Upon Return of Securities Loaned		200,522			466,103			459,066			699,642
Investment Securities Purchased		7,318			50			4,270			7,269
Fund Shares Redeemed		623			2,360			1,397			1,227
Due to Advisor		276			795			1,265			515
Accrued Expenses and Other Liabilities		112			207			251			187
Total Liabilities		208,851			469,515			466,249			708,840
NET ASSETS	$	1,444,886		$	2,522,001		$	2,818,365		$	2,018,559
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $1,444,886; $2,522,001; $2,818,365 and $2,018,559 and shares outstanding of 211,424,756; 169,387,953; 294,459,077 and 132,015,997, respectively	$	6.83		$	14.89		$	9.57		$	15.29
NUMBER OF SHARES AUTHORIZED		1,000,000,000			1,000,000,000			1,500,000,000			700,000,000
Investments at Cost	$	1,403,575		$	2,546,150		$	3,004,867		$	2,384,790
NET ASSETS CONSIST OF:
Paid-In Capital	$	1,460,862		$	2,976,209		$	3,539,037		$	2,582,474
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		3,080			3,780			3,100			8,197
Accumulated Net Realized Gain (Loss)		(49,888	)		(420,025	)		(520,159	)		(191,603	)
Net Unrealized Appreciation (Depreciation)		30,832			(37,963	)		(203,613	)		(380,509	)
NET ASSETS	$	1,444,886		$	2,522,001		$	2,818,365		$	2,018,559

See accompanying Notes to Financial Statements.

150

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

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

	Large Cap International Portfolio			International Core Equity Portfolio			T.A. World ex U.S. Core Equity Portfolio			International Small Company Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value		—			—			—		$	4,275,715
Investments at Value (including $228,732, $638,659, $48,751 and $0 of securities on loan, respectively)	$	1,357,706		$	3,678,259		$	664,457			—
Temporary Cash Investments at Value & Cost		772			12,615			4,521			—
Collateral Received from Securities on Loan at Value & Cost		241,564			672,695			51,990			—
Foreign Currencies at Value		4,670			4,897			637			—
Cash		15			15			16			—
Receivables:
Investment Securities/Affiliated Investment Companies Sold		—			94			—			—
Dividends, Interest and Tax Reclaims		3,097			7,308			1,242			—
Securities Lending Income		94			369			28			—
Fund Shares Sold		644			2,762			1,167			1,809
Prepaid Expenses and Other Assets		20			97			13			25
Total Assets		1,608,582			4,379,111			724,071			4,277,549
LIABILITIES:
Payables:
Upon Return of Securities Loaned		241,564			672,695			51,990			—
Investment Securities/Affiliated Investment Companies Purchased		816			3,402			2,511			—
Fund Shares Redeemed		1,415			1,553			434			4,028
Due to Advisor		294			1,117			230			1,459
Loan Payable		—			—			—			1,970
Unrealized Loss on Foreign Currency Contracts		—			—			13			—
Deferred Thailand Capital Gains Tax		—			—			101			—
Accrued Expenses and Other Liabilities		142			502			64			228
Total Liabilities		244,231			679,269			55,343			7,685
NET ASSETS	$	1,364,351		$	3,699,842		$	668,728		$	4,269,864
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $1,364,351; $3,699,842; $668,728 and $4,269,864 and shares outstanding of 75,697,978; 378,082,644; 82,247,205 and 305,149,395, respectively	$	18.02		$	9.79		$	8.13		$	13.99
NUMBER OF SHARES AUTHORIZED		500,000,000			2,000,000,000			500,000,000			1,500,000,000
Investments in Affiliated Investment Companies at Cost	$	—		$	—		$	—		$	4,294,421
Investments at Cost	$	1,267,278		$	4,029,287		$	555,458		$	—
Foreign Currencies at Cost	$	4,632		$	4,955		$	636		$	—
NET ASSETS CONSIST OF:
Paid-In Capital	$	1,438,873		$	4,147,095		$	569,997		$	4,510,524
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		5,593			2,148			1,772			13,949
Accumulated Net Realized Gain (Loss)		(170,622	)		(98,357	)		(11,965	)		(236,142	)
Deferred Thailand Capital Gains Tax		—			—			(101	)		—
Net Unrealized Foreign Exchange Gain (Loss)		41			42			25			239
Net Unrealized Appreciation (Depreciation)		90,466			(351,086	)		109,000			(18,706	)
NET ASSETS	$	1,364,351		$	3,699,842		$	668,728		$	4,269,864

See accompanying Notes to Financial Statements.

151

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

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

	Japanese Small Company Portfolio			Asia Pacific Small Company Portfolio			United Kingdom Small Company Portfolio			Continental Small Company Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	114,115		$	101,906		$	27,872		$	110,985
Receivables:
Fund Shares Sold		39			60			—			2
Prepaid Expenses and Other Assets		6			541			8			8
Total Assets		114,160			102,507			27,880			110,995
LIABILITIES:
Payables:
Affiliated Investment Companies Purchased		5			—			—			2
Fund Shares Redeemed		35			590			—			—
Due to Advisor		39			45			10			47
Accrued Expenses and Other Liabilities		23			19			7			20
Total Liabilities		102			654			17			69
NET ASSETS	$	114,058		$	101,853		$	27,863		$	110,926
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $114,058; $101,853; $27,863 and $110,926 and shares outstanding of 7,965,887; 4,946,123; 1,405,185 and 7,384,856, respectively	$	14.32		$	20.59		$	19.83		$	15.02
NUMBER OF SHARES AUTHORIZED		100,000,000			100,000,000			100,000,000			100,000,000
Investments in Affiliated Investment Companies at Cost	$	200,814		$	94,124		$	30,454		$	112,793
NET ASSETS CONSIST OF:
Paid-In Capital	$	281,358		$	133,100		$	33,451		$	136,984
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		665			246			171			(12	)
Accumulated Net Realized Gain (Loss)		(81,282	)		(39,285	)		(3,182	)		(24,284	)
Net Unrealized Foreign Exchange Gain (Loss)		16			10			5			46
Net Unrealized Appreciation (Depreciation)		(86,699	)		7,782			(2,582	)		(1,808	)
NET ASSETS	$	114,058		$	101,853		$	27,863		$	110,926

See accompanying Notes to Financial Statements.

152

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

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

	DFA International Real Estate Securities Portfolio			DFA Global Real Estate Securities Portfolio			DFA International Small Cap Value Portfolio			International Vector Equity Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value		—		$	431,052			—			—
Investments at Value (including $115,028, $0, $608,093 and $37,782 of securities on loan, respectively)	$	738,601			—		$	6,828,797		$	260,778
Temporary Cash Investments at Value & Cost		4,146			1,476			—			1,155
Collateral Received from Securities on Loan at Value & Cost		125,706			—			660,434			40,466
Foreign Currencies at Value		2,412			—			15,132			393
Cash		15			—			—			16
Receivables:
Investment Securities/Affiliated Investment Companies Sold		—			—			30,421			—
Dividends, Interest and Tax Reclaims		2,843			—			14,992			505
Securities Lending Income		84			—			796			29
Fund Shares Sold		1,443			1,216			3,242			433
Unrealized Gain on Foreign Currency Contracts		—			—			11			—
Prepaid Expenses and Other Assets		23			11			44			11
Total Assets		875,273			433,755			7,553,869			303,786
LIABILITIES:
Payables:
Upon Return of Securities Loaned		125,706			—			660,434			40,466
Investment Securities/Affiliated Investment Companies Purchased		6,642			851			5,189			608
Fund Shares Redeemed		278			364			17,039			28
Due to Advisor		220			12			3,900			114
Loan Payable		—			—			6,784			—
Unrealized Loss on Foreign Currency Contracts		12			—			—			—
Accrued Expenses and Other Liabilities		86			26			566			26
Total Liabilities		132,944			1,253			693,912			41,242
NET ASSETS	$	742,329		$	432,502		$	6,859,957		$	262,544
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Cass Shares — based on net assets of $742,329; $432,502; $6,859,957 and $262,544 and shares outstanding of 141,680,837; 64,034,248; 459,928,367 and 28,473,641, respectively	$	5.24		$	6.75		$	14.92		$	9.22
NUMBER OF SHARES AUTHORIZED		700,000,000			500,000,000			2,300,000,000			500,000,000
Investments in Affiliated Investment Companies at Cost	$	—		$	398,827		$	—		$	—
Investments at Cost	$	957,745		$	—		$	7,473,482		$	206,191
Foreign Currencies at Cost	$	2,416		$	—		$	15,313		$	397
NET ASSETS CONSIST OF:
Paid-In Capital	$	987,291		$	402,565		$	7,526,604		$	211,061
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		24,078			4,918			11,837			715
Accumulated Net Realized Gain (Loss)		(49,991	)		(7,206	)		(33,616	)		(3,819	)
Net Unrealized Foreign Exchange Gain (Loss)		99			—			(2	)		4
Net Unrealized Appreciation (Depreciation)		(219,148	)		32,225			(644,866	)		54,583
NET ASSETS	$	742,329		$	432,502		$	6,859,957		$	262,544

See accompanying Notes to Financial Statements.

153

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

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

	Emerging Markets Portfolio			Emerging Markets Small Cap Portfolio			Emerging Markets Core Equity Portfolio			DFA One-Year Fixed Income Portfolio
ASSETS:
Investments in Affiliated Investment Companies at Value	$	1,967,084		$	1,134,439			—			—
Investments at Value (including $0, $0, $268,990 and $878,404 of securities on loan, respectively)		—			—		$	2,448,223		$	4,232,448
Temporary Cash Investments at Value & Cost		—			—			9,355			18,442
Collateral Received from Securities on Loan at Value & Cost		—			—			291,756			894,976
Foreign Currencies at Value		—			—			2,773			—
Cash		—			—			20			1
Receivables:
Investment Securities/Affiliated Investment Companies Sold		—			570			131			30,611
Dividends, Interest and Tax Reclaims		—			—			2,785			20,258
Securities Lending Income		—			—			287			92
Fund Shares Sold		1,632			2,107			3,735			4,025
Prepaid Expenses and Other Assets		83			20			51			68
Total Assets		1,968,799			1,137,136			2,759,116			5,200,921
LIABILITIES:
Payables:
Upon Return of Securities Loaned		—			—			291,756			894,976
Investment Securities/Affiliated Investment Companies Purchased		5			—			7,266			31,674
Fund Shares Redeemed		1,693			2,677			1,685			3,676
Due to Advisor		687			440			1,172			529
Deferred Thailand Capital Gains Tax		—			—			1,833			—
Accrued Expenses and Other Liabilities		126			61			369			451
Total Liabilities		2,511			3,178			304,081			931,306
NET ASSETS	$	1,966,288		$	1,133,958		$	2,455,035		$	4,269,615
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $1,966,288; $1,133,958; $2,455,035 and $4,269,615 and shares outstanding of 77,941,731; 64,989,784; 148,925,100 and 413,344,376, respectively	$	25.23		$	17.45		$	16.49		$	10.33
NUMBER OF SHARES AUTHORIZED		500,000,000			500,000,000			1,000,000,000			2,000,000,000
Investments in Affiliated Investment Companies at Cost	$	1,011,671		$	854,969		$	—		$	—
Investments at Cost	$	—		$	—		$	1,999,175		$	4,213,549
Foreign Currencies at Cost	$	—		$	—		$	2,802		$	—
NET ASSETS CONSIST OF:
Paid-In Capital	$	977,560		$	890,751		$	2,091,817		$	4,248,039
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		3,281			2,323			6,664			3,329
Accumulated Net Realized Gain (Loss)		32,042			(38,091	)		(90,709	)		(652	)
Deferred Thailand Capital Gains Tax		(2,072	)		(570	)		(1,832	)		—
Net Unrealized Foreign Exchange Gain (Loss)		64			75			76			—
Net Unrealized Appreciation (Depreciation)		955,413			279,470			449,019			18,899
NET ASSETS	$	1,966,288		$	1,133,958		$	2,455,035		$	4,269,615

See accompanying Notes to Financial Statements.

154

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

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

	DFA Two-Year Global Fixed Income Portfolio		DFA Selectively Hedged Global Fixed Income Portfolio			DFA Five-Year Government Portfolio		DFA Five-Year Global Fixed Income Portfolio
ASSETS:
Investments at Value (including $1,393,220, $0, $0 and $942,168 of securities on loan, respectively)	$	3,771,558	$	295,947		$	988,415	$	3,171,717
Temporary Cash Investments at Value & Cost		43,978		7,357			8,107		28,937
Collateral Received from Securities on Loan at Value & Cost		1,395,043		—			—		943,857
Foreign Currencies at Value		4		318			—		31
Cash		16		15			—		15
Receivables:
Interest		38,547		4,094			11,429		43,757
Securities Lending Income		120		—			—		94
Fund Shares Sold		3,971		264			1,179		2,772
Unrealized Gain on Forward Currency Contracts		7,608		221			—		1,098
Prepaid Expenses and Other Assets		53		21			21		36
Total Assets		5,260,898		308,237			1,009,151		4,192,314
LIABILITIES:
Payables:
Upon Return of Securities Loaned		1,395,043		—			—		943,857
Investment Securities Purchased		16,145		4,730			—		15,361
Fund Shares Redeemed		2,053		10			665		1,907
Due to Advisor		473		37			166		661
Forward Currency Contracts		—		—			—		2,755
Unrealized Loss on Forward Currency Contracts		728		—			—		6,734
Accrued Expenses and Other Liabilities		427		20			83		252
Total Liabilities		1,414,869		4,797			914		971,527
NET ASSETS	$	3,846,029	$	303,440		$	1,008,237	$	3,220,787
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $3,846,029; $303,440; $1,008,237 and $3,220,787 and shares outstanding of 374,426,564; 30,329,215; 92,315,819 and 285,848,266, respectively	$	10.27	$	10.00		$	10.92	$	11.27
NUMBER OF SHARES AUTHORIZED		2,000,000,000		300,000,000			500,000,000		1,500,000,000
Investments at Cost	$	3,733,561	$	291,974		$	960,118	$	2,989,151
Foreign Currencies at Cost	$	4	$	328		$	—	$	25
NET ASSETS CONSIST OF:
Paid-In Capital	$	3,761,961	$	299,175		$	968,280	$	2,997,967
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		35,357		(262	)		4,029		51,072
Accumulated Net Realized Gain (Loss)		3,896		230			7,631		(5,372	)
Net Unrealized Foreign Exchange Gain (Loss)		6,818		334			—		(5,452	)
Net Unrealized Appreciation (Depreciation)		37,997		3,963			28,297		182,572
NET ASSETS	$	3,846,029	$	303,440		$	1,008,237	$	3,220,787

See accompanying Notes to Financial Statements.

155

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

OCTOBER 31, 2009

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

	DFA Intermediate Government Fixed Income Portfolio		DFA Short-Term Extended Quality Portfolio		DFA Inflation- Protected Securities Portfolio			DFA Short-Term Municipal Bond Portfolio			DFA California Short-Term Municipal Bond Portfolio
ASSETS:
Investments at Value	$	1,455,951	$	371,025	$	762,660		$	1,130,793		$	203,859
Temporary Cash Investments at Value & Cost		13,952		5,637		5,189			31,146			4,098
Cash		—		1,249		1			—			—
Receivables:
Interest		20,658		4,739		4,182			14,817			2,717
Fund Shares Sold		1,383		760		2,441			773			216
Prepaid Expenses and Other Assets		21		5		29			29			8
Deferred Offering Costs		—		13		—			—			—
Total Assets		1,491,965		383,428		774,502			1,177,558			210,898
LIABILITIES:
Payables:
Investment Securities Purchased		7,073		4,583		—			8,637			—
Fund Shares Redeemed		506		303		268			389			74
Due to Advisor		122		31		62			194			35
Accrued Expenses and Other Liabilities		109		36		62			79			15
Total Liabilities		7,810		4,953		392			9,299			124
NET ASSETS	$	1,484,155	$	378,475	$	774,110		$	1,168,259		$	210,774
NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:
Institutional Class Shares — based on net assets of $1,484,155; $378,475; $774,110; $1,168,259 and $210,774 and shares outstanding of 120,610,863; 35,845,121; 70,674,107; 114,050,473 and 20,544,763, respectively	$	12.31	$	10.56	$	10.95		$	10.24		$	10.26
NUMBER OF SHARES AUTHORIZED		700,000,000		500,000,000		500,000,000			500,000,000			300,000,000
Investments at Cost	$	1,352,911	$	359,936	$	732,410		$	1,112,922		$	200,300
NET ASSETS CONSIST OF:
Paid-In Capital	$	1,365,244	$	366,048	$	738,273		$	1,148,598		$	206,861
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)		9,734		1,051		6,361			1,807			354
Accumulated Net Realized Gain (Loss)		6,137		287		(774	)		(17	)		—
Net Unrealized Appreciation (Depreciation)		103,040		11,089		30,250			17,871			3,559
NET ASSETS	$	1,484,155	$	378,475	$	774,110		$	1,168,259		$	210,774

See accompanying Notes to Financial Statements.

156

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	U.S. Large Company Portfolio*			Enhanced U.S. Large Company Portfolio			U.S. Large Cap Value Portfolio*			U.S. Targeted Value Portfolio
Investment Income
Dividends	$	59,319		$	70		$	117,909		$	15,053
Interest		102			1,745			134			174
Income from Securities Lending		2,885			—			10,208			2,833
Expenses Allocated from Affiliated Investment Company		(1,420	)		—			(6,547	)		—
Total Investment Income		60,886			1,815			121,704			18,060
Expenses
Investment Advisory Services Fees		—			52			—			1,129
Administrative Services Fees		2,248			237			7,521			2,823
Accounting & Transfer Agent Fees		58			32			108			161
S&P 500® Fees		—			3			—			—
Shareholder Servicing Fees —
Class R1 Shares		—			—			—			26
Class R2 Shares		—			—			—			5
Custodian Fees		—			5			—			49
Filing Fees		90			32			148			149
Shareholders’ Reports		114			18			250			94
Directors’/Trustees’ Fees & Expenses		47			—			97			31
Professional Fees		32			7			76			61
Other		29			20			64			132
Total Expenses		2,618			406			8,264			4,660
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		(485	)		—			—			—
Net Expenses		2,133			406			8,264			4,660
Net Investment Income (Loss)		58,753			1,409			113,440			13,400
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(177,354	)		(24,217	)		(2,244,299	)		(80,571	)
Futures		7,676			25,750			—			(823	)
Foreign Currency Transactions		—			(1,379	)		—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		354,409			2,720			2,728,048			244,441
Futures		(4,182	)		1,705			—			(3	)
Translation of Foreign Currency Denominated Amounts		—			39			—			—
Net Realized and Unrealized Gain (Loss)		180,549			4,618			483,749			163,044
Net Increase (Decrease) in Net Assets Resulting from Operations	$	239,302		$	6,027		$	597,189		$	176,444

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

See accompanying Notes to Financial Statements.

157

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	U.S. Small Cap Value Portfolio			U.S. Core Equity 1 Portfolio			U.S. Core Equity 2 Portfolio			U.S. Vector Equity Portfolio
Investment Income
Dividends	$	35,309		$	32,271		$	56,277		$	15,402
Interest		31			125			229			70
Income from Securities Lending		4,728			2,723			5,784			2,521
Total Investment Income		40,068			35,119			62,290			17,993
Expenses
Investment Advisory Services Fees		6,898			2,668			5,833			2,766
Administrative Services Fees		14,851			—			—			—
Accounting & Transfer Agent Fees		472			212			377			133
Custodian Fees		85			48			72			41
Filing Fees		72			120			194			97
Shareholders’ Reports		352			45			102			50
Directors’/Trustees’ Fees & Expenses		—			40			69			21
Professional Fees		226			67			122			38
Other		553			190			341			114
Total Expenses		23,509			3,390			7,110			3,260
Net Investment Income (Loss)		16,559			31,729			55,180			14,733
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(373,304	)		(60,672	)		(38,804	)		(80,019	)
Futures		570			683			3,212			407
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		602,920			253,827			375,912			173,818
Futures		—			(2	)		(1	)		—
Net Realized and Unrealized Gain (Loss)		230,186			193,836			340,319			94,206
Net Increase (Decrease) in Net Assets Resulting from Operations	$	246,745		$	225,565		$	395,499		$	108,939

See accompanying Notes to Financial Statements.

158

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	T.A. U.S. Core Equity 2 Portfolio			U.S. Small Cap Portfolio			U.S. Micro Cap Portfolio			DFA Real Estate Securities Portfolio
Investment Income
Dividends	$	20,994		$	15,145		$	19,025		$	71,430
Interest		174			16			15			51
Income from Securities Lending		1,782			3,676			4,341			3,792
Total Investment Income		22,950			18,837			23,381			75,273
Expenses
Investment Advisory Services Fees		2,406			447			1,753			4,606
Administrative Services Fees		—			6,693			10,155			—
Accounting & Transfer Agent Fees		152			212			251			211
Custodian Fees		50			58			47			20
Filing Fees		201			132			68			97
Shareholders’ Reports		29			146			198			147
Directors’/Trustees’ Fees & Expenses		35			—			—			24
Professional Fees		45			91			113			69
Other		129			240			287			369
Total Expenses		3,047			8,019			12,872			5,543
Net Investment Income (Loss)		19,903			10,818			10,509			69,730
Realized and Unrealized Gain (Loss)
Capital Gain Distributions Received from Investment Securities		—			—			—			16,169
Net Realized Gain (Loss) on:
Investment Securities Sold		(41,654	)		(68,079	)		(190,350	)		(106,626	)
Futures		(854	)		—			—			(1,065	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		211,836			284,014			168,490			92,786
Futures		(1	)		—			—			(10	)
Net Realized and Unrealized Gain (Loss)		169,327			215,935			(21,860	)		1,254
Net Increase (Decrease) in Net Assets Resulting from Operations	$	189,230		$	226,753		$	(11,351	)	$	70,984

See accompanying Notes to Financial Statements.

159

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	Large Cap International Portfolio			International Core Equity Portfolio			T.A. World ex U.S. Core Equity Portfolio			International Small Company Portfolio*
Investment Income
Net Investment Income Received from Affiliated Investment Companies:
Dividends (Net of Foreign Taxes Withheld of $0, $0, $0 and $6,806, respectively)		—			—			—		$	89,418
Interest		—			—			—			106
Income from Securities Lending		—			—			—			13,207
Expenses Allocated from Affiliated Investment Company		—			—			—			(5,258	)
Total Net Investment Income Received from Affiliated Investment Companies		—			—			—			97,473
Fund Investment Income
Dividends (Net of Foreign Taxes Withheld of $3,405, $7,233, $1,206, and $0, respectively)	$	37,283		$	81,517		$	13,481			—
Interest		26			112			27			21
Income from Securities Lending		2,539			7,668			488			—
Total Fund Investment Income		39,848			89,297			13,996			21
Fund Expenses
Investment Advisory Services Fees		2,880			9,575			1,911			—
Administrative Services Fees		—			—			—			13,452
Accounting & Transfer Agent Fees		169			359			83			77
Custodian Fees		202			589			248			—
Filing Fees		88			187			63			107
Shareholders’ Reports		106			118			14			189
Directors’/Trustees’ Fees & Expenses		17			68			16			59
Professional Fees		53			118			35			36
Organizational & Offering Costs		—			—			17			—
Other		161			342			64			34
Total Expenses		3,676			11,356			2,451			13,954
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—			—			135			—
Net Expenses		3,676			11,356			2,586			13,954
Net Investment Income (Loss)		36,172			77,941			11,410			83,540
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(150,602	)		(83,575	)		(8,990	)		(110,040	)
Futures		919			(2,556	)		(660	)		592
Foreign Currency Transactions		951			1,319			97			1,180
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		374,243			928,934			196,743			1,280,471
Futures		—			(15	)		(1	)		1
Translation of Foreign Currency Denominated Amounts		(64	)		(108	)		(31	)		(297	)
Change in Deferred Thailand Capital Gains Tax		—			—			(101	)		—
Net Realized and Unrealized Gain (Loss)		225,447			843,999			187,057			1,171,907
Net Increase (Decrease) in Net Assets Resulting from Operations	$	261,619		$	921,940		$	198,467		$	1,255,447

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

See accompanying Notes to Financial Statements.

160

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	Japanese Small Company Portfolio*			Asia Pacific Small Company Portfolio*			United Kingdom Small Company Portfolio*			Continental Small Company Portfolio*
Investment Income
Dividends (Net of Foreign Taxes Withheld of $142, $58, $0 and $358, respectively)	$	1,899		$	2,693		$	989		$	2,349
Interest		2			2			1			5
Income from Securities Lending		640			299			17			380
Expenses Allocated from Affiliated Investment Companies		(169	)		(132	)		(34	)		(142	)
Total Net Investment Income Received from Affiliated Investment Companies		2,372			2,862			973			2,592
Expenses
Administrative Services Fees		446			286			95			362
Accounting & Transfer Agent Fees		15			15			13			15
Filing Fees		18			20			15			22
Shareholders’ Reports		6			6			3			7
Directors’/Trustees’ Fees & Expenses		2			1			—			1
Professional Fees		2			3			2			2
Other		4			2			4			4
Total Expenses		493			333			132			413
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—			4			(20	)		11
Net Expenses		493			337			112			424
Net Investment Income (Loss)		1,879			2,525			861			2,168
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(14,110	)		(8,877	)		(2,247	)		(7,421	)
Futures		43			(89	)		26			(137	)
Foreign Currency Transactions		250			23			(10	)		(49	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		37,328			52,469			9,569			37,449
Futures		—			—			—			(1	)
Translation of Foreign Currency Denominated Amounts		(61	)		29			(6	)		24
Net Realized and Unrealized Gain (Loss)		23,450			43,555			7,332			29,865
Net Increase (Decrease) in Net Assets Resulting from Operations	$	25,329		$	46,080		$	8,193		$	32,033

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

See accompanying Notes to Financial Statements.

161

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	DFA International Real Estate Securities Portfolio			DFA Global Real Estate Securities Portfolio*			DFA International Small Cap Value Portfolio			International Vector Equity Portfolio
Investment Income
Income Distributions Received from Affiliated Investment Companies		—		$	7,670			—			—
Dividends (Net of Foreign Taxes Withheld of $3,542, $0, $10,608 and $431, respectively)	$	32,209			—		$	142,769		$	4,841
Interest		5			10			231			12
Income from Securities Lending		2,060			—			14,358			412
Total Investment Income		34,274			7,680			157,358			5,265
Expenses
Investment Advisory Services Fees		1,753			—			35,181			811
Administrative Services Fees		—			769			—			—
Accounting & Transfer Agent Fees		87			16			693			47
Custodian Fees		108			—			1,096			107
Filing Fees		66			31			121			16
Shareholders’ Reports		63			15			275			16
Directors’/Trustees’ Fees & Expenses		12			7			99			6
Professional Fees		20			7			254			7
Organizational & Offering Costs		—			33			—			35
Other		64			4			730			22
Total Expenses		2,173			882			38,449			1,067
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—			(706	)		—			17
Net Expenses		2,173			176			38,449			1,084
Net Investment Income (Loss)		32,101			7,504			118,909			4,181
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		(36,531	)		(6,921	)		(20,925	)		(3,551	)
Futures		234			—			(9,031	)		(232	)
Foreign Currency Transactions		185			—			(2,189	)		(23	)
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		170,229			66,893			1,907,503			71,485
Futures		—			—			(28	)		(1	)
Translation of Foreign Currency Denominated Amounts		209			—			(469	)		(11	)
Net Realized and Unrealized Gain (Loss)		134,326			59,972			1,874,861			67,667
Net Increase (Decrease) in Net Assets Resulting from Operations	$	166,427		$	67,476		$	1,993,770		$	71,848

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

See accompanying Notes to Financial Statements.

162

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	Emerging Markets Portfolio*			Emerging Markets Small Cap Portfolio*			Emerging Markets Core Equity Portfolio			DFA One-Year Fixed Income Portfolio*
Investment Income
Dividends (Net of Foreign Taxes Withheld of $4,615, $1,814, $4,585 and $0, respectively)	$	40,471		$	19,964		$	43,855			—
Interest		67			21			48		$	50,479
Income from Securities Lending		3,108			2,129			4,061			—
Expenses Allocated from Affiliated Investment Companies		(3,138	)		(2,578	)		—			(1,302	)
Total Investment Income		40,508			19,536			47,964			49,177
Expenses
Investment Advisory Services Fees		—			—			9,732			46
Administrative Services Fees		6,299			3,484			—			3,448
Accounting & Transfer Agent Fees		44			28			241			86
Custodian Fees		—			—			1,315			1
Filing Fees		63			58			152			183
Shareholders’ Reports		117			48			114			152
Directors’/Trustees’ Fees & Expenses		21			12			41			94
Professional Fees		17			8			103			72
Other		25			13			226			78
Total Expenses		6,586			3,651			11,924			4,160
Net Investment Income (Loss)		33,922			15,885			36,040			45,017
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		37,268			(15,114	)		(25,567	)		6,804
Futures		(2,712	)		(630	)		(873	)		—
Foreign Currency Transactions		(28	)		(178	)		(297	)		—
In-Kind Redemptions		17,805	**		—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		592,684			522,143			981,322			30,261
Futures		(30	)		(9	)		(4	)		—
Translation of Foreign Currency Denominated Amounts		196			168			33			—
Change in Deferred Thailand Capital Gains Tax		(1,264	)		(785	)		(1,800	)		—
Net Realized and Unrealized Gain (Loss)		643,919			505,595			952,814			37,065
Net Increase (Decrease) in Net Assets Resulting from Operations	$	677,841		$	521,480		$	988,854		$	82,082

  * For the period November 1, 2008 to June 4, 2009 Investment Income and Realized and Unrealized Gain (Loss) were allocated from each Portfolio’s respective Master Fund (Affiliated Investment Companies).

** See Note M in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

163

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	DFA Two-Year Global Fixed Income Portfolio*			DFA Selectively Hedged Global Fixed Income Portfolio			DFA Five-Year Government Portfolio		DFA Five-Year Global Fixed Income Portfolio
Investment Income
Interest	$	66,491		$	6,472		$	27,157	$	84,414
Income from Securities Lending		39			—			—		160
Expenses Allocated from Affiliated Investment Company		(2,534	)		—			—		—
Total Investment Income		63,996			6,472			27,157		84,574
Expenses
Investment Advisory Services Fees		41			318			2,022		7,617
Administrative Services Fees		3,169			—			—		—
Accounting & Transfer Agent Fees		80			51			147		406
Custodian Fees		13			18			11		184
Filing Fees		122			61			66		144
Shareholders’ Reports		156			6			56		158
Directors’/Trustees’ Fees & Expenses		86			6			24		73
Professional Fees		68			12			47		143
Organizational & Offering Costs		—			7			—		—
Other		78			27			144		400
Total Expenses		3,813			506			2,517		9,125
Net Investment Income (Loss)		60,183			5,966			24,640		75,449
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on:
Investment Securities Sold		25,365			384			27,247		19,184
Foreign Currency Transactions		25,954			(15,821	)		—		49,631
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities and Foreign Currency		(6,521	)		32,803			22,977		87,483
Translation of Foreign Currency Denominated Amounts		6,818			806			—		(3,992	)
Net Realized and Unrealized Gain (Loss)		51,616			18,172			50,224		152,306
Net Increase (Decrease) in Net Assets Resulting from Operations	$	111,799		$	24,138		$	74,864	$	227,755

 * For the period November 1, 2008 to October 16, 2009 Investment Income and Realized and Unrealized Gain (Loss) were allocated from each Portfolio’s respective Master Fund (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.

164

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE YEAR ENDED OCTOBER 31, 2009

(Amounts in thousands)

	DFA Intermediate Government Fixed Income Portfolio		DFA Short-Term Extended Quality Portfolio(a)			DFA Inflation- Protected Securities Portfolio			DFA Short-Term Municipal Bond Portfolio		DFA California Short-Term Municipal Bond Portfolio
Investment Income
Interest	$	57,708	$	5,679		$	7,287		$	23,118	$	4,669
Total Investment Income		57,708		5,679			7,287			23,118		4,669
Expenses
Investment Advisory Services Fees		1,333		300			536			2,064		385
Accounting & Transfer Agent Fees		186		34			86			148		44
Custodian Fees		15		7			7			11		3
Filing Fees		114		21			79			70		17
Shareholders’ Reports		63		3			28			36		5
Directors’/Trustees’ Fees & Expenses		34		7			15			27		5
Professional Fees		61		6			23			46		10
Organizational & Offering Costs		—		27			—			—		—
Other		167		15			68			137		28
Total Expenses		1,973		420			842			2,539		497
Fees Waived, Expenses Reimbursed, and/or Previously Waived Fees Recovered by Advisor (Note C)		—		(87	)		—			—		—
Net Expenses		1,973		333			842			2,539		497
Net Investment Income (Loss)		55,735		5,346			6,445			20,579		4,172
Realized and Unrealized Gain (Loss)
Net Realized Gain (Loss) on Investment Securities Sold		6,168		287			(774	)		—		23
Change in Unrealized Appreciation (Depreciation) of Investment Securities		71,964		11,089			77,881			22,482		4,608
Net Realized and Unrealized Gain (Loss)		78,132		11,376			77,107			22,482		4,631
Net Increase (Decrease) in Net Assets Resulting from Operations	$	133,867	$	16,722		$	83,552		$	43,061	$	8,803

(a) The Portfolio commenced operations on March 4, 2009.

See accompanying Notes to Financial Statements.

165

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Large Company Portfolio									Enhanced U.S. Large Company Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	58,753		$	61,569		$	59,476		$	1,409		$	12,018		$	9,767
Capital Gain Distributions Received from Affiliated Investment Company		—			—			—			—			8,681			26,075
Net Realized Gain (Loss) on:
Investment Securities Sold/Affiliated Investment Company Shares Sold		(177,354	)		(104,970	)		3,775			(24,217	)		(11,592	)		3,051
Futures		7,676			(17,555	)		714			25,750			—			—
Foreign Currency Transactions		—			—			—			(1,379	)		—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities/Affiliated Investment Company Shares		354,409			(1,194,131	)		164,399			2,720			(116,750	)		(13,649	)
Futures		(4,182	)		521			(288	)		1,705			—			—
Translation of Foreign Currency Denominated Amounts		—			—			—			39			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		239,302			(1,254,566	)		228,076			6,027			(107,643	)		25,244
Distributions From:
Net Investment Income:
Institutional Class Shares		(62,498	)		(67,060	)		(55,847	)		(17,802	)		(10,906	)		(11,397	)
Net Short-Term Gains:
Institutional Class Shares		—			—			—			(1,762	)		(4,842	)		(11,623	)
Net Long-Term Gains:
Institutional Class Shares		—			—			—			—			(17,601	)		(1,991	)
Total Distributions		(62,498	)		(67,060	)		(55,847	)		(19,564	)		(33,349	)		(25,011	)
Capital Share Transactions (1):
Shares Issued		812,573			1,128,680			906,212			58,709	*		75,527			93,808
Shares Issued in Lieu of Cash Distributions		49,324			59,339			51,856			18,404			32,429			24,050
Shares Redeemed		(863,321	)		(738,188	)		(583,275	)		(98,676	)		(103,683	)		(128,257	)
Net Increase (Decrease) from Capital Share Transactions		(1,424	)		449,831			374,793			(21,563	)		4,273			(10,399	)
Total Increase (Decrease) in Net Assets		175,380			(871,795	)		547,022			(35,100	)		(136,719	)		(10,166	)
Net Assets
Beginning of Period		2,544,038			3,415,833			2,868,811			200,331			337,050			347,216
End of Period	$	2,719,418		$	2,544,038		$	3,415,833		$	165,231		$	200,331		$	337,050
(1) Shares Issued and Redeemed:
Shares Issued		31,260			29,917			21,005			9,053			9,136			8,538
Shares Issued in Lieu of Cash Distributions		1,881			1,514			1,222			3,392			3,364			2,263
Shares Redeemed		(33,310	)		(20,702	)		(13,462	)		(17,904	)		(12,436	)		(11,632	)
Net Increase (Decrease) from Shares Issued and Redeemed		(169	)		10,729			8,765			(5,459	)		64			(831	)
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	7,113		$	10,863		$	16,354		$	285		$	15,378		$	4

* Includes $7,414 in capital contributions related to the liquidation of The Enhanced U.S. Large Company Series. See Organization note within the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

166

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Large Cap Value Portfolio									U.S. Targeted Value Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	113,440		$	119,241		$	95,990		$	13,400		$	10,389		$	3,886
Capital Gain Distributions Received from Affiliated Investment Company		—			—			—			—			—			26,668
Net Realized Gain (Loss) on:
Investment Securities Sold		(2,244,299	)		—	†		346,023	†		(80,571	)		(2,137	)		(2,825	)
Futures		—			—			—			(823	)		—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		2,728,048			(3,044,875	)†		(554,415	)†		244,441			(319,766	)		(75,837	)
Futures		—			—			—			(3	)		3			—
Net Increase (Decrease) in Net Assets Resulting from Operations		597,189			(2,925,634	)		(112,402	)		176,444			(311,511	)		(48,108	)
Distributions From:
Net Investment Income:
Class R1 Shares		—			—			—			(424	)		(351	)		—
Class R2 Shares		—			—			—			(27	)		(10	)		—
Institutional Class Shares		(123,996	)		(113,742	)		(88,197	)		(13,728	)		(7,766	)		(3,642	)
Net Short-Term Gains:
Institutional Class Shares		(6,242	)		(304	)		(10,685	)		—			—			(5,313	)
Net Long-Term Gains:
Institutional Class Shares		—			(315,650	)		(127,166	)		—			(14,019	)		(11,902	)
Total Distributions		(130,238	)		(429,696	)		(226,048	)		(14,179	)		(22,146	)		(20,857	)
Capital Share Transactions (1):
Shares Issued		1,807,041			2,629,415			2,547,717			850,582			975,465			500,717	*
Shares Issued in Lieu of Cash Distributions		117,409			398,086			203,411			13,641			21,294			18,152
Shares Redeemed		(1,858,197	)		(1,877,275	)		(1,287,212	)		(425,490	)		(335,145	)		(110,437	)
Net Increase (Decrease) from Capital Share Transactions		66,253			1,150,226			1,463,916			438,733			661,614			408,432
Total Increase (Decrease) in Net Assets		533,204			(2,205,104	)		1,125,466			600,998			327,957			339,467
Net Assets
Beginning of Period		5,330,448			7,535,552			6,410,086			882,762			554,805			215,338
End of Period	$	5,863,652		$	5,330,448		$	7,535,552		$	1,483,760		$	882,762		$	554,805
(1) Shares Issued and Redeemed:
Shares Issued		140,615			131,947			97,946			88,462			71,448			28,579
Shares Issued in Lieu of Cash Distributions		10,018			17,729			8,025			1,442			1,447			1,060
Shares Redeemed		(145,245	)		(92,441	)		(50,063	)		(44,353	)		(25,199	)		(6,247	)
Net Increase (Decrease) from Shares Issued and Redeemed		5,388			57,235			55,908			45,551			47,696			23,392
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	13,540		$	25,004		$	23,690		$	1,308		$	2,098		$	794

* Includes $6,246 in capital contributions related to the liquidation of The U.S. Targeted Value Series. See Organization note within the Notes to Financial Statements.

† See Note A in the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

167

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Small Cap Value Portfolio									U.S. Core Equity 1 Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	16,559		$	60,650		$	92,097		$	31,729		$	22,840		$	14,928
Capital Gain Distributions Received from Affiliated Investment Company		—			1,046,424			875,446			—			—			—
Net Realized Gain (Loss) on:
Investment Securities Sold/Affiliated Investment Company Shares Sold		(373,304	)		(209,110	)		(37,370	)		(60,672	)		(19,218	)		(3,304	)
Futures		570			—			—			683			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities/Affiliated Investment Company Shares		602,920			(3,538,529	)		(1,754,043	)		253,827			(553,125	)		15,592
Futures		—			—			—			(2	)		2			—
Net Increase (Decrease) in Net Assets Resulting from Operations		246,745			(2,640,565	)		(823,870	)		225,565			(549,501	)		27,216
Distributions From:
Net Investment Income:
Institutional Class Shares		(69,882	)		(74,354	)		(85,546	)		(31,598	)		(22,927	)		(14,899	)
Net Short-Term Gains:
Institutional Class Shares		—			—			(72,477	)		—			—			(578	)
Net Long-Term Gains:
Institutional Class Shares		—			(746,639	)		(592,599	)		—			—			(1,040	)
Total Distributions		(69,882	)		(820,993	)		(750,622	)		(31,598	)		(22,927	)		(16,517	)
Capital Share Transactions (1):
Shares Issued		1,293,768	*		1,857,448			2,756,160			1,158,480			1,087,323			609,131
Shares Issued in Lieu of Cash Distributions		67,125			798,952			722,554			30,660			21,544			16,079
Shares Redeemed		(1,372,042	)		(2,493,743	)		(1,839,654	)		(714,086	)		(425,908	)		(78,148	)
Net Increase (Decrease) from Capital Share Transactions		(11,149	)		162,657			1,639,060			475,054			682,959			547,062
Total Increase (Decrease) in Net Assets		165,714			(3,298,901	)		64,568			669,021			110,531			557,761
Net Assets
Beginning of Period		5,503,945			8,802,846			8,738,278			1,320,562			1,210,031			652,270
End of Period	$	5,669,659		$	5,503,945		$	8,802,846		$	1,989,583		$	1,320,562		$	1,210,031
(1) Shares Issued and Redeemed:
Shares Issued		72,979			84,519			93,005			160,998			107,874			50,720
Shares Issued in Lieu of Cash Distributions		4,580			34,137			24,691			4,155			2,264			1,371
Shares Redeemed		(94,264	)		(113,726	)		(62,068	)		(101,230	)		(43,396	)		(6,544	)
Net Increase (Decrease) from Shares Issued and Redeemed		(16,705	)		4,930			55,628			63,923			66,742			45,547
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	2,918		$	31,701		$	8,847		$	373		$	257		$	344

* Includes $28,400 in capital contributions related to the liquidation of The U.S. Small Cap Value Series. See Organization note within the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

168

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Core Equity 2 Portfolio									U.S. Vector Equity Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	55,180		$	47,930		$	34,532		$	14,733		$	15,482		$	9,503
Net Realized Gain (Loss) on:
Investment Securities Sold		(38,804	)		(45,734	)		(15,734	)		(80,019	)		(13,893	)		(1,810	)
Futures		3,212			—			—			407			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities		375,912			(1,104,305	)		(32,306	)		173,818			(400,041	)		(41,111	)
Futures		(1	)		1			—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		395,499			(1,102,108	)		(13,508	)		108,939			(398,452	)		(33,418	)
Distributions From:
Net Investment Income:
Institutional Class Shares		(55,009	)		(48,004	)		(34,490	)		(16,454	)		(14,964	)		(7,650	)
Net Short-Term Gains:
Institutional Class Shares		—			—			(1,625	)		—			—			(6,329	)
Net Long-Term Gains:
Institutional Class Shares		—			—			(1,516	)		—			—			—
Total Distributions		(55,009	)		(48,004	)		(37,631	)		(16,454	)		(14,964	)		(13,979	)
Capital Share Transactions (1):
Shares Issued		1,847,067			1,647,226			2,019,061			508,175			599,481			689,895
Shares Issued in Lieu of Cash Distributions		54,122			47,199			37,027			16,189			14,671			13,800
Shares Redeemed		(938,382	)		(982,705	)		(281,839	)		(289,358	)		(309,855	)		(99,868	)
Net Increase (Decrease) from Capital Share Transactions		962,807			711,720			1,774,249			235,006			304,297			603,827
Total Increase (Decrease) in Net Assets		1,303,297			(438,392	)		1,723,110			327,491			(109,119	)		556,430
Net Assets
Beginning of Period		2,501,028			2,939,420			1,216,310			850,623			959,742			403,312
End of Period	$	3,804,325		$	2,501,028		$	2,939,420		$	1,178,114		$	850,623		$	959,742
(1) Shares Issued and Redeemed:
Shares Issued		258,455			166,628			165,360			74,700			59,904			57,308
Shares Issued in Lieu of Cash Distributions		7,485			5,013			3,137			2,427			1,411			1,170
Shares Redeemed		(135,979	)		(97,859	)		(23,138	)		(44,108	)		(31,898	)		(8,342	)
Net Increase (Decrease) from Shares Issued and Redeemed		129,961			73,782			145,359			33,019			29,417			50,136
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	698		$	399		$	473		$	1,895		$	3,637		$	3,119

See accompanying Notes to Financial Statements.

169

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	T.A. U.S. Core Equity 2 Portfolio									U.S. Small Cap Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Period Oct. 4, 2007(a) to Nov. 30 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	19,903		$	6,271		$	167		$	10,818		$	21,360		$	33,291
Capital Gain Distributions Received from Affiliated Investment Company		—			—			—			—			243,531			216,208
Net Realized Gain (Loss) on:
Investment Securities Sold/Affiliated Investment Company Shares Sold		(41,654	)		(7,078	)		(310	)		(68,079	)		(116,947	)		2,061
Futures		(854	)		—			—			—			—			—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities/Affiliated Investment Company Shares		211,836			(179,572	)		(1,432	)		284,014			(1,073,797	)		(321,609	)
Futures		(1	)		1			—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		189,230			(180,378	)		(1,575	)		226,753			(925,853	)		(70,049	)
Distributions From:
Net Investment Income:
Institutional Class Shares		(18,642	)		(4,648	)		—			(26,412	)		(26,222	)		(32,047	)
Net Short-Term Gains:
Institutional Class Shares		—			—			—			—			(8,922	)		(34,803	)
Net Long-Term Gains:
Institutional Class Shares		—			—			—			—			(173,725	)		(134,723	)
Total Distributions		(18,642	)		(4,648	)		—			(26,412	)		(208,869	)		(201,573	)
Capital Share Transactions (1):
Shares Issued		1,195,628			995,838			120,639			877,915	*		937,947			727,472
Shares Issued in Lieu of Cash Distributions		18,449			4,587			—			24,690			204,052			197,467
Shares Redeemed		(524,944	)		(336,741	)		(12,557	)		(647,794	)		(1,225,521	)		(665,423	)
Net Increase (Decrease) from Capital Share Transactions		689,133			663,684			108,082			254,811			(83,522	)		259,516
Total Increase (Decrease) in Net Assets		859,721			478,658			106,507			455,152			(1,218,244	)		(12,106	)
Net Assets
Beginning of Period		585,165			106,507			—			2,066,849			3,285,093			3,297,199
End of Period	$	1,444,886		$	585,165		$	106,507		$	2,522,001		$	2,066,849		$	3,285,093
(1) Shares Issued and Redeemed:
Shares Issued		209,711			125,252			12,664			67,035			54,875			33,265
Shares Issued in Lieu of Cash Distributions		3,194			543			—			2,058			10,771			9,289
Shares Redeemed		(94,288	)		(44,316	)		(1,335	)		(54,475	)		(70,022	)		(30,180	)
Net Increase (Decrease) from Shares Issued and Redeemed		118,617			81,479			11,329			14,618			(4,376	)		12,374
Undistributed Net Investment Income (Distributions in Excess of Net Investment Income)	$	3,080		$	1,827		$	173		$	3,780		$	7,754		$	3,498

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

* Includes $8,355 in capital contributions related to the liquidation of The U.S. Small Cap Series. See Organization note within the Notes to Financial Statements.

See accompanying Notes to Financial Statements.

170

DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF CHANGES IN NET ASSETS

(Amounts in thousands)

	U.S. Micro Cap Portfolio									DFA Real Estate Securities Portfolio
	Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007			Year Ended Oct. 31, 2009			Period Dec. 1, 2007 to Oct. 31, 2008			Year Ended Nov. 30, 2007
Increase (Decrease) in Net Assets
Operations:
Net Investment Income (Loss)	$	10,509		$	33,434		$	45,400		$	69,730		$	68,746		$	57,485
Capital Gain Distributions Received from:
Affiliated Investment Company		—			379,091			436,439			—			—			—
Investment Securities		—			—			—			16,169			42,861			41,558
Net Realized Gain (Loss) on:
Investment Securities Sold/Affiliated Investment Company Shares Sold		(190,350	)		(130,372	)		(3,367	)		(106,626	)		(142,397	)		181,105
Futures		—			—			—			(1,065	)		(1,472	)		—
Change in Unrealized Appreciation (Depreciation) of:
Investment Securities/Affiliated Investment Company Shares		168,490			(1,674,701	)		(655,320	)		92,786			(893,193	)		(762,357	)
Futures		—			—			—			(10	)		10			—
Net Increase (Decrease) in Net Assets Resulting from Operations		(11,351	)		(1,392,548	)		(176,848	)		70,984			(925,445	)		(482,209	)
Distributions From:
Net Investment Income:
Institutional Class Shares		(57,816	)		(42,596	)		(40,532	)		(95,934	)		(31,389	)		(62,692	)
Net Short-Term Gains:
Institutional Class Shares		—			(40,254	)		(62,657	)		—			(3,305	)		(2,939	)
Net Long-Term Gains:
Institutional Class Shares		—			(350,779	)		(324,224	)		—			(200,903	)		(70,533	)
Total Distributions		(57,816	)		(433,629	)		(427,413	)		(95,934	)		(235,597	)		(136,164	)
Capital Share Transactions (1):
Shares Issued		588,720	*		799,061			1,088,866			760,871			946,371			1,093,839
Shares Issued in Lieu of Cash Distributions		56,003			425,522			415,408			93,552			232,037			133,705
Shares Redeemed		(681,416	)		(1,174,552	)		(1,023,645	)		(557,875	)		(941,862	)		(774,740	)
Net Increase (Decrease) from Capital Share Transactions		(36,693	)		50,031			480,629			296,548			236,546			452,804
Total Increase (Decrease) in Net Assets		(105,860	)		(1,776,146	)		(123,632	)		271,598			(924,496	)		(165,569	)
Net Assets
Beginning of Period		2,924,225			4,700,371			4,824,003			1,746,961			2,671,457			2,837,026
End of Period	$	2,818,365		$	2,924,225		$	4,700,371		$	2,018,559		$	1,746,961		$	2,671,457