U.S. Social Core Equity 2 Portfolio

As of August 31, 2021 (Updated Monthly) Source: State Street Holdings are subject to change. The information below represents the portfolio's holdings (excluding cash and cash equivalents) as of the date indicated, and may not be representative of the current or future investments of the portfolio. The information below should not be relied upon by the reader as research or investment advice regarding any security. This listing of portfolio holdings is for informational purposes only and should not be deemed a recommendation to buy the securities. The holdings information below does not constitute an offer to sell or a solicitation of an offer to buy any security. The holdings information has not been audited. By viewing this listing of portfolio holdings, you are agreeing to not redistribute the information and to not misuse this information to the detriment of portfolio shareholders. Misuse of this information includes, but is not limited to, (i) purchasing or selling any securities listed in the portfolio holdings solely in reliance upon this information; (ii) trading against any of the portfolios or (iii) knowingly engaging in any trading practices that are damaging to Dimensional or one of the portfolios. Investors should consider the portfolio's investment objectives, risks, and charges and expenses, which are contained in the Prospectus. Investors should read it carefully before investing. Your use of this website signifies that you agree to follow and be bound by the terms and conditions of use in the Legal Notices.

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Corporate Bond 1,999.77 0.000%

1 GAMCO INVESTORS SUBORDINATED 06/23 VAR 4.000% 6/15/2023 USD $2,000 1,999.77 0.000% 0.000% Equity 1,730,476,117.09 100.000% 2 APPLE INC COMMON STOCK USD.00001 582,504 88,441,582.32 5.111% 5.111% 3 MICROSOFT CORP COMMON STOCK USD.00000625 275,368 83,128,091.84 4.804% 9.915% 4 AMAZON.COM INC COMMON STOCK USD.01 15,717 54,550,406.43 3.152% 13.067% 5 FACEBOOK INC CLASS A COMMON STOCK USD.000006 56,045 21,262,352.10 1.229% 14.296% 6 ALPHABET INC CL A COMMON STOCK USD.001 7,127 20,625,181.65 1.192% 15.488% 7 ALPHABET INC CL C COMMON STOCK USD.001 6,872 19,992,297.28 1.155% 16.643% 8 JPMORGAN CHASE + CO COMMON STOCK USD1.0 111,255 17,795,237.25 1.028% 17.671% 9 VISA INC CLASS A SHARES COMMON STOCK USD.0001 61,541 14,099,043.10 0.815% 18.486% 10 COMCAST CORP CLASS A COMMON STOCK USD.01 202,879 12,310,697.72 0.711% 19.197% 11 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 218,300 12,006,500.00 0.694% 19.891% 12 HOME DEPOT INC COMMON STOCK USD.05 36,334 11,851,424.12 0.685% 20.576% 13 MASTERCARD INC A COMMON STOCK USD.0001 32,793 11,353,920.39 0.656% 21.232% 14 INTEL CORP COMMON STOCK USD.001 207,224 11,202,529.44 0.647% 21.880% 15 WALMART INC COMMON STOCK USD.1 73,580 10,897,198.00 0.630% 22.509% 16 ADOBE INC COMMON STOCK USD.0001 16,078 10,670,968.60 0.617% 23.126% 17 CISCO SYSTEMS INC COMMON STOCK USD.001 172,817 10,199,659.34 0.589% 23.715% 18 PEPSICO INC COMMON STOCK USD.017 62,829 9,825,827.31 0.568% 24.283% 19 COCA COLA CO/THE COMMON STOCK USD.25 168,543 9,490,656.33 0.548% 24.832% 20 BROADCOM INC COMMON STOCK 18,337 9,117,339.77 0.527% 25.358% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 2 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 21 ACCENTURE PLC CL A COMMON STOCK USD.0000225 25,686 8,644,880.16 0.500% 25.858% 22 COSTCO WHOLESALE CORP COMMON STOCK USD.005 18,449 8,403,335.01 0.486% 26.344% 23 BANK OF AMERICA CORP COMMON STOCK USD.01 191,203 7,982,725.25 0.461% 26.805% 24 AT+T INC COMMON STOCK USD1.0 282,829 7,755,171.18 0.448% 27.253% 25 TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 39,303 7,503,335.73 0.434% 27.687% 26 NETFLIX INC COMMON STOCK USD.001 12,427 7,073,324.13 0.409% 28.095% 27 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 45,361 6,365,962.74 0.368% 28.463% 28 UNION PACIFIC CORP COMMON STOCK USD2.5 28,849 6,255,617.16 0.361% 28.825% 29 TARGET CORP COMMON STOCK USD.0833 25,029 6,181,662.42 0.357% 29.182% 30 QUALCOMM INC COMMON STOCK USD.0001 41,894 6,145,430.86 0.355% 29.537% 31 MORGAN STANLEY COMMON STOCK USD.01 58,692 6,129,205.56 0.354% 29.891% 32 ORACLE CORP COMMON STOCK USD.01 68,653 6,119,041.89 0.354% 30.245% 33 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 14,467 5,982,249.17 0.346% 30.591% 34 NVIDIA CORP COMMON STOCK USD.001 26,100 5,842,485.00 0.338% 30.928% 35 LOWE S COS INC COMMON STOCK USD.5 28,452 5,801,078.28 0.335% 31.264% 36 CATERPILLAR INC COMMON STOCK USD1.0 27,341 5,765,396.67 0.333% 31.597% 37 WALT DISNEY CO/THE COMMON STOCK USD.01 31,507 5,712,219.10 0.330% 31.927% 38 AMERICAN EXPRESS CO COMMON STOCK USD.2 34,168 5,670,521.28 0.328% 32.254% 39 DEERE + CO COMMON STOCK USD1.0 14,373 5,433,425.19 0.314% 32.568% 40 APPLIED MATERIALS INC COMMON STOCK USD.01 39,946 5,397,902.98 0.312% 32.880% 41 3M CO COMMON STOCK USD.01 26,929 5,244,153.46 0.303% 33.183% 42 ABBOTT LABORATORIES COMMON STOCK 41,271 5,215,416.27 0.301% 33.485% 43 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 26,141 5,113,963.83 0.296% 33.780% 44 NIKE INC CL B COMMON STOCK 29,788 4,907,275.12 0.284% 34.064% 45 CITIGROUP INC COMMON STOCK USD.01 67,420 4,848,172.20 0.280% 34.344% 46 CVS HEALTH CORP COMMON STOCK USD.01 51,507 4,449,689.73 0.257% 34.601% 47 CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001 5,206 4,251,531.96 0.246% 34.847% 48 WELLS FARGO + CO COMMON STOCK USD1.666 93,014 4,250,739.80 0.246% 35.093% 49 CARRIER GLOBAL CORP COMMON STOCK USD.01 70,712 4,073,011.20 0.235% 35.328% 50 LAM RESEARCH CORP COMMON STOCK USD.001 6,730 4,070,438.60 0.235% 35.563% 51 CSX CORP COMMON STOCK USD1.0 119,931 3,901,355.43 0.225% 35.789% 52 KROGER CO COMMON STOCK USD1.0 82,614 3,802,722.42 0.220% 36.008% 53 TESLA INC COMMON STOCK USD.001 5,130 3,774,243.60 0.218% 36.226% 54 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 18,010 3,764,810.40 0.218% 36.444% 55 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 16,184 3,753,231.44 0.217% 36.661% 56 AON PLC CLASS A COMMON STOCK 13,054 3,744,670.44 0.216% 36.877% 57 BLACKROCK INC COMMON STOCK USD.01 3,849 3,630,723.21 0.210% 37.087% 58 ZOETIS INC COMMON STOCK USD.01 17,748 3,630,530.88 0.210% 37.297% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 3 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 59 S+P GLOBAL INC COMMON STOCK USD1.0 8,105 3,597,161.10 0.208% 37.505% 60 T MOBILE US INC COMMON STOCK USD.0001 26,056 3,570,193.12 0.206% 37.711% 61 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 11,694 3,551,116.98 0.205% 37.916% 62 ANALOG DEVICES INC COMMON STOCK USD.167 21,524 3,507,383.06 0.203% 38.119% 63 MICRON TECHNOLOGY INC COMMON STOCK USD.1 47,473 3,498,760.10 0.202% 38.321% 64 LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 34,597 3,471,808.95 0.201% 38.522% 65 TRAVELERS COS INC/THE COMMON STOCK NPV 21,460 3,427,376.60 0.198% 38.720% 66 GENERAL MOTORS CO COMMON STOCK USD.01 69,457 3,404,087.57 0.197% 38.917% 67 EBAY INC COMMON STOCK USD.001 44,123 3,385,999.02 0.196% 39.112% 68 CINTAS CORP COMMON STOCK 8,551 3,384,229.27 0.196% 39.308% 69 SALESFORCE.COM INC COMMON STOCK USD.001 12,734 3,377,948.18 0.195% 39.503% 70 ALLSTATE CORP COMMON STOCK USD.01 24,949 3,375,100.72 0.195% 39.698% 71 MARSH + MCLENNAN COS COMMON STOCK USD1.0 21,418 3,366,909.60 0.195% 39.893% 72 CIGNA CORP COMMON STOCK USD.01 15,700 3,322,905.00 0.192% 40.085% 73 KLA CORP COMMON STOCK USD.001 9,669 3,287,073.24 0.190% 40.275% 74 TJX COMPANIES INC COMMON STOCK USD1.0 45,122 3,281,271.84 0.190% 40.464% 75 ANTHEM INC COMMON STOCK USD.01 8,731 3,275,260.03 0.189% 40.653% 76 UNITED RENTALS INC COMMON STOCK USD.01 9,260 3,265,539.00 0.189% 40.842% 77 FEDEX CORP COMMON STOCK USD.1 12,171 3,233,712.99 0.187% 41.029% 78 INTUIT INC COMMON STOCK USD.01 5,597 3,168,517.67 0.183% 41.212% 79 NUCOR CORP COMMON STOCK USD.4 26,786 3,148,962.16 0.182% 41.394% 80 US BANCORP COMMON STOCK USD.01 54,350 3,119,146.50 0.180% 41.574% 81 T ROWE PRICE GROUP INC COMMON STOCK USD.2 13,764 3,081,346.68 0.178% 41.752% 82 WASTE MANAGEMENT INC COMMON STOCK USD.01 19,722 3,059,079.42 0.177% 41.929% 83 BEST BUY CO INC COMMON STOCK USD.1 25,955 3,024,017.05 0.175% 42.104% 84 PAYPAL HOLDINGS INC COMMON STOCK USD.0001 10,382 2,996,868.12 0.173% 42.277% 85 ILLINOIS TOOL WORKS COMMON STOCK USD.01 12,651 2,945,911.86 0.170% 42.447% 86 MEDTRONIC PLC COMMON STOCK USD.1 21,714 2,898,384.72 0.167% 42.615% 87 OLD DOMINION FREIGHT LINE COMMON STOCK USD.1 9,882 2,853,131.04 0.165% 42.780% 88 PPG INDUSTRIES INC COMMON STOCK USD1.67 17,874 2,851,796.70 0.165% 42.945% 89 FORTINET INC COMMON STOCK USD.001 9,047 2,851,071.58 0.165% 43.109% 90 PAYCHEX INC COMMON STOCK USD.01 24,802 2,839,084.94 0.164% 43.273% 91 DR HORTON INC COMMON STOCK USD.01 29,308 2,802,430.96 0.162% 43.435% 92 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 21,205 2,718,905.10 0.157% 43.592% 93 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 8,897 2,699,171.86 0.156% 43.748% 94 EATON CORP PLC COMMON STOCK USD.01 16,030 2,698,810.80 0.156% 43.904% 95 GARTNER INC COMMON STOCK USD.0005 8,725 2,693,756.50 0.156% 44.060% 96 SYNCHRONY FINANCIAL COMMON STOCK USD.001 54,136 2,693,266.00 0.156% 44.216% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 4 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 97 PROGRESSIVE CORP COMMON STOCK USD1.0 27,346 2,634,513.64 0.152% 44.368% 98 IDEXX LABORATORIES INC COMMON STOCK USD.1 3,908 2,633,054.08 0.152% 44.520% 99 DOLLAR GENERAL CORP COMMON STOCK USD.875 11,746 2,618,300.86 0.151% 44.671% 100 FASTENAL CO COMMON STOCK USD.01 46,736 2,610,205.60 0.151% 44.822% 101 HUMANA INC COMMON STOCK USD.166 6,377 2,585,363.34 0.149% 44.972% 102 ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 7,885 2,566,173.25 0.148% 45.120% 103 DOW INC COMMON STOCK USD.01 40,551 2,550,657.90 0.147% 45.267% 104 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 7,442 2,533,926.58 0.146% 45.414% 105 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 32,419 2,473,893.89 0.143% 45.557% 106 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 36,395 2,446,471.90 0.141% 45.698% 107 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 1,569 2,436,390.27 0.141% 45.839% 108 MOODY S CORP COMMON STOCK USD.01 6,232 2,372,958.64 0.137% 45.976% 109 PARKER HANNIFIN CORP COMMON STOCK USD.5 7,988 2,369,799.96 0.137% 46.113% 110 CUMMINS INC COMMON STOCK USD2.5 9,982 2,355,552.36 0.136% 46.249% 111 SVB FINANCIAL GROUP COMMON STOCK USD.001 4,210 2,355,495.00 0.136% 46.385% 112 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 12,725 2,334,528.50 0.135% 46.520% 113 VERISK ANALYTICS INC COMMON STOCK USD.001 11,550 2,330,328.00 0.135% 46.655% 114 MCDONALD S CORP COMMON STOCK USD.01 9,775 2,321,171.50 0.134% 46.789% 115 ROSS STORES INC COMMON STOCK USD.01 19,543 2,313,891.20 0.134% 46.923% 116 KEYSIGHT TECHNOLOGIES IN COMMON STOCK 12,853 2,305,571.14 0.133% 47.056% 117 RESMED INC COMMON STOCK USD.004 7,921 2,301,288.13 0.133% 47.189% 118 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 3,845 2,284,237.60 0.132% 47.321% 119 AUTODESK INC COMMON STOCK USD.01 7,357 2,281,332.13 0.132% 47.453% 120 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 146,476 2,274,772.28 0.131% 47.584% 121 ULTA BEAUTY INC COMMON STOCK USD.01 5,831 2,258,404.61 0.131% 47.715% 122 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 40,812 2,253,638.64 0.130% 47.845% 123 STEEL DYNAMICS INC COMMON STOCK USD.005 32,841 2,216,439.09 0.128% 47.973% 124 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 16,233 2,193,727.62 0.127% 48.100% 125 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 13,202 2,191,135.94 0.127% 48.226% 126 LINDE PLC COMMON STOCK EUR.001 6,828 2,148,020.52 0.124% 48.350% 127 BALL CORP COMMON STOCK 22,381 2,147,680.76 0.124% 48.475% 128 OMNICOM GROUP COMMON STOCK USD.15 28,988 2,122,501.36 0.123% 48.597% 129 KELLOGG CO COMMON STOCK USD.25 33,516 2,116,200.24 0.122% 48.719% 130 NORTHERN TRUST CORP COMMON STOCK USD1.667 17,782 2,107,522.64 0.122% 48.841% 131 EQUIFAX INC COMMON STOCK USD1.25 7,740 2,107,292.40 0.122% 48.963% 132 INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 17,613 2,105,281.89 0.122% 49.085% 133 GENERAL MILLS INC COMMON STOCK USD.1 36,398 2,104,168.38 0.122% 49.206% 134 DARLING INGREDIENTS INC COMMON STOCK USD.01 28,208 2,101,496.00 0.121% 49.328% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 5 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 135 LULULEMON ATHLETICA INC COMMON STOCK USD.005 5,186 2,075,281.62 0.120% 49.448% 136 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 10,809 2,065,599.90 0.119% 49.567% 137 TE CONNECTIVITY LTD COMMON STOCK CHF.57 13,644 2,049,601.68 0.118% 49.685% 138 CHUBB LTD COMMON STOCK 11,140 2,048,868.80 0.118% 49.804% 139 WILLIAMS SONOMA INC COMMON STOCK USD.01 10,952 2,044,738.40 0.118% 49.922% 140 LENNAR CORP A COMMON STOCK USD.1 18,892 2,027,300.52 0.117% 50.039% 141 PACCAR INC COMMON STOCK USD1.0 24,673 2,019,978.51 0.117% 50.156% 142 MARVELL TECHNOLOGY INC COMMON STOCK USD.002 32,976 2,017,801.44 0.117% 50.273% 143 BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 26,462 2,016,933.64 0.117% 50.389% 144 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 27,484 2,002,209.40 0.116% 50.505% 145 CDW CORP/DE COMMON STOCK USD.01 9,929 1,991,856.69 0.115% 50.620% 146 HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 11,189 1,984,928.60 0.115% 50.735% 147 AMPHENOL CORP CL A COMMON STOCK USD.001 25,817 1,978,356.71 0.114% 50.849% 148 COPART INC COMMON STOCK 13,681 1,974,441.92 0.114% 50.963% 149 SYSCO CORP COMMON STOCK USD1.0 24,698 1,967,195.70 0.114% 51.077% 150 MARATHON PETROLEUM CORP COMMON STOCK USD.01 33,181 1,966,637.87 0.114% 51.190% 151 TYSON FOODS INC CL A COMMON STOCK USD.1 24,973 1,960,879.96 0.113% 51.304% 152 DAVITA INC COMMON STOCK USD.001 14,975 1,958,280.75 0.113% 51.417% 153 MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 12,425 1,955,198.00 0.113% 51.530% 154 TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0 9,847 1,954,629.50 0.113% 51.643% 155 PULTEGROUP INC COMMON STOCK USD.01 36,046 1,941,437.56 0.112% 51.755% 156 ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 3,303 1,939,422.51 0.112% 51.867% 157 FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 9,744 1,938,471.36 0.112% 51.979% 158 TRUIST FINANCIAL CORP COMMON STOCK USD5.0 33,883 1,933,363.98 0.112% 52.091% 159 NVR INC COMMON STOCK USD.01 372 1,926,937.68 0.111% 52.202% 160 FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 7,229 1,903,251.12 0.110% 52.312% 161 SCHLUMBERGER LTD COMMON STOCK USD.01 67,231 1,885,157.24 0.109% 52.421% 162 FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01 14,718 1,880,518.86 0.109% 52.530% 163 STATE STREET CORP COMMON STOCK USD1.0 20,231 1,879,662.21 0.109% 52.638% 164 AVERY DENNISON CORP COMMON STOCK USD1.0 8,318 1,874,794.02 0.108% 52.747% 165 CBRE GROUP INC A COMMON STOCK USD.01 19,449 1,872,938.70 0.108% 52.855% 166 AFLAC INC COMMON STOCK USD.1 32,940 1,867,039.20 0.108% 52.963% 167 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 6,834 1,865,066.94 0.108% 53.071% 168 WHIRLPOOL CORP COMMON STOCK USD1.0 8,385 1,857,529.05 0.107% 53.178% 169 HOLOGIC INC COMMON STOCK USD.01 23,392 1,851,476.80 0.107% 53.285% 170 CADENCE DESIGN SYS INC COMMON STOCK USD.01 11,316 1,849,939.68 0.107% 53.392% 171 WW GRAINGER INC COMMON STOCK USD.5 4,227 1,833,249.90 0.106% 53.498% 172 CROWN HOLDINGS INC COMMON STOCK USD5.0 16,684 1,831,736.36 0.106% 53.604% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 6 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 173 AMETEK INC COMMON STOCK USD.01 13,429 1,825,941.13 0.106% 53.709% 174 MCKESSON CORP COMMON STOCK USD.01 8,939 1,824,807.46 0.105% 53.815% 175 STARBUCKS CORP COMMON STOCK USD.001 15,505 1,821,682.45 0.105% 53.920% 176 ALLY FINANCIAL INC COMMON STOCK USD.1 34,337 1,816,427.30 0.105% 54.025% 177 HUBBELL INC COMMON STOCK USD.01 8,775 1,808,615.25 0.105% 54.129% 178 DOLLAR TREE INC COMMON STOCK USD.01 19,971 1,808,174.34 0.104% 54.234% 179 DOVER CORP COMMON STOCK USD1.0 10,328 1,800,790.08 0.104% 54.338% 180 QUANTA SERVICES INC COMMON STOCK USD.00001 17,585 1,795,428.50 0.104% 54.442% 181 CERNER CORP COMMON STOCK USD.01 23,492 1,793,614.20 0.104% 54.545% 182 TERADYNE INC COMMON STOCK USD.125 14,666 1,781,039.04 0.103% 54.648% 183 LPL FINANCIAL HOLDINGS INC COMMON STOCK 12,001 1,774,347.85 0.103% 54.751% 184 INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125 11,691 1,771,186.50 0.102% 54.853% 185 NETAPP INC COMMON STOCK USD.001 19,894 1,769,173.42 0.102% 54.955% 186 ETSY INC COMMON STOCK USD.001 8,119 1,755,814.94 0.101% 55.057% 187 MOLINA HEALTHCARE INC COMMON STOCK USD.001 6,518 1,751,842.86 0.101% 55.158% 188 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 46,927 1,747,092.21 0.101% 55.259% 189 APTIV PLC COMMON STOCK USD.01 11,450 1,742,575.50 0.101% 55.360% 190 QUEST DIAGNOSTICS INC COMMON STOCK USD.01 11,361 1,736,301.63 0.100% 55.460% 191 TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 8,913 1,731,350.25 0.100% 55.560% 192 EXPEDITORS INTL WASH INC COMMON STOCK USD.01 13,844 1,725,516.16 0.100% 55.660% 193 STRYKER CORP COMMON STOCK USD.1 6,196 1,716,911.60 0.099% 55.759% 194 FREEPORT MCMORAN INC COMMON STOCK USD.1 47,114 1,714,478.46 0.099% 55.858% 195 NASDAQ INC COMMON STOCK USD.01 8,708 1,704,852.24 0.099% 55.957% 196 CORTEVA INC COMMON STOCK USD.01 38,686 1,701,023.42 0.098% 56.055% 197 AMERCO COMMON STOCK USD.25 2,567 1,697,172.05 0.098% 56.153% 198 ARCHER DANIELS MIDLAND CO COMMON STOCK 28,219 1,693,140.00 0.098% 56.251% 199 DECKERS OUTDOOR CORP COMMON STOCK USD.01 4,029 1,685,935.05 0.097% 56.348% 200 LIBERTY BROADBAND C COMMON STOCK USD.01 8,720 1,668,310.40 0.096% 56.445% 201 FIDELITY NATIONAL FINANCIAL COMMON STOCK USD.0001 34,155 1,667,788.65 0.096% 56.541% 202 OTIS WORLDWIDE CORP COMMON STOCK USD.01 18,064 1,665,862.08 0.096% 56.637% 203 LKQ CORP COMMON STOCK USD.01 31,276 1,647,932.44 0.095% 56.732% 204 FORD MOTOR CO COMMON STOCK USD.01 125,192 1,631,251.76 0.094% 56.827% 205 JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 21,760 1,627,648.00 0.094% 56.921% 206 KANSAS CITY SOUTHERN COMMON STOCK USD.01 5,795 1,626,482.65 0.094% 57.015% 207 ROPER TECHNOLOGIES INC COMMON STOCK USD.01 3,358 1,622,854.24 0.094% 57.109% 208 SANTANDER CONSUMER USA HOLDI COMMON STOCK USD.01 38,856 1,621,460.88 0.094% 57.202% 209 PACKAGING CORP OF AMERICA COMMON STOCK USD.01 10,669 1,618,487.30 0.094% 57.296% 210 XILINX INC COMMON STOCK USD.01 10,402 1,618,447.18 0.094% 57.389% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 7 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 211 EMERSON ELECTRIC CO COMMON STOCK USD.5 15,266 1,610,563.00 0.093% 57.482% 212 WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 3,544 1,600,541.28 0.092% 57.575% 213 COLGATE PALMOLIVE CO COMMON STOCK USD1.0 20,323 1,584,177.85 0.092% 57.666% 214 INTERNATIONAL PAPER CO COMMON STOCK USD1.0 26,362 1,584,092.58 0.092% 57.758% 215 GARMIN LTD COMMON STOCK CHF.1 9,066 1,581,382.38 0.091% 57.849% 216 INTUITIVE SURGICAL INC COMMON STOCK USD.001 1,493 1,572,965.08 0.091% 57.940% 217 CARLISLE COS INC COMMON STOCK USD1.0 7,400 1,559,476.00 0.090% 58.030% 218 MONSTER BEVERAGE CORP COMMON STOCK 15,978 1,558,973.46 0.090% 58.120% 219 SIGNATURE BANK COMMON STOCK USD.01 5,982 1,551,312.06 0.090% 58.210% 220 TAPESTRY INC COMMON STOCK USD.01 38,289 1,543,812.48 0.089% 58.299% 221 LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0 125,446 1,542,985.80 0.089% 58.388% 222 ROBERT HALF INTL INC COMMON STOCK USD.001 14,922 1,542,934.80 0.089% 58.478% 223 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 7,968 1,539,975.36 0.089% 58.567% 224 BRUKER CORP COMMON STOCK USD.01 17,354 1,532,531.74 0.089% 58.655% 225 JABIL INC COMMON STOCK USD.001 24,596 1,519,540.88 0.088% 58.743% 226 GRACO INC COMMON STOCK USD1.0 19,315 1,514,682.30 0.088% 58.831% 227 CARDINAL HEALTH INC COMMON STOCK 28,782 1,510,767.18 0.087% 58.918% 228 RH COMMON STOCK USD.0001 2,156 1,510,644.52 0.087% 59.005% 229 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 10,779 1,507,982.10 0.087% 59.092% 230 JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 8,527 1,503,992.26 0.087% 59.179% 231 PENTAIR PLC COMMON STOCK USD.01 19,411 1,497,752.76 0.087% 59.266% 232 PAYCOM SOFTWARE INC COMMON STOCK USD.01 3,062 1,497,011.80 0.087% 59.352% 233 AUTONATION INC COMMON STOCK USD.01 13,704 1,494,969.36 0.086% 59.439% 234 MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 6,113 1,492,916.86 0.086% 59.525% 235 ARISTA NETWORKS INC COMMON STOCK USD.0001 4,034 1,490,684.02 0.086% 59.611% 236 SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 23,706 1,487,788.56 0.086% 59.697% 237 HORIZON THERAPEUTICS PLC COMMON STOCK USD.0001 13,729 1,483,967.61 0.086% 59.783% 238 FLOOR + DECOR HOLDINGS INC A COMMON STOCK USD.001 12,035 1,483,915.50 0.086% 59.869% 239 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 22,207 1,483,649.67 0.086% 59.954% 240 JONES LANG LASALLE INC COMMON STOCK USD.01 6,112 1,481,732.16 0.086% 60.040% 241 CARMAX INC COMMON STOCK USD.5 11,811 1,478,855.31 0.085% 60.125% 242 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 16,399 1,476,893.94 0.085% 60.211% 243 CONCENTRIX CORP COMMON STOCK 8,494 1,472,774.66 0.085% 60.296% 244 FLEX LTD COMMON STOCK 79,177 1,471,108.66 0.085% 60.381% 245 SNAP ON INC COMMON STOCK USD1.0 6,494 1,460,825.30 0.084% 60.465% 246 BUNGE LTD COMMON STOCK USD.01 19,243 1,456,887.53 0.084% 60.549% 247 ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 9,586 1,442,213.70 0.083% 60.633% 248 M + T BANK CORP COMMON STOCK USD.5 10,290 1,440,702.90 0.083% 60.716% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 8 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 249 NEWMONT CORP COMMON STOCK USD1.6 24,758 1,435,716.42 0.083% 60.799% 250 ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0 9,965 1,431,173.30 0.083% 60.882% 251 DICK S SPORTING GOODS INC COMMON STOCK USD.01 10,157 1,430,207.17 0.083% 60.964% 252 ALBEMARLE CORP COMMON STOCK USD.01 6,034 1,428,489.16 0.083% 61.047% 253 FIFTH THIRD BANCORP COMMON STOCK 36,715 1,426,744.90 0.082% 61.129% 254 PHILLIPS 66 COMMON STOCK 20,069 1,426,705.21 0.082% 61.212% 255 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 26,149 1,426,689.44 0.082% 61.294% 256 CBOE GLOBAL MARKETS INC COMMON STOCK 11,239 1,417,799.85 0.082% 61.376% 257 KIMBERLY CLARK CORP COMMON STOCK USD1.25 10,198 1,405,386.38 0.081% 61.457% 258 AUTOZONE INC COMMON STOCK USD.01 902 1,397,333.30 0.081% 61.538% 259 ATHENE HOLDING LTD CLASS A COMMON STOCK USD.001 20,826 1,394,717.22 0.081% 61.619% 260 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 8,064 1,388,782.08 0.080% 61.699% 261 MORNINGSTAR INC COMMON STOCK 5,164 1,383,900.36 0.080% 61.779% 262 WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 6,227 1,374,423.44 0.079% 61.858% 263 FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 3,595 1,366,890.90 0.079% 61.937% 264 AGCO CORP COMMON STOCK USD.01 9,879 1,359,547.98 0.079% 62.016% 265 BORGWARNER INC COMMON STOCK USD.01 31,825 1,358,291.00 0.078% 62.094% 266 ON SEMICONDUCTOR CORP COMMON STOCK USD.01 30,525 1,354,089.00 0.078% 62.173% 267 MOHAWK INDUSTRIES INC COMMON STOCK USD.01 6,832 1,351,096.32 0.078% 62.251% 268 TARGA RESOURCES CORP COMMON STOCK USD.001 30,556 1,342,019.52 0.078% 62.328% 269 VIACOMCBS INC CLASS B COMMON STOCK USD.001 32,131 1,331,829.95 0.077% 62.405% 270 CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 2,294 1,329,785.92 0.077% 62.482% 271 BERRY GLOBAL GROUP INC COMMON STOCK USD.01 19,756 1,327,010.52 0.077% 62.559% 272 SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 26,639 1,326,089.42 0.077% 62.635% 273 POOL CORP COMMON STOCK USD.001 2,678 1,323,735.40 0.076% 62.712% 274 CABLE ONE INC COMMON STOCK USD.01 630 1,322,741.70 0.076% 62.788% 275 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 10,819 1,322,189.99 0.076% 62.865% 276 ECOLAB INC COMMON STOCK USD1.0 5,851 1,318,581.36 0.076% 62.941% 277 LEAR CORP COMMON STOCK USD.01 8,227 1,315,826.38 0.076% 63.017% 278 CLOROX COMPANY COMMON STOCK USD1.0 7,826 1,315,159.30 0.076% 63.093% 279 EPAM SYSTEMS INC COMMON STOCK USD.001 2,074 1,312,447.94 0.076% 63.169% 280 CME GROUP INC COMMON STOCK USD.01 6,500 1,311,180.00 0.076% 63.245% 281 HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 84,511 1,306,540.06 0.076% 63.320% 282 MATCH GROUP INC COMMON STOCK 9,505 1,306,367.20 0.075% 63.396% 283 MIDDLEBY CORP COMMON STOCK USD.01 7,127 1,303,813.38 0.075% 63.471% 284 TORO CO COMMON STOCK USD1.0 11,820 1,299,490.80 0.075% 63.546% 285 GLOBAL PAYMENTS INC COMMON STOCK 7,975 1,297,054.00 0.075% 63.621% 286 VULCAN MATERIALS CO COMMON STOCK USD1.0 6,953 1,292,771.29 0.075% 63.696% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 9 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 287 QORVO INC COMMON STOCK USD.0001 6,874 1,292,518.22 0.075% 63.770% 288 ONEOK INC COMMON STOCK USD.01 24,576 1,290,731.52 0.075% 63.845% 289 WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 25,385 1,288,288.75 0.074% 63.919% 290 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 12,163 1,287,818.44 0.074% 63.994% 291 TOPBUILD CORP COMMON STOCK 5,884 1,287,360.36 0.074% 64.068% 292 AMERICAN FINANCIAL GROUP INC COMMON STOCK 9,291 1,281,600.54 0.074% 64.142% 293 NORDSON CORP COMMON STOCK 5,363 1,279,611.80 0.074% 64.216% 294 ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 6,293 1,276,535.05 0.074% 64.290% 295 KKR + CO INC COMMON STOCK USD.01 19,853 1,276,349.37 0.074% 64.364% 296 MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 7,823 1,275,070.77 0.074% 64.437% 297 EASTMAN CHEMICAL CO COMMON STOCK USD.01 11,248 1,272,823.68 0.074% 64.511% 298 TRANSUNION COMMON STOCK USD.01 10,471 1,272,540.63 0.074% 64.585% 299 HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01 10,164 1,269,077.04 0.073% 64.658% 300 WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 12,971 1,265,450.76 0.073% 64.731% 301 AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 6,942 1,265,179.50 0.073% 64.804% 302 SMITH (A.O.) CORP COMMON STOCK USD1.0 17,385 1,264,237.20 0.073% 64.877% 303 GENPACT LTD COMMON STOCK USD.01 24,362 1,263,900.56 0.073% 64.950% 304 IQVIA HOLDINGS INC COMMON STOCK USD.01 4,865 1,263,586.45 0.073% 65.023% 305 HASBRO INC COMMON STOCK USD.5 12,817 1,260,039.27 0.073% 65.096% 306 TREX COMPANY INC COMMON STOCK USD.01 11,458 1,257,630.08 0.073% 65.169% 307 STERIS PLC COMMON STOCK USD75.0 5,839 1,255,443.39 0.073% 65.241% 308 KOHLS CORP COMMON STOCK USD.01 21,863 1,254,936.20 0.073% 65.314% 309 MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 3,289 1,253,931.25 0.072% 65.386% 310 METLIFE INC COMMON STOCK USD.01 20,207 1,252,834.00 0.072% 65.459% 311 XYLEM INC COMMON STOCK 9,182 1,251,598.42 0.072% 65.531% 312 GENERAC HOLDINGS INC COMMON STOCK USD.01 2,853 1,246,703.94 0.072% 65.603% 313 WATERS CORP COMMON STOCK USD.01 3,008 1,245,372.16 0.072% 65.675% 314 RPM INTERNATIONAL INC COMMON STOCK USD.01 15,128 1,244,883.12 0.072% 65.747% 315 HILL ROM HOLDINGS INC COMMON STOCK 8,548 1,244,417.84 0.072% 65.819% 316 MCCORMICK + CO NON VTG SHRS COMMON STOCK 14,390 1,241,713.10 0.072% 65.891% 317 BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 23,266 1,239,845.14 0.072% 65.962% 318 RELIANCE STEEL + ALUMINUM COMMON STOCK 8,232 1,235,129.28 0.071% 66.034% 319 ALLEGION PLC COMMON STOCK USD.01 8,571 1,234,138.29 0.071% 66.105% 320 EAST WEST BANCORP INC COMMON STOCK USD.001 16,796 1,231,818.64 0.071% 66.176% 321 SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 16,269 1,230,912.54 0.071% 66.247% 322 VF CORP COMMON STOCK 16,048 1,227,190.56 0.071% 66.318% 323 BLACKSTONE INC COMMON STOCK USD.00001 9,750 1,225,867.50 0.071% 66.389% 324 FAIR ISAAC CORP COMMON STOCK USD.01 2,660 1,222,908.40 0.071% 66.460% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 10 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 325 CHENIERE ENERGY INC COMMON STOCK USD.003 13,883 1,214,207.18 0.070% 66.530% 326 CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 9,818 1,211,541.20 0.070% 66.600% 327 TRIMBLE INC COMMON STOCK 12,840 1,209,784.80 0.070% 66.670% 328 BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 14,728 1,206,370.48 0.070% 66.739% 329 CROCS INC COMMON STOCK USD.001 8,413 1,201,544.66 0.069% 66.809% 330 PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 13,288 1,194,989.84 0.069% 66.878% 331 OSHKOSH CORP COMMON STOCK USD.01 10,368 1,187,965.44 0.069% 66.947% 332 AUTOLIV INC COMMON STOCK USD1.0 13,399 1,184,337.61 0.068% 67.015% 333 INGERSOLL RAND INC COMMON STOCK USD.01 22,336 1,184,254.72 0.068% 67.084% 334 AECOM COMMON STOCK USD.01 18,019 1,181,325.64 0.068% 67.152% 335 CASEY S GENERAL STORES INC COMMON STOCK NPV 5,772 1,180,720.32 0.068% 67.220% 336 OWENS CORNING COMMON STOCK USD.001 12,353 1,180,329.15 0.068% 67.288% 337 F5 NETWORKS INC COMMON STOCK 5,789 1,178,466.73 0.068% 67.356% 338 ANSYS INC COMMON STOCK USD.01 3,223 1,177,555.28 0.068% 67.424% 339 AMKOR TECHNOLOGY INC COMMON STOCK USD.001 42,762 1,174,672.14 0.068% 67.492% 340 STIFEL FINANCIAL CORP COMMON STOCK USD.15 16,990 1,174,009.00 0.068% 67.560% 341 ARROW ELECTRONICS INC COMMON STOCK USD1.0 9,672 1,172,439.84 0.068% 67.628% 342 CONAGRA BRANDS INC COMMON STOCK USD5.0 35,332 1,170,195.84 0.068% 67.695% 343 LITHIA MOTORS INC COMMON STOCK 3,529 1,169,157.70 0.068% 67.763% 344 SEI INVESTMENTS COMPANY COMMON STOCK USD.01 18,472 1,160,226.32 0.067% 67.830% 345 APTARGROUP INC COMMON STOCK USD.01 8,574 1,155,775.20 0.067% 67.897% 346 AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 10,205 1,155,716.25 0.067% 67.964% 347 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 606 1,153,417.98 0.067% 68.030% 348 LINCOLN ELECTRIC HOLDINGS COMMON STOCK 8,164 1,139,776.04 0.066% 68.096% 349 SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK USD.00001 12,867 1,127,020.53 0.065% 68.161% 350 FIRST SOLAR INC COMMON STOCK USD.001 11,980 1,126,120.00 0.065% 68.226% 351 FIRST CITIZENS BCSHS CL A COMMON STOCK USD1.0 1,252 1,123,920.40 0.065% 68.291% 352 FORTIVE CORP COMMON STOCK USD.01 15,154 1,119,425.98 0.065% 68.356% 353 SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01 5,590 1,118,559.00 0.065% 68.421% 354 POST HOLDINGS INC COMMON STOCK USD.01 9,947 1,113,168.77 0.064% 68.485% 355 CAMPBELL SOUP CO COMMON STOCK USD.0375 26,672 1,113,022.56 0.064% 68.549% 356 XPO LOGISTICS INC COMMON STOCK USD.001 12,803 1,112,708.73 0.064% 68.614% 357 PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.0 11,455 1,110,218.60 0.064% 68.678% 358 SYNOPSYS INC COMMON STOCK USD.01 3,339 1,109,349.36 0.064% 68.742% 359 JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5 25,552 1,107,934.72 0.064% 68.806% 360 GENUINE PARTS CO COMMON STOCK USD1.0 9,038 1,104,353.22 0.064% 68.870% 361 BRUNSWICK CORP COMMON STOCK USD.75 11,366 1,101,024.42 0.064% 68.933% 362 MASTEC INC COMMON STOCK USD.1 12,037 1,100,663.28 0.064% 68.997% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 11 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 363 TRANSDIGM GROUP INC COMMON STOCK USD.01 1,804 1,095,875.88 0.063% 69.060% 364 ELECTRONIC ARTS INC COMMON STOCK USD.01 7,537 1,094,447.77 0.063% 69.124% 365 DARDEN RESTAURANTS INC COMMON STOCK 7,216 1,087,090.40 0.063% 69.186% 366 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 2,344 1,086,162.72 0.063% 69.249% 367 HORMEL FOODS CORP COMMON STOCK USD.01465 23,828 1,085,127.12 0.063% 69.312% 368 CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 24,721 1,082,532.59 0.063% 69.374% 369 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 5,035 1,081,920.80 0.063% 69.437% 370 SYNNEX CORP COMMON STOCK USD.001 8,494 1,079,332.58 0.062% 69.499% 371 REGIONS FINANCIAL CORP COMMON STOCK USD.01 52,817 1,079,051.31 0.062% 69.562% 372 WESTERN DIGITAL CORP COMMON STOCK USD.01 17,059 1,078,128.80 0.062% 69.624% 373 BROWN + BROWN INC COMMON STOCK USD.1 18,523 1,075,260.15 0.062% 69.686% 374 FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 15,228 1,074,030.84 0.062% 69.748% 375 DONALDSON CO INC COMMON STOCK USD5.0 15,835 1,072,821.25 0.062% 69.810% 376 ONEMAIN HOLDINGS INC COMMON STOCK USD.01 18,532 1,071,705.56 0.062% 69.872% 377 GENTEX CORP COMMON STOCK USD.06 34,681 1,068,174.80 0.062% 69.934% 378 DISH NETWORK CORP A COMMON STOCK USD.01 24,443 1,065,470.37 0.062% 69.995% 379 ASSURANT INC COMMON STOCK USD.01 6,257 1,064,378.27 0.062% 70.057% 380 SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01 17,981 1,064,115.58 0.061% 70.118% 381 VALERO ENERGY CORP COMMON STOCK USD.01 16,026 1,062,684.06 0.061% 70.180% 382 SAIA INC COMMON STOCK USD.001 4,422 1,061,854.86 0.061% 70.241% 383 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 25,790 1,059,969.00 0.061% 70.302% 384 FIRST HORIZON CORP COMMON STOCK USD.625 64,653 1,059,662.67 0.061% 70.364% 385 JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 28,669 1,059,606.24 0.061% 70.425% 386 EMCOR GROUP INC COMMON STOCK USD.01 8,720 1,059,480.00 0.061% 70.486% 387 ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 12,862 1,059,442.94 0.061% 70.547% 388 ENTEGRIS INC COMMON STOCK USD.01 8,790 1,056,030.60 0.061% 70.608% 389 MSCI INC COMMON STOCK USD.01 1,659 1,052,768.22 0.061% 70.669% 390 ACUITY BRANDS INC COMMON STOCK USD.01 5,701 1,052,005.53 0.061% 70.730% 391 STERICYCLE INC COMMON STOCK USD.01 15,062 1,048,315.20 0.061% 70.791% 392 ADVANCED MICRO DEVICES COMMON STOCK USD.01 9,466 1,048,075.52 0.061% 70.851% 393 GXO LOGISTICS INC COMMON STOCK USD.01 12,803 1,047,157.37 0.061% 70.912% 394 ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 15,810 1,045,357.20 0.060% 70.972% 395 LIBERTY MEDIA CORP LIBERTY C TRACKING STK USD.01 20,664 1,044,358.56 0.060% 71.032% 396 WESCO INTERNATIONAL INC COMMON STOCK USD.01 8,923 1,044,169.46 0.060% 71.093% 397 MARKEL CORP COMMON STOCK 822 1,044,145.50 0.060% 71.153% 398 ENCOMPASS HEALTH CORP COMMON STOCK USD.01 13,306 1,043,855.70 0.060% 71.213% 399 INVESCO LTD COMMON STOCK USD.2 41,052 1,039,436.64 0.060% 71.273% 400 SLM CORP COMMON STOCK USD.2 55,406 1,038,862.50 0.060% 71.333% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 12 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 401 WR BERKLEY CORP COMMON STOCK USD.2 13,758 1,036,114.98 0.060% 71.393% 402 HALLIBURTON CO COMMON STOCK USD2.5 51,795 1,034,864.10 0.060% 71.453% 403 WABTEC CORP COMMON STOCK USD.01 11,521 1,034,470.59 0.060% 71.513% 404 ZIONS BANCORP NA COMMON STOCK USD.001 17,858 1,033,978.20 0.060% 71.573% 405 KINDER MORGAN INC COMMON STOCK USD.01 63,317 1,030,167.59 0.060% 71.632% 406 TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01 23,044 1,030,066.80 0.060% 71.692% 407 JM SMUCKER CO/THE COMMON STOCK 8,271 1,022,874.57 0.059% 71.751% 408 FOX CORP CLASS A COMMON STOCK USD.01 27,160 1,016,870.40 0.059% 71.810% 409 KEYCORP COMMON STOCK USD1.0 49,935 1,014,679.20 0.059% 71.868% 410 AVANTOR INC COMMON STOCK USD.01 25,716 1,014,239.04 0.059% 71.927% 411 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 5,960 1,013,855.60 0.059% 71.985% 412 REGAL BELOIT CORP COMMON STOCK USD.01 6,777 1,012,619.34 0.059% 72.044% 413 J2 GLOBAL INC COMMON STOCK USD.01 7,345 1,011,406.50 0.058% 72.102% 414 FISERV INC COMMON STOCK USD.01 8,584 1,011,109.36 0.058% 72.161% 415 MKS INSTRUMENTS INC COMMON STOCK 6,866 1,010,537.88 0.058% 72.219% 416 AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 33,036 1,008,919.44 0.058% 72.278% 417 TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 6,254 1,008,269.88 0.058% 72.336% 418 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 22,292 1,006,483.80 0.058% 72.394% 419 KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 19,235 998,873.55 0.058% 72.452% 420 PRIMERICA INC COMMON STOCK 6,504 994,721.76 0.057% 72.509% 421 AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 32,450 990,374.00 0.057% 72.566% 422 JUNIPER NETWORKS INC COMMON STOCK USD.00001 34,169 990,217.62 0.057% 72.624% 423 FORTUNE BRANDS HOME + SECURI COMMON STOCK USD.01 10,148 988,110.76 0.057% 72.681% 424 FMC CORP COMMON STOCK USD.1 10,539 986,766.57 0.057% 72.738% 425 SYNAPTICS INC COMMON STOCK USD.001 5,180 983,060.40 0.057% 72.795% 426 OLD REPUBLIC INTL CORP COMMON STOCK USD1.0 37,800 982,800.00 0.057% 72.851% 427 ELEMENT SOLUTIONS INC COMMON STOCK USD.01 43,085 979,322.05 0.057% 72.908% 428 ITT INC COMMON STOCK USD1.0 10,210 976,790.70 0.056% 72.964% 429 LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 15,390 976,341.60 0.056% 73.021% 430 CHART INDUSTRIES INC COMMON STOCK USD.01 5,165 972,982.70 0.056% 73.077% 431 HARLEY DAVIDSON INC COMMON STOCK USD.01 24,436 965,955.08 0.056% 73.133% 432 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 11,636 962,646.28 0.056% 73.188% 433 JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 7,301 961,614.71 0.056% 73.244% 434 TOLL BROTHERS INC COMMON STOCK USD.01 14,952 957,825.12 0.055% 73.299% 435 WATSCO INC COMMON STOCK USD.5 3,438 957,207.96 0.055% 73.355% 436 DISCOVERY INC C COMMON STOCK USD.01 34,566 953,675.94 0.055% 73.410% 437 MASCO CORP COMMON STOCK USD1.0 15,703 953,486.16 0.055% 73.465% 438 VOYA FINANCIAL INC COMMON STOCK USD.01 14,671 953,321.58 0.055% 73.520% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 13 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 439 AMCOR PLC COMMON STOCK USD.01 74,077 951,889.45 0.055% 73.575% 440 POPULAR INC COMMON STOCK USD.01 12,473 947,199.62 0.055% 73.630% 441 MANPOWERGROUP INC COMMON STOCK USD.01 7,780 944,647.60 0.055% 73.684% 442 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 3,666 944,141.64 0.055% 73.739% 443 BANK OZK COMMON STOCK 22,160 940,248.80 0.054% 73.793% 444 ELANCO ANIMAL HEALTH INC COMMON STOCK 28,125 938,812.50 0.054% 73.847% 445 WESTROCK CO COMMON STOCK 18,001 936,772.04 0.054% 73.902% 446 COMERICA INC COMMON STOCK USD5.0 12,656 935,404.96 0.054% 73.956% 447 HP INC COMMON STOCK USD.01 31,351 932,378.74 0.054% 74.010% 448 IDEX CORP COMMON STOCK USD.01 4,159 931,616.00 0.054% 74.063% 449 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 45,360 930,787.20 0.054% 74.117% 450 NORTONLIFELOCK INC COMMON STOCK USD.01 34,848 925,562.88 0.053% 74.171% 451 CELANESE CORP COMMON STOCK USD.0001 5,817 922,576.20 0.053% 74.224% 452 CIENA CORP COMMON STOCK USD.01 16,136 921,849.68 0.053% 74.277% 453 POLARIS INC COMMON STOCK USD.01 7,671 918,678.96 0.053% 74.330% 454 NEXSTAR MEDIA GROUP INC CL A COMMON STOCK USD.01 6,119 916,320.25 0.053% 74.383% 455 JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.0 6,782 915,298.72 0.053% 74.436% 456 VERISIGN INC COMMON STOCK USD.001 4,227 914,131.02 0.053% 74.489% 457 HANESBRANDS INC COMMON STOCK USD.01 48,867 912,835.56 0.053% 74.542% 458 LEGGETT + PLATT INC COMMON STOCK USD.01 18,744 907,022.16 0.052% 74.594% 459 COMMERCE BANCSHARES INC COMMON STOCK USD5.0 12,789 904,438.08 0.052% 74.646% 460 EVERCORE INC A COMMON STOCK USD.01 6,474 904,029.36 0.052% 74.699% 461 AVIS BUDGET GROUP INC COMMON STOCK USD.01 9,956 903,507.00 0.052% 74.751% 462 TRINET GROUP INC COMMON STOCK USD.000025 9,757 898,424.56 0.052% 74.803% 463 SCOTTS MIRACLE GRO CO COMMON STOCK USD.01 5,681 890,951.23 0.051% 74.854% 464 MACY S INC COMMON STOCK USD.01 39,729 889,532.31 0.051% 74.906% 465 LOEWS CORP COMMON STOCK USD.01 15,918 889,338.66 0.051% 74.957% 466 SONOCO PRODUCTS CO COMMON STOCK 13,576 886,512.80 0.051% 75.008% 467 TIMKEN CO COMMON STOCK 11,988 881,597.52 0.051% 75.059% 468 CLEAN HARBORS INC COMMON STOCK USD.01 8,583 880,787.46 0.051% 75.110% 469 DUPONT DE NEMOURS INC COMMON STOCK USD.01 11,817 874,694.34 0.051% 75.161% 470 EQUITABLE HOLDINGS INC COMMON STOCK USD.01 28,173 873,644.73 0.050% 75.211% 471 ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK USD.01 7,612 868,909.80 0.050% 75.261% 472 REXNORD CORP COMMON STOCK USD.01 14,289 868,199.64 0.050% 75.312% 473 ASPEN TECHNOLOGY INC COMMON STOCK USD.1 6,695 867,002.50 0.050% 75.362% 474 US FOODS HOLDING CORP COMMON STOCK USD.01 25,461 865,674.00 0.050% 75.412% 475 CRANE CO COMMON STOCK USD1.0 8,493 864,332.61 0.050% 75.462% 476 LINCOLN NATIONAL CORP COMMON STOCK 12,589 864,234.85 0.050% 75.512% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 14 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 477 FOOT LOCKER INC COMMON STOCK USD.01 15,240 863,955.60 0.050% 75.561% 478 TETRA TECH INC COMMON STOCK USD.01 6,003 863,471.52 0.050% 75.611% 479 ASGN INC COMMON STOCK USD.01 7,696 863,414.24 0.050% 75.661% 480 COLUMBIA SPORTSWEAR CO COMMON STOCK 8,406 857,496.06 0.050% 75.711% 481 GAP INC/THE COMMON STOCK USD.05 31,993 855,172.89 0.049% 75.760% 482 HUNTSMAN CORP COMMON STOCK USD.01 32,180 850,517.40 0.049% 75.809% 483 GLOBE LIFE INC COMMON STOCK USD1.0 8,850 850,219.50 0.049% 75.859% 484 NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 39,549 848,721.54 0.049% 75.908% 485 CAPRI HOLDINGS LTD COMMON STOCK 14,895 841,716.45 0.049% 75.956% 486 GLOBANT SA COMMON STOCK USD1.2 2,607 840,183.96 0.049% 76.005% 487 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 7,401 840,161.52 0.049% 76.053% 488 CHEMED CORP COMMON STOCK USD1.0 1,762 839,945.40 0.049% 76.102% 489 UFP INDUSTRIES INC COMMON STOCK 11,174 838,943.92 0.048% 76.150% 490 PACWEST BANCORP COMMON STOCK 19,656 836,362.80 0.048% 76.199% 491 CONSOLIDATED EDISON INC COMMON STOCK USD.1 11,061 834,552.45 0.048% 76.247% 492 NVENT ELECTRIC PLC COMMON STOCK USD.01 24,202 831,580.72 0.048% 76.295% 493 LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0 12,729 829,294.35 0.048% 76.343% 494 SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 9,923 829,265.11 0.048% 76.391% 495 CARNIVAL CORP COMMON STOCK USD.01 34,324 828,581.36 0.048% 76.439% 496 LANDSTAR SYSTEM INC COMMON STOCK USD.01 4,926 827,715.78 0.048% 76.487% 497 WILLSCOT MOBILE MINI HOLDING COMMON STOCK USD.0001 27,908 826,076.80 0.048% 76.534% 498 DELL TECHNOLOGIES C COMMON STOCK 8,451 823,634.46 0.048% 76.582% 499 THOR INDUSTRIES INC COMMON STOCK USD.1 7,247 822,027.21 0.048% 76.629% 500 SUNRUN INC COMMON STOCK USD.0001 18,549 820,793.25 0.047% 76.677% 501 DXC TECHNOLOGY CO COMMON STOCK USD.01 22,351 820,728.72 0.047% 76.724% 502 FRANKLIN RESOURCES INC COMMON STOCK USD.1 25,298 820,667.12 0.047% 76.772% 503 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 9,426 817,234.20 0.047% 76.819% 504 INGREDION INC COMMON STOCK USD.01 9,297 816,834.42 0.047% 76.866% 505 WOODWARD INC COMMON STOCK USD.00292 6,752 816,586.88 0.047% 76.913% 506 VALLEY NATIONAL BANCORP COMMON STOCK 62,469 814,595.76 0.047% 76.960% 507 UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01 17,418 810,111.18 0.047% 77.007% 508 WESTERN UNION CO COMMON STOCK USD.01 37,354 808,340.56 0.047% 77.054% 509 IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001 18,103 805,764.53 0.047% 77.100% 510 CULLEN/FROST BANKERS INC COMMON STOCK USD.01 7,024 802,281.28 0.046% 77.147% 511 MOSAIC CO/THE COMMON STOCK USD.01 24,896 801,153.28 0.046% 77.193% 512 SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 7,074 800,423.10 0.046% 77.239% 513 MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 1,617 800,301.81 0.046% 77.286% 514 MATTEL INC COMMON STOCK USD1.0 37,461 799,792.35 0.046% 77.332% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 15 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 515 KBR INC COMMON STOCK USD.001 20,521 799,087.74 0.046% 77.378% 516 ASHLAND GLOBAL HOLDINGS INC COMMON STOCK 8,717 794,205.87 0.046% 77.424% 517 POWER INTEGRATIONS INC COMMON STOCK USD.001 7,290 791,985.60 0.046% 77.470% 518 FOX FACTORY HOLDING CORP COMMON STOCK USD.001 5,152 791,707.84 0.046% 77.515% 519 ENSIGN GROUP INC/THE COMMON STOCK USD.001 9,680 790,565.60 0.046% 77.561% 520 REPLIGEN CORP COMMON STOCK USD.01 2,792 790,080.16 0.046% 77.607% 521 LITTELFUSE INC COMMON STOCK USD.01 2,767 789,701.80 0.046% 77.652% 522 BJ S WHOLESALE CLUB HOLDINGS COMMON STOCK USD.01 13,934 789,500.44 0.046% 77.698% 523 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 52,132 788,757.16 0.046% 77.744% 524 ENVISTA HOLDINGS CORP COMMON STOCK USD.01 18,414 787,935.06 0.046% 77.789% 525 EVEREST RE GROUP LTD COMMON STOCK USD.01 2,971 787,017.90 0.045% 77.835% 526 EXELON CORP COMMON STOCK 16,031 785,839.62 0.045% 77.880% 527 ABIOMED INC COMMON STOCK USD.01 2,155 784,333.80 0.045% 77.925% 528 RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001 24,305 783,593.20 0.045% 77.971% 529 CURTISS WRIGHT CORP COMMON STOCK USD1.0 6,417 781,462.26 0.045% 78.016% 530 NCR CORPORATION COMMON STOCK USD.01 18,377 780,654.96 0.045% 78.061% 531 DOMINO S PIZZA INC COMMON STOCK USD.01 1,500 775,335.00 0.045% 78.106% 532 NAVIENT CORP COMMON STOCK USD.01 33,274 772,289.54 0.045% 78.150% 533 SILGAN HOLDINGS INC COMMON STOCK USD.01 18,127 769,128.61 0.044% 78.195% 534 SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 17,844 769,076.40 0.044% 78.239% 535 PVH CORP COMMON STOCK USD1.0 7,338 768,949.02 0.044% 78.284% 536 DROPBOX INC CLASS A COMMON STOCK USD.00001 24,248 768,904.08 0.044% 78.328% 537 MURPHY USA INC COMMON STOCK 4,942 767,393.76 0.044% 78.372% 538 HELEN OF TROY LTD COMMON STOCK USD.1 3,202 765,886.38 0.044% 78.417% 539 LAZARD LTD CL A COMMON STOCK USD.01 16,157 765,841.80 0.044% 78.461% 540 TTEC HOLDINGS INC COMMON STOCK USD.01 7,261 765,745.06 0.044% 78.505% 541 COTY INC CL A COMMON STOCK USD.01 78,283 764,824.91 0.044% 78.549% 542 ARAMARK COMMON STOCK USD.01 21,930 762,944.70 0.044% 78.593% 543 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 8,677 757,935.95 0.044% 78.637% 544 DIODES INC COMMON STOCK USD.667 7,824 757,597.92 0.044% 78.681% 545 WEX INC COMMON STOCK USD.01 4,122 756,675.54 0.044% 78.725% 546 INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001 4,713 756,577.89 0.044% 78.768% 547 ESSENT GROUP LTD COMMON STOCK USD.015 16,067 756,434.36 0.044% 78.812% 548 UNUM GROUP COMMON STOCK USD.1 28,415 756,407.30 0.044% 78.856% 549 ZYNGA INC CL A COMMON STOCK USD.00000625 85,388 755,683.80 0.044% 78.900% 550 AVIENT CORP COMMON STOCK USD.01 14,493 754,940.37 0.044% 78.943% 551 UMB FINANCIAL CORP COMMON STOCK USD1.0 8,238 754,436.04 0.044% 78.987% 552 ZILLOW GROUP INC C COMMON STOCK USD.0001 7,871 753,805.67 0.044% 79.030% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 16 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 553 MAXIMUS INC COMMON STOCK 8,637 752,196.33 0.043% 79.074% 554 IPG PHOTONICS CORP COMMON STOCK USD.0001 4,404 751,674.72 0.043% 79.117% 555 UNITED BANKSHARES INC COMMON STOCK USD2.5 20,630 749,487.90 0.043% 79.161% 556 JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 5,117 746,519.13 0.043% 79.204% 557 SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001 2,575 746,183.50 0.043% 79.247% 558 TRADE DESK INC/THE CLASS A COMMON STOCK USD.000001 9,310 745,265.50 0.043% 79.290% 559 YETI HOLDINGS INC COMMON STOCK USD.01 7,494 744,453.96 0.043% 79.333% 560 PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 10,646 743,942.48 0.043% 79.376% 561 ENPHASE ENERGY INC COMMON STOCK USD.00001 4,282 743,911.86 0.043% 79.419% 562 FOX CORP CLASS B COMMON STOCK USD.01 21,319 738,276.97 0.043% 79.462% 563 FLOWERS FOODS INC COMMON STOCK USD.01 30,395 733,431.35 0.042% 79.504% 564 FIVE BELOW COMMON STOCK USD.01 3,439 731,853.59 0.042% 79.546% 565 VAIL RESORTS INC COMMON STOCK USD.01 2,394 729,810.90 0.042% 79.588% 566 BAKER HUGHES CO COMMON STOCK USD.0001 32,031 729,666.18 0.042% 79.631% 567 BLACK KNIGHT INC COMMON STOCK 9,603 726,659.01 0.042% 79.673% 568 DENTSPLY SIRONA INC COMMON STOCK USD.01 11,759 725,530.30 0.042% 79.715% 569 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 57,942 725,433.84 0.042% 79.756% 570 MEDPACE HOLDINGS INC COMMON STOCK USD.01 3,974 724,658.90 0.042% 79.798% 571 HOWMET AEROSPACE INC COMMON STOCK 22,815 724,376.25 0.042% 79.840% 572 ALASKA AIR GROUP INC COMMON STOCK USD.01 12,629 724,146.86 0.042% 79.882% 573 YUM BRANDS INC COMMON STOCK 5,524 723,809.72 0.042% 79.924% 574 HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 5,119 723,365.89 0.042% 79.966% 575 MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 1,519 722,922.48 0.042% 80.007% 576 CITRIX SYSTEMS INC COMMON STOCK USD.001 7,024 722,558.88 0.042% 80.049% 577 BURLINGTON STORES INC COMMON STOCK USD.0001 2,405 720,273.45 0.042% 80.091% 578 EXELIXIS INC COMMON STOCK USD.001 37,562 720,063.54 0.042% 80.132% 579 MGIC INVESTMENT CORP COMMON STOCK USD1.0 47,115 719,446.05 0.042% 80.174% 580 VALMONT INDUSTRIES COMMON STOCK USD1.0 2,887 718,458.82 0.042% 80.215% 581 SKECHERS USA INC CL A COMMON STOCK USD.001 14,128 712,475.04 0.041% 80.257% 582 AMEDISYS INC COMMON STOCK USD.001 3,881 711,969.45 0.041% 80.298% 583 CIRRUS LOGIC INC COMMON STOCK USD.001 8,489 710,274.63 0.041% 80.339% 584 AMERICAN NATIONAL GROUP INC COMMON STOCK USD.01 3,670 706,475.00 0.041% 80.380% 585 COLFAX CORP COMMON STOCK USD.001 14,652 705,786.84 0.041% 80.420% 586 KULICKE + SOFFA INDUSTRIES COMMON STOCK 10,024 703,584.56 0.041% 80.461% 587 COMMERCIAL METALS CO COMMON STOCK USD.01 21,515 701,819.30 0.041% 80.502% 588 AIR LEASE CORP COMMON STOCK USD.01 17,658 701,728.92 0.041% 80.542% 589 MARRIOTT VACATIONS WORLD COMMON STOCK USD.01 4,685 700,641.75 0.040% 80.583% 590 MDU RESOURCES GROUP INC COMMON STOCK USD1.0 21,737 699,279.29 0.040% 80.623% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 17 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 591 BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01 14,263 698,316.48 0.040% 80.663% 592 SOUTH STATE CORP COMMON STOCK USD2.5 10,138 695,264.04 0.040% 80.704% 593 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 13,731 693,690.12 0.040% 80.744% 594 ICU MEDICAL INC COMMON STOCK USD.1 3,463 690,349.05 0.040% 80.784% 595 TRITON INTERNATIONAL LTD COMMON STOCK USD.01 12,587 688,760.64 0.040% 80.823% 596 AMDOCS LTD COMMON STOCK GBP.0001 8,927 687,646.81 0.040% 80.863% 597 AVNET INC COMMON STOCK USD1.0 16,990 687,415.40 0.040% 80.903% 598 FIRST FINL BANKSHARES INC COMMON STOCK USD.01 14,432 687,251.84 0.040% 80.943% 599 WENDY S CO/THE COMMON STOCK USD.1 29,829 686,663.58 0.040% 80.982% 600 SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 19,803 684,589.71 0.040% 81.022% 601 GLACIER BANCORP INC COMMON STOCK USD.01 12,843 684,018.18 0.040% 81.061% 602 TELEFLEX INC COMMON STOCK USD1.0 1,724 681,773.04 0.039% 81.101% 603 TELADOC HEALTH INC COMMON STOCK USD.001 4,713 680,651.46 0.039% 81.140% 604 ASSURED GUARANTY LTD COMMON STOCK USD.01 13,634 679,791.24 0.039% 81.179% 605 NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 12,289 676,509.45 0.039% 81.218% 606 EDISON INTERNATIONAL COMMON STOCK 11,696 676,496.64 0.039% 81.258% 607 NOV INC COMMON STOCK USD.01 51,357 676,371.69 0.039% 81.297% 608 UMPQUA HOLDINGS CORP COMMON STOCK 34,636 674,362.92 0.039% 81.336% 609 BROOKFIELD RENEWABLE COR A COMMON STOCK USD.01 15,352 672,571.12 0.039% 81.375% 610 COSTAR GROUP INC COMMON STOCK USD.01 7,915 670,717.10 0.039% 81.413% 611 BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 7,615 670,500.75 0.039% 81.452% 612 EVERSOURCE ENERGY COMMON STOCK USD5.0 7,386 670,131.78 0.039% 81.491% 613 RYDER SYSTEM INC COMMON STOCK USD.5 8,414 668,828.86 0.039% 81.529% 614 LANCASTER COLONY CORP COMMON STOCK 3,757 665,890.68 0.038% 81.568% 615 LIBERTY MEDIA COR SIRIUSXM C TRACKING STK USD.01 13,450 663,757.50 0.038% 81.606% 616 MSA SAFETY INC COMMON STOCK 4,071 662,921.64 0.038% 81.645% 617 HOLLYFRONTIER CORP COMMON STOCK USD.01 20,484 662,247.72 0.038% 81.683% 618 PEOPLE S UNITED FINANCIAL COMMON STOCK USD.01 40,298 662,096.14 0.038% 81.721% 619 KB HOME COMMON STOCK USD1.0 15,380 661,801.40 0.038% 81.759% 620 II VI INC COMMON STOCK 10,507 661,730.86 0.038% 81.798% 621 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1.0 8,896 658,304.00 0.038% 81.836% 622 GLOBUS MEDICAL INC A COMMON STOCK USD.001 8,043 656,308.80 0.038% 81.874% 623 EVOQUA WATER TECHNOLOGIES CO COMMON STOCK USD.01 16,854 655,957.68 0.038% 81.911% 624 COHERENT INC COMMON STOCK USD.01 2,590 654,415.30 0.038% 81.949% 625 HOWARD HUGHES CORP/THE COMMON STOCK 7,225 654,079.25 0.038% 81.987% 626 CARTER S INC COMMON STOCK USD.01 6,367 651,853.46 0.038% 82.025% 627 WINTRUST FINANCIAL CORP COMMON STOCK 8,704 651,407.36 0.038% 82.062% 628 HERC HOLDINGS INC COMMON STOCK USD.01 4,935 648,705.75 0.037% 82.100% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 18 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 629 SUMMIT MATERIALS INC CL A COMMON STOCK USD.01 19,243 647,911.81 0.037% 82.137% 630 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 5,523 647,185.14 0.037% 82.175% 631 HEXCEL CORP COMMON STOCK USD.01 11,394 646,153.74 0.037% 82.212% 632 TERADATA CORP COMMON STOCK USD.01 11,794 645,013.86 0.037% 82.249% 633 FTI CONSULTING INC COMMON STOCK USD.01 4,598 642,386.58 0.037% 82.286% 634 WAYFAIR INC CLASS A COMMON STOCK USD.001 2,283 640,952.25 0.037% 82.323% 635 BROOKS AUTOMATION INC COMMON STOCK USD.01 7,538 640,428.48 0.037% 82.360% 636 SCIENCE APPLICATIONS INTE COMMON STOCK USD.0001 7,590 639,305.70 0.037% 82.397% 637 TEXAS ROADHOUSE INC COMMON STOCK USD.001 6,726 638,970.00 0.037% 82.434% 638 SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01 8,176 638,218.56 0.037% 82.471% 639 ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 899 637,391.00 0.037% 82.508% 640 GODADDY INC CLASS A COMMON STOCK USD.001 8,670 635,597.70 0.037% 82.545% 641 SIGNET JEWELERS LTD COMMON STOCK USD.18 8,025 635,580.00 0.037% 82.581% 642 BANKUNITED INC COMMON STOCK USD.01 15,112 635,157.36 0.037% 82.618% 643 RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 4,050 634,756.50 0.037% 82.655% 644 INVESTORS BANCORP INC COMMON STOCK USD.01 44,334 634,419.54 0.037% 82.692% 645 BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 12,319 634,182.12 0.037% 82.728% 646 NEW YORK TIMES CO A COMMON STOCK USD.1 12,471 633,277.38 0.037% 82.765% 647 KORN FERRY COMMON STOCK USD.01 8,932 631,403.08 0.036% 82.801% 648 KEMPER CORP COMMON STOCK USD.1 9,202 631,257.20 0.036% 82.838% 649 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 3,668 629,318.76 0.036% 82.874% 650 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 6,112 628,863.68 0.036% 82.910% 651 LUMENTUM HOLDINGS INC COMMON STOCK USD.001 7,258 628,833.12 0.036% 82.947% 652 STERLING BANCORP/DE COMMON STOCK USD.01 27,426 627,781.14 0.036% 82.983% 653 3D SYSTEMS CORP COMMON STOCK USD.001 20,604 627,185.76 0.036% 83.019% 654 SEALED AIR CORP COMMON STOCK USD.1 10,249 625,496.47 0.036% 83.055% 655 CREE INC COMMON STOCK USD.00125 7,335 623,328.30 0.036% 83.091% 656 ROLLINS INC COMMON STOCK USD1.0 15,998 622,642.16 0.036% 83.127% 657 PERFICIENT INC COMMON STOCK USD.001 5,213 621,493.86 0.036% 83.163% 658 ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 5,925 615,785.25 0.036% 83.199% 659 HANCOCK WHITNEY CORP COMMON STOCK USD3.33 13,378 614,852.88 0.036% 83.235% 660 MDC HOLDINGS INC COMMON STOCK USD.01 11,761 614,512.25 0.036% 83.270% 661 PAYLOCITY HOLDING CORP COMMON STOCK USD.001 2,281 614,045.20 0.035% 83.305% 662 INSTALLED BUILDING PRODUCTS COMMON STOCK USD.01 4,932 612,455.76 0.035% 83.341% 663 ALLEGHANY CORP COMMON STOCK USD1.0 905 612,404.45 0.035% 83.376% 664 INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 8,135 611,996.05 0.035% 83.412% 665 MATSON INC COMMON STOCK 7,726 611,667.42 0.035% 83.447% 666 LENNOX INTERNATIONAL INC COMMON STOCK USD.01 1,820 610,027.60 0.035% 83.482% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 19 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 667 PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01 15,229 608,550.84 0.035% 83.517% 668 LHC GROUP INC COMMON STOCK USD.01 3,249 606,783.24 0.035% 83.552% 669 NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01 14,502 606,473.64 0.035% 83.588% 670 AMERIS BANCORP COMMON STOCK USD1.0 12,295 605,405.80 0.035% 83.623% 671 TEGNA INC COMMON STOCK USD1.0 34,128 604,748.16 0.035% 83.657% 672 PLANET FITNESS INC CL A COMMON STOCK USD.0001 7,423 603,489.90 0.035% 83.692% 673 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 5,191 601,221.62 0.035% 83.727% 674 AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 11,724 599,917.08 0.035% 83.762% 675 RLI CORP COMMON STOCK USD1.0 5,489 599,563.47 0.035% 83.796% 676 TERMINIX GLOBAL HOLDINGS INC COMMON STOCK USD.01 14,400 599,472.00 0.035% 83.831% 677 TAYLOR MORRISON HOME CORP COMMON STOCK USD.00001 21,330 599,159.70 0.035% 83.866% 678 ESSENTIAL UTILITIES INC COMMON STOCK USD.5 12,048 597,942.24 0.035% 83.900% 679 WALKER + DUNLOP INC COMMON STOCK 5,376 597,004.80 0.034% 83.935% 680 P G + E CORP COMMON STOCK 65,094 596,911.98 0.034% 83.969% 681 ERIE INDEMNITY COMPANY CL A COMMON STOCK 3,370 596,793.30 0.034% 84.004% 682 ALKERMES PLC COMMON STOCK USD.01 19,063 595,909.38 0.034% 84.038% 683 HENRY SCHEIN INC COMMON STOCK USD.01 7,869 594,817.71 0.034% 84.072% 684 FIRST HAWAIIAN INC COMMON STOCK USD.01 21,301 594,510.91 0.034% 84.107% 685 ARCONIC CORP COMMON STOCK USD.01 17,219 593,883.31 0.034% 84.141% 686 MASIMO CORP COMMON STOCK USD.001 2,187 593,857.98 0.034% 84.175% 687 LIVANOVA PLC COMMON STOCK GBP1.0 7,169 592,804.61 0.034% 84.210% 688 SPX FLOW INC COMMON STOCK USD.01 7,343 591,331.79 0.034% 84.244% 689 ABM INDUSTRIES INC COMMON STOCK USD.01 11,937 591,120.24 0.034% 84.278% 690 ONTO INNOVATION INC COMMON STOCK 7,973 591,038.49 0.034% 84.312% 691 NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01 9,847 590,623.06 0.034% 84.346% 692 EXPONENT INC COMMON STOCK USD.001 5,043 589,526.70 0.034% 84.380% 693 EQUITRANS MIDSTREAM CORP COMMON STOCK 67,212 586,760.76 0.034% 84.414% 694 FLOWSERVE CORP COMMON STOCK USD1.25 15,062 585,459.94 0.034% 84.448% 695 SEMPRA ENERGY COMMON STOCK 4,423 585,428.28 0.034% 84.482% 696 GATX CORP COMMON STOCK USD.625 6,361 583,176.48 0.034% 84.516% 697 WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0 520 582,821.20 0.034% 84.549% 698 NEWS CORP CLASS A COMMON STOCK USD.01 25,782 579,321.54 0.033% 84.583% 699 PTC INC COMMON STOCK USD.01 4,399 579,172.34 0.033% 84.616% 700 TEREX CORP COMMON STOCK USD.01 11,318 577,783.90 0.033% 84.650% 701 CIT GROUP INC COMMON STOCK USD.01 10,425 577,753.50 0.033% 84.683% 702 ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 15,572 575,852.56 0.033% 84.716% 703 ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 3,077 573,060.48 0.033% 84.749% 704 SANDERSON FARMS INC COMMON STOCK USD1.0 2,916 572,994.00 0.033% 84.783% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 20 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 705 GOODYEAR TIRE + RUBBER CO COMMON STOCK 36,159 572,758.56 0.033% 84.816% 706 MERITAGE HOMES CORP COMMON STOCK USD.01 5,126 571,754.04 0.033% 84.849% 707 HOME BANCSHARES INC COMMON STOCK USD.01 25,808 571,647.20 0.033% 84.882% 708 MERIT MEDICAL SYSTEMS INC COMMON STOCK 7,916 568,131.32 0.033% 84.915% 709 SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 11,472 564,307.68 0.033% 84.947% 710 CHAMPIONX CORP COMMON STOCK USD.01 24,123 562,789.59 0.033% 84.980% 711 OLLIE S BARGAIN OUTLET HOLDI COMMON STOCK USD.001 7,765 562,030.70 0.032% 85.012% 712 ROYAL GOLD INC COMMON STOCK USD.01 5,046 561,771.18 0.032% 85.045% 713 ATKORE INC COMMON STOCK USD.01 6,051 561,351.27 0.032% 85.077% 714 LGI HOMES INC COMMON STOCK USD.01 3,499 560,994.67 0.032% 85.110% 715 SHUTTERSTOCK INC COMMON STOCK USD.01 4,844 558,319.44 0.032% 85.142% 716 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 6,428 558,271.80 0.032% 85.174% 717 RADIAN GROUP INC COMMON STOCK USD.001 23,625 558,258.75 0.032% 85.206% 718 MERCURY GENERAL CORP COMMON STOCK 9,344 557,930.24 0.032% 85.239% 719 NOVANTA INC COMMON STOCK 3,633 556,648.26 0.032% 85.271% 720 FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 6,549 556,534.02 0.032% 85.303% 721 IAA INC COMMON STOCK USD.01 10,449 555,050.88 0.032% 85.335% 722 AAON INC COMMON STOCK USD.004 8,147 554,892.17 0.032% 85.367% 723 OMNICELL INC COMMON STOCK USD.001 3,562 553,071.74 0.032% 85.399% 724 COGNEX CORP COMMON STOCK USD.002 6,239 552,900.18 0.032% 85.431% 725 VALVOLINE INC COMMON STOCK USD.01 18,327 552,742.32 0.032% 85.463% 726 UNIVAR SOLUTIONS INC COMMON STOCK USD.01 23,228 548,413.08 0.032% 85.495% 727 TWITTER INC COMMON STOCK USD.000005 8,489 547,540.50 0.032% 85.526% 728 MR COOPER GROUP INC COMMON STOCK USD.01 14,074 547,197.12 0.032% 85.558% 729 RBC BEARINGS INC COMMON STOCK USD.01 2,363 547,081.76 0.032% 85.589% 730 DOMTAR CORP COMMON STOCK USD.01 9,965 546,380.95 0.032% 85.621% 731 COHEN + STEERS INC COMMON STOCK USD.01 6,215 545,117.65 0.032% 85.653% 732 LCI INDUSTRIES COMMON STOCK USD.01 3,843 544,399.38 0.031% 85.684% 733 NEWMARKET CORP COMMON STOCK 1,553 543,130.69 0.031% 85.715% 734 DILLARDS INC CL A COMMON STOCK 2,850 542,811.00 0.031% 85.747% 735 MASONITE INTERNATIONAL CORP COMMON STOCK 4,533 542,509.44 0.031% 85.778% 736 KRAFT HEINZ CO/THE COMMON STOCK USD.01 15,028 540,857.72 0.031% 85.809% 737 HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 14,456 540,798.96 0.031% 85.841% 738 CATHAY GENERAL BANCORP COMMON STOCK USD.01 13,592 540,689.76 0.031% 85.872% 739 RENT A CENTER INC COMMON STOCK USD.01 8,566 540,343.28 0.031% 85.903% 740 ANTERO MIDSTREAM CORP COMMON STOCK 56,106 539,178.66 0.031% 85.934% 741 BANK OF HAWAII CORP COMMON STOCK USD.01 6,432 539,065.92 0.031% 85.965% 742 SILICON LABORATORIES INC COMMON STOCK USD.0001 3,417 538,587.54 0.031% 85.997% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 21 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 743 WINGSTOP INC COMMON STOCK USD.01 3,132 538,484.76 0.031% 86.028% 744 TRINITY INDUSTRIES INC COMMON STOCK USD.01 18,540 538,216.20 0.031% 86.059% 745 HEALTHEQUITY INC COMMON STOCK USD.0001 8,360 536,461.20 0.031% 86.090% 746 EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 4,354 536,151.56 0.031% 86.121% 747 CONMED CORP COMMON STOCK USD.01 4,057 532,846.38 0.031% 86.151% 748 DANA INC COMMON STOCK USD.01 22,857 531,653.82 0.031% 86.182% 749 BANCORPSOUTH BANK COMMON STOCK 18,125 531,606.25 0.031% 86.213% 750 ENERSYS COMMON STOCK USD.01 6,282 531,394.38 0.031% 86.244% 751 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 8,547 530,939.64 0.031% 86.274% 752 FNB CORP COMMON STOCK USD.01 45,402 530,295.36 0.031% 86.305% 753 H.B. FULLER CO. COMMON STOCK USD1.0 7,835 529,410.95 0.031% 86.336% 754 MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001 6,274 528,333.54 0.031% 86.366% 755 ROGERS CORP COMMON STOCK USD1.0 2,482 527,201.62 0.030% 86.397% 756 APPLIED INDUSTRIAL TECH INC COMMON STOCK 5,929 526,554.49 0.030% 86.427% 757 EVERTEC INC COMMON STOCK USD.01 11,376 526,140.00 0.030% 86.457% 758 FEDERATED HERMES INC COMMON STOCK 15,549 526,022.67 0.030% 86.488% 759 URBAN OUTFITTERS INC COMMON STOCK USD.0001 15,915 525,513.30 0.030% 86.518% 760 STAMPS.COM INC COMMON STOCK USD.001 1,594 524,266.60 0.030% 86.548% 761 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 14,633 523,276.08 0.030% 86.579% 762 WORTHINGTON INDUSTRIES COMMON STOCK 9,015 522,419.25 0.030% 86.609% 763 WERNER ENTERPRISES INC COMMON STOCK USD.01 11,037 520,504.92 0.030% 86.639% 764 INTEGER HOLDINGS CORP COMMON STOCK USD.001 5,238 517,462.02 0.030% 86.669% 765 KENNAMETAL INC COMMON STOCK USD1.25 13,901 516,839.18 0.030% 86.699% 766 SERVISFIRST BANCSHARES INC COMMON STOCK USD.001 7,036 516,583.12 0.030% 86.729% 767 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 3,118 515,841.92 0.030% 86.758% 768 GRAND CANYON EDUCATION INC COMMON STOCK USD.01 5,766 513,981.24 0.030% 86.788% 769 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 13,760 513,798.40 0.030% 86.818% 770 KEURIG DR PEPPER INC COMMON STOCK USD.01 14,353 511,971.51 0.030% 86.847% 771 ACUSHNET HOLDINGS CORP COMMON STOCK USD.001 10,245 511,840.20 0.030% 86.877% 772 ENVESTNET INC COMMON STOCK 6,396 510,848.52 0.030% 86.906% 773 SEAGEN INC COMMON STOCK USD.001 3,043 510,006.80 0.029% 86.936% 774 COCA COLA CONSOLIDATED INC COMMON STOCK USD1.0 1,254 509,324.64 0.029% 86.965% 775 UGI CORP COMMON STOCK 10,950 507,094.50 0.029% 86.995% 776 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 17,426 506,225.30 0.029% 87.024% 777 PROG HOLDINGS INC COMMON STOCK USD.5 10,680 505,377.60 0.029% 87.053% 778 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1.0 15,947 505,360.43 0.029% 87.082% 779 ASSOCIATED BANC CORP COMMON STOCK USD.01 24,485 504,880.70 0.029% 87.112% 780 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 3,493 501,524.94 0.029% 87.140% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 22 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 781 AXOS FINANCIAL INC COMMON STOCK USD.01 10,344 501,477.12 0.029% 87.169% 782 DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 5,058 501,298.38 0.029% 87.198% 783 HERMAN MILLER INC COMMON STOCK USD.2 11,922 501,081.66 0.029% 87.227% 784 INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 7,108 500,616.44 0.029% 87.256% 785 FABRINET COMMON STOCK USD.01 4,857 500,368.14 0.029% 87.285% 786 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 22,767 500,190.99 0.029% 87.314% 787 FIREEYE INC COMMON STOCK USD.0001 27,408 498,551.52 0.029% 87.343% 788 EURONET WORLDWIDE INC COMMON STOCK USD.02 3,742 498,546.66 0.029% 87.372% 789 ADIENT PLC COMMON STOCK USD.001 12,647 497,532.98 0.029% 87.401% 790 CASELLA WASTE SYSTEMS INC A COMMON STOCK USD.01 6,723 497,434.77 0.029% 87.429% 791 BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK USD.001 3,408 496,750.08 0.029% 87.458% 792 PILGRIM S PRIDE CORP COMMON STOCK USD.01 17,841 496,693.44 0.029% 87.487% 793 CDK GLOBAL INC COMMON STOCK USD.01 11,915 495,664.00 0.029% 87.515% 794 ENSTAR GROUP LTD COMMON STOCK USD1.0 2,148 495,479.16 0.029% 87.544% 795 DISCOVERY INC A COMMON STOCK USD.01 17,178 495,413.52 0.029% 87.573% 796 BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 5,870 494,312.70 0.029% 87.601% 797 FIRST BANCORP PUERTO RICO COMMON STOCK USD.1 38,738 493,134.74 0.028% 87.630% 798 KENNEDY WILSON HOLDINGS INC COMMON STOCK USD.0001 22,401 492,597.99 0.028% 87.658% 799 CORVEL CORP COMMON STOCK USD.0001 2,976 490,474.56 0.028% 87.686% 800 TRI POINTE HOMES INC COMMON STOCK USD.01 20,623 490,208.71 0.028% 87.715% 801 DORMAN PRODUCTS INC COMMON STOCK USD.01 5,212 489,198.32 0.028% 87.743% 802 TRAVEL LEISURE CO COMMON STOCK USD.01 8,926 488,787.76 0.028% 87.771% 803 ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001 8,345 488,683.20 0.028% 87.800% 804 PRESTIGE CONSUMER HEALTHCARE COMMON STOCK USD.01 8,493 487,413.27 0.028% 87.828% 805 HOULIHAN LOKEY INC COMMON STOCK USD.001 5,386 485,817.20 0.028% 87.856% 806 H+R BLOCK INC COMMON STOCK 18,895 484,656.75 0.028% 87.884% 807 CERENCE INC COMMON STOCK USD.01 4,459 483,533.96 0.028% 87.912% 808 CVB FINANCIAL CORP COMMON STOCK 23,736 483,264.96 0.028% 87.940% 809 SKYLINE CHAMPION CORP COMMON STOCK USD.028 7,662 480,560.64 0.028% 87.967% 810 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 7,060 480,009.40 0.028% 87.995% 811 COLUMBIA BANKING SYSTEM INC COMMON STOCK 13,199 479,915.64 0.028% 88.023% 812 NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 18,532 478,866.88 0.028% 88.051% 813 ATLANTIC UNION BANKSHARES CO COMMON STOCK USD1.33 12,908 477,596.00 0.028% 88.078% 814 BALCHEM CORP COMMON STOCK USD.0667 3,382 474,900.44 0.027% 88.106% 815 SIMPLY GOOD FOODS CO/THE COMMON STOCK USD.0001 13,307 473,995.34 0.027% 88.133% 816 SEMTECH CORP COMMON STOCK USD.01 6,767 473,148.64 0.027% 88.160% 817 FIRSTCASH INC COMMON STOCK USD.01 5,521 473,094.49 0.027% 88.188% 818 NEOGEN CORP COMMON STOCK USD.16 10,787 472,254.86 0.027% 88.215% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 23 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 819 MOELIS + CO CLASS A COMMON STOCK USD.01 7,600 470,820.00 0.027% 88.242% 820 QUALYS INC COMMON STOCK USD.001 4,010 470,693.80 0.027% 88.269% 821 FLAGSTAR BANCORP INC COMMON STOCK USD.01 9,515 470,611.90 0.027% 88.297% 822 FULTON FINANCIAL CORP COMMON STOCK USD2.5 29,630 469,635.50 0.027% 88.324% 823 ATMOS ENERGY CORP COMMON STOCK 4,786 466,682.86 0.027% 88.351% 824 INSPERITY INC COMMON STOCK USD.01 4,225 466,186.50 0.027% 88.378% 825 ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 6,540 465,190.20 0.027% 88.405% 826 QUIDEL CORP COMMON STOCK USD.001 3,607 465,122.65 0.027% 88.431% 827 NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 9,181 464,742.22 0.027% 88.458% 828 GREEN DOT CORP CLASS A COMMON STOCK USD.001 8,879 463,838.96 0.027% 88.485% 829 LIVERAMP HOLDINGS INC COMMON STOCK USD.1 9,464 463,736.00 0.027% 88.512% 830 HEICO CORP CLASS A COMMON STOCK USD.01 4,051 462,786.24 0.027% 88.539% 831 ALLEGIANT TRAVEL CO COMMON STOCK USD.001 2,402 462,240.88 0.027% 88.565% 832 HERBALIFE NUTRITION LTD COMMON STOCK USD.002 9,000 462,060.00 0.027% 88.592% 833 HECLA MINING CO COMMON STOCK USD.25 75,093 461,821.95 0.027% 88.619% 834 SERVICENOW INC COMMON STOCK USD.001 712 458,271.68 0.026% 88.645% 835 SQUARE INC A COMMON STOCK USD.0000001 1,700 455,719.00 0.026% 88.672% 836 ACI WORLDWIDE INC COMMON STOCK USD.005 14,122 455,152.06 0.026% 88.698% 837 HILLENBRAND INC COMMON STOCK 9,788 454,358.96 0.026% 88.724% 838 CANNAE HOLDINGS INC COMMON STOCK USD.0001 14,199 453,232.08 0.026% 88.750% 839 MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK USD.001 7,462 453,018.02 0.026% 88.776% 840 ALTICE USA INC A COMMON STOCK USD.01 16,481 452,238.64 0.026% 88.803% 841 STEPAN CO COMMON STOCK USD1.0 3,841 451,547.96 0.026% 88.829% 842 SPROUTS FARMERS MARKET INC COMMON STOCK USD.001 18,120 451,188.00 0.026% 88.855% 843 KIRBY CORP COMMON STOCK USD.1 8,404 450,370.36 0.026% 88.881% 844 MUELLER INDUSTRIES INC COMMON STOCK USD.01 10,050 448,330.50 0.026% 88.907% 845 EXACT SCIENCES CORP COMMON STOCK USD.01 4,281 446,850.78 0.026% 88.932% 846 OPTION CARE HEALTH INC COMMON STOCK USD.0001 16,667 445,842.25 0.026% 88.958% 847 PARSONS CORP COMMON STOCK USD1.0 12,580 445,709.40 0.026% 88.984% 848 BOOKING HOLDINGS INC COMMON STOCK USD.008 193 443,836.31 0.026% 89.010% 849 XEROX HOLDINGS CORP COMMON STOCK USD1.0 19,698 443,401.98 0.026% 89.035% 850 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 10,585 443,299.80 0.026% 89.061% 851 INGEVITY CORP COMMON STOCK USD.01 5,513 443,190.07 0.026% 89.087% 852 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 5,828 442,811.44 0.026% 89.112% 853 SEABOARD CORP COMMON STOCK USD1.0 104 442,478.40 0.026% 89.138% 854 UNIFIRST CORP/MA COMMON STOCK USD.1 1,931 442,334.17 0.026% 89.163% 855 GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 3,721 440,789.66 0.025% 89.189% 856 ITRON INC COMMON STOCK 5,242 440,380.42 0.025% 89.214% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 24 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 857 INCYTE CORP COMMON STOCK USD.001 5,757 440,352.93 0.025% 89.240% 858 CMC MATERIALS INC COMMON STOCK USD.001 3,319 440,165.78 0.025% 89.265% 859 UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 2,107 439,499.13 0.025% 89.290% 860 CHOICE HOTELS INTL INC COMMON STOCK USD.01 3,662 437,096.32 0.025% 89.316% 861 MODIVCARE INC COMMON STOCK USD.001 2,214 436,733.64 0.025% 89.341% 862 BADGER METER INC COMMON STOCK USD1.0 4,076 436,498.84 0.025% 89.366% 863 TWILIO INC A COMMON STOCK USD.001 1,220 435,491.20 0.025% 89.391% 864 QURATE RETAIL INC SERIES A COMMON STOCK USD.01 39,480 435,464.40 0.025% 89.416% 865 PREMIER INC CLASS A COMMON STOCK USD.01 11,706 435,229.08 0.025% 89.442% 866 VIASAT INC COMMON STOCK USD.0001 8,406 434,085.84 0.025% 89.467% 867 PURE STORAGE INC CLASS A COMMON STOCK USD.0001 16,760 432,910.80 0.025% 89.492% 868 VIAVI SOLUTIONS INC COMMON STOCK USD.001 26,547 432,450.63 0.025% 89.517% 869 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 5,497 432,284.08 0.025% 89.542% 870 NATIONAL BEVERAGE CORP COMMON STOCK USD.01 9,265 431,285.75 0.025% 89.567% 871 SPIRIT AIRLINES INC COMMON STOCK USD.0001 17,581 431,261.93 0.025% 89.592% 872 WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1.0 7,363 427,790.30 0.025% 89.616% 873 RALPH LAUREN CORP COMMON STOCK USD.01 3,683 427,706.79 0.025% 89.641% 874 EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 6,778 427,556.24 0.025% 89.666% 875 BELDEN INC COMMON STOCK USD.01 7,461 427,142.25 0.025% 89.690% 876 WASHINGTON FEDERAL INC COMMON STOCK USD1.0 12,822 426,972.60 0.025% 89.715% 877 SANMINA CORP COMMON STOCK USD.01 10,807 426,660.36 0.025% 89.740% 878 NUVASIVE INC COMMON STOCK USD.001 6,860 426,280.40 0.025% 89.764% 879 JELD WEN HOLDING INC COMMON STOCK USD.01 15,474 426,153.96 0.025% 89.789% 880 R1 RCM INC COMMON STOCK USD.01 21,515 424,275.80 0.025% 89.813% 881 STEVEN MADDEN LTD COMMON STOCK USD.0001 10,477 424,004.19 0.025% 89.838% 882 GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0 687 423,748.47 0.024% 89.862% 883 RAMBUS INC COMMON STOCK USD.001 17,769 422,902.20 0.024% 89.887% 884 ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 27,435 421,401.60 0.024% 89.911% 885 PLEXUS CORP COMMON STOCK USD.01 4,564 419,112.12 0.024% 89.935% 886 ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 8,057 418,641.72 0.024% 89.960% 887 FEDERAL SIGNAL CORP COMMON STOCK USD1.0 10,280 417,676.40 0.024% 89.984% 888 DEXCOM INC COMMON STOCK USD.001 788 417,182.96 0.024% 90.008% 889 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 5,437 417,017.90 0.024% 90.032% 890 HUB GROUP INC CL A COMMON STOCK USD.01 5,939 416,917.80 0.024% 90.056% 891 WSFS FINANCIAL CORP COMMON STOCK USD.01 9,099 413,185.59 0.024% 90.080% 892 BARNES GROUP INC COMMON STOCK USD.01 8,640 411,868.80 0.024% 90.104% 893 FORMFACTOR INC COMMON STOCK USD.001 10,578 411,272.64 0.024% 90.128% 894 OLD NATIONAL BANCORP COMMON STOCK 24,597 409,786.02 0.024% 90.151% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 25 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 895 ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 4,534 408,876.12 0.024% 90.175% 896 GENTHERM INC COMMON STOCK 4,760 408,503.20 0.024% 90.198% 897 ARCOSA INC COMMON STOCK USD.01 8,034 408,287.88 0.024% 90.222% 898 CERIDIAN HCM HOLDING INC COMMON STOCK USD.01 3,620 406,707.00 0.024% 90.246% 899 FIRST MERCHANTS CORP COMMON STOCK 9,852 405,409.80 0.023% 90.269% 900 LIBERTY LATIN AMERIC CL C COMMON STOCK USD.01 28,102 404,387.78 0.023% 90.292% 901 TRIPADVISOR INC COMMON STOCK USD.001 11,543 404,005.00 0.023% 90.316% 902 HILLTOP HOLDINGS INC COMMON STOCK USD.01 12,037 402,878.39 0.023% 90.339% 903 COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 25,355 400,609.00 0.023% 90.362% 904 BRINK S CO/THE COMMON STOCK USD1.0 5,107 399,163.12 0.023% 90.385% 905 DYNATRACE INC COMMON STOCK USD.001 5,807 399,115.11 0.023% 90.408% 906 BOISE CASCADE CO COMMON STOCK USD.01 6,896 398,933.60 0.023% 90.431% 907 BLACKBAUD INC COMMON STOCK USD.001 5,716 398,348.04 0.023% 90.454% 908 J + J SNACK FOODS CORP COMMON STOCK 2,427 397,445.52 0.023% 90.477% 909 WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0 11,074 397,113.64 0.023% 90.500% 910 BATH + BODY WORKS INC COMMON STOCK USD.5 5,861 395,500.28 0.023% 90.523% 911 BOOT BARN HOLDINGS INC COMMON STOCK USD.0001 4,393 392,207.04 0.023% 90.546% 912 UNITED COMMUNITY BANKS/GA COMMON STOCK USD1.0 12,998 392,149.66 0.023% 90.568% 913 CENTURY COMMUNITIES INC COMMON STOCK USD.01 5,591 391,929.10 0.023% 90.591% 914 DIGITAL TURBINE INC COMMON STOCK USD.0001 6,691 391,088.95 0.023% 90.614% 915 HELIOS TECHNOLOGIES INC COMMON STOCK USD.001 4,776 389,817.12 0.023% 90.636% 916 OWENS + MINOR INC COMMON STOCK USD2.0 10,446 389,426.88 0.023% 90.659% 917 FORWARD AIR CORP COMMON STOCK USD.01 4,408 388,653.36 0.022% 90.681% 918 SIRIUS XM HOLDINGS INC COMMON STOCK USD.001 61,965 388,520.55 0.022% 90.704% 919 VISTEON CORP COMMON STOCK 3,676 388,479.68 0.022% 90.726% 920 VEEVA SYSTEMS INC CLASS A COMMON STOCK USD.00001 1,167 387,420.66 0.022% 90.748% 921 ODP CORP/THE COMMON STOCK USD.01 8,195 386,558.15 0.022% 90.771% 922 FIRST FINANCIAL BANCORP COMMON STOCK 16,417 385,963.67 0.022% 90.793% 923 ESCO TECHNOLOGIES INC COMMON STOCK USD.01 4,269 384,722.28 0.022% 90.815% 924 MAGELLAN HEALTH INC COMMON STOCK USD.01 4,058 383,967.96 0.022% 90.838% 925 AMERICAN STATES WATER CO COMMON STOCK 4,161 383,685.81 0.022% 90.860% 926 TOWNE BANK COMMON STOCK USD1.667 12,538 382,032.86 0.022% 90.882% 927 MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 22,826 379,368.12 0.022% 90.904% 928 SPX CORP COMMON STOCK USD.01 6,066 379,003.68 0.022% 90.926% 929 VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001 15,467 378,632.16 0.022% 90.947% 930 ENERGIZER HOLDINGS INC COMMON STOCK 9,535 375,106.90 0.022% 90.969% 931 HELMERICH + PAYNE COMMON STOCK USD.1 13,850 372,842.00 0.022% 90.991% 932 KADANT INC COMMON STOCK USD.01 1,782 372,651.84 0.022% 91.012% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 26 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 933 PIPER SANDLER COS COMMON STOCK USD.01 2,600 371,592.00 0.021% 91.034% 934 WYNDHAM HOTELS + RESORTS INC COMMON STOCK USD.01 5,094 370,333.80 0.021% 91.055% 935 SUNNOVA ENERGY INTERNATIONAL COMMON STOCK USD.001 10,202 369,312.40 0.021% 91.076% 936 PNM RESOURCES INC COMMON STOCK 7,457 369,121.50 0.021% 91.098% 937 VERINT SYSTEMS INC COMMON STOCK USD.001 8,238 367,744.32 0.021% 91.119% 938 SKYWEST INC COMMON STOCK 7,870 367,135.50 0.021% 91.140% 939 MOOG INC CLASS A COMMON STOCK USD1.0 4,615 366,615.60 0.021% 91.161% 940 STATE AUTO FINANCIAL CORP COMMON STOCK 7,246 366,502.68 0.021% 91.183% 941 HEICO CORP COMMON STOCK USD.01 2,887 366,129.34 0.021% 91.204% 942 DYCOM INDUSTRIES INC COMMON STOCK USD.333 4,836 364,295.88 0.021% 91.225% 943 PROTHENA CORP PLC COMMON STOCK USD.01 5,425 364,126.00 0.021% 91.246% 944 WINNEBAGO INDUSTRIES COMMON STOCK USD.5 5,225 363,764.50 0.021% 91.267% 945 YELP INC COMMON STOCK USD.000001 9,440 363,534.40 0.021% 91.288% 946 BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 3,896 363,379.92 0.021% 91.309% 947 ST JOE CO/THE COMMON STOCK 7,837 362,617.99 0.021% 91.330% 948 WELBILT INC COMMON STOCK USD.01 15,412 360,640.80 0.021% 91.351% 949 CHANGE HEALTHCARE INC COMMON STOCK USD.001 16,516 360,544.28 0.021% 91.372% 950 VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 1,153 360,543.10 0.021% 91.392% 951 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 17,703 359,724.96 0.021% 91.413% 952 ALBANY INTL CORP CL A COMMON STOCK USD.001 4,589 359,456.37 0.021% 91.434% 953 PRICESMART INC COMMON STOCK USD.0001 4,237 358,492.57 0.021% 91.455% 954 COMPASS MINERALS INTERNATION COMMON STOCK USD.01 5,350 358,075.50 0.021% 91.475% 955 MERITOR INC COMMON STOCK USD1.0 15,075 357,579.00 0.021% 91.496% 956 USANA HEALTH SCIENCES INC COMMON STOCK USD.001 3,684 357,458.52 0.021% 91.517% 957 COVETRUS INC COMMON STOCK 15,725 355,227.75 0.021% 91.537% 958 TYLER TECHNOLOGIES INC COMMON STOCK USD.01 731 355,046.70 0.021% 91.558% 959 AVAYA HOLDINGS CORP COMMON STOCK USD.001 17,602 355,032.34 0.021% 91.578% 960 PAPA JOHN S INTL INC COMMON STOCK USD.01 2,782 354,788.46 0.021% 91.599% 961 BRADY CORPORATION CL A COMMON STOCK USD.01 6,607 352,351.31 0.020% 91.619% 962 VEONEER INC COMMON STOCK USD1.0 9,833 352,021.40 0.020% 91.639% 963 SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 8,934 350,570.16 0.020% 91.660% 964 CSW INDUSTRIALS INC COMMON STOCK USD.01 2,635 349,901.65 0.020% 91.680% 965 DENALI THERAPEUTICS INC COMMON STOCK USD.01 6,561 349,045.20 0.020% 91.700% 966 VONAGE HOLDINGS CORP COMMON STOCK USD.001 24,654 347,621.40 0.020% 91.720% 967 LIVE OAK BANCSHARES INC COMMON STOCK NPV 5,676 347,427.96 0.020% 91.740% 968 LENDINGCLUB CORP COMMON STOCK USD.01 11,178 347,188.68 0.020% 91.760% 969 NELNET INC CL A COMMON STOCK USD.01 4,287 346,732.56 0.020% 91.780% 970 NEKTAR THERAPEUTICS COMMON STOCK USD.0001 22,397 346,705.56 0.020% 91.800% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 27 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 971 WESBANCO INC COMMON STOCK USD2.0833 10,190 346,460.00 0.020% 91.820% 972 MYRIAD GENETICS INC COMMON STOCK USD.01 9,662 345,706.36 0.020% 91.840% 973 ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 9,323 344,951.00 0.020% 91.860% 974 PATTERSON COS INC COMMON STOCK USD.01 11,256 344,883.84 0.020% 91.880% 975 GUESS? INC COMMON STOCK USD.01 14,243 344,538.17 0.020% 91.900% 976 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 4,683 342,655.11 0.020% 91.920% 977 LIGAND PHARMACEUTICALS COMMON STOCK USD.001 2,579 341,201.70 0.020% 91.940% 978 FRONTDOOR INC COMMON STOCK USD.01 7,821 341,152.02 0.020% 91.959% 979 GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 4,567 340,972.22 0.020% 91.979% 980 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 8,180 340,860.60 0.020% 91.999% 981 LIVENT CORP COMMON STOCK USD.001 13,699 340,694.13 0.020% 92.018% 982 INNOSPEC INC COMMON STOCK USD.01 3,617 338,551.20 0.020% 92.038% 983 GRAY TELEVISION INC COMMON STOCK 14,857 337,848.18 0.020% 92.058% 984 CALLAWAY GOLF COMPANY COMMON STOCK USD.01 12,039 337,814.34 0.020% 92.077% 985 BANNER CORPORATION COMMON STOCK USD.01 5,895 337,194.00 0.019% 92.097% 986 COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 4,641 336,843.78 0.019% 92.116% 987 CHEGG INC COMMON STOCK USD.001 4,035 335,792.70 0.019% 92.135% 988 GATES INDUSTRIAL CORP PLC COMMON STOCK USD.01 20,441 334,823.58 0.019% 92.155% 989 NEWMARK GROUP INC CLASS A COMMON STOCK USD.01 24,576 334,725.12 0.019% 92.174% 990 UNITED NATURAL FOODS INC COMMON STOCK USD.01 9,090 334,512.00 0.019% 92.193% 991 HOSTESS BRANDS INC COMMON STOCK USD.0001 20,902 333,595.92 0.019% 92.213% 992 BRIGHTSPHERE INVESTMENT GROU COMMON STOCK USD.001 12,156 330,521.64 0.019% 92.232% 993 CLOUDERA INC COMMON STOCK USD.00005 20,637 328,747.41 0.019% 92.251% 994 CUSHMAN + WAKEFIELD PLC COMMON STOCK USD.01 18,115 328,606.10 0.019% 92.270% 995 MERCURY SYSTEMS INC COMMON STOCK USD.01 6,520 328,477.60 0.019% 92.289% 996 TRIUMPH BANCORP INC COMMON STOCK USD.01 3,989 327,975.58 0.019% 92.308% 997 NETSCOUT SYSTEMS INC COMMON STOCK USD.001 11,956 327,833.52 0.019% 92.327% 998 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 17,484 327,475.32 0.019% 92.346% 999 GRANITE CONSTRUCTION INC COMMON STOCK USD.01 8,076 327,401.04 0.019% 92.365% 1000 SPS COMMERCE INC COMMON STOCK USD.001 2,414 327,169.42 0.019% 92.383% 1001 TFS FINANCIAL CORP COMMON STOCK USD.01 16,325 326,336.75 0.019% 92.402% 1002 TRINSEO SA COMMON STOCK USD.01 6,272 325,704.96 0.019% 92.421% 1003 FIRST INTERSTATE BANCSYS A COMMON STOCK 7,386 325,427.16 0.019% 92.440% 1004 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 13,279 324,804.34 0.019% 92.459% 1005 METHODE ELECTRONICS INC COMMON STOCK USD.5 6,969 324,546.33 0.019% 92.477% 1006 ENPRO INDUSTRIES INC COMMON STOCK USD.01 3,788 323,911.88 0.019% 92.496% 1007 ARES MANAGEMENT CORP A COMMON STOCK 4,188 323,229.84 0.019% 92.515% 1008 TRUSTMARK CORP COMMON STOCK 10,221 323,188.02 0.019% 92.534% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 28 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1009 ARCBEST CORP COMMON STOCK USD.01 4,841 323,039.93 0.019% 92.552% 1010 GMS INC COMMON STOCK USD.01 6,537 322,993.17 0.019% 92.571% 1011 KARUNA THERAPEUTICS INC COMMON STOCK USD.00001 2,715 322,813.50 0.019% 92.590% 1012 UNDER ARMOUR INC CLASS C COMMON STOCK USD.000333 16,084 322,645.04 0.019% 92.608% 1013 IHEARTMEDIA INC CLASS A COMMON STOCK 12,939 321,922.32 0.019% 92.627% 1014 VONTIER CORP COMMON STOCK USD.0001 8,842 321,583.54 0.019% 92.645% 1015 GREIF INC CL A COMMON STOCK 5,069 320,969.08 0.019% 92.664% 1016 ENLINK MIDSTREAM LLC COMMON STOCK USD.01 59,536 320,899.04 0.019% 92.682% 1017 FERRO CORP COMMON STOCK USD1.0 15,399 320,299.20 0.019% 92.701% 1018 SONOS INC COMMON STOCK USD.001 8,010 318,237.30 0.018% 92.719% 1019 UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 13,738 317,897.32 0.018% 92.738% 1020 RUSH ENTERPRISES INC CL A COMMON STOCK USD.01 7,207 317,828.70 0.018% 92.756% 1021 HALOZYME THERAPEUTICS INC COMMON STOCK USD.001 7,557 317,318.43 0.018% 92.774% 1022 WORLD FUEL SERVICES CORP COMMON STOCK USD.01 9,771 316,189.56 0.018% 92.793% 1023 ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 6,838 316,189.12 0.018% 92.811% 1024 RENASANT CORP COMMON STOCK USD5.0 9,006 316,110.60 0.018% 92.829% 1025 CBIZ INC COMMON STOCK USD.01 9,264 315,995.04 0.018% 92.847% 1026 INTERDIGITAL INC COMMON STOCK USD.01 4,351 313,750.61 0.018% 92.866% 1027 PRA GROUP INC COMMON STOCK USD.01 7,470 313,740.00 0.018% 92.884% 1028 HUBSPOT INC COMMON STOCK USD.001 457 312,802.79 0.018% 92.902% 1029 AMERESCO INC CL A COMMON STOCK USD.0001 4,516 312,281.40 0.018% 92.920% 1030 AMBARELLA INC COMMON STOCK USD.00045 3,014 312,159.98 0.018% 92.938% 1031 SNAP INC A COMMON STOCK USD.00001 4,096 311,746.56 0.018% 92.956% 1032 CAVCO INDUSTRIES INC COMMON STOCK USD.01 1,219 311,454.50 0.018% 92.974% 1033 VERRA MOBILITY CORP COMMON STOCK USD.0001 19,952 309,455.52 0.018% 92.992% 1034 BUCKLE INC/THE COMMON STOCK USD.01 7,967 308,561.91 0.018% 93.010% 1035 EXP WORLD HOLDINGS INC COMMON STOCK USD.00001 6,718 308,020.30 0.018% 93.027% 1036 PATRICK INDUSTRIES INC COMMON STOCK 3,766 307,343.26 0.018% 93.045% 1037 REALOGY HOLDINGS CORP COMMON STOCK USD.01 17,500 307,125.00 0.018% 93.063% 1038 ZILLOW GROUP INC A COMMON STOCK USD.0001 3,209 306,780.40 0.018% 93.081% 1039 BIG LOTS INC COMMON STOCK USD.01 6,301 306,606.66 0.018% 93.098% 1040 FB FINANCIAL CORP COMMON STOCK USD1.0 7,432 306,124.08 0.018% 93.116% 1041 KAR AUCTION SERVICES INC COMMON STOCK USD.01 18,085 305,817.35 0.018% 93.134% 1042 IROBOT CORP COMMON STOCK USD.01 3,767 305,579.04 0.018% 93.151% 1043 HAMILTON LANE INC CLASS A COMMON STOCK 3,546 305,204.22 0.018% 93.169% 1044 WORLD ACCEPTANCE CORP COMMON STOCK 1,607 305,121.09 0.018% 93.187% 1045 B+G FOODS INC COMMON STOCK USD.01 10,036 304,692.96 0.018% 93.204% 1046 WD 40 CO COMMON STOCK USD.001 1,271 304,569.73 0.018% 93.222% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 29 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1047 COLUMBIA FINANCIAL INC COMMON STOCK USD.01 16,862 304,021.86 0.018% 93.239% 1048 ENCORE WIRE CORP COMMON STOCK USD.01 3,557 302,380.57 0.017% 93.257% 1049 HYATT HOTELS CORP CL A COMMON STOCK USD.01 4,105 302,086.95 0.017% 93.274% 1050 WR GRACE + CO COMMON STOCK USD.01 4,330 301,541.20 0.017% 93.292% 1051 PALO ALTO NETWORKS INC COMMON STOCK USD.0001 654 301,520.16 0.017% 93.309% 1052 BANCFIRST CORP COMMON STOCK USD1.0 5,329 301,408.24 0.017% 93.327% 1053 ALAMO GROUP INC COMMON STOCK USD.1 1,943 301,184.43 0.017% 93.344% 1054 EAGLE BANCORP INC COMMON STOCK USD.01 5,217 301,020.90 0.017% 93.361% 1055 SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0 4,256 299,239.36 0.017% 93.379% 1056 EVOLENT HEALTH INC A COMMON STOCK USD.01 12,175 299,018.00 0.017% 93.396% 1057 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 4,692 298,176.60 0.017% 93.413% 1058 MCGRATH RENTCORP COMMON STOCK 4,273 298,169.94 0.017% 93.430% 1059 MONRO INC COMMON STOCK USD.01 5,228 297,525.48 0.017% 93.448% 1060 SPLUNK INC COMMON STOCK USD.001 1,941 296,720.67 0.017% 93.465% 1061 HOPE BANCORP INC COMMON STOCK USD.001 21,458 295,905.82 0.017% 93.482% 1062 CAPITOL FEDERAL FINANCIAL IN COMMON STOCK USD.01 25,612 295,562.48 0.017% 93.499% 1063 BLOOMIN BRANDS INC COMMON STOCK USD.01 11,019 295,199.01 0.017% 93.516% 1064 META FINANCIAL GROUP INC COMMON STOCK USD.01 5,963 293,319.97 0.017% 93.533% 1065 INTER PARFUMS INC COMMON STOCK USD.001 4,043 293,279.22 0.017% 93.550% 1066 GUARDANT HEALTH INC COMMON STOCK USD.00001 2,303 293,102.81 0.017% 93.567% 1067 SANDY SPRING BANCORP INC COMMON STOCK USD1.0 6,720 292,790.40 0.017% 93.584% 1068 BANK OF N.T. BUTTERFIELD+SON COMMON STOCK BMD1.0 8,767 292,028.77 0.017% 93.601% 1069 GREAT WESTERN BANCORP INC COMMON STOCK USD.01 9,431 291,983.76 0.017% 93.618% 1070 NEWS CORP CLASS B COMMON STOCK 13,214 291,104.42 0.017% 93.634% 1071 PARK NATIONAL CORP COMMON STOCK 2,477 290,403.48 0.017% 93.651% 1072 XPERI HOLDING CORP COMMON STOCK 13,541 289,371.17 0.017% 93.668% 1073 SPIRE INC COMMON STOCK USD1.0 4,326 288,544.20 0.017% 93.685% 1074 SCHNEIDER NATIONAL INC CL B COMMON STOCK 12,728 286,889.12 0.017% 93.701% 1075 ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 5,421 286,770.90 0.017% 93.718% 1076 API GROUP CORP COMMON STOCK USD.0001 12,317 285,631.23 0.017% 93.734% 1077 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 12,942 285,629.94 0.017% 93.751% 1078 CIMPRESS PLC COMMON STOCK EUR.01 3,000 284,940.00 0.016% 93.767% 1079 MEDIFAST INC COMMON STOCK USD.001 1,250 284,875.00 0.016% 93.784% 1080 OPKO HEALTH INC COMMON STOCK USD.01 73,784 284,806.24 0.016% 93.800% 1081 WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01 5,446 283,791.06 0.016% 93.817% 1082 RAVEN INDUSTRIES INC COMMON STOCK USD1.0 4,856 283,347.60 0.016% 93.833% 1083 PENUMBRA INC COMMON STOCK USD.001 1,029 282,923.55 0.016% 93.849% 1084 KFORCE INC COMMON STOCK USD.01 4,810 281,000.20 0.016% 93.865% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 30 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1085 HORACE MANN EDUCATORS COMMON STOCK USD.001 6,832 280,112.00 0.016% 93.882% 1086 OSI SYSTEMS INC COMMON STOCK 2,831 280,099.14 0.016% 93.898% 1087 CRISPR THERAPEUTICS AG COMMON STOCK CHF.03 2,240 279,888.00 0.016% 93.914% 1088 AMC NETWORKS INC A COMMON STOCK 5,887 279,809.11 0.016% 93.930% 1089 DIME COMMUNITY BANCSHARES IN COMMON STOCK USD.01 8,479 279,807.00 0.016% 93.946% 1090 SUPER MICRO COMPUTER INC COMMON STOCK USD.001 7,652 279,604.08 0.016% 93.963% 1091 KNOWLES CORP COMMON STOCK USD.01 13,964 279,280.00 0.016% 93.979% 1092 MARCUS + MILLICHAP INC COMMON STOCK USD.0001 7,113 278,971.86 0.016% 93.995% 1093 TECHNIPFMC PLC COMMON STOCK USD1.0 41,899 277,790.37 0.016% 94.011% 1094 HAEMONETICS CORP/MASS COMMON STOCK USD.01 4,424 277,606.00 0.016% 94.027% 1095 HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0 5,901 277,524.03 0.016% 94.043% 1096 VMWARE INC CLASS A COMMON STOCK USD.01 1,858 276,600.46 0.016% 94.059% 1097 MATERION CORP COMMON STOCK 3,754 274,154.62 0.016% 94.075% 1098 PROGRESS SOFTWARE CORP COMMON STOCK USD.01 5,856 272,655.36 0.016% 94.090% 1099 BANCORP INC/THE COMMON STOCK USD1.0 11,054 272,591.64 0.016% 94.106% 1100 AVANOS MEDICAL INC COMMON STOCK USD.01 8,252 272,316.00 0.016% 94.122% 1101 TECHTARGET COMMON STOCK USD.001 3,207 271,248.06 0.016% 94.138% 1102 HIBBETT INC COMMON STOCK USD.01 2,831 270,898.39 0.016% 94.153% 1103 SHENANDOAH TELECOMMUNICATION COMMON STOCK 9,059 270,229.97 0.016% 94.169% 1104 HNI CORP COMMON STOCK USD1.0 7,131 270,193.59 0.016% 94.185% 1105 AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001 5,425 269,676.75 0.016% 94.200% 1106 STRIDE INC COMMON STOCK USD.0001 7,870 269,468.80 0.016% 94.216% 1107 N B T BANCORP INC COMMON STOCK USD.01 7,509 269,272.74 0.016% 94.231% 1108 EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01 6,362 269,112.60 0.016% 94.247% 1109 ASTEC INDUSTRIES INC COMMON STOCK USD.2 4,397 268,832.58 0.016% 94.262% 1110 BED BATH + BEYOND INC COMMON STOCK USD.01 9,734 268,074.36 0.015% 94.278% 1111 NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 2,813 267,797.60 0.015% 94.293% 1112 CORNERSTONE BUILDING BRANDS COMMON STOCK USD.01 16,073 267,133.26 0.015% 94.309% 1113 AVALARA INC COMMON STOCK USD.0001 1,482 266,315.40 0.015% 94.324% 1114 JACK IN THE BOX INC COMMON STOCK USD.01 2,513 266,277.48 0.015% 94.340% 1115 SLEEP NUMBER CORP COMMON STOCK USD.01 2,862 264,763.62 0.015% 94.355% 1116 EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 6,414 264,064.38 0.015% 94.370% 1117 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 4,076 263,472.64 0.015% 94.385% 1118 LANTHEUS HOLDINGS INC COMMON STOCK USD.01 9,983 263,251.71 0.015% 94.401% 1119 CALIX INC COMMON STOCK 5,648 263,196.80 0.015% 94.416% 1120 LIBERTY MEDIA COR SIRIUSXM A TRACKING STK USD.01 5,298 262,251.00 0.015% 94.431% 1121 ONE GAS INC COMMON STOCK 3,622 260,132.04 0.015% 94.446% 1122 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1.0 19,240 260,124.80 0.015% 94.461% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 31 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1123 TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01 7,819 259,747.18 0.015% 94.476% 1124 ADT INC COMMON STOCK USD.01 30,243 258,880.08 0.015% 94.491% 1125 GCP APPLIED TECHNOLOGIES COMMON STOCK USD.01 10,850 258,664.00 0.015% 94.506% 1126 CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867 1,966 256,956.20 0.015% 94.521% 1127 LAKELAND FINANCIAL CORP COMMON STOCK 3,857 256,143.37 0.015% 94.536% 1128 LA Z BOY INC COMMON STOCK USD1.0 7,281 254,907.81 0.015% 94.550% 1129 CSG SYSTEMS INTL INC COMMON STOCK USD.01 5,276 254,355.96 0.015% 94.565% 1130 BGC PARTNERS INC CL A COMMON STOCK USD.01 49,135 253,045.25 0.015% 94.580% 1131 AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 9,198 251,933.22 0.015% 94.594% 1132 DONNELLEY FINANCIAL SOLUTION COMMON STOCK USD.01 7,548 251,725.80 0.015% 94.609% 1133 INGLES MARKETS INC CLASS A COMMON STOCK USD.05 3,705 251,532.45 0.015% 94.623% 1134 WEIS MARKETS INC COMMON STOCK 4,404 250,807.80 0.014% 94.638% 1135 EPLUS INC COMMON STOCK USD.01 2,309 249,879.98 0.014% 94.652% 1136 STEWART INFORMATION SERVICES COMMON STOCK USD1.0 3,962 249,407.90 0.014% 94.667% 1137 STRATEGIC EDUCATION INC COMMON STOCK USD.01 3,173 248,382.44 0.014% 94.681% 1138 CADENCE BANCORP COMMON STOCK 11,545 248,332.95 0.014% 94.695% 1139 OXFORD INDUSTRIES INC COMMON STOCK USD1.0 2,746 247,963.80 0.014% 94.710% 1140 CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001 31,215 247,534.95 0.014% 94.724% 1141 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 19,009 247,497.18 0.014% 94.738% 1142 KINSALE CAPITAL GROUP INC COMMON STOCK USD.01 1,356 246,588.60 0.014% 94.752% 1143 FLUOR CORP COMMON STOCK USD.01 14,799 246,551.34 0.014% 94.767% 1144 LIBERTY BROADBAND A COMMON STOCK USD.01 1,324 245,959.48 0.014% 94.781% 1145 MYR GROUP INC/DELAWARE COMMON STOCK USD.01 2,344 243,799.44 0.014% 94.795% 1146 CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 5,226 243,792.90 0.014% 94.809% 1147 ATRICURE INC COMMON STOCK USD.001 3,311 243,755.82 0.014% 94.823% 1148 AVISTA CORP COMMON STOCK 5,800 242,730.00 0.014% 94.837% 1149 STONEX GROUP INC COMMON STOCK USD.01 3,467 241,615.23 0.014% 94.851% 1150 MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 6,063 241,610.55 0.014% 94.865% 1151 ELF BEAUTY INC COMMON STOCK USD.01 7,804 241,533.80 0.014% 94.879% 1152 NEOGENOMICS INC COMMON STOCK USD.001 4,955 240,912.10 0.014% 94.893% 1153 CUSTOMERS BANCORP INC COMMON STOCK USD1.0 5,789 239,722.49 0.014% 94.907% 1154 MAXLINEAR INC COMMON STOCK 4,581 239,265.63 0.014% 94.921% 1155 SEACOAST BANKING CORP/FL COMMON STOCK USD.1 7,469 238,559.86 0.014% 94.934% 1156 DELEK US HOLDINGS INC COMMON STOCK USD.01 13,903 237,880.33 0.014% 94.948% 1157 LYFT INC A COMMON STOCK USD.00001 4,968 236,526.48 0.014% 94.962% 1158 2U INC COMMON STOCK USD.001 6,367 235,770.01 0.014% 94.976% 1159 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 7,160 235,420.80 0.014% 94.989% 1160 CARGURUS INC COMMON STOCK USD.001 7,733 234,928.54 0.014% 95.003% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 32 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1161 GREENBRIER COMPANIES INC COMMON STOCK 5,318 234,523.80 0.014% 95.016% 1162 RENEWABLE ENERGY GROUP INC COMMON STOCK USD.0001 4,824 233,578.08 0.013% 95.030% 1163 TREEHOUSE FOODS INC COMMON STOCK USD.01 6,200 232,314.00 0.013% 95.043% 1164 LIBERTY OILFIELD SERVICES A COMMON STOCK 22,659 231,574.98 0.013% 95.057% 1165 ECHOSTAR CORP A COMMON STOCK USD.001 8,530 230,310.00 0.013% 95.070% 1166 KONTOOR BRANDS INC COMMON STOCK 4,264 230,085.44 0.013% 95.083% 1167 OFG BANCORP COMMON STOCK USD1.0 9,654 229,861.74 0.013% 95.096% 1168 GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001 8,787 228,725.61 0.013% 95.110% 1169 PACIRA BIOSCIENCES INC COMMON STOCK USD.001 3,856 228,622.24 0.013% 95.123% 1170 ATLASSIAN CORP PLC CLASS A COMMON STOCK USD.1 622 228,311.32 0.013% 95.136% 1171 XENCOR INC COMMON STOCK USD.01 6,719 227,572.53 0.013% 95.149% 1172 UBIQUITI INC COMMON STOCK USD.001 698 227,101.28 0.013% 95.162% 1173 PRIMORIS SERVICES CORP COMMON STOCK USD.0001 8,827 226,853.90 0.013% 95.175% 1174 ENOVA INTERNATIONAL INC COMMON STOCK USD.00001 6,877 226,803.46 0.013% 95.189% 1175 COEUR MINING INC COMMON STOCK USD.01 32,142 226,601.10 0.013% 95.202% 1176 DOCUSIGN INC COMMON STOCK USD.0001 762 225,734.88 0.013% 95.215% 1177 TRIMAS CORP COMMON STOCK USD.01 7,022 225,476.42 0.013% 95.228% 1178 TENNANT CO COMMON STOCK USD.375 3,041 224,973.18 0.013% 95.241% 1179 INFINERA CORP COMMON STOCK USD.001 26,528 224,692.16 0.013% 95.254% 1180 CLEARWAY ENERGY INC C COMMON STOCK 7,141 224,155.99 0.013% 95.267% 1181 CAL MAINE FOODS INC COMMON STOCK USD.01 6,197 224,083.52 0.013% 95.280% 1182 MALIBU BOATS INC A COMMON STOCK USD.01 3,128 223,964.80 0.013% 95.293% 1183 PC CONNECTION INC COMMON STOCK USD.01 4,626 223,944.66 0.013% 95.305% 1184 ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 4,540 223,413.40 0.013% 95.318% 1185 KRATON CORP COMMON STOCK USD.01 5,299 223,193.88 0.013% 95.331% 1186 NATERA INC COMMON STOCK USD.0001 1,879 222,529.97 0.013% 95.344% 1187 HARSCO CORP COMMON STOCK USD1.25 12,092 220,558.08 0.013% 95.357% 1188 NMI HOLDINGS INC CLASS A COMMON STOCK USD.01 9,763 220,350.91 0.013% 95.370% 1189 BROOKLINE BANCORP INC COMMON STOCK USD.01 14,704 220,118.88 0.013% 95.382% 1190 LAUREATE EDUCATION INC A COMMON STOCK USD.001 13,798 219,802.14 0.013% 95.395% 1191 ICF INTERNATIONAL INC COMMON STOCK USD.001 2,339 219,070.74 0.013% 95.408% 1192 COMMVAULT SYSTEMS INC COMMON STOCK USD.01 2,704 218,942.88 0.013% 95.420% 1193 OKTA INC COMMON STOCK 828 218,260.80 0.013% 95.433% 1194 H+E EQUIPMENT SERVICES INC COMMON STOCK USD.01 6,393 217,681.65 0.013% 95.446% 1195 ADVANSIX INC COMMON STOCK USD.01 5,953 217,284.50 0.013% 95.458% 1196 MADISON SQUARE GARDEN ENTERT COMMON STOCK USD.01 2,700 216,513.00 0.013% 95.471% 1197 RANPAK HOLDINGS CORP COMMON STOCK USD.0001 7,038 216,066.60 0.012% 95.483% 1198 SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25 5,693 214,569.17 0.012% 95.496% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 33 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1199 G III APPAREL GROUP LTD COMMON STOCK USD.01 6,928 214,283.04 0.012% 95.508% 1200 GREEN PLAINS INC COMMON STOCK USD.001 6,080 213,408.00 0.012% 95.520% 1201 INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001 6,400 212,480.00 0.012% 95.533% 1202 COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 4,597 211,691.85 0.012% 95.545% 1203 HEARTLAND EXPRESS INC COMMON STOCK USD.01 12,593 211,310.54 0.012% 95.557% 1204 KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01 16,555 210,082.95 0.012% 95.569% 1205 TTM TECHNOLOGIES COMMON STOCK USD.001 14,881 208,334.00 0.012% 95.581% 1206 M/I HOMES INC COMMON STOCK USD.01 3,235 208,301.65 0.012% 95.593% 1207 COPA HOLDINGS SA CLASS A COMMON STOCK 2,759 207,614.75 0.012% 95.605% 1208 COHU INC COMMON STOCK USD1.0 5,805 207,122.40 0.012% 95.617% 1209 AMERICAN WOODMARK CORP COMMON STOCK 2,938 207,011.48 0.012% 95.629% 1210 SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01 4,084 206,405.36 0.012% 95.641% 1211 WESTAMERICA BANCORPORATION COMMON STOCK 3,633 206,136.42 0.012% 95.653% 1212 TRICO BANCSHARES COMMON STOCK 5,202 205,739.10 0.012% 95.665% 1213 FIRST BUSEY CORP COMMON STOCK USD.001 8,680 205,716.00 0.012% 95.677% 1214 CACTUS INC A COMMON STOCK USD.01 5,464 204,954.64 0.012% 95.689% 1215 NOVAVAX INC COMMON STOCK USD.01 858 204,667.32 0.012% 95.700% 1216 SHYFT GROUP INC/THE COMMON STOCK USD.01 4,649 204,602.49 0.012% 95.712% 1217 1ST SOURCE CORP COMMON STOCK 4,346 204,262.00 0.012% 95.724% 1218 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 7,549 204,049.47 0.012% 95.736% 1219 SHAKE SHACK INC CLASS A COMMON STOCK USD.01 2,351 203,949.25 0.012% 95.748% 1220 HILTON GRAND VACATIONS INC COMMON STOCK USD.01 4,649 203,114.81 0.012% 95.759% 1221 GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 18,235 201,861.45 0.012% 95.771% 1222 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 2,533 201,601.47 0.012% 95.783% 1223 ICHOR HOLDINGS LTD COMMON STOCK USD.0001 4,545 201,388.95 0.012% 95.794% 1224 GLOBAL INDUSTRIAL CO COMMON STOCK USD.01 5,216 200,763.84 0.012% 95.806% 1225 ALARM.COM HOLDINGS INC COMMON STOCK 2,378 200,536.74 0.012% 95.817% 1226 IHS MARKIT LTD COMMON STOCK USD.01 1,661 200,316.60 0.012% 95.829% 1227 SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 8,056 199,869.36 0.012% 95.841% 1228 AZZ INC COMMON STOCK USD1.0 3,732 199,848.60 0.012% 95.852% 1229 NATIONAL BANK HOLD CL A COMMON STOCK 5,328 199,800.00 0.012% 95.864% 1230 MBIA INC COMMON STOCK USD1.0 17,849 199,730.31 0.012% 95.875% 1231 FIRST BANCORP/NC COMMON STOCK 4,770 199,195.20 0.012% 95.887% 1232 CITI TRENDS INC COMMON STOCK USD.01 2,312 199,155.68 0.012% 95.898% 1233 INOVALON HOLDINGS INC A COMMON STOCK USD.000005 4,866 198,776.10 0.011% 95.910% 1234 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 52,978 198,667.50 0.011% 95.921% 1235 STRATASYS LTD COMMON STOCK ILS.01 9,417 198,322.02 0.011% 95.933% 1236 REVOLVE GROUP INC COMMON STOCK USD.001 3,450 198,237.00 0.011% 95.944% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 34 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1237 VERITIV CORP COMMON STOCK USD.01 2,207 197,901.69 0.011% 95.956% 1238 INNOVIVA INC COMMON STOCK USD.01 12,963 197,815.38 0.011% 95.967% 1239 NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 2,673 197,401.05 0.011% 95.978% 1240 CITY HOLDING CO COMMON STOCK USD2.5 2,529 197,009.10 0.011% 95.990% 1241 PROASSURANCE CORP COMMON STOCK USD.01 7,670 195,585.00 0.011% 96.001% 1242 MONGODB INC COMMON STOCK USD.001 499 195,523.17 0.011% 96.012% 1243 DELTA AIR LINES INC COMMON STOCK USD.0001 4,812 194,597.28 0.011% 96.024% 1244 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 3,652 194,542.04 0.011% 96.035% 1245 CNA FINANCIAL CORP COMMON STOCK USD2.5 4,382 194,341.70 0.011% 96.046% 1246 NETGEAR INC COMMON STOCK USD.001 5,417 193,549.41 0.011% 96.057% 1247 GENESCO INC COMMON STOCK USD1.0 3,112 193,037.36 0.011% 96.068% 1248 IAC/INTERACTIVECORP COMMON STOCK USD.0001 1,453 191,868.65 0.011% 96.080% 1249 STEELCASE INC CL A COMMON STOCK 13,557 191,018.13 0.011% 96.091% 1250 SAILPOINT TECHNOLOGIES HOLDI COMMON STOCK USD.0001 4,072 190,813.92 0.011% 96.102% 1251 ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 4,245 190,642.95 0.011% 96.113% 1252 WORKDAY INC CLASS A COMMON STOCK USD.001 696 190,119.36 0.011% 96.124% 1253 GERMAN AMERICAN BANCORP COMMON STOCK 5,088 190,087.68 0.011% 96.135% 1254 DOUGLAS DYNAMICS INC COMMON STOCK USD.01 4,778 189,877.72 0.011% 96.146% 1255 SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 2,330 189,452.30 0.011% 96.157% 1256 PALOMAR HOLDINGS INC COMMON STOCK USD.0001 2,104 188,939.20 0.011% 96.167% 1257 CONDUENT INC COMMON STOCK USD.01 25,814 188,442.20 0.011% 96.178% 1258 MIRATI THERAPEUTICS INC COMMON STOCK 1,110 188,400.30 0.011% 96.189% 1259 MARINEMAX INC COMMON STOCK USD.001 3,867 188,013.54 0.011% 96.200% 1260 KRYSTAL BIOTECH INC COMMON STOCK USD.00001 3,235 187,435.90 0.011% 96.211% 1261 SJW GROUP COMMON STOCK USD.001 2,694 186,775.02 0.011% 96.222% 1262 CAMPING WORLD HOLDINGS INC A COMMON STOCK USD.01 4,673 186,639.62 0.011% 96.232% 1263 TRADEWEB MARKETS INC CLASS A COMMON STOCK USD.01 2,141 186,288.41 0.011% 96.243% 1264 SWITCH INC A COMMON STOCK USD.001 7,508 186,273.48 0.011% 96.254% 1265 PJT PARTNERS INC A COMMON STOCK 2,345 185,208.10 0.011% 96.265% 1266 O I GLASS INC COMMON STOCK 12,225 184,964.25 0.011% 96.275% 1267 COGNYTE SOFTWARE LTD COMMON STOCK 6,720 184,665.60 0.011% 96.286% 1268 JAMES RIVER GROUP HOLDINGS L COMMON STOCK USD.0002 5,019 184,649.01 0.011% 96.297% 1269 CAI INTERNATIONAL INC COMMON STOCK USD.0001 3,296 184,477.12 0.011% 96.307% 1270 MARTEN TRANSPORT LTD COMMON STOCK USD.01 11,811 184,133.49 0.011% 96.318% 1271 HCI GROUP INC COMMON STOCK 1,645 183,680.70 0.011% 96.329% 1272 PREMIER FINANCIAL CORP COMMON STOCK USD.01 6,036 183,494.40 0.011% 96.339% 1273 EW SCRIPPS CO/THE A COMMON STOCK USD.01 9,868 182,952.72 0.011% 96.350% 1274 VICOR CORP COMMON STOCK USD.01 1,482 182,834.34 0.011% 96.360% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 35 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1275 AAR CORP COMMON STOCK USD1.0 5,387 182,349.95 0.011% 96.371% 1276 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 1,855 181,994.05 0.011% 96.381% 1277 RADNET INC COMMON STOCK USD.0001 5,706 179,225.46 0.010% 96.392% 1278 NGM BIOPHARMACEUTICALS INC COMMON STOCK USD.001 8,199 178,984.17 0.010% 96.402% 1279 TPI COMPOSITES INC COMMON STOCK USD.01 4,918 178,572.58 0.010% 96.412% 1280 GRIFFON CORP COMMON STOCK USD.25 7,377 178,523.40 0.010% 96.423% 1281 HOMESTREET INC COMMON STOCK 4,364 178,269.40 0.010% 96.433% 1282 UBER TECHNOLOGIES INC COMMON STOCK USD.00001 4,554 178,243.56 0.010% 96.443% 1283 CTS CORP COMMON STOCK 5,074 177,995.92 0.010% 96.454% 1284 BANC OF CALIFORNIA INC COMMON STOCK USD.01 9,859 177,166.23 0.010% 96.464% 1285 MERIDIAN BANCORP INC COMMON STOCK 8,479 176,193.62 0.010% 96.474% 1286 ANDERSONS INC/THE COMMON STOCK 5,770 175,292.60 0.010% 96.484% 1287 HURON CONSULTING GROUP INC COMMON STOCK USD.01 3,546 175,066.02 0.010% 96.494% 1288 ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 868 174,841.24 0.010% 96.504% 1289 ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01 5,094 174,265.74 0.010% 96.515% 1290 ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 9,752 174,170.72 0.010% 96.525% 1291 CVR ENERGY INC COMMON STOCK USD.01 12,089 174,081.60 0.010% 96.535% 1292 TRUEBLUE INC COMMON STOCK 6,368 174,037.44 0.010% 96.545% 1293 ADDUS HOMECARE CORP COMMON STOCK USD.001 1,934 173,905.28 0.010% 96.555% 1294 PROTO LABS INC COMMON STOCK USD.001 2,337 173,311.92 0.010% 96.565% 1295 CHEFS WAREHOUSE INC/THE COMMON STOCK USD.01 5,711 172,643.53 0.010% 96.575% 1296 REPUBLIC BANCORP INC CLASS A COMMON STOCK 3,438 172,346.94 0.010% 96.585% 1297 REV GROUP INC COMMON STOCK USD.001 10,564 171,770.64 0.010% 96.595% 1298 PGT INNOVATIONS INC COMMON STOCK USD.01 8,062 171,156.26 0.010% 96.605% 1299 SHOE CARNIVAL INC COMMON STOCK USD.01 4,460 170,728.80 0.010% 96.614% 1300 INOGEN INC COMMON STOCK USD.001 2,871 169,934.49 0.010% 96.624% 1301 MATTHEWS INTL CORP CLASS A COMMON STOCK USD1.0 4,577 169,486.31 0.010% 96.634% 1302 ACCO BRANDS CORP COMMON STOCK USD.01 18,062 169,240.94 0.010% 96.644% 1303 OCEANEERING INTL INC COMMON STOCK USD.25 13,744 169,051.20 0.010% 96.654% 1304 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 7,939 168,783.14 0.010% 96.663% 1305 SMART GLOBAL HOLDINGS INC COMMON STOCK USD.01 3,473 168,301.58 0.010% 96.673% 1306 SCHOLASTIC CORP COMMON STOCK USD.01 5,012 166,598.88 0.010% 96.683% 1307 STANDARD MOTOR PRODS COMMON STOCK USD2.0 3,872 166,070.08 0.010% 96.692% 1308 DHT HOLDINGS INC COMMON STOCK USD.01 30,018 165,999.54 0.010% 96.702% 1309 PEGASYSTEMS INC COMMON STOCK USD.01 1,201 165,293.63 0.010% 96.711% 1310 MAXAR TECHNOLOGIES INC COMMON STOCK 5,193 165,085.47 0.010% 96.721% 1311 ZUMIEZ INC COMMON STOCK 4,107 165,060.33 0.010% 96.730% 1312 CHASE CORP COMMON STOCK USD.1 1,440 164,880.00 0.010% 96.740% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 36 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1313 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 5,186 164,707.36 0.010% 96.750% 1314 ATRION CORPORATION COMMON STOCK USD.1 237 164,492.22 0.010% 96.759% 1315 DELUXE CORP COMMON STOCK USD1.0 4,280 164,138.00 0.009% 96.769% 1316 MIDDLESEX WATER CO COMMON STOCK 1,498 163,896.18 0.009% 96.778% 1317 U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 1,390 163,186.00 0.009% 96.787% 1318 US CELLULAR CORP COMMON STOCK USD1.0 5,107 163,168.65 0.009% 96.797% 1319 ACCELERON PHARMA INC COMMON STOCK USD.001 1,215 162,664.20 0.009% 96.806% 1320 FARO TECHNOLOGIES INC COMMON STOCK USD.001 2,355 162,353.70 0.009% 96.816% 1321 BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 3,840 162,316.80 0.009% 96.825% 1322 COUPA SOFTWARE INC COMMON STOCK USD.0001 663 162,309.03 0.009% 96.834% 1323 PROTAGONIST THERAPEUTICS INC COMMON STOCK USD.00001 3,345 162,232.50 0.009% 96.844% 1324 AVANGRID INC COMMON STOCK USD.01 2,967 162,146.55 0.009% 96.853% 1325 MERIDIAN BIOSCIENCE INC COMMON STOCK 7,966 161,231.84 0.009% 96.862% 1326 JOHNSON OUTDOORS INC A COMMON STOCK USD.05 1,404 161,165.16 0.009% 96.872% 1327 APOGEE ENTERPRISES INC COMMON STOCK USD.333 3,734 160,487.32 0.009% 96.881% 1328 PELOTON INTERACTIVE INC A COMMON STOCK USD.000025 1,600 160,304.00 0.009% 96.890% 1329 FORTERRA INC COMMON STOCK USD.001 6,920 159,436.80 0.009% 96.900% 1330 VERITEX HOLDINGS INC COMMON STOCK USD.01 4,437 159,421.41 0.009% 96.909% 1331 PREFERRED BANK/LOS ANGELES COMMON STOCK 2,495 159,405.55 0.009% 96.918% 1332 STAAR SURGICAL CO COMMON STOCK USD.01 1,031 159,258.57 0.009% 96.927% 1333 ANGIODYNAMICS INC COMMON STOCK USD.01 5,619 159,017.70 0.009% 96.936% 1334 ENERPAC TOOL GROUP CORP COMMON STOCK USD.2 6,320 159,011.20 0.009% 96.946% 1335 COWEN INC A COMMON STOCK USD.01 4,405 158,756.20 0.009% 96.955% 1336 CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 7,273 158,187.75 0.009% 96.964% 1337 ATN INTERNATIONAL INC COMMON STOCK USD.01 3,463 157,878.17 0.009% 96.973% 1338 ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 4,801 157,856.88 0.009% 96.982% 1339 VAREX IMAGING CORP COMMON STOCK USD.01 5,401 157,547.17 0.009% 96.991% 1340 UNISYS CORP COMMON STOCK USD.01 6,481 156,905.01 0.009% 97.000% 1341 APOLLO MEDICAL HOLDINGS INC COMMON STOCK USD.001 2,065 156,754.15 0.009% 97.009% 1342 HAVERTY FURNITURE COMMON STOCK USD1.0 4,379 156,023.77 0.009% 97.018% 1343 MACROGENICS INC COMMON STOCK USD.01 6,582 155,401.02 0.009% 97.027% 1344 KAMAN CORP COMMON STOCK USD1.0 3,967 155,030.36 0.009% 97.036% 1345 FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1.0 1,582 154,877.80 0.009% 97.045% 1346 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 8,303 154,352.77 0.009% 97.054% 1347 CEVA INC COMMON STOCK USD.001 3,198 154,303.50 0.009% 97.063% 1348 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 1,553 154,119.72 0.009% 97.072% 1349 S + T BANCORP INC COMMON STOCK USD2.5 5,166 153,946.80 0.009% 97.081% 1350 RESOLUTE FOREST PRODUCTS COMMON STOCK USD.001 12,553 153,774.25 0.009% 97.090% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 37 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1351 GORMAN RUPP CO COMMON STOCK 4,380 153,606.60 0.009% 97.099% 1352 MIMECAST LTD COMMON STOCK USD.01 2,199 153,512.19 0.009% 97.107% 1353 SAPIENS INTERNATIONAL CORP COMMON STOCK EUR.01 5,349 152,660.46 0.009% 97.116% 1354 DIAMOND HILL INVESTMENT GRP COMMON STOCK 832 152,280.96 0.009% 97.125% 1355 QUAKER CHEMICAL CORP COMMON STOCK USD1.0 587 152,103.44 0.009% 97.134% 1356 OPPENHEIMER HOLDINGS CL A COMMON STOCK USD.001 3,256 151,697.04 0.009% 97.143% 1357 SCHNITZER STEEL INDS INC A COMMON STOCK USD1.0 3,200 151,392.00 0.009% 97.151% 1358 EXPEDIA GROUP INC COMMON STOCK USD.001 1,045 151,002.50 0.009% 97.160% 1359 JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01 1,772 150,602.28 0.009% 97.169% 1360 AMERICAN AIRLINES GROUP INC COMMON STOCK 7,497 149,490.18 0.009% 97.177% 1361 OMEGA FLEX INC COMMON STOCK USD.01 981 149,112.00 0.009% 97.186% 1362 CONSTRUCTION PARTNERS INC A COMMON STOCK USD.001 4,406 147,468.82 0.009% 97.195% 1363 CAMDEN NATIONAL CORP COMMON STOCK 3,149 146,963.83 0.008% 97.203% 1364 VERICEL CORP COMMON STOCK 2,712 146,909.04 0.008% 97.212% 1365 ARVINAS INC COMMON STOCK USD.001 1,700 146,557.00 0.008% 97.220% 1366 GREEN BRICK PARTNERS INC COMMON STOCK USD.01 5,861 146,466.39 0.008% 97.229% 1367 INSULET CORP COMMON STOCK USD.001 490 145,926.90 0.008% 97.237% 1368 NORTHFIELD BANCORP INC COMMON STOCK USD.01 8,607 145,458.30 0.008% 97.245% 1369 CONNECTONE BANCORP INC COMMON STOCK 5,084 145,453.24 0.008% 97.254% 1370 LANDS END INC COMMON STOCK USD.01 4,280 144,878.00 0.008% 97.262% 1371 HERITAGE FINANCIAL CORP COMMON STOCK 5,691 144,835.95 0.008% 97.271% 1372 US ECOLOGY INC COMMON STOCK USD.01 4,032 144,547.20 0.008% 97.279% 1373 WABASH NATIONAL CORP COMMON STOCK USD.01 9,266 143,993.64 0.008% 97.287% 1374 LENNAR CORP B SHS COMMON STOCK USD.1 1,637 143,270.24 0.008% 97.295% 1375 LYDALL INC COMMON STOCK USD.1 2,299 142,492.02 0.008% 97.304% 1376 AMERICA S CAR MART INC COMMON STOCK USD.01 1,100 142,263.00 0.008% 97.312% 1377 NV5 GLOBAL INC COMMON STOCK USD.01 1,346 142,204.90 0.008% 97.320% 1378 KAISER ALUMINUM CORP COMMON STOCK USD.01 1,125 142,042.50 0.008% 97.328% 1379 WHITING PETROLEUM CORP COMMON STOCK 3,010 141,319.50 0.008% 97.337% 1380 NORTHWEST NATURAL HOLDING CO COMMON STOCK 2,744 141,178.80 0.008% 97.345% 1381 NEENAH INC COMMON STOCK USD.01 2,801 141,142.39 0.008% 97.353% 1382 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 5,988 141,077.28 0.008% 97.361% 1383 HEALTHSTREAM INC COMMON STOCK 4,637 140,918.43 0.008% 97.369% 1384 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 10,982 140,789.24 0.008% 97.377% 1385 ADTRAN INC COMMON STOCK USD.01 6,807 140,632.62 0.008% 97.385% 1386 ROKU INC COMMON STOCK USD.0001 399 140,607.60 0.008% 97.394% 1387 PATTERSON UTI ENERGY INC COMMON STOCK USD.01 18,100 140,456.00 0.008% 97.402% 1388 TECNOGLASS INC COMMON STOCK USD.0001 6,128 140,086.08 0.008% 97.410% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 38 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1389 NATIONAL RESEARCH CORP COMMON STOCK USD.001 2,585 139,590.00 0.008% 97.418% 1390 BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 5,404 138,504.52 0.008% 97.426% 1391 LIONS GATE ENTERTAINMENT B COMMON STOCK 11,724 137,874.24 0.008% 97.434% 1392 CALERES INC COMMON STOCK USD.01 5,590 137,458.10 0.008% 97.442% 1393 LIBERTY LATIN AMERIC CL A COMMON STOCK USD.01 9,637 137,423.62 0.008% 97.450% 1394 AMERISAFE INC COMMON STOCK USD.01 2,385 137,256.75 0.008% 97.458% 1395 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 2,505 136,447.35 0.008% 97.465% 1396 VINCO VENTURES INC COMMON STOCK USD.001 16,741 136,439.15 0.008% 97.473% 1397 PHOTRONICS INC COMMON STOCK USD.01 9,051 136,398.57 0.008% 97.481% 1398 IMAX CORP COMMON STOCK 8,607 135,215.97 0.008% 97.489% 1399 GREAT LAKES DREDGE + DOCK CO COMMON STOCK USD.0001 8,897 134,433.67 0.008% 97.497% 1400 RINGCENTRAL INC CLASS A COMMON STOCK USD.0001 529 133,445.54 0.008% 97.505% 1401 HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD.01 9,900 133,353.00 0.008% 97.512% 1402 BRYN MAWR BANK CORP COMMON STOCK USD1.0 3,259 132,967.20 0.008% 97.520% 1403 KRONOS WORLDWIDE INC COMMON STOCK USD.01 10,041 132,942.84 0.008% 97.528% 1404 ALTAIR ENGINEERING INC A COMMON STOCK 1,792 132,590.08 0.008% 97.535% 1405 HAWKINS INC COMMON STOCK USD.01 3,498 132,504.24 0.008% 97.543% 1406 CURO GROUP HOLDINGS CORP COMMON STOCK 8,089 132,416.93 0.008% 97.551% 1407 GLATFELTER CORP COMMON STOCK USD.01 8,364 132,151.20 0.008% 97.558% 1408 STONERIDGE INC COMMON STOCK 5,645 131,528.50 0.008% 97.566% 1409 FIRST FOUNDATION INC COMMON STOCK USD.001 5,470 131,444.10 0.008% 97.573% 1410 LIBERTY MEDIA CORP LIBERTY A TRACKING STK USD.01 2,870 131,130.30 0.008% 97.581% 1411 GLOBAL BLOOD THERAPEUTICS IN COMMON STOCK USD.001 4,548 130,482.12 0.008% 97.589% 1412 UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 2,569 129,785.88 0.008% 97.596% 1413 CLEARWAY ENERGY INC A COMMON STOCK USD.01 4,357 129,577.18 0.007% 97.604% 1414 VICTORIA S SECRET + CO COMMON STOCK USD.01 1,953 129,483.90 0.007% 97.611% 1415 KELLY SERVICES INC A COMMON STOCK USD1.0 6,650 129,276.00 0.007% 97.618% 1416 HANGER INC COMMON STOCK USD.01 5,411 129,214.68 0.007% 97.626% 1417 HEALTHCARE SERVICES GROUP COMMON STOCK USD.01 4,905 128,314.80 0.007% 97.633% 1418 PENNANT GROUP INC/THE COMMON STOCK USD.001 4,190 128,088.30 0.007% 97.641% 1419 CORNERSTONE ONDEMAND INC COMMON STOCK USD.0001 2,231 127,836.30 0.007% 97.648% 1420 ORIGIN BANCORP INC COMMON STOCK 3,105 127,770.75 0.007% 97.656% 1421 CBTX INC COMMON STOCK USD.01 4,682 127,444.04 0.007% 97.663% 1422 BYLINE BANCORP INC COMMON STOCK USD.01 5,176 127,329.60 0.007% 97.670% 1423 MYERS INDUSTRIES INC COMMON STOCK 5,581 127,246.80 0.007% 97.678% 1424 AXOGEN INC COMMON STOCK USD.01 7,453 127,148.18 0.007% 97.685% 1425 SAGE THERAPEUTICS INC COMMON STOCK USD.0001 2,744 126,800.24 0.007% 97.692% 1426 NOVOCURE LTD COMMON STOCK 944 126,694.24 0.007% 97.700% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 39 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1427 HACKETT GROUP INC/THE COMMON STOCK USD.001 6,384 125,126.40 0.007% 97.707% 1428 ARGAN INC COMMON STOCK USD.15 2,682 124,176.60 0.007% 97.714% 1429 STOCK YARDS BANCORP INC COMMON STOCK 2,400 123,792.00 0.007% 97.721% 1430 SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 4,471 123,086.63 0.007% 97.728% 1431 CHICO S FAS INC COMMON STOCK USD.01 23,800 123,046.00 0.007% 97.735% 1432 NOW INC COMMON STOCK USD.01 15,980 122,726.40 0.007% 97.742% 1433 AVID TECHNOLOGY INC COMMON STOCK USD.01 4,744 122,442.64 0.007% 97.750% 1434 ASSETMARK FINANCIAL HOLDINGS COMMON STOCK USD.001 4,542 122,043.54 0.007% 97.757% 1435 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0 2,916 121,480.56 0.007% 97.764% 1436 NATIONAL WESTERN LIFE GROU A COMMON STOCK USD.01 548 121,469.68 0.007% 97.771% 1437 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 5,263 120,680.59 0.007% 97.778% 1438 VERSO CORP A COMMON STOCK 6,331 120,605.55 0.007% 97.785% 1439 FORESTAR GROUP INC COMMON STOCK USD1.0 5,762 119,791.98 0.007% 97.792% 1440 BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 1,545 119,737.50 0.007% 97.798% 1441 RMR GROUP INC/THE A COMMON STOCK 2,582 119,649.88 0.007% 97.805% 1442 CARDIOVASCULAR SYSTEMS INC COMMON STOCK 3,341 119,574.39 0.007% 97.812% 1443 UNIVEST FINANCIAL CORP COMMON STOCK USD5.0 4,401 119,179.08 0.007% 97.819% 1444 CINEMARK HOLDINGS INC COMMON STOCK USD.001 6,666 118,854.78 0.007% 97.826% 1445 NEXTGEN HEALTHCARE INC COMMON STOCK USD.01 7,770 118,570.20 0.007% 97.833% 1446 TITAN MACHINERY INC COMMON STOCK USD.00001 4,124 118,441.28 0.007% 97.840% 1447 PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01 7,179 118,381.71 0.007% 97.847% 1448 AVID BIOSERVICES INC COMMON STOCK USD.001 4,868 118,000.32 0.007% 97.853% 1449 CRYOLIFE INC COMMON STOCK USD.01 4,483 117,633.92 0.007% 97.860% 1450 LAKELAND BANCORP INC COMMON STOCK 6,960 117,484.80 0.007% 97.867% 1451 VEECO INSTRUMENTS INC COMMON STOCK USD.01 5,144 117,231.76 0.007% 97.874% 1452 CONN S INC COMMON STOCK USD.01 4,758 117,046.80 0.007% 97.880% 1453 PITNEY BOWES INC COMMON STOCK USD1.0 15,585 116,419.95 0.007% 97.887% 1454 ALTABANCORP COMMON STOCK USD.01 2,800 116,256.00 0.007% 97.894% 1455 ASPEN AEROGELS INC COMMON STOCK USD.00001 2,657 116,243.75 0.007% 97.901% 1456 SCANSOURCE INC COMMON STOCK 3,244 115,421.52 0.007% 97.907% 1457 DORIAN LPG LTD COMMON STOCK USD.01 8,692 114,908.24 0.007% 97.914% 1458 AARON S CO INC/THE COMMON STOCK USD.5 4,332 114,884.64 0.007% 97.921% 1459 WASHINGTON TRUST BANCORP COMMON STOCK USD.0625 2,152 114,615.52 0.007% 97.927% 1460 QUINSTREET INC COMMON STOCK USD.001 6,390 114,444.90 0.007% 97.934% 1461 CHILDREN S PLACE INC/THE COMMON STOCK USD.1 1,315 114,194.60 0.007% 97.940% 1462 ANTERIX INC COMMON STOCK USD.0001 1,929 113,849.58 0.007% 97.947% 1463 LINDSAY CORP COMMON STOCK USD1.0 690 113,677.50 0.007% 97.954% 1464 HARMONIC INC COMMON STOCK USD.001 12,292 113,578.08 0.007% 97.960% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 40 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1465 HORIZON BANCORP INC/IN COMMON STOCK 6,336 113,097.60 0.007% 97.967% 1466 APA CORP COMMON STOCK USD.625 5,795 112,886.60 0.007% 97.973% 1467 CRA INTERNATIONAL INC COMMON STOCK 1,211 112,610.89 0.007% 97.980% 1468 INTERFACE INC COMMON STOCK USD.1 7,820 112,451.60 0.006% 97.986% 1469 FIRST COMMUNITY BANKSHARES COMMON STOCK USD1.0 3,590 112,151.60 0.006% 97.993% 1470 LEMAITRE VASCULAR INC COMMON STOCK USD.01 1,973 111,711.26 0.006% 97.999% 1471 FIVE9 INC COMMON STOCK USD.001 706 111,710.38 0.006% 98.006% 1472 TOOTSIE ROLL INDS COMMON STOCK USD.694 3,519 111,376.35 0.006% 98.012% 1473 ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01 1,946 111,311.20 0.006% 98.018% 1474 GREIF INC CL B COMMON STOCK 1,804 110,946.00 0.006% 98.025% 1475 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 2,552 110,297.44 0.006% 98.031% 1476 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 5,433 109,855.26 0.006% 98.038% 1477 MERCER INTERNATIONAL INC COMMON STOCK USD1.0 9,632 109,612.16 0.006% 98.044% 1478 RE/MAX HOLDINGS INC CL A COMMON STOCK USD.0001 3,265 109,344.85 0.006% 98.050% 1479 ATLANTICUS HOLDINGS CORP COMMON STOCK 1,700 109,140.00 0.006% 98.057% 1480 BLACKLINE INC COMMON STOCK USD.01 1,000 109,100.00 0.006% 98.063% 1481 CARRIAGE SERVICES INC COMMON STOCK USD.01 2,352 108,732.96 0.006% 98.069% 1482 DRIL QUIP INC COMMON STOCK USD.01 4,462 108,426.60 0.006% 98.075% 1483 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 4,246 108,357.92 0.006% 98.082% 1484 HESKA CORP COMMON STOCK USD.001 405 107,446.50 0.006% 98.088% 1485 LIBERTY MEDIA CORP BRAVES C TRACKING STK 4,147 107,199.95 0.006% 98.094% 1486 SHOCKWAVE MEDICAL INC COMMON STOCK USD.001 500 107,105.00 0.006% 98.100% 1487 FRESHPET INC COMMON STOCK USD.001 834 106,868.76 0.006% 98.106% 1488 ELASTIC NV COMMON STOCK EUR.01 669 106,738.95 0.006% 98.113% 1489 HERITAGE CRYSTAL CLEAN INC COMMON STOCK USD.01 3,611 106,668.94 0.006% 98.119% 1490 ZENDESK INC COMMON STOCK USD.01 863 106,666.80 0.006% 98.125% 1491 KIMBALL ELECTRONICS INC COMMON STOCK 4,412 106,638.04 0.006% 98.131% 1492 NEXTIER OILFIELD SOLUTIONS I COMMON STOCK USD.01 29,571 106,455.60 0.006% 98.137% 1493 PURPLE INNOVATION INC COMMON STOCK 4,327 105,578.80 0.006% 98.143% 1494 WESCO INTERNATIONAL INC PUBLIC VAR 3,380 105,557.40 0.006% 98.149% 1495 HARBORONE BANCORP INC COMMON STOCK USD.01 7,463 105,452.19 0.006% 98.156% 1496 DMC GLOBAL INC COMMON STOCK USD.05 2,624 105,406.08 0.006% 98.162% 1497 GLAUKOS CORP COMMON STOCK USD.001 1,767 105,366.21 0.006% 98.168% 1498 TRIPLE S MANAGEMENT CORP COMMON STOCK USD1.0 2,937 104,263.50 0.006% 98.174% 1499 IES HOLDINGS INC COMMON STOCK USD.01 2,130 104,157.00 0.006% 98.180% 1500 QAD INC A COMMON STOCK 1,197 104,150.97 0.006% 98.186% 1501 ORTHOPEDIATRICS CORP COMMON STOCK USD.00025 1,483 103,958.30 0.006% 98.192% 1502 UNITED FIRE GROUP INC COMMON STOCK USD.001 3,989 103,554.44 0.006% 98.198% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 41 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1503 SPARTANNASH CO COMMON STOCK 4,806 103,329.00 0.006% 98.204% 1504 CENTRAL PACIFIC FINANCIAL CO COMMON STOCK 4,075 103,138.25 0.006% 98.210% 1505 INTERNATIONAL SEAWAYS INC COMMON STOCK 5,977 102,804.40 0.006% 98.216% 1506 INDEPENDENCE HOLDING CO COMMON STOCK USD1.0 2,048 102,359.04 0.006% 98.222% 1507 LIONS GATE ENTERTAINMENT A COMMON STOCK NPV 7,860 101,551.20 0.006% 98.227% 1508 ATLANTIC CAPITAL BANCSHARES COMMON STOCK 4,182 101,329.86 0.006% 98.233% 1509 RIBBON COMMUNICATIONS INC COMMON STOCK USD.001 15,493 101,169.29 0.006% 98.239% 1510 PETMED EXPRESS INC COMMON STOCK USD.001 3,666 100,961.64 0.006% 98.245% 1511 KODIAK SCIENCES INC COMMON STOCK USD.0001 1,070 100,772.60 0.006% 98.251% 1512 AMERICAN SOFTWARE INC CL A COMMON STOCK USD.1 3,966 100,617.42 0.006% 98.257% 1513 QCR HOLDINGS INC COMMON STOCK USD1.0 1,925 100,003.75 0.006% 98.262% 1514 ANAPTYSBIO INC COMMON STOCK USD.001 3,897 99,802.17 0.006% 98.268% 1515 DENNY S CORP COMMON STOCK USD.01 5,995 99,157.30 0.006% 98.274% 1516 BLUE BIRD CORP COMMON STOCK USD.0001 4,546 98,420.90 0.006% 98.280% 1517 SANDRIDGE ENERGY INC COMMON STOCK USD.001 11,030 98,167.00 0.006% 98.285% 1518 FIRST BANCSHARES INC/MS COMMON STOCK USD1.0 2,421 98,098.92 0.006% 98.291% 1519 TRAVERE THERAPEUTICS INC COMMON STOCK USD.0001 4,493 98,082.19 0.006% 98.297% 1520 ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 4,083 98,073.66 0.006% 98.302% 1521 PROPETRO HOLDING CORP COMMON STOCK 12,649 97,903.26 0.006% 98.308% 1522 FIRST FINANCIAL CORP/INDIANA COMMON STOCK 2,421 97,881.03 0.006% 98.314% 1523 CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 1,859 97,876.35 0.006% 98.319% 1524 MERCHANTS BANCORP/IN COMMON STOCK 2,662 97,615.54 0.006% 98.325% 1525 DUCOMMUN INC COMMON STOCK USD.01 1,848 97,389.60 0.006% 98.330% 1526 FORRESTER RESEARCH INC COMMON STOCK USD.01 2,047 97,334.85 0.006% 98.336% 1527 BANK OF MARIN BANCORP/CA COMMON STOCK 2,687 97,269.40 0.006% 98.342% 1528 PERDOCEO EDUCATION CORP COMMON STOCK USD.01 8,848 97,151.04 0.006% 98.347% 1529 EHEALTH INC COMMON STOCK USD.001 2,510 97,011.50 0.006% 98.353% 1530 BLUCORA INC COMMON STOCK USD.0001 5,883 96,540.03 0.006% 98.359% 1531 INSTEEL INDUSTRIES INC COMMON STOCK 2,607 96,459.00 0.006% 98.364% 1532 EBIX INC COMMON STOCK USD.1 3,351 96,441.78 0.006% 98.370% 1533 NICOLET BANKSHARES INC COMMON STOCK 1,249 95,436.09 0.006% 98.375% 1534 CLOUDFLARE INC CLASS A COMMON STOCK USD.001 789 95,263.86 0.006% 98.381% 1535 HERITAGE COMMERCE CORP COMMON STOCK 8,432 95,028.64 0.005% 98.386% 1536 UFP TECHNOLOGIES INC COMMON STOCK USD.01 1,356 94,906.44 0.005% 98.392% 1537 CAMBRIDGE BANCORP COMMON STOCK USD1.0 1,106 94,828.44 0.005% 98.397% 1538 LENDINGTREE INC COMMON STOCK USD.01 569 94,812.47 0.005% 98.403% 1539 A10 NETWORKS INC COMMON STOCK USD.00001 6,816 94,674.24 0.005% 98.408% 1540 SP PLUS CORP COMMON STOCK USD.001 2,918 94,514.02 0.005% 98.414% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 42 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1541 VIAD CORP COMMON STOCK USD1.5 2,180 94,154.20 0.005% 98.419% 1542 BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01 6,140 94,126.20 0.005% 98.424% 1543 LOVESAC CO/THE COMMON STOCK USD.00001 1,664 94,115.84 0.005% 98.430% 1544 SOLARWINDS CORP W/I COMMON STOCK USD.001 5,470 93,372.90 0.005% 98.435% 1545 ALLEGIANCE BANCSHARES INC COMMON STOCK USD1.0 2,498 92,850.66 0.005% 98.441% 1546 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 2,921 92,770.96 0.005% 98.446% 1547 MITEK SYSTEMS INC COMMON STOCK USD.001 4,143 92,678.91 0.005% 98.451% 1548 US SILICA HOLDINGS INC COMMON STOCK USD.01 10,515 92,321.70 0.005% 98.457% 1549 PEAPACK GLADSTONE FINL CORP COMMON STOCK 2,762 92,002.22 0.005% 98.462% 1550 CRINETICS PHARMACEUTICALS IN COMMON STOCK USD.001 3,887 91,616.59 0.005% 98.467% 1551 MERCANTILE BANK CORP COMMON STOCK 2,926 91,291.20 0.005% 98.473% 1552 INDEPENDENT BANK CORP MICH COMMON STOCK USD1.0 4,359 91,277.46 0.005% 98.478% 1553 BOSTON OMAHA CORP CL A COMMON STOCK 2,533 90,554.75 0.005% 98.483% 1554 ANIKA THERAPEUTICS INC COMMON STOCK USD.01 2,097 90,443.61 0.005% 98.488% 1555 MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001 1,090 90,197.50 0.005% 98.494% 1556 REGIONAL MANAGEMENT CORP COMMON STOCK USD.1 1,515 90,036.45 0.005% 98.499% 1557 LORAL SPACE + COMMUNICATIONS COMMON STOCK USD.01 2,140 89,901.40 0.005% 98.504% 1558 CARVANA CO COMMON STOCK USD.001 274 89,888.44 0.005% 98.509% 1559 DSP GROUP INC COMMON STOCK USD.001 4,082 89,395.80 0.005% 98.514% 1560 ATARA BIOTHERAPEUTICS INC COMMON STOCK USD.0001 5,937 88,936.26 0.005% 98.519% 1561 KURA ONCOLOGY INC COMMON STOCK USD.0001 4,804 88,681.84 0.005% 98.525% 1562 FIRST MID BANCSHARES INC COMMON STOCK USD4.0 2,167 88,630.30 0.005% 98.530% 1563 NATUS MEDICAL INC COMMON STOCK USD.001 3,317 87,966.84 0.005% 98.535% 1564 TRISTATE CAPITAL HLDGS INC COMMON STOCK 4,350 87,913.50 0.005% 98.540% 1565 TRUSTCO BANK CORP NY COMMON STOCK USD1.0 2,732 87,669.88 0.005% 98.545% 1566 UNITED STATES LIME + MINERAL COMMON STOCK USD.1 600 87,654.00 0.005% 98.550% 1567 CHIMERIX INC COMMON STOCK USD.001 12,300 87,330.00 0.005% 98.555% 1568 ARROW FINANCIAL CORP COMMON STOCK USD1.0 2,364 87,113.40 0.005% 98.560% 1569 CENTRAL GARDEN + PET CO COMMON STOCK USD.01 1,889 86,988.45 0.005% 98.565% 1570 CALAVO GROWERS INC COMMON STOCK USD.001 1,853 86,942.76 0.005% 98.570% 1571 MOVADO GROUP INC COMMON STOCK USD.01 2,400 86,736.00 0.005% 98.575% 1572 MANITOWOC COMPANY INC COMMON STOCK USD.01 3,562 86,378.50 0.005% 98.580% 1573 TANDEM DIABETES CARE INC COMMON STOCK 765 85,810.05 0.005% 98.585% 1574 ECOVYST INC COMMON STOCK 6,556 85,293.56 0.005% 98.590% 1575 KIMBALL INTERNATIONAL B COMMON STOCK USD.05 6,839 85,282.33 0.005% 98.595% 1576 PLAYA HOTELS + RESORTS NV COMMON STOCK USD.01 11,615 84,905.65 0.005% 98.600% 1577 CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 2,370 84,727.50 0.005% 98.605% 1578 PDF SOLUTIONS INC COMMON STOCK USD.00015 3,755 84,562.60 0.005% 98.610% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 43 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1579 ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 4,829 84,555.79 0.005% 98.615% 1580 HOMETRUST BANCSHARES INC COMMON STOCK 3,038 84,517.16 0.005% 98.619% 1581 LIQUIDITY SERVICES INC COMMON STOCK USD.001 3,459 84,399.60 0.005% 98.624% 1582 ALLIED MOTION TECHNOLOGIES COMMON STOCK 2,437 84,222.72 0.005% 98.629% 1583 GOPRO INC CLASS A COMMON STOCK USD.0001 8,423 83,977.31 0.005% 98.634% 1584 WINMARK CORP COMMON STOCK 400 83,852.00 0.005% 98.639% 1585 DHI GROUP INC COMMON STOCK USD.01 18,567 83,737.17 0.005% 98.644% 1586 ZOOM VIDEO COMMUNICATIONS A COMMON STOCK USD.001 289 83,665.50 0.005% 98.649% 1587 FRP HOLDINGS INC COMMON STOCK USD.1 1,450 83,665.00 0.005% 98.653% 1588 UPWORK INC COMMON STOCK USD.0001 1,864 83,339.44 0.005% 98.658% 1589 DIGI INTERNATIONAL INC COMMON STOCK USD.01 3,785 83,194.30 0.005% 98.663% 1590 HYSTER YALE MATERIALS COMMON STOCK USD.01 1,412 82,757.32 0.005% 98.668% 1591 ENERGY RECOVERY INC COMMON STOCK USD.001 4,025 82,230.75 0.005% 98.672% 1592 ALBIREO PHARMA INC COMMON STOCK USD.01 2,691 82,210.05 0.005% 98.677% 1593 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 26,100 81,693.00 0.005% 98.682% 1594 WATERSTONE FINANCIAL INC COMMON STOCK USD.01 4,026 81,647.28 0.005% 98.687% 1595 Q2 HOLDINGS INC COMMON STOCK USD.0001 924 81,395.16 0.005% 98.691% 1596 ACCURAY INC COMMON STOCK USD.001 19,974 81,294.18 0.005% 98.696% 1597 VECTRUS INC COMMON STOCK USD.01 1,615 81,250.65 0.005% 98.701% 1598 CODEXIS INC COMMON STOCK USD.0001 3,003 81,141.06 0.005% 98.705% 1599 ZOGENIX INC COMMON STOCK USD.001 5,473 81,055.13 0.005% 98.710% 1600 CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5 1,795 80,918.60 0.005% 98.715% 1601 ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK 2,773 80,555.65 0.005% 98.719% 1602 RESOURCES CONNECTION INC COMMON STOCK USD.01 5,098 80,548.40 0.005% 98.724% 1603 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK 21,367 80,339.92 0.005% 98.729% 1604 BOX INC CLASS A COMMON STOCK USD.0001 3,111 80,201.58 0.005% 98.733% 1605 EVO PAYMENTS INC CLASS A COMMON STOCK USD.0001 3,142 79,932.48 0.005% 98.738% 1606 ONESPAN INC COMMON STOCK USD.001 4,122 79,430.94 0.005% 98.743% 1607 PEOPLES BANCORP INC COMMON STOCK 2,534 79,162.16 0.005% 98.747% 1608 MIDLAND STATES BANCORP INC COMMON STOCK USD.01 3,115 78,809.50 0.005% 98.752% 1609 SIRIUSPOINT LTD COMMON STOCK USD.1 8,019 78,666.39 0.005% 98.756% 1610 RAFAEL HOLDINGS INC CLASS B COMMON STOCK USD.01 1,879 78,636.15 0.005% 98.761% 1611 CLEARWATER PAPER CORP COMMON STOCK USD.0001 2,420 78,625.80 0.005% 98.765% 1612 EQUITY BANCSHARES INC CL A COMMON STOCK USD.01 2,425 77,794.00 0.004% 98.770% 1613 PIXELWORKS INC COMMON STOCK USD.001 10,016 77,624.00 0.004% 98.774% 1614 BEAZER HOMES USA INC COMMON STOCK USD.001 4,142 77,496.82 0.004% 98.779% 1615 EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01 4,262 77,312.68 0.004% 98.783% 1616 BRIDGEBIO PHARMA INC COMMON STOCK 1,534 76,868.74 0.004% 98.788% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 44 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1617 NEW RELIC INC COMMON STOCK USD.001 959 76,691.23 0.004% 98.792% 1618 ENNIS INC COMMON STOCK USD2.5 3,943 76,533.63 0.004% 98.797% 1619 ORBCOMM INC COMMON STOCK USD.001 6,642 76,316.58 0.004% 98.801% 1620 FIRST OF LONG ISLAND CORP COMMON STOCK USD.1 3,590 76,108.00 0.004% 98.805% 1621 UNITIL CORP COMMON STOCK 1,532 75,987.20 0.004% 98.810% 1622 OPTIMIZERX CORP COMMON STOCK USD.001 1,147 75,908.46 0.004% 98.814% 1623 CELSIUS HOLDINGS INC COMMON STOCK USD.001 928 75,873.28 0.004% 98.819% 1624 IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666 3,146 75,724.22 0.004% 98.823% 1625 CORE LABORATORIES N.V. COMMON STOCK EUR.02 2,742 75,569.52 0.004% 98.827% 1626 HAYNES INTERNATIONAL INC COMMON STOCK USD.001 1,922 75,438.50 0.004% 98.832% 1627 CHEWY INC CLASS A COMMON STOCK USD.01 854 75,254.48 0.004% 98.836% 1628 REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 885 75,012.60 0.004% 98.840% 1629 TRANSMEDICS GROUP INC COMMON STOCK 2,292 74,902.56 0.004% 98.845% 1630 PBF ENERGY INC CLASS A COMMON STOCK USD.001 7,200 74,880.00 0.004% 98.849% 1631 UPLAND SOFTWARE INC COMMON STOCK USD.0001 1,918 74,763.64 0.004% 98.853% 1632 GANNETT CO INC COMMON STOCK USD.01 11,700 74,295.00 0.004% 98.858% 1633 CONTAINER STORE GROUP INC/TH COMMON STOCK USD.01 6,390 74,124.00 0.004% 98.862% 1634 N ABLE INC COMMON STOCK USD.001 5,470 74,009.10 0.004% 98.866% 1635 FRANKLIN COVEY CO COMMON STOCK USD.05 1,696 73,725.12 0.004% 98.870% 1636 COMPUTER PROGRAMS + SYSTEMS COMMON STOCK USD.001 2,070 73,629.90 0.004% 98.875% 1637 CARA THERAPEUTICS INC COMMON STOCK USD.001 4,660 73,534.80 0.004% 98.879% 1638 MODINE MANUFACTURING CO COMMON STOCK USD.625 5,909 73,507.96 0.004% 98.883% 1639 NEXA RESOURCES SA COMMON STOCK 8,788 73,116.16 0.004% 98.887% 1640 EPSILON ENERGY LTD COMMON STOCK 14,303 73,088.33 0.004% 98.892% 1641 ARC DOCUMENT SOLUTIONS INC COMMON STOCK USD.001 25,800 73,014.00 0.004% 98.896% 1642 ANAPLAN INC COMMON STOCK USD.0001 1,217 72,995.66 0.004% 98.900% 1643 QUOTIENT TECHNOLOGY INC COMMON STOCK USD.00001 10,037 72,868.62 0.004% 98.904% 1644 INTEST CORP COMMON STOCK USD.01 5,747 72,412.20 0.004% 98.908% 1645 KOPPERS HOLDINGS INC COMMON STOCK USD.01 2,199 72,347.10 0.004% 98.913% 1646 MEREDITH CORP COMMON STOCK USD1.0 1,681 72,299.81 0.004% 98.917% 1647 AMERICAN VANGUARD CORP COMMON STOCK USD.1 4,707 72,158.31 0.004% 98.921% 1648 APPFOLIO INC A COMMON STOCK USD.0001 610 72,041.00 0.004% 98.925% 1649 MARINE PRODUCTS CORP COMMON STOCK USD.1 5,029 71,311.22 0.004% 98.929% 1650 AVIAT NETWORKS INC COMMON STOCK USD.01 1,998 70,809.12 0.004% 98.933% 1651 LUTHER BURBANK CORP COMMON STOCK 5,459 70,803.23 0.004% 98.937% 1652 ZSCALER INC COMMON STOCK USD.001 254 70,698.36 0.004% 98.942% 1653 COVENANT LOGISTICS GROUP INC COMMON STOCK USD.01 2,890 70,400.40 0.004% 98.946% 1654 UNIVERSAL LOGISTICS HOLDINGS COMMON STOCK 3,206 70,115.22 0.004% 98.950% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 45 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1655 ACM RESEARCH INC CLASS A COMMON STOCK USD.0001 786 70,071.90 0.004% 98.954% 1656 FUNKO INC CLASS A COMMON STOCK USD.0001 3,500 69,790.00 0.004% 98.958% 1657 WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01 11,022 69,548.82 0.004% 98.962% 1658 DESIGNER BRANDS INC CLASS A COMMON STOCK 4,792 69,484.00 0.004% 98.966% 1659 LEVI STRAUSS + CO CLASS A COMMON STOCK USD.01 2,638 69,141.98 0.004% 98.970% 1660 QURATE RETAIL INC PREFERRED STOCK 03/31 8 639 69,012.00 0.004% 98.974% 1661 AGILYSYS INC COMMON STOCK USD.3 1,206 68,536.98 0.004% 98.978% 1662 GREENHILL + CO INC COMMON STOCK USD.01 4,627 68,201.98 0.004% 98.982% 1663 STERLING CONSTRUCTION CO COMMON STOCK USD.01 2,955 68,142.30 0.004% 98.986% 1664 FATE THERAPEUTICS INC COMMON STOCK USD.001 927 67,902.75 0.004% 98.990% 1665 TITAN INTERNATIONAL INC COMMON STOCK 8,094 67,261.14 0.004% 98.993% 1666 ACACIA RESEARCH CORP COMMON STOCK USD.001 10,966 66,782.94 0.004% 98.997% 1667 SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001 852 66,558.24 0.004% 99.001% 1668 IONIS PHARMACEUTICALS INC COMMON STOCK USD.001 1,667 66,279.92 0.004% 99.005% 1669 UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01 4,600 65,504.00 0.004% 99.009% 1670 VSE CORP COMMON STOCK USD.05 1,308 65,386.92 0.004% 99.013% 1671 IDT CORP CLASS B COMMON STOCK USD.01 1,500 65,220.00 0.004% 99.016% 1672 HEALTH CATALYST INC COMMON STOCK USD.001 1,183 64,603.63 0.004% 99.020% 1673 HANMI FINANCIAL CORPORATION COMMON STOCK USD.001 3,343 64,453.04 0.004% 99.024% 1674 EVERBRIDGE INC COMMON STOCK USD.001 410 64,357.70 0.004% 99.027% 1675 RIMINI STREET INC COMMON STOCK 6,715 64,128.25 0.004% 99.031% 1676 URANIUM ENERGY CORP COMMON STOCK USD.001 25,462 63,909.62 0.004% 99.035% 1677 CATO CORP CLASS A COMMON STOCK USD.033 3,700 63,862.00 0.004% 99.039% 1678 TREDEGAR CORP COMMON STOCK 4,800 63,744.00 0.004% 99.042% 1679 MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK USD.01 3,475 63,418.75 0.004% 99.046% 1680 RYERSON HOLDING CORP COMMON STOCK USD.01 2,729 63,176.35 0.004% 99.050% 1681 TRANSOCEAN LTD COMMON STOCK CHF.1 17,734 63,133.04 0.004% 99.053% 1682 FARMERS NATL BANC CORP COMMON STOCK 4,026 62,805.60 0.004% 99.057% 1683 ARCHROCK INC COMMON STOCK USD.01 8,174 62,776.32 0.004% 99.060% 1684 VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 3,750 62,775.00 0.004% 99.064% 1685 CARS.COM INC COMMON STOCK USD.01 4,924 62,633.28 0.004% 99.068% 1686 PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0 889 62,336.68 0.004% 99.071% 1687 IVERIC BIO INC COMMON STOCK USD.001 5,889 62,246.73 0.004% 99.075% 1688 CHANNELADVISOR CORP COMMON STOCK USD.001 2,425 62,128.50 0.004% 99.079% 1689 JOINT CORP/THE COMMON STOCK USD.001 600 61,302.00 0.004% 99.082% 1690 VERASTEM INC COMMON STOCK USD.0001 22,863 60,586.95 0.004% 99.086% 1691 BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 8,255 60,261.50 0.003% 99.089% 1692 YORK WATER CO COMMON STOCK 1,162 59,924.34 0.003% 99.093% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 46 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1693 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 6,459 59,874.93 0.003% 99.096% 1694 CPS TECHNOLOGIES CORP COMMON STOCK USD.01 10,220 59,684.80 0.003% 99.099% 1695 MVB FINANCIAL CORP COMMON STOCK USD1.0 1,500 59,310.00 0.003% 99.103% 1696 TUTOR PERINI CORP COMMON STOCK USD1.0 4,100 59,122.00 0.003% 99.106% 1697 TRUPANION INC COMMON STOCK USD.00001 643 58,885.94 0.003% 99.110% 1698 SPERO THERAPEUTICS INC COMMON STOCK USD.001 3,057 58,847.25 0.003% 99.113% 1699 MRC GLOBAL INC COMMON STOCK USD.01 7,169 58,785.80 0.003% 99.116% 1700 CASA SYSTEMS INC COMMON STOCK 8,346 58,755.84 0.003% 99.120% 1701 ORTHOFIX MEDICAL INC COMMON STOCK USD.1 1,378 58,427.20 0.003% 99.123% 1702 CARPARTS.COM INC COMMON STOCK USD.001 3,375 58,286.25 0.003% 99.127% 1703 UNITED GUARDIAN INC COMMON STOCK USD.1 3,800 58,178.00 0.003% 99.130% 1704 MASTERCRAFT BOAT HOLDINGS IN COMMON STOCK USD.01 2,329 58,085.26 0.003% 99.133% 1705 BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001 3,552 58,075.20 0.003% 99.137% 1706 A MARK PRECIOUS METALS INC COMMON STOCK USD.01 1,195 57,969.45 0.003% 99.140% 1707 SMARTSHEET INC CLASS A COMMON STOCK 726 57,767.82 0.003% 99.143% 1708 EZCORP INC CL A COMMON STOCK USD.01 8,301 57,193.89 0.003% 99.147% 1709 CAPSTAR FINANCIAL HOLDINGS I COMMON STOCK USD1.0 2,712 57,060.48 0.003% 99.150% 1710 TECHNIP ENERGIES ADR SPON ADR 4,397 56,809.24 0.003% 99.153% 1711 TIVITY HEALTH INC COMMON STOCK USD.001 2,442 56,776.50 0.003% 99.157% 1712 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 9,683 56,742.38 0.003% 99.160% 1713 SELECT ENERGY SERVICES INC A COMMON STOCK USD.01 10,598 56,699.30 0.003% 99.163% 1714 TURTLE BEACH CORP COMMON STOCK 1,985 56,393.85 0.003% 99.166% 1715 PAGERDUTY INC COMMON STOCK USD.000005 1,317 56,367.60 0.003% 99.170% 1716 COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001 2,715 55,738.95 0.003% 99.173% 1717 PURE CYCLE CORP COMMON STOCK USD.0033 3,694 55,225.30 0.003% 99.176% 1718 VERA BRADLEY INC COMMON STOCK 4,815 55,179.90 0.003% 99.179% 1719 RUSH ENTERPRISES INC CL B COMMON STOCK USD.01 1,300 55,107.00 0.003% 99.182% 1720 CALAMP CORP COMMON STOCK USD.01 4,856 55,067.04 0.003% 99.186% 1721 DXP ENTERPRISES INC COMMON STOCK USD.01 1,836 55,043.28 0.003% 99.189% 1722 WEST BANCORPORATION COMMON STOCK 1,799 55,031.41 0.003% 99.192% 1723 CNB FINANCIAL CORP/PA COMMON STOCK 2,238 55,010.04 0.003% 99.195% 1724 SOUTHERN MISSOURI BANCORP COMMON STOCK USD.01 1,213 54,730.56 0.003% 99.198% 1725 TRAVELCENTERS OF AMERICA INC COMMON STOCK USD.00001 1,298 54,477.06 0.003% 99.201% 1726 RBB BANCORP COMMON STOCK 2,116 54,465.84 0.003% 99.205% 1727 I3 VERTICALS INC CLASS A COMMON STOCK USD.0001 1,874 54,177.34 0.003% 99.208% 1728 TIPTREE INC COMMON STOCK USD.001 5,339 53,977.29 0.003% 99.211% 1729 MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 2,723 53,969.86 0.003% 99.214% 1730 SURMODICS INC COMMON STOCK USD.05 898 53,942.86 0.003% 99.217% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 47 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1731 PHIBRO ANIMAL HEALTH CORP A COMMON STOCK USD.001 2,218 53,875.22 0.003% 99.220% 1732 OCWEN FINANCIAL CORP COMMON STOCK USD.01 1,900 53,770.00 0.003% 99.223% 1733 UNIFI INC COMMON STOCK USD.1 2,302 53,498.48 0.003% 99.226% 1734 CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01 2,300 53,337.00 0.003% 99.229% 1735 AXT INC COMMON STOCK USD.001 5,700 53,067.00 0.003% 99.233% 1736 VERACYTE INC COMMON STOCK USD.001 1,101 52,969.11 0.003% 99.236% 1737 FRANCHISE GROUP INC COMMON STOCK USD.01 1,525 52,963.25 0.003% 99.239% 1738 NL INDUSTRIES COMMON STOCK USD.125 7,700 52,668.00 0.003% 99.242% 1739 SPORTSMAN S WAREHOUSE HOLDIN COMMON STOCK USD.01 2,963 52,563.62 0.003% 99.245% 1740 P.A.M. TRANSPORTATION SVCS COMMON STOCK USD.01 1,502 52,524.94 0.003% 99.248% 1741 PETIQ INC COMMON STOCK USD.001 2,017 52,341.15 0.003% 99.251% 1742 MASTECH DIGITAL INC COMMON STOCK USD.01 3,000 52,320.00 0.003% 99.254% 1743 AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001 1,170 52,275.60 0.003% 99.257% 1744 CUTERA INC COMMON STOCK USD.001 1,041 51,779.34 0.003% 99.260% 1745 RITE AID CORP COMMON STOCK USD1.0 2,900 51,446.00 0.003% 99.263% 1746 GOODRICH PETROLEUM CORP COMMON STOCK 3,153 51,236.25 0.003% 99.266% 1747 ALTERYX INC CLASS A COMMON STOCK 685 50,669.45 0.003% 99.269% 1748 VIACOMCBS INC CLASS A COMMON STOCK USD.001 1,096 50,394.08 0.003% 99.272% 1749 INFORMATION SERVICES GROUP COMMON STOCK USD.0001 6,970 50,393.10 0.003% 99.275% 1750 HINGHAM INSTITUTION FOR SVGS COMMON STOCK USD1.0 155 50,297.50 0.003% 99.277% 1751 FULCRUM THERAPEUTICS INC COMMON STOCK USD.001 1,689 50,163.30 0.003% 99.280% 1752 GULF ISLAND FABRICATION INC COMMON STOCK 11,379 49,840.02 0.003% 99.283% 1753 APOLLO GLOBAL MANAGEMENT INC COMMON STOCK 831 49,677.18 0.003% 99.286% 1754 LUNA INNOVATIONS INC COMMON STOCK USD.001 4,600 49,542.00 0.003% 99.289% 1755 ASTRONICS CORP COMMON STOCK USD.01 3,705 49,498.80 0.003% 99.292% 1756 FIRST COMMUNITY CORP COMMON STOCK USD1.0 2,429 49,478.73 0.003% 99.295% 1757 VIDLER WATER RESOUCES INC COMMON STOCK USD.001 3,320 49,434.80 0.003% 99.298% 1758 SIERRA BANCORP COMMON STOCK 1,944 49,416.48 0.003% 99.300% 1759 DEL TACO RESTAURANTS INC COMMON STOCK 5,595 49,236.00 0.003% 99.303% 1760 SENECA FOODS CORP CL A COMMON STOCK USD.25 1,000 48,970.00 0.003% 99.306% 1761 PRIMIS FINANCIAL CORP COMMON STOCK USD.01 3,254 48,777.46 0.003% 99.309% 1762 MODEL N INC COMMON STOCK USD.00015 1,432 48,559.12 0.003% 99.312% 1763 COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01 4,608 48,430.08 0.003% 99.314% 1764 MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01 1,300 48,386.00 0.003% 99.317% 1765 OLD SECOND BANCORP INC COMMON STOCK USD1.0 4,090 48,098.40 0.003% 99.320% 1766 ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 4,389 48,059.55 0.003% 99.323% 1767 DONEGAL GROUP INC CL A COMMON STOCK USD.01 3,167 47,695.02 0.003% 99.326% 1768 PAR TECHNOLOGY CORP/DEL COMMON STOCK USD.02 700 47,551.00 0.003% 99.328% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 48 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1769 CITIZENS + NORTHERN CORP COMMON STOCK USD1.0 1,891 47,445.19 0.003% 99.331% 1770 ADVANCED EMISSIONS SOLUTIONS COMMON STOCK 6,959 47,390.79 0.003% 99.334% 1771 LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001 2,267 47,289.62 0.003% 99.337% 1772 PERFORMANT FINANCIAL CORP COMMON STOCK USD.01 10,905 47,109.60 0.003% 99.339% 1773 RPC INC COMMON STOCK USD.1 12,300 47,109.00 0.003% 99.342% 1774 FOSSIL GROUP INC COMMON STOCK USD.01 3,494 46,819.60 0.003% 99.345% 1775 IDENTIV INC COMMON STOCK USD.001 2,636 46,815.36 0.003% 99.347% 1776 VICTORY CAPITAL HOLDING A COMMON STOCK USD.01 1,333 46,694.99 0.003% 99.350% 1777 HOOKER FURNITURE CORP COMMON STOCK 1,478 46,054.48 0.003% 99.353% 1778 BLUELINX HOLDINGS INC COMMON STOCK USD.01 800 46,048.00 0.003% 99.355% 1779 PARK OHIO HOLDINGS CORP COMMON STOCK USD1.0 1,783 45,965.74 0.003% 99.358% 1780 FUTUREFUEL CORP COMMON STOCK USD.0001 5,733 45,921.33 0.003% 99.361% 1781 MORPHIC HOLDING INC COMMON STOCK USD.0001 726 45,745.26 0.003% 99.363% 1782 GLOBAL INDEMNITY GROUP LLC A COMMON STOCK NPV 1,700 45,458.00 0.003% 99.366% 1783 GUARANTY BANCSHARES INC COMMON STOCK USD1.0 1,320 45,302.40 0.003% 99.369% 1784 BEYOND MEAT INC COMMON STOCK 376 44,984.64 0.003% 99.371% 1785 NORTECH SYSTEMS INC COMMON STOCK USD.01 3,549 44,823.87 0.003% 99.374% 1786 ARROWHEAD PHARMACEUTICALS IN COMMON STOCK USD.001 666 44,701.92 0.003% 99.376% 1787 CYBEROPTICS CORP COMMON STOCK 1,062 44,657.10 0.003% 99.379% 1788 OOMA INC COMMON STOCK USD.0001 2,349 44,631.00 0.003% 99.382% 1789 BUSINESS FIRST BANCSHARES COMMON STOCK USD1.0 1,865 44,610.80 0.003% 99.384% 1790 MIDWESTONE FINANCIAL GROUP I COMMON STOCK USD.01 1,517 44,539.12 0.003% 99.387% 1791 AMER NATL BNKSHS/DANVILLE VA COMMON STOCK USD1.0 1,300 44,434.00 0.003% 99.389% 1792 DAWSON GEOPHYSICAL CO COMMON STOCK USD.01 22,920 44,235.60 0.003% 99.392% 1793 SELECT BANCORP INC COMMON STOCK USD1.0 2,670 44,215.20 0.003% 99.394% 1794 GP STRATEGIES CORP COMMON STOCK USD.01 2,129 44,027.72 0.003% 99.397% 1795 FIRST BANCORP INC/ME COMMON STOCK USD.01 1,481 43,970.89 0.003% 99.399% 1796 REPLIMUNE GROUP INC COMMON STOCK USD.001 1,384 43,955.84 0.003% 99.402% 1797 VAPOTHERM INC COMMON STOCK USD.001 1,586 43,852.90 0.003% 99.405% 1798 BLUEGREEN VACATIONS HOLDING COMMON STOCK USD.01 1,907 43,651.23 0.003% 99.407% 1799 HOME BANCORP INC COMMON STOCK USD.01 1,154 43,182.68 0.002% 99.410% 1800 Y MABS THERAPEUTICS INC COMMON STOCK USD.0001 1,381 42,507.18 0.002% 99.412% 1801 ENTERPRISE BANCORP INC COMMON STOCK USD.01 1,259 42,491.25 0.002% 99.414% 1802 FREIGHTCAR AMERICA INC COMMON STOCK USD.01 7,985 42,160.80 0.002% 99.417% 1803 ITERIS INC COMMON STOCK USD.1 7,387 42,105.90 0.002% 99.419% 1804 BRIGHTCOVE COMMON STOCK USD.001 3,700 42,032.00 0.002% 99.422% 1805 VOCERA COMMUNICATIONS INC COMMON STOCK USD.0003 864 41,895.36 0.002% 99.424% 1806 DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01 1,119 41,872.98 0.002% 99.427% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 49 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1807 TUPPERWARE BRANDS CORP COMMON STOCK USD.01 1,750 41,772.50 0.002% 99.429% 1808 HUDSON TECHNOLOGIES INC COMMON STOCK USD.01 12,780 41,662.80 0.002% 99.431% 1809 NEVRO CORP COMMON STOCK USD.001 334 40,748.00 0.002% 99.434% 1810 ZIX CORP COMMON STOCK USD.01 5,219 40,395.06 0.002% 99.436% 1811 CASTLIGHT HEALTH INC B COMMON STOCK USD.0001 22,300 40,363.00 0.002% 99.438% 1812 TIDEWATER INC COMMON STOCK 3,503 40,284.50 0.002% 99.441% 1813 FLEXSTEEL INDS COMMON STOCK USD1.0 1,153 40,262.76 0.002% 99.443% 1814 NLIGHT INC COMMON STOCK 1,456 40,200.16 0.002% 99.445% 1815 SUPERIOR GROUP OF COS INC COMMON STOCK 1,686 40,194.24 0.002% 99.448% 1816 RED RIVER BANCSHARES INC COMMON STOCK 800 40,128.00 0.002% 99.450% 1817 MOMENTIVE GLOBAL INC COMMON STOCK USD.00001 2,046 40,122.06 0.002% 99.452% 1818 CAMBIUM NETWORKS CORP COMMON STOCK USD.0001 1,070 40,092.90 0.002% 99.455% 1819 PCSB FINANCIAL CORP COMMON STOCK USD.01 2,196 40,033.08 0.002% 99.457% 1820 LANDEC CORP COMMON STOCK USD.001 3,686 39,919.38 0.002% 99.459% 1821 RAYONIER ADVANCED MATERIALS COMMON STOCK USD.01 5,632 39,761.92 0.002% 99.462% 1822 METROPOLITAN BANK HOLDING CO COMMON STOCK 506 39,619.80 0.002% 99.464% 1823 NATHAN S FAMOUS INC COMMON STOCK USD.01 600 39,618.00 0.002% 99.466% 1824 THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 2,364 39,478.80 0.002% 99.468% 1825 BANK7 CORP COMMON STOCK USD.01 1,736 39,407.20 0.002% 99.471% 1826 ADAPTIVE BIOTECHNOLOGIES COMMON STOCK USD.0001 1,082 39,298.24 0.002% 99.473% 1827 ARLO TECHNOLOGIES INC COMMON STOCK USD.001 6,293 39,016.60 0.002% 99.475% 1828 COMSCORE INC COMMON STOCK USD.001 10,011 38,842.68 0.002% 99.478% 1829 NAPCO SECURITY TECHNOLOGIES COMMON STOCK USD.01 990 38,738.70 0.002% 99.480% 1830 DZS INC COMMON STOCK USD.001 2,798 38,640.38 0.002% 99.482% 1831 ANGI INC COMMON STOCK 3,624 38,559.36 0.002% 99.484% 1832 HARROW HEALTH INC COMMON STOCK USD.001 3,630 38,478.00 0.002% 99.486% 1833 DIXIE GROUP INC COMMON STOCK USD3.0 9,307 38,158.70 0.002% 99.489% 1834 BAR HARBOR BANKSHARES COMMON STOCK USD2.0 1,390 38,086.00 0.002% 99.491% 1835 NORTHWEST PIPE CO COMMON STOCK USD.01 1,465 37,972.80 0.002% 99.493% 1836 PLUG POWER INC COMMON STOCK USD.01 1,453 37,865.18 0.002% 99.495% 1837 NORTHRIM BANCORP INC COMMON STOCK USD1.0 900 37,773.00 0.002% 99.497% 1838 HOWARD BANCORP INC COMMON STOCK USD.01 1,896 37,730.40 0.002% 99.500% 1839 NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01 15,905 37,694.85 0.002% 99.502% 1840 MERSANA THERAPEUTICS INC COMMON STOCK USD.0001 2,705 37,680.65 0.002% 99.504% 1841 AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 4,246 37,662.02 0.002% 99.506% 1842 SPRINGWORKS THERAPEUTICS INC COMMON STOCK USD.0001 500 37,550.00 0.002% 99.508% 1843 LINDBLAD EXPEDITIONS HOLDING COMMON STOCK USD.0001 2,546 37,451.66 0.002% 99.510% 1844 AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01 2,654 37,394.86 0.002% 99.513% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 50 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1845 RHYTHM PHARMACEUTICALS INC COMMON STOCK 2,859 37,195.59 0.002% 99.515% 1846 LAWSON PRODUCTS INC COMMON STOCK USD1.0 700 36,925.00 0.002% 99.517% 1847 DAKTRONICS INC COMMON STOCK 6,045 36,814.05 0.002% 99.519% 1848 FIRST INTERNET BANCORP COMMON STOCK 1,237 36,763.64 0.002% 99.521% 1849 DECIPHERA PHARMACEUTICALS IN COMMON STOCK USD.01 1,165 36,697.50 0.002% 99.523% 1850 LIBERTY TRIPADVISOR HDG A COMMON STOCK 9,810 36,689.40 0.002% 99.525% 1851 CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 4,856 36,662.80 0.002% 99.528% 1852 DAILY JOURNAL CORP COMMON STOCK USD.01 107 36,380.00 0.002% 99.530% 1853 ASURE SOFTWARE INC COMMON STOCK USD.01 4,001 36,209.05 0.002% 99.532% 1854 VIMEO INC COMMON STOCK USD.01 940 35,832.80 0.002% 99.534% 1855 SOUTHERN FIRST BANCSHARES COMMON STOCK USD.01 700 35,686.00 0.002% 99.536% 1856 ARTESIAN RESOURCES CORP CL A COMMON STOCK USD1.0 900 35,469.00 0.002% 99.538% 1857 MACATAWA BANK CORP COMMON STOCK 4,300 35,303.00 0.002% 99.540% 1858 IRADIMED CORP COMMON STOCK USD.0001 1,040 35,110.40 0.002% 99.542% 1859 SHARPS COMPLIANCE CORP COMMON STOCK USD.01 3,897 35,034.03 0.002% 99.544% 1860 CIVISTA BANCSHARES INC COMMON STOCK 1,487 34,974.24 0.002% 99.546% 1861 NOODLES + CO COMMON STOCK USD.01 2,751 34,635.09 0.002% 99.548% 1862 RCM TECHNOLOGIES INC COMMON STOCK USD.05 6,684 34,355.76 0.002% 99.550% 1863 GAMCO INVESTORS INC A COMMON STOCK USD.001 1,254 34,246.74 0.002% 99.552% 1864 NI HOLDINGS INC COMMON STOCK USD.01 1,752 34,199.04 0.002% 99.554% 1865 ENTRAVISION COMMUNICATIONS A COMMON STOCK USD.0001 4,905 34,187.85 0.002% 99.556% 1866 PREMIER FINANCIAL BANCORP COMMON STOCK 1,898 34,182.98 0.002% 99.558% 1867 BANKFINANCIAL CORP COMMON STOCK USD.01 2,924 33,918.40 0.002% 99.560% 1868 SECUREWORKS CORP A COMMON STOCK USD.01 1,655 33,861.30 0.002% 99.562% 1869 RF INDUSTRIES LTD COMMON STOCK USD.01 4,019 33,759.60 0.002% 99.564% 1870 ESCALADE INC COMMON STOCK 1,450 33,495.00 0.002% 99.566% 1871 RADIANT LOGISTICS INC COMMON STOCK USD.001 4,889 33,489.65 0.002% 99.568% 1872 TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK USD.001 752 33,448.96 0.002% 99.570% 1873 DALLASNEWS CORP COMMON STOCK USD.01 4,771 33,397.00 0.002% 99.572% 1874 CENTURY BANCORP INC CL A COMMON STOCK USD1.0 292 33,384.36 0.002% 99.573% 1875 NVE CORP COMMON STOCK USD.01 473 33,209.33 0.002% 99.575% 1876 INNODATA INC COMMON STOCK USD.01 4,000 33,040.00 0.002% 99.577% 1877 INTREPID POTASH INC COMMON STOCK USD.001 1,065 33,025.65 0.002% 99.579% 1878 WILHELMINA INTERNATIONAL INC COMMON STOCK USD.01 5,495 33,024.95 0.002% 99.581% 1879 POWELL INDUSTRIES INC COMMON STOCK USD.01 1,301 32,915.30 0.002% 99.583% 1880 IKONICS CORP COMMON STOCK USD.1 1,200 32,880.00 0.002% 99.585% 1881 TERRITORIAL BANCORP INC COMMON STOCK USD.01 1,300 32,877.00 0.002% 99.587% 1882 CRAWFORD + CO CL B COMMON STOCK USD1.0 3,450 32,602.50 0.002% 99.589% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 51 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1883 FIRST WESTERN FINANCIAL INC COMMON STOCK 1,204 32,580.24 0.002% 99.591% 1884 REDFIN CORP COMMON STOCK 670 32,541.90 0.002% 99.592% 1885 NEOPHOTONICS CORP COMMON STOCK USD.0025 3,479 32,493.86 0.002% 99.594% 1886 LAZYDAYS HOLDINGS INC COMMON STOCK USD.0001 1,319 32,407.83 0.002% 99.596% 1887 REALNETWORKS INC COMMON STOCK USD.001 17,006 32,311.40 0.002% 99.598% 1888 WILLIS LEASE FINANCE CORP COMMON STOCK USD.01 856 32,228.40 0.002% 99.600% 1889 MERIDIAN CORP COMMON STOCK 1,100 32,219.00 0.002% 99.602% 1890 STITCH FIX INC CLASS A COMMON STOCK USD.00002 765 32,061.15 0.002% 99.604% 1891 STEREOTAXIS INC COMMON STOCK USD.001 4,538 32,038.28 0.002% 99.605% 1892 NAUTILUS INC COMMON STOCK 2,810 32,034.00 0.002% 99.607% 1893 AIRGAIN INC COMMON STOCK USD.0001 2,245 31,946.35 0.002% 99.609% 1894 INVESTORS TITLE CO COMMON STOCK 166 31,848.76 0.002% 99.611% 1895 EARTHSTONE ENERGY INC A COMMON STOCK USD.001 3,814 31,541.78 0.002% 99.613% 1896 ELECTROMED INC COMMON STOCK USD.01 2,532 31,472.76 0.002% 99.615% 1897 FRANK S INTERNATIONAL NV COMMON STOCK EUR.01 10,875 31,320.00 0.002% 99.616% 1898 OIL DRI CORP OF AMERICA COMMON STOCK USD.1 877 31,291.36 0.002% 99.618% 1899 TILLY S INC CLASS A SHRS COMMON STOCK USD.001 1,998 31,108.86 0.002% 99.620% 1900 IMEDIA BRANDS INC COMMON STOCK USD.01 5,195 30,962.20 0.002% 99.622% 1901 PINTEREST INC CLASS A COMMON STOCK USD.00001 553 30,730.21 0.002% 99.624% 1902 SPIRIT OF TEXAS BANCSHARES I COMMON STOCK NPV 1,299 30,721.35 0.002% 99.625% 1903 ACHILLION PHARMACE COMMON STOCK 21,184 30,716.80 0.002% 99.627% 1904 IMMERSION CORPORATION COMMON STOCK USD.001 4,084 30,630.00 0.002% 99.629% 1905 PIONEER POWER SOLUTIONS INC COMMON STOCK USD.001 7,618 30,472.00 0.002% 99.631% 1906 YELLOW CORP COMMON STOCK USD1.0 5,000 30,450.00 0.002% 99.632% 1907 LIGHTPATH TECHNOLOGIES INC A COMMON STOCK USD.01 13,253 30,216.84 0.002% 99.634% 1908 GLOBAL WATER RESOURCES INC COMMON STOCK USD.01 1,500 30,000.00 0.002% 99.636% 1909 TETRA TECHNOLOGIES INC COMMON STOCK USD.01 9,232 29,911.68 0.002% 99.638% 1910 SUMMIT FINANCIAL GROUP INC COMMON STOCK USD2.5 1,249 29,901.06 0.002% 99.639% 1911 PARKE BANCORP INC COMMON STOCK USD.1 1,446 29,671.92 0.002% 99.641% 1912 VISHAY PRECISION GROUP COMMON STOCK 793 29,634.41 0.002% 99.643% 1913 CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001 5,368 29,577.68 0.002% 99.645% 1914 TEJON RANCH CO COMMON STOCK USD.5 1,536 29,521.92 0.002% 99.646% 1915 PENNS WOODS BANCORP INC COMMON STOCK USD5.55 1,243 29,496.39 0.002% 99.648% 1916 CARROLS RESTAURANT GROUP INC COMMON STOCK USD.01 7,099 29,460.85 0.002% 99.650% 1917 VIEWRAY INC COMMON STOCK USD.001 4,871 29,420.84 0.002% 99.651% 1918 FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01 1,800 29,322.00 0.002% 99.653% 1919 OAK VALLEY BANCORP COMMON STOCK 1,680 29,316.00 0.002% 99.655% 1920 LIFETIME BRANDS INC COMMON STOCK USD.01 1,597 29,304.95 0.002% 99.656% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 52 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1921 SILVERBOW RESOURCES INC COMMON STOCK 1,600 29,248.00 0.002% 99.658% 1922 HURCO COMPANIES INC COMMON STOCK 876 29,232.12 0.002% 99.660% 1923 FS BANCORP INC COMMON STOCK 850 29,044.50 0.002% 99.661% 1924 AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01 1,104 29,035.20 0.002% 99.663% 1925 GREENSKY INC CLASS A COMMON STOCK 3,651 29,025.45 0.002% 99.665% 1926 EVENTBRITE INC CLASS A COMMON STOCK USD.00001 1,632 28,853.76 0.002% 99.667% 1927 SECURITY NATL FINL CORP CL A COMMON STOCK USD2.0 3,119 28,694.80 0.002% 99.668% 1928 LIBERTY BROADBAND CORP PREFERRED STOCK 7 1,025 28,495.00 0.002% 99.670% 1929 MARLIN BUSINESS SERVICES INC COMMON STOCK USD.01 1,280 28,480.00 0.002% 99.671% 1930 ACME UNITED CORP COMMON STOCK USD2.5 700 28,301.00 0.002% 99.673% 1931 RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001 7,414 28,173.20 0.002% 99.675% 1932 LIMELIGHT NETWORKS INC COMMON STOCK USD.001 10,418 28,128.60 0.002% 99.676% 1933 SCIPLAY CORP CLASS A COMMON STOCK USD.001 1,500 28,065.00 0.002% 99.678% 1934 MACKINAC FINANCIAL CORP COMMON STOCK 1,325 28,037.00 0.002% 99.680% 1935 FIRST BUSINESS FINANCIAL SER COMMON STOCK USD.01 989 28,028.26 0.002% 99.681% 1936 REGIS CORP COMMON STOCK USD.05 5,136 27,837.12 0.002% 99.683% 1937 AMERICAN OUTDOOR BRANDS INC COMMON STOCK 1,000 27,830.00 0.002% 99.684% 1938 AXONICS INC COMMON STOCK USD.0001 371 27,817.58 0.002% 99.686% 1939 WESTERN NEW ENGLAND BANCORP COMMON STOCK USD.01 3,241 27,807.78 0.002% 99.688% 1940 FIRST UNITED CORP COMMON STOCK USD.01 1,505 27,722.10 0.002% 99.689% 1941 CTO REALTY GROWTH INC REIT USD.01 494 27,708.46 0.002% 99.691% 1942 MISTRAS GROUP INC COMMON STOCK USD.01 2,600 27,586.00 0.002% 99.692% 1943 DASEKE INC COMMON STOCK 2,900 27,405.00 0.002% 99.694% 1944 FIRST GUARANTY BANCSHARES IN COMMON STOCK 1,436 27,255.28 0.002% 99.696% 1945 GTY TECHNOLOGY HOLDINGS INC COMMON STOCK USD.0001 3,689 27,224.82 0.002% 99.697% 1946 CLEARFIELD INC COMMON STOCK USD.01 600 27,186.00 0.002% 99.699% 1947 SHORE BANCSHARES INC COMMON STOCK USD.01 1,532 27,116.40 0.002% 99.700% 1948 SUNPOWER CORP COMMON STOCK USD.001 1,257 27,088.35 0.002% 99.702% 1949 WW INTERNATIONAL INC COMMON STOCK 1,243 26,910.95 0.002% 99.703% 1950 STRATUS PROPERTIES INC COMMON STOCK USD.01 889 26,785.57 0.002% 99.705% 1951 C + F FINANCIAL CORP COMMON STOCK USD1.0 500 26,770.00 0.002% 99.707% 1952 CENTRAL VALLEY COMM BANCORP COMMON STOCK 1,231 26,761.94 0.002% 99.708% 1953 ESSA BANCORP INC COMMON STOCK USD.01 1,600 26,752.00 0.002% 99.710% 1954 INDUS REALTY TRUST INC REIT USD.01 381 26,711.91 0.002% 99.711% 1955 AMERANT BANCORP INC B COMMON STOCK USD.1 1,200 26,640.00 0.002% 99.713% 1956 LSI INDUSTRIES INC COMMON STOCK 3,205 26,601.50 0.002% 99.714% 1957 AUDACY INC COMMON STOCK USD.01 7,476 26,539.80 0.002% 99.716% 1958 ISSUER DIRECT CORP COMMON STOCK USD.01 1,000 26,250.00 0.002% 99.717% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 53 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1959 UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01 296 26,225.60 0.002% 99.719% 1960 VENUS CONCEPT INC COMMON STOCK USD.0001 11,500 26,220.00 0.002% 99.720% 1961 LEGACY HOUSING CORP COMMON STOCK USD.001 1,336 26,185.60 0.002% 99.722% 1962 NATURAL GROCERS BY VITAMIN C COMMON STOCK USD.001 2,161 26,126.49 0.002% 99.723% 1963 SOUND FINANCIAL BANCORP INC COMMON STOCK USD.01 600 26,106.00 0.002% 99.725% 1964 SALISBURY BANCORP INC COMMON STOCK USD.1 509 26,081.16 0.002% 99.726% 1965 LEE ENTERPRISES COMMON STOCK USD.01 1,083 26,056.98 0.002% 99.728% 1966 IEC ELECTRONICS CORP COMMON STOCK USD.01 1,700 25,959.00 0.002% 99.729% 1967 ALERUS FINANCIAL CORP COMMON STOCK USD1.0 869 25,948.34 0.001% 99.731% 1968 BASSETT FURNITURE INDS COMMON STOCK USD5.0 1,200 25,788.00 0.001% 99.732% 1969 PFSWEB INC COMMON STOCK USD.001 1,937 25,762.10 0.001% 99.734% 1970 SELECT INTERIOR CONCEPTS A COMMON STOCK USD.01 1,800 25,668.00 0.001% 99.735% 1971 SPOK HOLDINGS INC COMMON STOCK USD.0001 2,587 25,637.17 0.001% 99.737% 1972 CRAWFORD + COMPANY CL A COMMON STOCK USD1.0 2,549 25,413.53 0.001% 99.738% 1973 READING INTERNATIONAL INC A COMMON STOCK USD.01 4,944 25,412.16 0.001% 99.740% 1974 ATYR PHARMA INC COMMON STOCK USD.001 4,588 25,302.82 0.001% 99.741% 1975 NORTHEAST BANK COMMON STOCK USD1.0 772 25,275.28 0.001% 99.743% 1976 GOOD TIMES RESTAURANTS INC COMMON STOCK USD.001 4,704 25,260.48 0.001% 99.744% 1977 BIOCERES CROP SOLUTIONS CORP COMMON STOCK USD.0001 1,800 25,182.00 0.001% 99.746% 1978 LINCOLN EDUCATIONAL SERVICES COMMON STOCK 3,900 24,999.00 0.001% 99.747% 1979 KALVISTA PHARMACEUTICALS INC COMMON STOCK USD.001 1,219 24,916.36 0.001% 99.748% 1980 WILLDAN GROUP INC COMMON STOCK USD.01 657 24,841.17 0.001% 99.750% 1981 US XPRESS ENTERPRISES INC A COMMON STOCK USD.01 2,800 24,472.00 0.001% 99.751% 1982 TRAVELZOO COMMON STOCK USD.01 2,000 24,420.00 0.001% 99.753% 1983 EIGER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001 3,000 24,420.00 0.001% 99.754% 1984 EVANS BANCORP INC COMMON STOCK USD.5 622 24,351.30 0.001% 99.756% 1985 FIRST NORTHWEST BANCORP COMMON STOCK 1,283 24,171.72 0.001% 99.757% 1986 KVH INDUSTRIES INC COMMON STOCK USD.01 2,284 24,141.88 0.001% 99.758% 1987 WEYCO GROUP INC COMMON STOCK USD1.0 1,047 24,049.59 0.001% 99.760% 1988 ENVELA CORP COMMON STOCK USD.01 5,655 23,920.65 0.001% 99.761% 1989 SHOTSPOTTER INC COMMON STOCK 600 23,898.00 0.001% 99.762% 1990 LAKELAND INDUSTRIES INC COMMON STOCK USD.01 1,000 23,870.00 0.001% 99.764% 1991 SPOTIFY TECHNOLOGY SA COMMON STOCK EUR.000625 100 23,434.00 0.001% 99.765% 1992 MARCUS CORPORATION COMMON STOCK USD1.0 1,500 23,400.00 0.001% 99.767% 1993 CULP INC COMMON STOCK USD.05 1,771 23,324.07 0.001% 99.768% 1994 RELIANT BANCORP INC COMMON STOCK USD.001 800 23,200.00 0.001% 99.769% 1995 LIMONEIRA CO COMMON STOCK USD.01 1,403 23,079.35 0.001% 99.771% 1996 CONSUMER PORTFOLIO SERVICES COMMON STOCK 4,008 22,925.76 0.001% 99.772% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 54 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 1997 CALEDONIA MINING CORP PLC COMMON STOCK 1,877 22,674.16 0.001% 99.773% 1998 CONCRETE PUMPING HOLDINGS IN COMMON STOCK USD.0001 2,727 22,661.37 0.001% 99.775% 1999 AMREP CORP COMMON STOCK USD.1 1,504 22,635.20 0.001% 99.776% 2000 PROVIDENT FINANCIAL HLDGS COMMON STOCK USD.01 1,300 22,620.00 0.001% 99.777% 2001 HIREQUEST INC COMMON STOCK USD.001 1,219 22,612.45 0.001% 99.778% 2002 PEOPLES BANCORP OF NC COMMON STOCK 800 22,560.00 0.001% 99.780% 2003 PACIFIC MERCANTILE BANCORP COMMON STOCK 2,550 22,465.50 0.001% 99.781% 2004 EMCORE CORP COMMON STOCK 2,998 22,425.04 0.001% 99.782% 2005 PHATHOM PHARMACEUTICALS INC COMMON STOCK USD.0001 629 22,386.11 0.001% 99.784% 2006 TRICIDA INC COMMON STOCK 5,144 22,324.96 0.001% 99.785% 2007 FARMERS + MERCHANTS BANCO/OH COMMON STOCK 978 22,259.28 0.001% 99.786% 2008 NATURES SUNSHINE PRODS INC COMMON STOCK 1,300 22,256.00 0.001% 99.788% 2009 SIGA TECHNOLOGIES INC COMMON STOCK USD.0001 3,400 22,202.00 0.001% 99.789% 2010 RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 900 22,032.00 0.001% 99.790% 2011 VOXX INTERNATIONAL CORP COMMON STOCK USD.01 2,097 21,955.59 0.001% 99.791% 2012 HERON THERAPEUTICS INC COMMON STOCK USD.01 1,861 21,717.87 0.001% 99.793% 2013 ORRSTOWN FINL SERVICES INC COMMON STOCK 909 21,688.74 0.001% 99.794% 2014 ALTUS MIDSTREAM CO A COMMON STOCK USD.0001 330 21,509.40 0.001% 99.795% 2015 BCB BANCORP INC COMMON STOCK 1,443 21,457.41 0.001% 99.796% 2016 CITIZENS INC COMMON STOCK 3,580 21,372.60 0.001% 99.798% 2017 MATRIX SERVICE CO COMMON STOCK USD.01 1,886 21,274.08 0.001% 99.799% 2018 TRUECAR INC COMMON STOCK USD.0001 5,050 21,210.00 0.001% 99.800% 2019 EGAIN CORP COMMON STOCK USD.001 1,800 21,204.00 0.001% 99.801% 2020 XENON PHARMACEUTICALS INC COMMON STOCK 1,199 21,162.35 0.001% 99.802% 2021 BANKWELL FINANCIAL GROUP INC COMMON STOCK NPV 700 21,063.00 0.001% 99.804% 2022 PARK AEROSPACE CORP COMMON STOCK USD.1 1,437 20,951.46 0.001% 99.805% 2023 PHX MINERALS INC COMMON STOCK USD.01666 8,160 20,644.80 0.001% 99.806% 2024 AIR T INC COMMON STOCK USD.25 601 20,620.31 0.001% 99.807% 2025 TRANSCAT INC COMMON STOCK USD.5 303 20,531.28 0.001% 99.808% 2026 CORE MOLDING TECHNOLOGIES IN COMMON STOCK USD.01 1,483 20,420.91 0.001% 99.810% 2027 FONAR CORP COMMON STOCK USD.0001 1,170 20,416.50 0.001% 99.811% 2028 STERLING BANCORP INC/MI COMMON STOCK 3,844 20,411.64 0.001% 99.812% 2029 AMERANT BANCORP INC COMMON STOCK USD.1 767 20,379.19 0.001% 99.813% 2030 INFUSYSTEM HOLDINGS INC COMMON STOCK USD.0001 1,421 20,249.25 0.001% 99.814% 2031 AKERO THERAPEUTICS INC COMMON STOCK USD.0001 850 20,179.00 0.001% 99.816% 2032 AKEBIA THERAPEUTICS INC COMMON STOCK USD.0001 6,801 19,994.94 0.001% 99.817% 2033 ROCKY BRANDS INC COMMON STOCK 402 19,971.36 0.001% 99.818% 2034 CHEMOCENTRYX INC COMMON STOCK USD.001 1,263 19,968.03 0.001% 99.819% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 55 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 2035 MANITEX INTERNATIONAL INC COMMON STOCK 2,502 19,940.94 0.001% 99.820% 2036 PLUMAS BANCORP COMMON STOCK 618 19,936.68 0.001% 99.821% 2037 BEASLEY BROADCAST GRP INC A COMMON STOCK USD.001 7,857 19,878.21 0.001% 99.822% 2038 HEMISPHERE MEDIA GROUP INC COMMON STOCK USD.0001 1,613 19,872.16 0.001% 99.824% 2039 WIDEPOINT CORP COMMON STOCK USD.001 3,619 19,868.31 0.001% 99.825% 2040 EVOLUTION PETROLEUM CORP COMMON STOCK USD.001 4,751 19,811.67 0.001% 99.826% 2041 MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01 2,200 19,778.00 0.001% 99.827% 2042 HAWTHORN BANCSHARES INC COMMON STOCK USD1.0 864 19,751.04 0.001% 99.828% 2043 LIMBACH HOLDINGS INC COMMON STOCK USD.0001 2,500 19,750.00 0.001% 99.829% 2044 ALITHYA GROUP INC CLASS A COMMON STOCK 6,866 19,636.76 0.001% 99.830% 2045 MAGENTA THERAPEUTICS INC COMMON STOCK USD.001 3,047 19,500.80 0.001% 99.832% 2046 PDL BIOPHARMA INC COMMON STOCK USD.01 20,904 19,363.38 0.001% 99.833% 2047 NATIONAL BANKSHARES INC/VA COMMON STOCK USD1.25 518 19,145.28 0.001% 99.834% 2048 DURECT CORPORATION COMMON STOCK USD.0001 13,752 19,115.28 0.001% 99.835% 2049 SATSUMA PHARMACEUTICALS INC COMMON STOCK USD.0001 3,870 19,079.10 0.001% 99.836% 2050 NETSOL TECHNOLOGIES INC COMMON STOCK USD.001 4,411 19,055.52 0.001% 99.837% 2051 WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD.01 850 18,938.00 0.001% 99.838% 2052 OP BANCORP COMMON STOCK 1,874 18,871.18 0.001% 99.839% 2053 GREENE COUNTY BANCORP INC COMMON STOCK USD.1 600 18,840.00 0.001% 99.840% 2054 OPIANT PHARMACEUTICALS INC COMMON STOCK USD.001 1,079 18,742.23 0.001% 99.841% 2055 OVERSEAS SHIPHOLDING GROUP A COMMON STOCK 7,143 18,714.66 0.001% 99.843% 2056 THE BANK OF PRINCETON COMMON STOCK USD5.0 613 18,696.50 0.001% 99.844% 2057 WAVE LIFE SCIENCES LTD COMMON STOCK 2,952 18,686.16 0.001% 99.845% 2058 COMPX INTERNATIONAL INC COMMON STOCK USD.01 811 18,644.89 0.001% 99.846% 2059 BUILD A BEAR WORKSHOP INC COMMON STOCK USD.01 1,000 18,640.00 0.001% 99.847% 2060 CHEMUNG FINANCIAL CORP COMMON STOCK USD.01 400 18,592.00 0.001% 99.848% 2061 TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 1,612 18,457.40 0.001% 99.849% 2062 PEOPLES FINANCIAL SERVICES COMMON STOCK USD2.0 400 18,436.00 0.001% 99.850% 2063 SIERRA ONCOLOGY INC COMMON STOCK USD.001 904 18,369.28 0.001% 99.851% 2064 PSYCHEMEDICS CORP COMMON STOCK USD.005 2,234 18,296.46 0.001% 99.852% 2065 TENNECO INC CLASS A COMMON STOCK USD.01 1,172 18,283.20 0.001% 99.853% 2066 MUSTANG BIO INC COMMON STOCK USD.0001 6,000 18,240.00 0.001% 99.854% 2067 HALLMARK FINL SERVICES INC COMMON STOCK USD.18 4,846 18,220.96 0.001% 99.855% 2068 USIO INC COMMON STOCK USD.001 2,900 18,183.00 0.001% 99.856% 2069 RR DONNELLEY + SONS CO COMMON STOCK USD1.25 3,700 18,167.00 0.001% 99.857% 2070 PING IDENTITY HOLDING CORP COMMON STOCK USD.001 700 18,165.00 0.001% 99.859% 2071 DELTA APPAREL INC COMMON STOCK USD.01 600 18,150.00 0.001% 99.860% 2072 WILEY (JOHN) + SONS CL B COMMON STOCK USD1.0 312 18,128.76 0.001% 99.861% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 56 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 2073 NOVA LIFESTYLE INC COMMON STOCK USD.001 7,592 17,993.04 0.001% 99.862% 2074 NORTHERN TECHNOLOGIES INTL COMMON STOCK USD.02 1,079 17,986.93 0.001% 99.863% 2075 CAPITAL BANCORP INC/MD COMMON STOCK USD.01 758 17,979.76 0.001% 99.864% 2076 AUTOSCOPE TECHNOLOGIES CORP COMMON STOCK 2,380 17,969.00 0.001% 99.865% 2077 LIVE VENTURES INC COMMON STOCK USD.001 401 17,968.81 0.001% 99.866% 2078 LEVEL ONE BANCORP INC COMMON STOCK 664 17,821.76 0.001% 99.867% 2079 ELEVATE CREDIT INC COMMON STOCK 5,045 17,707.95 0.001% 99.868% 2080 SOUTH PLAINS FINANCIAL INC COMMON STOCK USD1.0 760 17,632.00 0.001% 99.869% 2081 COASTAL FINANCIAL CORP/WA COMMON STOCK 600 17,622.00 0.001% 99.870% 2082 FIESTA RESTAURANT GROUP COMMON STOCK USD.01 1,467 17,618.67 0.001% 99.871% 2083 MOLECULAR TEMPLATES INC COMMON STOCK USD.001 2,700 17,604.00 0.001% 99.872% 2084 CIVEO CORP COMMON STOCK USD.01 743 17,564.52 0.001% 99.873% 2085 SB FINANCIAL GROUP INC COMMON STOCK 953 17,411.31 0.001% 99.874% 2086 CYANOTECH CORP COMMON STOCK USD.005 5,506 17,398.96 0.001% 99.875% 2087 FVCBANKCORP INC COMMON STOCK USD.01 872 17,248.16 0.001% 99.876% 2088 VILLAGE SUPER MARKET CLASS A COMMON STOCK 770 17,240.30 0.001% 99.877% 2089 HBT FINANCIAL INC/DE COMMON STOCK USD.01 1,046 17,102.10 0.001% 99.878% 2090 NEW HOME CO INC/THE COMMON STOCK USD.01 1,900 17,043.00 0.001% 99.879% 2091 HAMILTON BEACH BRAND A COMMON STOCK 1,000 17,000.00 0.001% 99.880% 2092 1ST CONSTITUTION BANCORP COMMON STOCK 749 16,785.09 0.001% 99.881% 2093 EAGLE BANCORP MONTANA INC COMMON STOCK USD.01 758 16,782.12 0.001% 99.882% 2094 TOWNSQUARE MEDIA INC CL A COMMON STOCK USD.01 1,300 16,718.00 0.001% 99.883% 2095 LANDMARK BANCORP INC COMMON STOCK USD.01 600 16,608.00 0.001% 99.884% 2096 PROVIDENT BANCORP INC COMMON STOCK USD.01 1,022 16,587.06 0.001% 99.885% 2097 OCEAN BIO CHEM INC COMMON STOCK USD.01 1,697 16,511.81 0.001% 99.886% 2098 OPORTUN FINANCIAL CORP COMMON STOCK USD.0001 649 16,387.25 0.001% 99.887% 2099 FUELCELL ENERGY INC COMMON STOCK USD.0001 2,605 16,255.20 0.001% 99.888% 2100 FUEL TECH INC COMMON STOCK USD.01 8,636 16,149.32 0.001% 99.888% 2101 SEASPINE HOLDINGS CORP COMMON STOCK USD.01 959 16,092.02 0.001% 99.889% 2102 FORTITUDE GOLD CORP COMMON STOCK USD.01 2,144 16,080.00 0.001% 99.890% 2103 SMARTFINANCIAL INC COMMON STOCK USD1.0 641 16,012.18 0.001% 99.891% 2104 CF BANKSHARES INC COMMON STOCK USD.01 840 16,010.40 0.001% 99.892% 2105 VENATOR MATERIALS PLC COMMON STOCK USD.001 4,866 15,911.82 0.001% 99.893% 2106 COLONY BANKCORP COMMON STOCK USD1.0 838 15,578.42 0.001% 99.894% 2107 MCCORMICK + CO INC VTG COM COMMON STOCK 180 15,535.80 0.001% 99.895% 2108 NEWPARK RESOURCES INC COMMON STOCK USD.01 5,878 15,400.36 0.001% 99.896% 2109 VIRCO MFG CORPORATION COMMON STOCK USD.01 4,104 15,390.00 0.001% 99.897% 2110 SYPRIS SOLUTIONS INC COMMON STOCK USD.01 4,022 15,323.82 0.001% 99.898% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 57 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 2111 NINE ENERGY SERVICE INC COMMON STOCK 6,761 15,212.25 0.001% 99.898% 2112 PDL COMMUNITY BANCORP COMMON STOCK 1,100 15,081.00 0.001% 99.899% 2113 ARDMORE SHIPPING CORP COMMON STOCK USD.01 4,312 15,048.88 0.001% 99.900% 2114 FIRST SAVINGS FINANCIAL GRP COMMON STOCK USD.01 172 14,967.44 0.001% 99.901% 2115 FOSTER (LB) CO A COMMON STOCK USD.01 876 14,935.80 0.001% 99.902% 2116 PCB BANCORP COMMON STOCK 783 14,892.66 0.001% 99.903% 2117 APYX MEDICAL CORP COMMON STOCK USD.001 1,247 14,727.07 0.001% 99.904% 2118 SENECA FOODS CORP CL B COMMON STOCK USD.25 301 14,628.60 0.001% 99.904% 2119 GUARANTY FEDERAL BNCSHS INC COMMON STOCK USD.1 600 14,622.00 0.001% 99.905% 2120 FIVE STAR SENIOR LIVING INC COMMON STOCK USD.01 3,137 14,587.05 0.001% 99.906% 2121 TIMBERLAND BANCORP INC COMMON STOCK USD.01 500 14,520.00 0.001% 99.907% 2122 NATURAL ALTERNATIVES INTL COMMON STOCK USD.01 920 14,480.80 0.001% 99.908% 2123 SWK HOLDINGS CORP COMMON STOCK USD.001 730 14,454.00 0.001% 99.909% 2124 HERITAGE GLOBAL INC COMMON STOCK USD.007 7,005 14,430.30 0.001% 99.910% 2125 STRONGBRIDGE BIOPHARMA PLC COMMON STOCK USD.01 6,381 14,357.25 0.001% 99.910% 2126 VOLT INFO SCIENCES INC COMMON STOCK USD.1 3,402 14,254.38 0.001% 99.911% 2127 CHARLES + COLVARD LTD COMMON STOCK 4,976 14,231.36 0.001% 99.912% 2128 FIRST NATIONAL CORP/VA COMMON STOCK USD1.25 673 14,186.84 0.001% 99.913% 2129 PZENA INVESTMENT MANAGM CL A COMMON STOCK USD.01 1,300 14,183.00 0.001% 99.914% 2130 LENSAR INC COMMON STOCK 1,586 14,083.68 0.001% 99.914% 2131 STARTEK INC COMMON STOCK USD.01 2,316 14,058.12 0.001% 99.915% 2132 OPTIMUMBANK HOLDINGS INC COMMON STOCK USD.01 2,800 14,028.00 0.001% 99.916% 2133 TOP SHIPS INC COMMON STOCK USD.01 11,220 14,025.00 0.001% 99.917% 2134 CODORUS VALLEY BANCORP INC COMMON STOCK USD2.5 633 14,020.95 0.001% 99.918% 2135 MAYVILLE ENGINEERING CO INC COMMON STOCK 932 13,905.44 0.001% 99.919% 2136 BBQ HOLDINGS INC COMMON STOCK 1,022 13,674.36 0.001% 99.919% 2137 MANNING + NAPIER INC COMMON STOCK USD.01 1,400 13,594.00 0.001% 99.920% 2138 AEGLEA BIOTHERAPEUTICS INC COMMON STOCK USD.0001 1,863 13,506.75 0.001% 99.921% 2139 INTRICON CORP COMMON STOCK USD1.0 600 13,500.00 0.001% 99.922% 2140 MEXCO ENERGY CORP COMMON STOCK USD.5 1,500 13,500.00 0.001% 99.922% 2141 STARRETT (L.S.) CO CL A COMMON STOCK USD1.0 1,800 13,302.00 0.001% 99.923% 2142 NEUROMETRIX INC COMMON STOCK USD.0001 1,100 13,134.00 0.001% 99.924% 2143 USA TRUCK INC COMMON STOCK USD.01 905 13,122.50 0.001% 99.925% 2144 UNITED BANCSHARES INC/OHIO COMMON STOCK USD1.0 436 12,992.80 0.001% 99.925% 2145 SILVERCREST ASSET MANAGEME A COMMON STOCK USD.01 800 12,992.00 0.001% 99.926% 2146 CATALYST BIOSCIENCES INC COMMON STOCK USD.001 2,824 12,933.92 0.001% 99.927% 2147 IMMUCELL CORP COMMON STOCK USD.1 1,406 12,878.96 0.001% 99.928% 2148 DLH HOLDINGS CORP COMMON STOCK USD.001 1,100 12,870.00 0.001% 99.928% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 58 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 2149 BAYCOM CORP COMMON STOCK 742 12,844.02 0.001% 99.929% 2150 MAINSTREET BANCSHARES INC COMMON STOCK USD4.0 550 12,842.50 0.001% 99.930% 2151 SIFCO INDUSTRIES COMMON STOCK USD1.0 1,584 12,767.04 0.001% 99.931% 2152 GAIA INC COMMON STOCK USD.0001 1,300 12,701.00 0.001% 99.931% 2153 BRISTOW GROUP INC COMMON STOCK USD.01 400 12,624.00 0.001% 99.932% 2154 FNCB BANCORP INC COMMON STOCK USD1.25 1,605 12,567.15 0.001% 99.933% 2155 TAYLOR DEVICES INC COMMON STOCK USD.025 1,040 12,563.20 0.001% 99.934% 2156 PRUDENTIAL BANCORP INC COMMON STOCK USD.01 845 12,506.00 0.001% 99.934% 2157 SUMMER INFANT INC COMMON STOCK USD.0001 1,391 12,393.81 0.001% 99.935% 2158 INOTIV INC COMMON STOCK 474 12,338.22 0.001% 99.936% 2159 RICHMOND MUTUAL BANCORPORATI COMMON STOCK USD.01 807 12,330.96 0.001% 99.936% 2160 JERASH HOLDINGS US INC COMMON STOCK USD.001 1,557 12,300.30 0.001% 99.937% 2161 LCNB CORPORATION COMMON STOCK 700 12,236.00 0.001% 99.938% 2162 FRANKLIN FINANCIAL SERVICES COMMON STOCK USD1.0 385 12,208.35 0.001% 99.939% 2163 FIRST BANK/HAMILTON NJ COMMON STOCK USD.01 916 12,201.12 0.001% 99.939% 2164 CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 420 12,142.20 0.001% 99.940% 2165 ADICET BIO INC COMMON STOCK USD.0001 1,454 12,140.90 0.001% 99.941% 2166 GENCOR INDUSTRIES INC COMMON STOCK USD.1 1,048 12,135.84 0.001% 99.941% 2167 ORGENESIS INC COMMON STOCK USD.001 2,262 12,101.70 0.001% 99.942% 2168 MIDDLEFIELD BANC CORP COMMON STOCK 507 12,066.60 0.001% 99.943% 2169 MESA LABORATORIES INC COMMON STOCK 45 12,011.40 0.001% 99.943% 2170 SUTRO BIOPHARMA INC COMMON STOCK USD.001 553 12,011.16 0.001% 99.944% 2171 CROSSFIRST BANKSHARES INC COMMON STOCK USD.01 901 11,911.22 0.001% 99.945% 2172 ASTRONOVA INC COMMON STOCK USD.05 760 11,901.60 0.001% 99.946% 2173 RHINEBECK BANCORP INC COMMON STOCK USD.01 1,100 11,847.00 0.001% 99.946% 2174 GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 1,395 11,759.85 0.001% 99.947% 2175 BGSF INC COMMON STOCK USD.01 894 11,747.16 0.001% 99.948% 2176 AMES NATIONAL CORP COMMON STOCK USD2.0 500 11,705.00 0.001% 99.948% 2177 NCS MULTISTAGE HOLDINGS INC COMMON STOCK USD.01 500 11,675.00 0.001% 99.949% 2178 ESQUIRE FINANCIAL HOLDINGS I COMMON STOCK USD.01 449 11,674.00 0.001% 99.950% 2179 CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 959 11,671.03 0.001% 99.950% 2180 SIGMATRON INTERNATIONAL INC COMMON STOCK USD.01 1,880 11,449.20 0.001% 99.951% 2181 CITIZENS COMMUNITY BANCORP I COMMON STOCK USD.01 816 11,391.36 0.001% 99.952% 2182 DATA I/O CORP COMMON STOCK 2,012 11,327.56 0.001% 99.952% 2183 CALITHERA BIOSCIENCES INC COMMON STOCK USD.001 4,617 11,311.65 0.001% 99.953% 2184 SEVERN BANCORP INC/MD COMMON STOCK USD.01 908 11,304.60 0.001% 99.954% 2185 X4 PHARMACEUTICALS INC COMMON STOCK USD.001 2,203 11,301.39 0.001% 99.954% 2186 ELMIRA SAVINGS BANK COMMON STOCK USD1.0 785 11,296.15 0.001% 99.955% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 59 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 2187 HENNESSY ADVISORS INC COMMON STOCK 1,107 11,291.40 0.001% 99.956% 2188 INVESTAR HOLDING CORP COMMON STOCK USD1.0 501 11,267.49 0.001% 99.956% 2189 EVI INDUSTRIES INC COMMON STOCK USD.025 463 11,260.16 0.001% 99.957% 2190 ADVERUM BIOTECHNOLOGIES INC COMMON STOCK USD.0001 4,625 11,238.75 0.001% 99.957% 2191 VIA RENEWABLES INC COMMON STOCK USD.01 1,000 11,200.00 0.001% 99.958% 2192 FIRST US BANCSHARES INC COMMON STOCK USD.01 1,038 11,158.50 0.001% 99.959% 2193 ASTRONICS CORP CL B COMMON STOCK USD.01 835 11,155.60 0.001% 99.959% 2194 FLEXIBLE SOLUTIONS INTL INC COMMON STOCK USD.001 3,105 11,146.95 0.001% 99.960% 2195 LIFEWAY FOODS INC COMMON STOCK 2,012 11,066.00 0.001% 99.961% 2196 CBM BANCORP INC COMMON STOCK USD.01 737 11,055.00 0.001% 99.961% 2197 SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK USD.0001 4,161 11,026.65 0.001% 99.962% 2198 ONESPAWORLD HOLDINGS LTD COMMON STOCK USD.0001 1,038 10,899.00 0.001% 99.963% 2199 HILL INTERNATIONAL INC COMMON STOCK USD.0001 4,357 10,892.50 0.001% 99.963% 2200 NETWORK 1 TECHNOLOGIES INC COMMON STOCK USD.01 3,500 10,885.00 0.001% 99.964% 2201 LIFEVANTAGE CORP COMMON STOCK USD.0001 1,400 10,878.00 0.001% 99.964% 2202 ART S WAY MANUFACTURING CO COMMON STOCK USD.01 3,212 10,824.44 0.001% 99.965% 2203 GENIE ENERGY LTD B COMMON STOCK 1,601 10,822.76 0.001% 99.966% 2204 MID PENN BANCORP INC COMMON STOCK USD1.0 405 10,768.95 0.001% 99.966% 2205 UNITY BANCORP INC COMMON STOCK 471 10,762.35 0.001% 99.967% 2206 COMMUNITY FINANCIAL CORP/THE COMMON STOCK USD.01 300 10,728.00 0.001% 99.968% 2207 CROWN CRAFTS INC COMMON STOCK USD.01 1,422 10,650.78 0.001% 99.968% 2208 UNION BANKSHARES INC /VT COMMON STOCK USD2.0 320 10,608.00 0.001% 99.969% 2209 MARCHEX INC CLASS B COMMON STOCK USD.01 3,200 10,560.00 0.001% 99.969% 2210 COFFEE HOLDING CO INC COMMON STOCK USD.001 2,117 10,521.49 0.001% 99.970% 2211 BANK OF SOUTH CAROLINA CORP COMMON STOCK 502 10,416.50 0.001% 99.971% 2212 UNITED BANCORP INC/OHIO COMMON STOCK USD1.0 685 10,377.75 0.001% 99.971% 2213 COMPUTER TASK GROUP INC COMMON STOCK USD.01 1,200 10,320.00 0.001% 99.972% 2214 OPTICAL CABLE CORP COMMON STOCK 2,889 10,111.50 0.001% 99.972% 2215 FLUENT INC COMMON STOCK 3,691 10,039.52 0.001% 99.973% 2216 ORION ENERGY SYSTEMS INC COMMON STOCK 2,200 10,010.00 0.001% 99.974% 2217 STEEL CONNECT INC COMMON STOCK USD.01 5,455 9,873.55 0.001% 99.974% 2218 NATIONAL CINEMEDIA INC COMMON STOCK USD.01 3,742 9,579.52 0.001% 99.975% 2219 UNIVERSAL TECHNICAL INSTITUT COMMON STOCK USD.0001 1,356 9,451.32 0.001% 99.975% 2220 LIBERTY MEDIA CORP BRAVES A TRACKING STK 363 9,438.00 0.001% 99.976% 2221 NICHOLAS FINANCIAL INC COMMON STOCK 801 9,275.58 0.001% 99.976% 2222 COMMUNITY WEST BANCSHARES COMMON STOCK 700 9,240.00 0.001% 99.977% 2223 BALLANTYNE STRONG INC COMMON STOCK USD.01 2,726 9,132.10 0.001% 99.977% 2224 COHEN + CO INC COMMON STOCK USD.001 400 8,972.00 0.001% 99.978% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 60 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 2225 FG FINANCIAL GROUP INC COMMON STOCK USD.001 1,723 8,959.60 0.001% 99.978% 2226 GRAHAM CORP COMMON STOCK USD.1 739 8,868.00 0.001% 99.979% 2227 GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01 900 8,775.00 0.001% 99.979% 2228 ACNB CORP COMMON STOCK USD2.5 303 8,729.43 0.001% 99.980% 2229 BM TECHNOLOGIES INC COMMON STOCK USD.0001 890 8,668.60 0.001% 99.980% 2230 EASTERN CO/THE COMMON STOCK 312 8,489.52 0.000% 99.981% 2231 TRECORA RESOURCES COMMON STOCK USD.1 1,000 8,400.00 0.000% 99.981% 2232 TAITRON COMPONENTS INC CL A COMMON STOCK USD.001 1,898 8,199.36 0.000% 99.982% 2233 AXCELLA HEALTH INC COMMON STOCK USD.001 2,200 8,030.00 0.000% 99.982% 2234 RICHARDSON ELEC LTD COMMON STOCK USD.05 900 7,965.00 0.000% 99.983% 2235 QAD INC B COMMON STOCK USD.001 92 7,962.60 0.000% 99.983% 2236 QUICKLOGIC CORP COMMON STOCK USD.001 1,300 7,917.00 0.000% 99.984% 2237 S+W SEED CO COMMON STOCK USD.001 2,800 7,812.00 0.000% 99.984% 2238 VALUE LINE INC COMMON STOCK USD.1 213 7,806.45 0.000% 99.985% 2239 GSI TECHNOLOGY INC COMMON STOCK USD.001 1,378 7,716.80 0.000% 99.985% 2240 BROADWIND INC COMMON STOCK USD.001 2,383 7,625.60 0.000% 99.986% 2241 LUBY S INC COMMON STOCK USD.32 1,850 7,548.00 0.000% 99.986% 2242 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 633 7,475.73 0.000% 99.986% 2243 STRATTEC SECURITY CORP COMMON STOCK USD.01 200 7,460.00 0.000% 99.987% 2244 NEPHROS INC COMMON STOCK USD.001 900 7,389.00 0.000% 99.987% 2245 ULTRALIFE CORP COMMON STOCK USD.1 900 7,371.00 0.000% 99.988% 2246 CAREDX INC COMMON STOCK USD.001 100 7,328.00 0.000% 99.988% 2247 NN INC COMMON STOCK USD.01 1,333 7,251.52 0.000% 99.989% 2248 NABORS INDUSTRIES LTD COMMON STOCK USD.001 84 7,084.56 0.000% 99.989% 2249 ALIMERA SCIENCES INC COMMON STOCK USD.01 1,100 6,589.00 0.000% 99.989% 2250 AMERICAN SHARED HOSPITAL SER COMMON STOCK 2,300 6,555.00 0.000% 99.990% 2251 SUMMIT STATE BANK COMMON STOCK 401 6,135.30 0.000% 99.990% 2252 FARMER BROS CO COMMON STOCK USD1.0 792 5,860.80 0.000% 99.990% 2253 ARMATA PHARMACEUTICALS INC COMMON STOCK USD.01 1,600 5,776.00 0.000% 99.991% 2254 ARDELYX INC COMMON STOCK USD.000001 4,056 5,718.96 0.000% 99.991% 2255 TRANSACT TECHNOLOGIES INC COMMON STOCK USD.01 400 5,620.00 0.000% 99.991% 2256 HMN FINANCIAL INC COMMON STOCK USD.01 237 5,526.84 0.000% 99.992% 2257 AMTECH SYSTEMS INC COMMON STOCK USD.01 531 5,490.54 0.000% 99.992% 2258 WAYSIDE TECHNOLOGY GROUP INC COMMON STOCK USD.01 200 5,448.00 0.000% 99.992% 2259 TEAM INC COMMON STOCK USD.3 1,207 5,407.36 0.000% 99.993% 2260 KINGSTONE COS INC COMMON STOCK USD.01 707 5,055.05 0.000% 99.993% 2261 HUTTIG BUILDING PRODUCTS INC COMMON STOCK USD.01 812 4,758.32 0.000% 99.993% 2262 HOME FEDERAL BANCORP INC/LA COMMON STOCK USD.01 261 4,700.61 0.000% 99.993% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 61 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 2263 ZEDGE INC CL B COMMON STOCK 300 4,692.00 0.000% 99.994% 2264 PCTEL INC COMMON STOCK USD.001 700 4,641.00 0.000% 99.994% 2265 CUMBERLAND PHARMACEUTICALS COMMON STOCK 1,600 4,608.00 0.000% 99.994% 2266 RANDOLPH BANCORP INC COMMON STOCK 228 4,585.08 0.000% 99.995% 2267 FREQUENCY ELECTRONICS INC COMMON STOCK USD1.0 400 4,340.00 0.000% 99.995% 2268 BANK OF COMMERCE HOLDINGS COMMON STOCK 300 4,278.00 0.000% 99.995% 2269 TESSCO TECHNOLOGIES INC COMMON STOCK USD.01 672 4,146.24 0.000% 99.995% 2270 REPUBLIC FIRST BANCORP INC COMMON STOCK USD.01 1,200 4,008.00 0.000% 99.996% 2271 TWIN DISC INC COMMON STOCK 300 3,750.00 0.000% 99.996% 2272 RGC RESOURCES INC COMMON STOCK USD5.0 150 3,606.00 0.000% 99.996% 2273 BK TECHNOLOGIES CORP COMMON STOCK USD.6 1,100 3,564.00 0.000% 99.996% 2274 AMPCO PITTSBURGH CORP COMMON STOCK USD1.0 689 3,307.20 0.000% 99.996% 2275 UNITED SECURITY BANCSHARE/CA COMMON STOCK 402 3,296.40 0.000% 99.997% 2276 LGL GROUP INC/THE COMMON STOCK USD.01 276 3,080.16 0.000% 99.997% 2277 NABORS INDUSTRIES LTD NABORS INDUSTRIES LTD CW26 518 3,004.40 0.000% 99.997% 2278 ADAMS RESOURCES + ENERGY INC COMMON STOCK USD.1 99 2,990.79 0.000% 99.997% 2279 EDUCATIONAL DEVELOPMENT CORP COMMON STOCK USD.2 308 2,981.44 0.000% 99.997% 2280 EXTERRAN CORP COMMON STOCK USD.01 731 2,902.07 0.000% 99.997% 2281 ESPEY MFG + ELECTRONICS CORP COMMON STOCK USD.333 200 2,870.00 0.000% 99.998% 2282 CITIZENS HOLDING COMPANY COMMON STOCK USD.2 160 2,840.00 0.000% 99.998% 2283 INNOVATIVE SOLUTIONS + SUPP COMMON STOCK USD.001 400 2,828.00 0.000% 99.998% 2284 BEL FUSE INC CL B COMMON STOCK USD.1 200 2,824.00 0.000% 99.998% 2285 COMMUNICATIONS SYSTEMS INC COMMON STOCK USD.05 400 2,720.00 0.000% 99.998% 2286 LAKE SHORE BANCORP INC COMMON STOCK USD.01 170 2,499.00 0.000% 99.998% 2287 ARMSTRONG FLOORING INC COMMON STOCK USD.0001 683 2,404.16 0.000% 99.999% 2288 GLEN BURNIE BANCORP COMMON STOCK USD1.0 200 2,400.00 0.000% 99.999% 2289 PLANET GREEN HOLDINGS CORP COMMON STOCK USD.001 1,720 2,158.60 0.000% 99.999% 2290 PERMA PIPE INTERNATIONAL HOL COMMON STOCK USD.01 300 2,106.00 0.000% 99.999% 2291 NATURAL GAS SERVICES GROUP COMMON STOCK USD.01 200 1,930.00 0.000% 99.999% 2292 ARK RESTAURANTS CORP COMMON STOCK USD.01 120 1,926.00 0.000% 99.999% 2293 DOVER MOTORSPORTS INC COMMON STOCK USD.1 700 1,841.00 0.000% 99.999% 2294 P + F INDUSTRIES CL A COMMON STOCK USD1.0 254 1,783.08 0.000% 99.999% 2295 PATRIOT TRANSPORTATION HOLDI COMMON STOCK USD.1 133 1,630.58 0.000% 99.999% 2296 BARNES + NOBLE EDUCATION INC COMMON STOCK USD.01 189 1,542.24 0.000% 100.000% 2297 AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01 80 1,192.00 0.000% 100.000% 2298 AMERISERV FINANCIAL INC COMMON STOCK USD.01 300 1,170.00 0.000% 100.000% 2299 COMMUNITY BANKERS TRUST CORP COMMON STOCK USD.01 100 1,121.00 0.000% 100.000% 2300 GREAT ELM GROUP INC COMMON STOCK USD.001 351 831.87 0.000% 100.000% U.S. Social Core Equity 2 Portfolio Dimensional Fund Advisors Page 62 of 62

Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 1,730,476,117.09 100.000% 2301 MEDIA GEN INC CVR COMMON STOCK 13,638 769.18 0.000% 100.000% 2302 RIVERVIEW BANCORP INC COMMON STOCK USD.01 100 734.00 0.000% 100.000% 2303 OTONOMY INC COMMON STOCK USD.001 450 702.00 0.000% 100.000% 2304 NEWSSTAR FINANCIAL INCCVR COMMON STOCK 6,871 698.09 0.000% 100.000% 2305 TRIO TECH INTERNATIONAL COMMON STOCK 100 452.00 0.000% 100.000% 2306 CONTRA ZAGG INC COMMON STOCK 4,298 386.82 0.000% 100.000% 2307 PROGENIC PHARMACEUTICALS INC. COMMON STOCK 4,762 252.86 0.000% 100.000% 2308 KENTUCKY FIRST FEDERAL BANCO COMMON STOCK USD.01 27 194.40 0.000% 100.000% 2309 PATHFINDER BANCORP INC COMMON STOCK USD.01 1 16.16 0.000% 100.000% 2310 ELANCO ANIMAL HEALTH INC COMMON STOCK 2,379 0.00 0.000% 100.000% 2311 ESC DIAMOND RESORTS IN 7,373 0.00 0.000% 100.000% 2312 FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE 21,032 0.00 0.000% 100.000% INT UNI Total 1,730,478,116.86 100.00%